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26th Australasian Finance & Banking Conference 2013 (Archive)

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ISBN: 978-0-9873127-5-4

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Viewing: 1 - 50 of 93 papers

1.

Algorithmic Trading in Turbulent Markets

Posted: 20 May 2019 Last Revised: 20 May 2019
Accepted Paper Series
University of South Australia, La Trobe Business School and University of South Australia - School of Commerce
2.

An Empirical Investigation into the Internationalisation Patterns of UK Firms

26th Australasian Finance and Banking Conference 2013
Number of pages: 22 Posted: 24 Nov 2013
Working Paper Series
Trinity College (Dublin) - School of Business Studies and UNE Business School
Downloads 65
3.

Volatility Spillovers Among the U.S. and Asian Stock Markets: A Comparison between the Periods of Asian Currency Crisis and Subprime Credit Crisis

26th Australasian Finance and Banking Conference 2013
Number of pages: 36 Posted: 22 Nov 2013
Working Paper Series
UNSW Australia Business School, School of Banking and Finance
Downloads 116
4.

News Flow, Web Attention and Extreme Returns in the European Financial Crisis

26th Australasian Finance and Banking Conference 2013
Number of pages: 33 Posted: 05 Nov 2013 Last Revised: 18 Oct 2016
Working Paper Series
Piraeus Bank and Luxembourg School of Finance
Downloads 252
5.

A Tale of Two Investors: Estimating Optimism and Overconfidence

26th Australasian Finance and Banking Conference 2013
Number of pages: 50 Posted: 02 Sep 2013
Working Paper Series
University of Lugano, USI Lugano - Institute of Finance and Santa Clara University - Leavey School of Business
Downloads 391
6.

R&D and the High Cash Holdings in the U.S.

26th Australasian Finance and Banking Conference 2013
Number of pages: 82 Posted: 02 Sep 2013 Last Revised: 08 Dec 2013
Working Paper Series
University of New Hampshire - Department of Accounting & Finance

Multiple version iconThere are 2 versions of this paper

Downloads 134
7.

Independent Directors and Risk Taking: Evidence from Listed US Insurance Companies

26th Australasian Finance and Banking Conference 2013
Number of pages: 46 Posted: 27 Aug 2013
Working Paper Series
Torrens University Australia, Monash University - Department of Banking and Finance and Monash Business School, Monash University

Multiple version iconThere are 2 versions of this paper

Downloads 163
8.

Governance and Culture: 'A Class' and 'B Class' Shares in the People's Republic of China

26th Australasian Finance and Banking Conference 2013
Posted: 27 Aug 2013
Working Paper Series
Bond University - Finance, James Cook University, College of Business Law & Governance and Icon Energy Limited
Downloads 107
9.

Trading Volume Around Firm-Specific Announcements

26th Australasian Finance and Banking Conference 2013
Number of pages: 41 Posted: 26 Aug 2013 Last Revised: 21 Oct 2013
Working Paper Series
Curtin University- School of Economics, Finance and property, La Trobe Business School and Monash University - Department of Banking and Finance
Downloads 66
10.

Ownership Structure and Collateral Requirements: Evidence from China's Listed Firms

26th Australasian Finance and Banking Conference 2013
Number of pages: 44 Posted: 26 Aug 2013 Last Revised: 02 May 2016
Working Paper Series
University of Wollongong, Macquarie University - Department of Applied Finance and Actuarial Studies and University of Wollongong
Downloads 14
11.

Incentives and Risk Taking: Evidence from Listed U.S. Insurance Companies

26th Australasian Finance and Banking Conference 2013
Number of pages: 53 Posted: 26 Aug 2013
Working Paper Series
Torrens University Australia and Monash University - Department of Banking and Finance
Downloads 102
12.

Blockholder and Firm Performance: Quasi-Experiment Using Japanese Bank Mergers

26th Australasian Finance and Banking Conference 2013
Number of pages: 25 Posted: 24 Aug 2013
Working Paper Series
Hitotsubashi University - Graduate School of International Corporate Strategy and Nagasaki University
Downloads 65
13.

Dividends as Signaling Device and the Disappearing Dividend Puzzle

26th Australasian Finance and Banking Conference 2013
Number of pages: 26 Posted: 23 Aug 2013 Last Revised: 14 Oct 2013
Working Paper Series
Department of Economics, Seoul National University and University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law

Multiple version iconThere are 2 versions of this paper

Downloads 109
14.

Capital Requirements, Bank Behavior and Fair Value Accounting: Evidence from Japanese Commercial Banks

26th Australasian Finance and Banking Conference 2013
Number of pages: 35 Posted: 21 Aug 2013
Working Paper Series
Hitotsubashi University - Graduate School of Commerce and Management and Hitotsubashi University - Graduate School of Commerce and Management
Downloads 188
15.

Volatility of Volatility, Expected Stock Return and Variance Risk Premium

26th Australasian Finance and Banking Conference 2013
Number of pages: 34 Posted: 20 Aug 2013
Working Paper Series
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law, UNC Charlotte - Belk College of Business and University of North Carolina (UNC) at Charlotte
Downloads 413
16.

Catastrophe Bonds and Systemic Risk

26th Australasian Finance and Banking Conference 2013
Number of pages: 38 Posted: 20 Aug 2013 Last Revised: 21 Aug 2013
Working Paper Series
University of Leipzig - Faculty of Economics and Management Science, Heinrich Heine University Dusseldorf and University of Leeds - Leeds University Business School (LUBS)
Downloads 385
17.

The High Volume Return Premium and Changes in Investor Recognition

26th Australasian Finance and Banking Conference 2013
Posted: 20 Aug 2013 Last Revised: 14 Feb 2014
Working Paper Series
Macquarie University, Macquarie University, Macquarie Business School and Western Sydney University

Multiple version iconThere are 2 versions of this paper

18.

When do informed traders provide liquidity?

Number of pages: 41 Posted: 20 Aug 2013 Last Revised: 24 Jan 2019
Working Paper Series
University of Technology Sydney (UTS) and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 162
19.

Does Board "Independence" Destroy Corporate Value?

26th Australasian Finance and Banking Conference 2013, 27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 51 Posted: 20 Aug 2013 Last Revised: 13 Oct 2014
Working Paper Series
University of New South Wales (UNSW Sydney and UNSW Business School
Downloads 932
20.

Credible Reforms and Stock Return Volatility: Evidence from Privatization

26th Australasian Finance and Banking Conference 2013
Number of pages: 54 Posted: 20 Aug 2013
Working Paper Series
HEC Montreal, Université de Sherbrooke and HEC Montreal

Multiple version iconThere are 2 versions of this paper

Downloads 7
21.

International Political Risk and Government Bond Pricing

Journal of Banking and Finance, Forthcoming, 26th Australasian Finance and Banking Conference 2013
Number of pages: 35 Posted: 19 Aug 2013 Last Revised: 19 Oct 2018
Accepted Paper Series
International Business School Suzhou, Xi’an Jiaotong Liverpool University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Western Australia - Department of Accounting and Finance and The Chinese University of Hong Kong, Shenzhen
Downloads 221
22.

Equilibrium Credit: The Reference Point for Macroprudential Supervisors

26th Australasian Finance and Banking Conference 2013
Number of pages: 62 Posted: 19 Aug 2013
Working Paper Series
Stockholm University - Stockholm Business School and World Bank

Multiple version iconThere are 2 versions of this paper

Downloads 154
23.

An Examination of the Differential Impact of Monetary Policy Announcements and Explanatory Minutes Releases on the Australian Interest Rate Futures Market

26th Australasian Finance and Banking Conference 2013
Number of pages: 33 Posted: 19 Aug 2013
Working Paper Series
Queensland University of Technology, Monash University, University of Newcastle and Queensland University of Technology - School of Economics and Finance
Downloads 28
24.

The Overhang Cost of Long and Short Term Debt in the Presence of Default Risk

26th Australasian Finance and Banking Conference 2013
Number of pages: 45 Posted: 19 Aug 2013 Last Revised: 09 Dec 2013
Working Paper Series
Department of Economics and Finance, La Trobe University, Department of Banking and Finance and Monash University
Downloads 78
25.

Financial Applications of the Mahalanobis Distance

Applied Economics and Finance, 1(2), p. 71-77
Posted: 19 Aug 2013 Last Revised: 05 Sep 2015
Accepted Paper Series
University of Liechtenstein and University of Liechtenstein
26.

The Value of Implicit Guarantees

26th Australasian Finance and Banking Conference 2013
Number of pages: 46 Posted: 19 Aug 2013
Working Paper Series
University of Oxford - Oxford-Man Institute of Quantitative Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 119
27.

Agency Risks and Long-Term Performance of Australian Publicly Listed Mergers and Acquisitions

26th Australasian Finance and Banking Conference 2013
Number of pages: 47 Posted: 19 Aug 2013
Working Paper Series
Australian National University (ANU) - Research School of Accounting
Downloads 22
28.

Momentum Investing and the GFC: The Case of the S&P/ASX100

26th Australasian Finance and Banking Conference 2013
Number of pages: 20 Posted: 19 Aug 2013
Working Paper Series
Bond University and Bond University
Downloads 283
29.

Do Firms Hedge Optimally? Evidence from an Exogenous Governance Change

Singapore Management University School of Accountancy Research Paper No. 2014-14, INSEAD Working Paper No. 2013/111/FIN/ACC, 26th Australasian Finance and Banking Conference 2013
Number of pages: 53 Posted: 19 Aug 2013 Last Revised: 19 Jul 2014
Working Paper Series
Singapore Management University - School of Accountancy, INSEAD - Finance and Fordham University
Downloads 164
30.

The effects of corporate bond granularity

Journal of Banking & Finance 63 (2016): 25-34
Number of pages: 10 Posted: 19 Aug 2013 Last Revised: 23 Dec 2015
Accepted Paper Series
Getulio Vargas Foundation (FGV) - Brazilian School of Public and Business Administration (EBAPE), Rotterdam School of Management, Erasmus University and Board of Governors of the Federal Reserve System
Downloads 107
31.

Understanding the Relationship between VIX and the S&P 500 Index Volatility

26th Australasian Finance and Banking Conference 2013
Number of pages: 27 Posted: 19 Aug 2013
Working Paper Series
Boston University Metropolitan College and Administrative Sciences Department, Boston University
Downloads 1,098
32.

Does Bank Ownership Imply Efficient Monitoring? Evidence from Bank Lending and Firm Investment Efficiencies in China

26th Australasian Finance and Banking Conference 2013
Number of pages: 29 Posted: 19 Aug 2013
Working Paper Series
University of Wollongong and Macquarie University - Department of Applied Finance and Actuarial Studies
Downloads 73
33.

Excess Control Rights, Financial Crisis and Bank Profitability and Risk

26th Australasian Finance and Banking Conference 2013
Number of pages: 41 Posted: 19 Aug 2013 Last Revised: 07 Nov 2013
Working Paper Series
University of Limoges - Faculty of Law and Economic Science and Universite de Limoges, LAPE
Downloads 88
34.

Dependence on the External Network Ties of the Outside Directors: Evidence from Groups of Large-Scale Enterprises in Korea

26th Australasian Finance and Banking Conference 2013
Number of pages: 30 Posted: 18 Aug 2013 Last Revised: 06 Dec 2013
Working Paper Series
Korea Advanced Institute of Science and Technology (KAIST) - Department of Management Science and Korea Advanced Institute of Science and Technology (KAIST) - Department of Management Science
Downloads 41
35.

Analytical Option Pricing Under an Asymmetrically Displaced Double Gamma Jump-Diffusion Model

26th Australasian Finance and Banking Conference 2013, Swiss Finance Institute Research Paper No. 17-78
Number of pages: 48 Posted: 18 Aug 2013 Last Revised: 12 Feb 2018
Working Paper Series
IMC Financial Markets and Department of Finance, Lancaster University Management School
Downloads 246
36.

Empirical Evidence of Co-Movements between China and Global Stock Markets

26th Australasian Finance and Banking Conference 2013
Number of pages: 62 Posted: 18 Aug 2013
Working Paper Series
Drexel University - Department of Finance, Fudan University and Fudan University
Downloads 75
37.

The Effect of Debt Market Imperfection on Capital Structure and Investment: Evidence from the 2008 Global Financial Crisis in Japan

26th Australasian Finance and Banking Conference 2013
Number of pages: 44 Posted: 18 Aug 2013 Last Revised: 09 Dec 2018
Working Paper Series
Daito Bunka University, Department of Modern Economics
Downloads 95
38.

Analysis of the Stationarity of East Asian Currencies Using Unit Root Test and Cointegration Test

26th Australasian Finance and Banking Conference 2013
Number of pages: 36 Posted: 18 Aug 2013
Working Paper Series
Hitotsubashi University - Graduate School of Commerce and Management
Downloads 36
39.

Information Spillover of Bailouts

Journal of Financial Intermediation, Forthcoming
Number of pages: 50 Posted: 18 Aug 2013 Last Revised: 27 Dec 2018
Accepted Paper Series
University of South Carolina, Darla Moore School of Business
Downloads 102
40.

Practice makes Progress: Evidence from Divestitures

Journal of Banking and Finance, Vol. 105, 2019, UNSW Australian School of Business Research Paper No. 2013 BFIN 09, 26th Australasian Finance and Banking Conference 2013
Number of pages: 68 Posted: 18 Aug 2013 Last Revised: 10 Jul 2019
Accepted Paper Series
UNSW Business School, University College Dublin (UCD) - Michael Smurfit Graduate School of Business and Monash Business School
Downloads 323
41.

The Dynamics of Trading in Commodity Futures

26th Australasian Finance and Banking Conference 2013
Number of pages: 37 Posted: 18 Aug 2013
Working Paper Series
University of Alberta - Department of Finance and Statistical Analysis, University of Miami - Department of Finance and ESSEC Business School
Downloads 247
42.

Conditional Returns to Shareholders of Bidding Firms: An Australian Study

26th Australasian Finance and Banking Conference 2013
Number of pages: 37 Posted: 18 Aug 2013
Working Paper Series
Curtin University

Multiple version iconThere are 2 versions of this paper

Downloads 50
43.

Governance of Financial Institutions: A Cross-Country Evaluation of National Codes Following Basel (2010)

26th Australasian Finance and Banking Conference 2013
Number of pages: 45 Posted: 17 Aug 2013 Last Revised: 09 Dec 2013
Working Paper Series
Macquarie University Department of Applied Finance and Actuarial Studies, Macquarie University Department of Applied Finance and University of Newcastle

Multiple version iconThere are 2 versions of this paper

Downloads 58
44.

Insider Trading Laws, Learning and Firm Valuation: A Global Perspective

26th Australasian Finance and Banking Conference 2013
Number of pages: 35 Posted: 17 Aug 2013 Last Revised: 14 Nov 2015
Working Paper Series
Massey University - School of Economics and Finance, University of Memphis and University of Memphis - Fogelman College of Business and Economics
Downloads 93
45.

Efficiency Costs Fairness: Resolving Financial Market Rumors through Public Inquiries

26th Australasian Finance and Banking Conference 2013
Number of pages: 47 Posted: 17 Aug 2013 Last Revised: 09 Oct 2018
Working Paper Series
Hong Kong Polytechnic University
Downloads 287
46.

Where and When Does It Pay to Be Good? A Global Long-Term Analysis of ESG Investing

26th Australasian Finance and Banking Conference 2013
Number of pages: 29 Posted: 17 Aug 2013 Last Revised: 08 Oct 2013
Working Paper Series
University of Regensburg - Department of Finance, University of St. Gallen - School of Finance and University of Regensburg
Downloads 460
47.

Robustness of Distance-to-Default

26th Australasian Finance and Banking Conference 2013
Number of pages: 25 Posted: 17 Aug 2013
Working Paper Series
Copenhagen Business School - Department of Finance and Copenhagen Business School
Downloads 294
48.

The Effects of Information-Based Trading on Daily Returns and Risk of Individual Stocks

26th Australasian Finance and Banking Conference 2013
Number of pages: 61 Posted: 17 Aug 2013
Working Paper Series
Deakin University and La Trobe University - School of Economics and Finance
Downloads 14
49.

Nonlinear and Semi-Parametric Modelling of Personal Loan Credit Scoring

26th Australasian Finance and Banking Conference 2013
Number of pages: 38 Posted: 16 Aug 2013
Working Paper Series
Monash Business School, Monash University and Monash University - Department of Econometrics & Business Statistics
Downloads 183
50.

Empirical Test of the Liquidity-Based Theory of Closed-End Funds

FIRN Research Paper, 2014 Financial Markets & Corporate Governance Conference, 26th Australasian Finance and Banking Conference 2013
Number of pages: 54 Posted: 16 Aug 2013 Last Revised: 31 Jan 2014
Working Paper Series
UNSW Australia Business School, School of Banking and Finance and UNSW Australia Business School, School of Banking and Finance
Downloads 126