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27th Australasian Finance & Banking Conference 2014 (Archive)

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ISBN: 978-0-9873127-6-1

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Viewing: 1 - 50 of 100 papers

1.

Forecasting Stock Returns in Good and Bad Times: The Role of Market States

27th Australasian Finance and Banking Conference 2014 Paper, Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 41 Posted: 14 Dec 2012 Last Revised: 01 Aug 2017
Working Paper Series
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 2,165
2.

Investor Attention, Visual Price Pattern, and Momentum Investing

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 74 Posted: 13 Jul 2013 Last Revised: 12 Aug 2014
Working Paper Series
National Chung Cheng University and University of Edinburgh - Organisation StudiesNational University of KaohsiungUniversity of Edinburgh - Accounting and Finance
Downloads 1,309
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 867
4.

Do Superstitious Traders Lose Money?

Forthcoming: Management Science
Number of pages: 80 Posted: 10 Aug 2014 Last Revised: 14 Oct 2016
Accepted Paper Series
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management, National Chengchi University (NCCU) - Department of International Business, The University of Hong Kong - Faculty of Business and Economics and The Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 814
5.

Price Discovery in Stock and Options Markets

Society for Financial Studies (SFS) Cavalcade, 2016
Number of pages: 54 Posted: 15 Aug 2014 Last Revised: 11 Jun 2017
Accepted Paper Series
University of Technology Sydney - UTS Business School, University of Technology Sydney - UTS Business School, University of Technology Sydney and University of Sydney
Downloads 806
6.

Foreign Cash: Taxes, Internal Capital Markets, and Agency Problems

The Review of Financial Studies, Forthcoming
Number of pages: 73 Posted: 04 Aug 2014 Last Revised: 28 Sep 2016
Accepted Paper Series
University of Washington, China Europe International Business School (CEIBS) and Xiamen University, School of Economics & WISE
Downloads 782
7.

Should We Be Afraid of the Dark? Dark Trading and Market Quality

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 55 Posted: 16 Jun 2013 Last Revised: 08 Feb 2016
Accepted Paper Series
University of Sydney and University of Technology Sydney - UTS Business School
Downloads 769
8.

Family Firms, Employee Satisfaction, and Corporate Performance

Journal of Corporate Finance 34 (2015) 108-127
Number of pages: 52 Posted: 18 Aug 2014 Last Revised: 31 Aug 2015
Accepted Paper Series
University of Louisville - Department of Finance, University of Kansas - School of Business, University of Kansas - Finance Area and University of Kansas - School of Business
Downloads 745
9.

Does the Weather Influence Global Stock Returns?

Number of pages: 57 Posted: 01 Jun 2014 Last Revised: 18 May 2017
Working Paper Series
York University - Schulich School of Business and York University - Schulich School of Business
Downloads 584
10.

Political Connections and Allocative Distortions

27th Australasian Finance and Banking Conference 2014 Paper, Institute of Global Finance Working Paper No. 5
Number of pages: 71 Posted: 14 Aug 2014 Last Revised: 28 Dec 2015
Working Paper Series
Princeton University, Bendheim Center for Finance
Downloads 582
11.

Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, 27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 55 Posted: 11 Aug 2014 Last Revised: 09 Jun 2017
Accepted Paper Series
Emory University - Department of Finance, University of Lausanne, Federal Reserve Board of Governors, University of California, Los Angeles (UCLA) - Finance Area and Singapore Management University - Lee Kong Chian School of Business
Downloads 571
12.

Does Competition Affect Earnings Management? Evidence from a Natural Experiment

Number of pages: 59 Posted: 21 Nov 2013 Last Revised: 08 Dec 2016
Working Paper Series
The University of Hong Kong - Faculty of Business and Economics, Loyola Marymount University - Department of Finance and Computer Information Systems and Erasmus University Rotterdam
Downloads 561
13.

Method of Payment and Risk Mitigation in Cross-Border Mergers and Acquisitions

Asian Finance Association (AsianFA) 2014 Conference Paper, 27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 63 Posted: 26 Feb 2014 Last Revised: 19 Nov 2015
Working Paper Series
University of New South Wales - Australian School of Business, Loyola Marymount University - Department of Finance and Computer Information Systems and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 523
14.

The Equity Premium and the One Percent

Number of pages: 49 Posted: 17 Mar 2014 Last Revised: 25 Jun 2017
Working Paper Series
University of California, San Diego (UCSD) - Department of Economics and University of Virginia - Darden School of Business
Downloads 459
15.

Did Dubious Mortgage Origination Practices Distort House Prices?

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 55 Posted: 23 Aug 2014 Last Revised: 17 Jan 2016
Working Paper Series
University of Texas at Austin - Department of Finance and Emory University - Goizueta Business School
Downloads 447
16.

Executive Overconfidence and Securities Class Actions

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, 27th Australasian Finance and Banking Conference 2014 Paper, UNSW Business School Research Paper No. 2015 BFIN 01
Number of pages: 57 Posted: 13 May 2014 Last Revised: 31 Dec 2016
Accepted Paper Series
Stevens Institute of Technology, UNSW Business School, University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics and Wealth Management Institute
Downloads 401
17.

Are Algorithmic Trades Informed? - An Empirical Analysis of Algorithmic Trading Around Earnings Announcements

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 46 Posted: 22 Aug 2012 Last Revised: 15 Sep 2015
Working Paper Series
The University of Sydney - Discipline of Finance, University of Sydney Business School, George Mason University - Finance Area, University of Sydney Business School and Discipline of Finance, The University of Sydney
Downloads 373
18.

Tick Size: Theory and Evidence

Rotman School of Management Working Paper No. 2485069, 27th Australasian Finance and Banking Conference 2014 Paper, Fisher College of Business Working Paper 2015-03-04, Charles A. Dice Center Working Paper No. 2015-04
Number of pages: 61 Posted: 22 Aug 2014 Last Revised: 19 Nov 2015
Working Paper Series
The Ohio State University - Fisher College of Business, University of Western Australia - Department of Accounting and Finance, Bocconi University and IGIER and Baffi Carefin, Bocconi University - Department of Finance and Université Paris Dauphine - Department of Finance
Downloads 365
19.

Political Uncertainty and Public Financing Costs: Evidence from U.S. Gubernatorial Elections and Municipal Bond Market

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 61 Posted: 26 Jan 2012 Last Revised: 05 Nov 2014
Working Paper Series
University of Notre Dame - Mendoza College of Business and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Downloads 361
20.

Effect of the Basel Accord Capital Requirements on the Loan-Loss Provisioning Practices of Australian Banks

Asian Finance Association (AsianFA) 2014 Conference Paper, 27th Australasian Finance and Banking Conference 2014 Paper, CIFR Paper No. 026/2014
Number of pages: 36 Posted: 16 Feb 2014 Last Revised: 04 Feb 2016
Working Paper Series
Macquarie University, Faculty of Business and Economics and Macquarie University, Faculty of Business and Economics
Downloads 354
21.

Any Silver Linings? The London Silver Fixing's Impact on Public Silver Markets Before and After the Introduction of Contemporaneous Futures Trading.

27th Australasian Finance and Banking Conference 2014 Paper, 2015 Financial Markets & Corporate Governance Conference
Number of pages: 83 Posted: 07 Jul 2014 Last Revised: 09 Jan 2015
Working Paper Series
University of Western Australia - UWA Business School
Downloads 318
22.

Intermediary Funding Liquidity and Rehypothecation as Determinants of Repo Haircuts and Interest Rates

27th Australasian Finance and Banking Conference 2014 Paper, Institute of Global Finance Working Paper No. 6
Number of pages: 37 Posted: 27 Jun 2014 Last Revised: 17 Nov 2015
Working Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 293
23.

Currency Appreciation Shocks and Shareholder Wealth Creation in Cross-Border Mergers and Acquisitions

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 61 Posted: 31 Jul 2013 Last Revised: 23 Nov 2014
Working 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 268
24.

Currency Momentum, Carry Trade, and Market Illiquidity

Journal of Banking and Finance 67, 1-11, 2016
Number of pages: 39 Posted: 15 Aug 2014 Last Revised: 29 Mar 2016
Accepted Paper Series
University of St. Gallen
Downloads 264
25.

The Role of Commodities in Strategic Asset Allocation

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 53 Posted: 10 Aug 2014 Last Revised: 05 Jan 2015
Working Paper Series
Bank of America - Bank of America Merrill Lynch, University of Southampton - Southampton Business School and EDHEC Business School
Downloads 262
26.

Corporate Governance and the Systemic Risk of Financial Institutions

Journal of Economics and Business, Vol. 82, No. 1, pp. 42-61, 2015, 27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 45 Posted: 23 Aug 2014 Last Revised: 28 Nov 2015
Accepted Paper Series
University of Vaasa - Department of Accounting and Finance, University of Vaasa - Department of Accounting and Finance and University of Vaasa
Downloads 230
27.

Disclosure, Ownership Structure and Bank Risk: Evidence from Asia

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 50 Posted: 14 Feb 2014 Last Revised: 19 Dec 2014
Working Paper Series
Université de Limoges, LAPE and Universite de Limoges, LAPE
Downloads 216
28.

Asset Allocation: Analysis of Theory and Practice in the Australian Investment Management Industry

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 98 Posted: 18 Aug 2014
Working Paper Series
University of Southern Queensland - Faculty of Business Education Law and Arts
Downloads 212
29.

Regulation-Induced Financial Innovation: The Case of Credit Default Swaps and Bank Capital

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 54 Posted: 09 Jun 2014 Last Revised: 25 Jan 2016
Working Paper Series
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Hong Kong - School of Economics and Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 212
30.

Bank Interventions and Trade Credit: Evidence from Debt Covenant Violations

Number of pages: 53 Posted: 18 Aug 2014 Last Revised: 12 Aug 2017
Working Paper Series
City University of Hong Kong
Downloads 207
31.

Hitting SKEW for SIX

2013 Financial Markets & Corporate Governance Conference, 27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 49 Posted: 19 Dec 2012 Last Revised: 03 Jun 2016
Working Paper Series
The University of Western Australia Business School and University of Queensland
Downloads 206
32.

Does Competition Only Impact on Insolvency Risk? New Evidence from the Chinese Banking Industry

International Journal of Managerial Finance, Forthcoming
Number of pages: 36 Posted: 22 Aug 2014 Last Revised: 31 Mar 2017
Accepted Paper Series
University of Huddersfield - Business School and University of Huddersfield - Business School
Downloads 191
33.

Hilbert-Huang Based Volatility Forecasts for High Frequency Data and Simulated Option Markets

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 20 Posted: 19 Aug 2014
Working Paper Series
University of Wollongong, School of Mathematics and Applied Statistics, University of Wollongong and University of Wollongong
Downloads 185
34.

The Forecast Dispersion Anomaly Revisted: Time-Series Forecast Dispersion and the Cross-Section of Stock Returns

Journal of Empirical Finance, Vol. 39, 2016, 27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 46 Posted: 13 Aug 2014 Last Revised: 18 Feb 2017
Accepted Paper Series
Korea University Business School and California State University, Los Angeles
Downloads 176
35.

The Relation between Financial Development, Energy Consumption and Economic Growth: Empirical Evidence for the United States

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 23 Posted: 21 Aug 2014
Working Paper Series
Murdoch University, Murdoch University, Murdoch University and Murdoch University
Downloads 176
36.

Gender Gap in Personal Bankruptcy Risks: Empirical Evidence from Singapore

Review of Finance, Forthcoming, 27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 55 Posted: 22 Oct 2013 Last Revised: 07 Oct 2016
Accepted Paper Series
Georgetown University - Department of Finance, Nankai University, National University of Singapore (NUS) - Department of Real Estate and Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences
Downloads 170
37.

Reporting and Non-Reporting Incentives in Leasing: Evidence from the Airline Industry

27th Australasian Finance and Banking Conference 2014 Paper, Institute of Global Finance Working Paper No. 3
Number of pages: 58 Posted: 21 Aug 2014 Last Revised: 29 Oct 2015
Working Paper Series
University of California, Los Angeles (UCLA) - Accounting Area and affiliation not provided to SSRN
Downloads 164
38.

Monetary Policy Transmission in Vietnam: Evidence From A VAR Approach

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 14 Posted: 18 Aug 2014 Last Revised: 11 Oct 2014
Working Paper Series
University of Economics Ho Chi Minh City and University of Economics Ho Chi Minh City
Downloads 163
39.

Ownership Structure and Stock Returns: Analysis of the Impact of Family Shareholding

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 36 Posted: 01 Aug 2014 Last Revised: 17 Nov 2014
Working Paper Series
University of Fribourg
Downloads 163
40.

Inventory Behavior and Financial Constraints: Theory and Evidence

Asian Finance Association (AsianFA) 2014 Conference Paper, 27th Australasian Finance and Banking Conference 2014 Paper, Swedish House of Finance Research Paper No. 16-17
Number of pages: 78 Posted: 13 Feb 2014 Last Revised: 10 Oct 2016
Working Paper Series
Hong Kong University of Science & Technology (HKUST) - Department of Finance, University of Michigan, Stephen M. Ross School of Business and Stockholm School of Economics
Downloads 162
41.

The Effect of Risk Governance in the Insurance Sector During the Financial Crisis - Empirical Evidence from an International Sample

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 51 Posted: 18 Aug 2014
Working Paper Series
Macquarie University Department of Applied Finance and Actuarial Studies, Technische Universität München (TUM) - Chair of Mathematical Finance and Macquarie University Department of Applied Finance and Actuarial Studies
Downloads 153
42.

The Impact of Bank Liquidity on Bank Risk Taking: Do High Capital Buffers and Big Banks Help or Hinder?

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 45 Posted: 19 Aug 2014 Last Revised: 20 Nov 2015
Working Paper Series
University of Technology Sydney (UTS) - School of Finance and Economics, University of Technology Sydney (UTS) - School of Finance and Economics and The University of Sydney - Business School
Downloads 153
43.

Skill or Luck? The Outperformance of Highly Active Funds

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 37 Posted: 15 Aug 2014 Last Revised: 17 Apr 2015
Working Paper Series
Australian National University (ANU)
Downloads 144
44.

Asymmetric Information and Liquidity Provision

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 50 Posted: 11 Aug 2014 Last Revised: 26 Jun 2015
Working Paper Series
Rice University, Jesse H. Jones Graduate School of Business, Students
Downloads 143
45.

Liquidity Dynamics between REIT and Property Markets

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 59 Posted: 07 Feb 2014 Last Revised: 20 Aug 2014
Working Paper Series
Georgetown University - Department of Finance and Chinese University of Hong Kong
Downloads 143
46.

Blockholder Power, Shareholder Conflicts and Legal Protection: Evidence from Tax Preferences and Payout Decisions

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 66 Posted: 18 Mar 2012 Last Revised: 29 Aug 2014
Working Paper Series
Technische Universität München (TUM), University of Marburg - School of Business & Economics and Technische Universität München
Downloads 137
47.

Asset Pricing with Regime-Dependent Preferences and Learning

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 82 Posted: 04 Oct 2013 Last Revised: 15 Aug 2014
Working Paper Series
University of Geneva, Boston University - Department of Finance & Economics and Questrom School of Business, Boston University

Multiple version iconThere are 2 versions of this paper

Downloads 136
48.

IPO Valuation and Profitability Expectations: Evidence from the Italian Exchange

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 37 Posted: 21 May 2014 Last Revised: 10 Aug 2014
Working Paper Series
Polytechnic University of Milan - Dipartimento di Ingegneria Gestionale and Polytechnic University of Milan - Dipartimento di Ingegneria Gestionale
Downloads 132
49.

Governance and Performance of Private Pension Funds: Australian Evidence

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 46 Posted: 22 Aug 2014
Working Paper Series
School of Risk and Actuarial Studies, UNSW Business School | University of New South Wales, Australia
Downloads 128
50.

Investment Spike Financing

Asian Finance Association (AsianFA) 2017 Conference
Number of pages: 67 Posted: 20 Jul 2014 Last Revised: 03 Sep 2017
Working Paper Series
Peking University - HSBC Business School, University of Oxford - Said Business School and University of Oxford - Said Business School
Downloads 126