SSRN 25th Australasian Finance & Banking Conference 2012 (Archive)

1.

Market Timing with Moving Averages

25th Australasian Finance and Banking Conference 2012

Number of pages: 68 Posted: 10 Aug 2012 Last Revised: 09 Nov 2012

Working Paper Series

Paskalis Glabadanidis

University of Adelaide Business School

There are 5 versions of this paper

Downloads 1,117

2.

Seasonal Asset Allocation: Evidence from Mutual Fund Flows

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming

Number of pages: 127 Posted: 17 Nov 2011 Last Revised: 04 Sep 2015

Accepted Paper Series

Mark J. Kamstra, Lisa A. Kramer, Maurice D. Levi and Russ Wermers

York University - Schulich School of Business, University of Toronto - Rotman School of Management, University of British Columbia (UBC) - Sauder School of Business and University of Maryland - Robert H. Smith School of Business

Downloads 1,070

3.

Cross-Border Mergers and Acquisitions: The Role of Private Equity Firms

Strategic Management Journal, Forthcoming, 25th Australasian Finance and Banking Conference 2012, 2013 Financial Markets & Corporate Governance Conference, UNSW Australian School of Business Research Paper No. 2012 BFIN 10

Number of pages: 40 Posted: 25 Feb 2012 Last Revised: 19 Sep 2016

Accepted Paper Series

Mark Humphery-Jenner, Zacharias Sautner and Jo-Ann Suchard

UNSW Business School, Frankfurt School of Finance & Management gemeinnützige GmbH and UNSW Australia Business School, School of Banking and Finance

Downloads 852

4.

Forecasting Government Bond Risk Premia Using Technical Indicators

25th Australasian Finance and Banking Conference 2012, Asian Finance Association (AsFA) 2013 Conference

Number of pages: 50 Posted: 22 Aug 2011 Last Revised: 13 Nov 2013

Working Paper Series

Jeremy Goh, Fuwei Jiang, Jun Tu and Guofu Zhou

Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) - School of Finance, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business

Downloads 798

5.

Risk-Factor Diversification and Portfolio Selection

25th Australasian Finance and Banking Conference 2012

Number of pages: 33 Posted: 28 Aug 2012

Working Paper Series

Scott N. Pappas, Robert J. Bianchi, Michael E. Drew and Rakesh Gupta

Griffith University - Griffith Business School, Griffith University, Griffith University and Griffith University - Griffith Business School

Downloads 614

6.

Developing High-Frequency Foreign Exchange Trading Systems

25th Australasian Finance and Banking Conference 2012

Number of pages: 6 Posted: 20 Aug 2012

Working Paper Series

Bruce James Vanstone, Tobias Hahn and Gavin Finnie

Bond University, Bond University and Bond University

Downloads 613

7.

Are Female CEOs and Chairwomen More Conservative and Risk Averse? Evidence from the Banking Industry during the Financial Crisis

Journal of Business Ethics, Vol. 131, No. 3, pp. 577-594, 2015, 25th Australasian Finance and Banking Conference 2012

Number of pages: 48 Posted: 28 Aug 2012 Last Revised: 28 Nov 2015

Accepted Paper Series

Ajay A. Palvia, Emilia Vähämaa and Sami Vähämaa

Government of the United States of America - Office of the Comptroller of the Currency (OCC), Hanken School of Economics and University of Vaasa

Downloads 500

8.

Individual Financial Risk Tolerance and the Global Financial Crisis

25th Australasian Finance and Banking Conference 2012

Number of pages: 35 Posted: 25 Jan 2012 Last Revised: 10 Jul 2013

Working Paper Series

Paul Gerrans, Robert W. Faff and Neil Hartnett

University of Western Australia - UWA Business School, University of Queensland and University of Newcastle

There are 2 versions of this paper

Downloads 462

9.

The Impact of Non Interest Income on Bank Risk in Australia

25th Australasian Finance and Banking Conference 2012

Number of pages: 40 Posted: 17 Aug 2012 Last Revised: 11 Aug 2014

Working Paper Series

Barry Williams

Department of Banking and Finance

Downloads 401

10.

Long-Term Return Reversal: Evidence from International Market Indices

Number of pages: 32 Posted: 01 Aug 2012 Last Revised: 27 Feb 2013

Working Paper Series

Mirela Malin and Graham N. Bornholt

Griffith University - Department of Accounting, Finance and Economics and Griffith University - Department of Accounting, Finance and Economics

Downloads 374

11.

LIBOR’s Poker

Number of pages: 44 Posted: 28 Aug 2012 Last Revised: 16 Feb 2017

Working Paper Series

Jiakai Chen

University of Hawaii

Downloads 365

12.

Loan Loss Provisioning Practices of Asian Banks

BIS Working Paper No. 375

Number of pages: 31 Posted: 11 Apr 2012 Last Revised: 14 May 2014

Working Paper Series

Frank Packer and Haibin Zhu

Bank for International Settlements (BIS) and Bank for International Settlements (BIS)

Downloads 345

13.

Costliness of Placement Agents

Journal of Financial Services Research, Vol. 48, No. 3, 2015, Midwest Finance Association 2013 Annual Meeting Paper, 25th Australasian Finance and Banking Conference 2012

Number of pages: 37 Posted: 11 Aug 2012 Last Revised: 20 Sep 2016

Accepted Paper Series

Marko Rikato and Ales S. Berk

PwC and FELU / University of Ljubljana - Faculty of Economics

There are 2 versions of this paper

Downloads 290

14.

Short-Selling, Margin-Trading, and Price Efficiency: Evidence from the Chinese Market

25th Australasian Finance and Banking Conference 2012

Number of pages: 48 Posted: 25 Aug 2012 Last Revised: 24 Aug 2013

Working Paper Series

Eric C. Chang, Yan Luo and Jinjuan Ren

University of Hong Kong - School of Business, Fudan University and University of Macau

Downloads 289

15.

Corporate Governance and the Dynamics of Capital Structure: New Evidence

25th Australasian Finance and Banking Conference 2012

Number of pages: 47 Posted: 28 Aug 2012

Working Paper Series

Robin K. Chou, Yakai Chang and Tai-Hsin Huang

National Chengchi University, National Chengchi University and National Chengchi University (NCCU)

Downloads 285

16.

Institutional Investor Horizons, Information Environment, and Firm Financing Decisions

25th Australasian Finance and Banking Conference 2012

Number of pages: 64 Posted: 19 Apr 2012 Last Revised: 30 Sep 2012

Working Paper Series

Xin (Simba) Chang, Yangyang Chen and Sudipto Dasgupta

Cambridge Judge Business School, Hong Kong Polytechnic University - Faculty of Business and Hong Kong University of Science & Technology (HKUST) - Department of Finance

Downloads 283

17.

The Systematic Pricing of Market Sentiment Shock

25th Australasian Finance and Banking Conference 2012, Schulich School of Business York University Working Paper

Number of pages: 56 Posted: 06 Nov 2006 Last Revised: 18 Dec 2016

Working Paper Series

Samuel Xin Liang

affiliation not provided to SSRN

Downloads 280

18.

Rehypothecation Dilemma: Impact of Collateral Rehypothecation on Derivative Prices Under Bilateral Counterparty Credit Risk

25th Australasian Finance and Banking Conference 2012

Number of pages: 33 Posted: 28 Aug 2012 Last Revised: 29 Oct 2013

Working Paper Series

Yuji Sakurai and Yoshihiko Uchida

Federal Reserve Banks - Federal Reserve Bank of Richmond and Bank of Japan - Institute for Monetary and Economic Studies

Downloads 276

19.

The Demand for Warrants and Issuer Pricing Strategies

Journal of Futures Markets, forthcoming

Number of pages: 53 Posted: 18 Aug 2011 Last Revised: 19 Oct 2014

Accepted Paper Series

Rainer Baule and Philip Blonski

University of Hagen and Fern Universität in Hagen

Downloads 276

20.

Bankruptcy Probabilities Inferred from Option Prices

25th Australasian Finance and Banking Conference 2012

Number of pages: 39 Posted: 24 Aug 2012 Last Revised: 09 Dec 2012

Working Paper Series

Stephen J. Taylor, Chi Feng Tzeng and Martin Widdicks

Lancaster University - Department of Accounting and Finance, National Tsing Hua University - College of Technology Management and Lancaster University - Department of Accounting and Finance

Downloads 272

21.

Durable Matters? An Alternative Measure of Consumption Risk

25th Australasian Finance and Banking Conference 2012

Number of pages: 55 Posted: 21 Aug 2012

Working Paper Series

Rui Cui

University of Chicago - Finance

Downloads 263

22.

Liquidity and Solvency Shocks in a Network Model of Systemic Risk: The Impact of Minimum Capital and Reserve Requirements

25th Australasian Finance and Banking Conference 2012

Number of pages: 38 Posted: 22 Aug 2012 Last Revised: 20 Nov 2012

Working Paper Series

Andreas Krause and Simone Giansante

University of Bath and University of Bath - School of Management

Downloads 250

23.

Capital Ideas: Optimal Capital Reserve Strategies for a Bank and Its Regulator

Number of pages: 33 Posted: 28 Aug 2012 Last Revised: 08 Aug 2015

Working Paper Series

Geoffrey William Evatt, Paul V. Johnson, Kristoffer J. Glover and Mingliang Cheng

School of Mathematics, University of Manchester, University of Manchester, University of Technology Sydney (UTS) - School of Finance and Economics and University of Manchester

Downloads 235

24.

Asset Prices and Google's Search Data

25th Australasian Finance and Banking Conference 2012

Number of pages: 26 Posted: 24 Apr 2012

Working Paper Series

Bodo Herzog

Reutlingen University - ESB Business School

Downloads 233

25.

The Token Woman

25th Australasian Finance and Banking Conference 2012

Number of pages: 27 Posted: 28 Aug 2012 Last Revised: 05 Dec 2012

Working Paper Series

Maria Strydom and Hue Hwa Au Yong

Monash University and Monash University - Department of Banking and Finance

Downloads 228

26.

Tax Regimes, Regulatory Change and Corporate Income Tax Aggressiveness in China

25th Australasian Finance and Banking Conference 2012

Number of pages: 44 Posted: 28 Aug 2012 Last Revised: 23 Jan 2013

Working Paper Series

Guodong Yuan, Ron P. McIver and Michael Burrow

University of South Australia - School of Commerce, Centre for Applied Financial Studies (CAFS), University of South Australia - School of Commerce and University of South Australia - Division of Business and Enterprise - (CAFS), University of South Australia - School of Commerce

Downloads 226

27.

CAPM, Components of Beta and the Cross Section of Expected Returns

Number of pages: 58 Posted: 19 Aug 2012 Last Revised: 13 Nov 2015

Working Paper Series

Tolga Cenesizoglu and Jonathan J. Reeves

HEC Montreal - Department of Finance and UNSW Business School, University of New South Wales

Downloads 224

28.

CEO Overconfidence and Corporate Financial Distress

25th Australasian Finance and Banking Conference 2012

Number of pages: 29 Posted: 12 Aug 2012

Working Paper Series

Chao Rung Ho and Yuanchen Chang

affiliation not provided to SSRN and National Chengchi University - College of Commerce

There are 2 versions of this paper

Downloads 219

29.

Credit Risk Characteristics of U.S. Small Business Portfolios

Best AFFI 2016 paper in banking & insurance

Number of pages: 39 Posted: 09 Aug 2012 Last Revised: 12 Aug 2017

Working Paper Series

Dennis Bams, Magdalena Pisa and Christian C. P. Wolff

University of Maastricht - Limburg Institute of Financial Economics (LIFE), WHU - Otto Beisheim School of Management and University of Luxembourg - Luxembourg School of Finance

There are 2 versions of this paper

Downloads 217

30.

Tail Risks and Systemic Risks for U.S. and Eurozone Financial Institutions in the Wake of the Global Financial Crisis

25th Australasian Finance and Banking Conference 2012

Number of pages: 56 Posted: 28 Aug 2012

Working Paper Series

Stefan Straetmans and Sajid M. Chaudhry

University of Maastricht - Limburg Institute of Financial Economics (LIFE) and Birmingham Business School, University of Birmingham

Downloads 217

31.

Experience of Regret and Subsequent Trading Behavior

25th Australasian Finance and Banking Conference 2012

Number of pages: 49 Posted: 15 Mar 2012 Last Revised: 03 Aug 2017

Working Paper Series

Prachi Deuskar, Pan Deng and Fei Wu

Indian School of Business, Fudan University - School of Economics and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Downloads 209

32.

Does Income Smoothing Affect the Cost of Bank Loans?

Number of pages: 54 Posted: 19 Aug 2012 Last Revised: 12 Apr 2015

Working Paper Series

Yusuke Takasu

Yokohama National University

Downloads 202

33.

Net Present Value of Acquisitions

25th Australasian Finance and Banking Conference 2012

Number of pages: 26 Posted: 03 Sep 2012 Last Revised: 27 Dec 2012

Working Paper Series

Reza Yaghoubi, Stuart Locke and Jenny L. Gibb

University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Management School

Downloads 201

34.

Optimal Hedging When the Underlying Asset Follows a Regime-Switching Markov Process

25th Australasian Finance and Banking Conference 2012

Number of pages: 34 Posted: 17 Aug 2012 Last Revised: 19 Aug 2012

Working Paper Series

Pascal Francois, Geneviève Gauthier and Frédéric Godin

HEC Montreal - Department of Finance, HEC Montreal - Department of Decision Sciences and HEC Montreal - Department of Management Sciences

Downloads 201

35.

Banking for the Public Good

25th Australasian Finance and Banking Conference 2012

Number of pages: 17 Posted: 15 Jun 2012 Last Revised: 10 Feb 2015

Working Paper Series

Andy W. Mullineux

Professor of Financial Economics

Downloads 183

36.

Jumps in Oil Prices: The Role of Economic News

Energy Journal, 2013

Number of pages: 32 Posted: 23 Aug 2012 Last Revised: 18 Feb 2013

Accepted Paper Series

John Elder, Hong Miao and Sanjay Ramchander

Colorado State University, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University, Fort Collins - Department of Finance & Real Estate

Downloads 180

37.

Ultimate Ownership Structure and Bank Regulatory Capital Adjustment: Evidence from European Commercial Banks

25th Australasian Finance and Banking Conference 2012, Midwest Finance Association 2013 Annual Meeting Paper

Number of pages: 57 Posted: 25 May 2012 Last Revised: 25 Jan 2013

Working Paper Series

Laetitia Lepetit, Amine Tarazi and Nadia Zedek

Universite de Limoges, LAPE, Universite de Limoges, LAPE and Universite de Limoges, LAPE

There are 2 versions of this paper

Downloads 173

38.

Contemporaneous Spill-Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices

25th Australasian Finance and Banking Conference 2012

Number of pages: 33 Posted: 16 Aug 2012

Working Paper Series

Ihsan Badshah, Bart Frijns and Alireza Tourani-Rad

Auckland University of Technology, Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology - Faculty of Business & Law

Downloads 169

39.

Contingent Liabilities and Sovereign Risk: Evidence from Banking Sectors

25th Australasian Finance and Banking Conference 2012

Number of pages: 31 Posted: 06 Sep 2012 Last Revised: 31 Oct 2012

Working Paper Series

Serkan Arslanalp and Yin Liao

International Monetary Fund (IMF) and Queensland University of Technology

There are 2 versions of this paper

Downloads 169

40.

Stock Price Informativeness, Analyst Coverage and Economic Growth: Evidence from Emerging Markets

25th Australasian Finance and Banking Conference 2012

Number of pages: 30 Posted: 19 Aug 2012 Last Revised: 08 Jan 2013

Working Paper Series

Fang Chin Cheng, Ferdinand A. Gul and Bin Srinidhi

University of New South Wales, Deakin University - Department of Accounting and University of Texas at Arlington - Department of Accounting

There are 2 versions of this paper

Downloads 166

41.

A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500

25th Australasian Finance and Banking Conference 2012

Number of pages: 19 Posted: 19 Aug 2012

Working Paper Series

David E. Allen, Michael McAleer, Robert J. Powell and Abhay Kumar-Singh

University of South Australia, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute, Edith Cowan University - School of Accounting, Finance and Economics and Edith Cowan University

Downloads 165

42.

Can European Bank Bailouts Work?

Journal of Banking & Finance, Volume 48 (2014), 334–349., 25th Australasian Finance and Banking Conference 2012,

Number of pages: 41 Posted: 22 Aug 2012 Last Revised: 16 Jan 2016

Accepted Paper Series

Dirk Schoenmaker and Arjen Siegmann

Rotterdam School of Management, Erasmus University and VU University Amsterdam

Downloads 164

43.

Stock Option Awards: Effects on Firm Performance and Risk-Taking after Japan’s Corporate Governance Reforms

25th Australasian Finance and Banking Conference 2012

Number of pages: 48 Posted: 28 Aug 2012

Working Paper Series

Hyonok Kim, Yukihiro Yasuda and Nobuhisa Hasegawa

Tokyo Keizai University, Hitotsubashi University and TKU-MFRC

Downloads 164

44.

Pricing Deviation, Misvaluation Comovement, and Macroeconomic Conditions

25th Australasian Finance and Banking Conference 2012

Number of pages: 55 Posted: 25 Aug 2012

Working Paper Series

Eric C. Chang, Yan Luo and Jinjuan Ren

University of Hong Kong - School of Business, Fudan University and University of Macau

Downloads 159

45.

Quality of Bank Capital and Bank Lending Behavior during the Global Financial Crisis

25th Australasian Finance and Banking Conference 2012

Number of pages: 48 Posted: 21 Aug 2012 Last Revised: 10 Nov 2014

Working Paper Series

Marko Kosak, Shaofang Li, Igor Loncarski and Matej Marinc

University of Ljubljana - Faculty of Economics, Southeast University - School of Economics and Management, University of Ljubljana - Faculty of Economics and University of Ljubljana - Faculty of Economics

There are 2 versions of this paper

Downloads 159

46.

Short Selling and Over‐Optimism: Do Short Sellers Profit on the Australian Stock Exchange?

25th Australasian Finance and Banking Conference 2012, Behavioral Finance and Capital Markets Conference, University of South Australia, 2013 , The Alpha Interface, Book One, Jeffrey Mishlove, PhD

Number of pages: 41 Posted: 28 Aug 2012 Last Revised: 20 Sep 2014

Working Paper Series

David R. Gallagher, Petko S. Kalev and Eben van Wyk

Capital Markets CRC Limited, University of South Australia - Centre for Applied Financial Studies and CIMB Securities (Australia) Ltd

Downloads 155

47.

The Fukushima Nuclear Accident, Damage Compensation Resolution and Energy Stock Returns

25th Australasian Finance and Banking Conference 2012

Number of pages: 49 Posted: 26 Aug 2012 Last Revised: 09 Dec 2012

Working Paper Series

Toshio Serita and Peng Xu

Aoyama Gakuin University - Department of Economics and Hosei University - Institute of Comparative Economic Studies (ICES)

Downloads 154

48.

Post-Earnings Announcement Drift: Evidence from the Corporate Bond Market

25th Australasian Finance and Banking Conference 2012

Number of pages: 55 Posted: 20 Aug 2012 Last Revised: 26 Nov 2012

Working Paper Series

Xiaoting Wei, Cameron Truong and Madhu Veeraraghavan

Monash University, Monash University and T.A. PAI Management Institute, Finance Area

Downloads 150

49.

Did Local Lenders Forecast the Bust? Evidence from the Real Estate Market

25th Australasian Finance and Banking Conference 2012

Number of pages: 59 Posted: 02 Dec 2011 Last Revised: 16 Mar 2015

Working Paper Series

Kristle Romero Cortés

Federal Reserve Banks - Federal Reserve Bank of Cleveland

Downloads 149

50.

Predictive Regression: An Improved Augmented Regression Method

25th Australasian Finance and Banking Conference 2012

Number of pages: 31 Posted: 17 Aug 2012

Working Paper Series

Jae H. Kim

La Trobe University

Downloads 146

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