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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.

No Good Deals — No Bad Models

FRB of New York Staff Report No. 589, 26th Australasian Finance and Banking Conference 2013
Number of pages: 62 Posted: 22 Dec 2012 Last Revised: 17 Jul 2014
Working Paper Series
Federal Reserve Bank of New York, London Metropolitan University - Department of Economics, Finance and International Business (EFIB), University of Technology Sydney Business School and University of Warwick - Financial Options Research Centre (FORC)
Downloads 1,956
2.

Do Risk Management Practices Work? Evidence from Hedge Funds

Chicago Booth Research Paper No. 13-13, Fama-Miller Working Paper, 26th Australasian Finance and Banking Conference 2013
Number of pages: 51 Posted: 09 Dec 2010 Last Revised: 16 Dec 2016
Working Paper Series
INSEAD and Tuck School of Business at Dartmouth College
Downloads 1,854
3.

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 Australia) and UNSW Business School
Downloads 879
4.

Methods for Multicountry Studies of Corporate Governance (and Evidence from the BRIKT Countries)

nearly final version, published in Journal of Econometrics, Vol. 183, pages 230-240, 2014, 26th Australasian Finance and Banking Conference 2013, European Corporate Governance Institute (ECGI) - Finance Working Paper No. 414/2014 , U of Michigan Law & Econ Research Paper No. 13-005, Northwestern Law & Econ Research Paper No. 13-05
Number of pages: 27 Posted: 23 Mar 2013 Last Revised: 03 Mar 2016
Working Paper Series
Northwestern University - Pritzker School of Law, Fundacao Getulio Vargas School of Business at Sao Paulo, University of Michigan Law School, Korea University Business School and WHU - Otto Beisheim School of Management
Downloads 764
5.

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 716
6.

Home Away From Home: Geography of Information and Local Investors

26th Australasian Finance and Banking Conference 2013, AFA 2012 Chicago Meetings Paper, 14th Annual Conference of Financial Economics and Accounting 2011
Number of pages: 69 Posted: 21 Nov 2010 Last Revised: 12 Nov 2013
Working Paper Series
University of Miami - School of Business Administration, University of Miami - School of Business Administration and National University of Singapore (NUS) - Department of Finance
Downloads 624
7.

Extreme Downside Liquidity Risk

26th Australasian Finance and Banking Conference 2013, University of St.Gallen, School of Finance Research Paper No. 2013/26
Number of pages: 81 Posted: 01 Apr 2013 Last Revised: 04 Jun 2017
Working Paper Series
University of Mannheim - Department of International Finance, Aalto University School of Business and University of St. Gallen - School of Finance
Downloads 613
8.

Does CEO Bias Escalate Repurchase Activity?

26th Australasian Finance and Banking Conference 2013, UNSW Australian School of Business Research Paper No. 2013 BFIN 04
Number of pages: 63 Posted: 20 May 2013 Last Revised: 13 May 2017
Working Paper Series
Stevens Institute of Technology, UNSW Business School and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 468
9.

Trade Credit, the Financial Crisis, and SME Access to Finance

26th Australasian Finance and Banking Conference 2013
Number of pages: 43 Posted: 08 Aug 2013
Working Paper Series
Bangor Business School, University of Granada - Department of Economic Theory and History and Indiana University - Kelley School of Business - Department of Finance
Downloads 462
10.

Is There Momentum or Reversal in Weekly Currency Returns?

26th Australasian Finance and Banking Conference 2013
Number of pages: 41 Posted: 30 Apr 2013 Last Revised: 10 Jun 2015
Working Paper Series
University of Otago - Department of Accountancy and Finance, Massey University - School of Economics and Finance and Massey University - Department of Economics and Finance
Downloads 443
11.

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 387
12.

What Are Analysts Really Good At?

AFA 2013 San Diego Meetings Paper, 26th Australasian Finance and Banking Conference 2013
Number of pages: 54 Posted: 18 Nov 2011 Last Revised: 14 Nov 2013
Working Paper Series
Washington University in St. Louis - John M. Olin Business School, Case Western Reserve University - Weatherhead School of Management, Singapore Management University and Ohio State University (OSU) - Fisher College of Business
Downloads 341
13.

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 330
14.

When Opportunity Knocks: Cross-Sectional Return Dispersion and Active Fund Performance

Critical Finance Review, Forthcoming, 26th Australasian Finance and Banking Conference 2013
Number of pages: 58 Posted: 11 Aug 2013 Last Revised: 16 Nov 2015
Working Paper Series
Australian National University (ANU)
Downloads 327
15.

Trade Relationships, Indirect Economic Links, and Mergers

26th Australasian Finance and Banking Conference 2013
Number of pages: 73 Posted: 18 Nov 2012 Last Revised: 17 May 2017
Working Paper Series
University of Washington, Brigham Young University - Department of Finance and University of New South Wales (UNSW) - School of Banking and Finance
Downloads 322
16.

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
Swiss Finance Institute, University of Lugano - Institute of Finance and Santa Clara University - Leavey School of Business
Downloads 316
17.

Ownership Structure and Risk-Taking: Comparative Evidence from Private and State-Controlled Banks in China

International Review of Financial Analysis, Forthcoming, 26th Australasian Finance and Banking Conference 2013
Number of pages: 40 Posted: 24 Jun 2013 Last Revised: 25 Mar 2014
Accepted Paper Series
University of Aberdeen - Business School, Hongyuan Securities, Lingnan University - Department of Finance and Insurance and University of Edinburgh - Business School
Downloads 307
18.

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
Universität Regensburg, University of St. Gallen and University of Regensburg
Downloads 304
19.

What Drives Investment-Cash Flow Sensitivity around the World? An Asset Tangibility Perspective

Journal of Banking and Finance 77, 1-17, 8th Annual Conference on Asia-Pacific Financial Markets (the Outstanding Paper Award), Asian Finance Association Conference 2013, 26th Australasian Finance and Banking Conference 2013
Number of pages: 56 Posted: 20 Feb 2013 Last Revised: 21 Mar 2017
Accepted Paper Series
Institute of Global Finance, UNSW Business School, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics, Australian National University (ANU) - College of Business and Economics and University of New South Wales (UNSW) - School of Banking and Finance
Downloads 288
20.

Managerial Risk-Taking Incentives and Merger Decisions

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 76 Posted: 16 Mar 2013 Last Revised: 29 Mar 2017
Accepted Paper Series
The University of Hong Kong - Faculty of Business and Economics, Loyola Marymount University - Department of Finance and Computer Information Systems and Shanghai University of Finance and Economics
Downloads 284
21.

A Primer on Regulatory Bank Capital Adjustments

26th Australasian Finance and Banking Conference 2013
Number of pages: 60 Posted: 04 Aug 2013 Last Revised: 24 Mar 2014
Working Paper Series
Victoria University of Wellington - School of Accounting and Commercial Law
Downloads 274
22.

Cross-Border Mergers and Acquisitions for Innovation Opportunities

26th Australasian Finance and Banking Conference 2013, Asian Finance Association (AsianFA) 2014 Conference Paper
Number of pages: 59 Posted: 24 Jun 2013 Last Revised: 30 Apr 2016
Working Paper Series
University of Hong Kong, University of New South Wales - Australian School of Business, UNSW Business School and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 267
23.

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 - Department of Finance
Downloads 267
24.

Does Organizational Experience Matter? Evidence from Divestitures

UNSW Australian School of Business Research Paper No. 2013 BFIN 09, 26th Australasian Finance and Banking Conference 2013
Number of pages: 71 Posted: 18 Aug 2013 Last Revised: 02 Jun 2017
Working Paper Series
UNSW Business School, University College Dublin (UCD) - Michael Smurfit Graduate School of Business and Monash Business School
Downloads 265
25.

Efficiency Costs Fairness: Resolving Financial Market Rumors through Public Inquiries

26th Australasian Finance and Banking Conference 2013
Number of pages: 46 Posted: 17 Aug 2013 Last Revised: 07 Oct 2017
Working Paper Series
Hong Kong Polytechnic University
Downloads 260
26.

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
University of Reading - ICMA Centre and Luxembourg School of Finance
Downloads 249
27.

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 234
28.

Who Benefits from Bank Trading Activity: Shareholders or Employees?

Number of pages: 57 Posted: 13 May 2013 Last Revised: 10 Mar 2016
Working Paper Series
Ivey Business School, Melbourne Business School, University of Melbourne and Melbourne Business School, the University of Melbourne
Downloads 233
29.

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 232
30.

What is the Real Relation between Cash Holdings and Stock Returns?

26th Australasian Finance and Banking Conference 2013
Number of pages: 39 Posted: 16 Mar 2013 Last Revised: 24 Sep 2016
Working Paper Series
Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences, National Sun Yat-sen University, Shanghai Lixin University of Accounting and Finance and Hong Kong Polytechnic University
Downloads 210
31.

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

26th Australasian Finance and Banking Conference 2013
Number of pages: 46 Posted: 18 Aug 2013 Last Revised: 01 May 2014
Working Paper Series
Commerzbank AG and University of Zurich - Department of Banking and Finance
Downloads 199
32.

Stock Market Illiquidity, Funding Liquidity, and Bond Risk Premia

Asian Finance Association (AsFA) 2013 Conference, 26th Australasian Finance and Banking Conference 2013
Number of pages: 57 Posted: 20 Mar 2012 Last Revised: 05 Dec 2013
Working Paper Series
Cardano Risk Management, UNSW Business School, School of Banking and Finance and University of New South Wales (UNSW)
Downloads 199
33.

Effects of Managerial Labor Market on Executive Compensation: Evidence from Job-Hopping

Journal of Accounting and Economics Forthcoming
Number of pages: 49 Posted: 09 May 2013 Last Revised: 03 Feb 2015
Working Paper Series
Fanhai International School of Finance, Fudan University, University of Adelaide - Business School and Temple University - Department of Finance
Downloads 194
34.

Does Share Liquidity Increase the Propensity to Raise Debt Finance?

Number of pages: 57 Posted: 14 Jan 2013 Last Revised: 11 Feb 2017
Working Paper Series
Peking University - HSBC Business School

Multiple version iconThere are 2 versions of this paper

Downloads 187
35.

Crude Oil Price Prediction: A Nonparametric Approach

26th Australasian Finance and Banking Conference 2013
Number of pages: 57 Posted: 23 Jul 2013 Last Revised: 15 Mar 2016
Working Paper Series
Emory University
Downloads 182
36.

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 178
37.

Algorithmic Trading in Turbulent Markets

Number of pages: 52 Posted: 28 Aug 2013 Last Revised: 27 Oct 2016
Working Paper Series
University of South Australia, La Trobe Business School and University of South Australia - School of Commerce
Downloads 177
38.

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: 10 Oct 2014
Accepted Paper Series
Xi’an Jiaotong Liverpool University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), University of Western Australia - Department of Accounting and Finance and University of New South Wales (UNSW) - School of Banking and Finance
Downloads 177
39.

Are Covered Bonds a Substitute for Mortgage-Backed Securities?

26th Australasian Finance and Banking Conference 2013
Number of pages: 42 Posted: 08 Aug 2013
Working Paper Series
Bangor Business School, University of Granada - Department of Economic Theory and History and Federal Reserve Bank of Chicago - Economic Research

Multiple version iconThere are 2 versions of this paper

Downloads 169
40.

What Does Investor Sentiment Reflect: Animal Spirits or Risks?

Asian Finance Association (AsFA) 2013 Conference, 26th Australasian Finance and Banking Conference 2013
Number of pages: 30 Posted: 18 Nov 2012 Last Revised: 26 Aug 2013
Working Paper Series
Peking University - HSBC Business School
Downloads 169
41.

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 164
42.

Firm Crash Risk, Information Environments, and Speed of Leverage Adjustment

26th Australasian Finance and Banking Conference 2013
Number of pages: 57 Posted: 12 Aug 2013
Working Paper Series
Monash Business School, UNSW Australia Business School, School of Banking and Finance and Monash University -Department of Banking and Finance
Downloads 158
43.

Determinants of Secondary Market Prices for Structured Products During the 2007-2009 Financial Crisis

26th Australasian Finance and Banking Conference 2013, FIRN Research Paper
Number of pages: 69 Posted: 01 Mar 2013 Last Revised: 01 Dec 2015
Working Paper Series
University of Manchester - Alliance Manchester Business School
Downloads 154
44.

Why Do Some Insurers become Systemically Relevant?

Journal of Financial Stability, Forthcoming, 26th Australasian Finance and Banking Conference 2013
Number of pages: 69 Posted: 30 Jun 2013 Last Revised: 06 May 2014
Accepted Paper Series
University of Leipzig - Faculty of Economics and Management Science and Technical University of Dortmund
Downloads 151
45.

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 150
46.

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 143
47.

Deregulation, Competition and Merger Activity in the U.S. Telecommunications Industry

26th Australasian Finance and Banking Conference 2013
Number of pages: 53 Posted: 01 May 2012 Last Revised: 22 Jun 2015
Working Paper Series
Saint Mary's College of California
Downloads 142
48.

Liquidity Provision in Limit Order Book Markets

Number of pages: 40 Posted: 20 Aug 2013 Last Revised: 16 Jan 2016
Working Paper Series
University of Technology Sydney - UTS Business School and University of Technology Sydney
Downloads 138
49.

Trust in Banks: Evidence from the Spanish Financial Crisis

26th Australasian Finance and Banking Conference 2013
Number of pages: 39 Posted: 15 Aug 2013
Working Paper Series
Bangor Business School, University of Granada and University of Granada - Department of Economic Theory and History
Downloads 123
50.

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 121