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28th Australasian Finance & Banking Conference 2015 (Archive)

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ISBN: 978-0-9873127-7-8

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Viewing: 1 - 50 of 82 papers

1.

Effect of Tax Avoidance Activities on Firm-Specific Risk

28th Australasian Finance and Banking Conference
Number of pages: 45 Posted: 25 Jan 2016 Last Revised: 28 Jul 2016
Working Paper Series
--
Downloads 192
2.

Director Connectedness: Monitoring Efficacy and Career Prospects

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 68 Posted: 16 Nov 2015 Last Revised: 17 Dec 2017
Accepted Paper Series
Clemson University, Department of Finance, University of Arizona - Department of Finance and Renmin University of China
Downloads 284
3.

Procyclicality of the Comovement between Dividend Growth and Consumption Growth

28th Australasian Finance and Banking Conference, 2017 American Economic Association Annual Meeting, 10th Annual SoFiE Conference
Number of pages: 62 Posted: 09 Sep 2015 Last Revised: 26 Jan 2018
Working Paper Series
Boston College, Carroll School of Management
Downloads 135
4.

Exposure to International Crises: Trade vs. Financial Contagion

28th Australasian Finance and Banking Conference
Number of pages: 68 Posted: 01 Sep 2015 Last Revised: 28 Jul 2016
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Dallas

Multiple version iconThere are 2 versions of this paper

Downloads 29
5.

Credit Unions, Market Discipline, and the Australian Deposit Guarantee

28th Australasian Finance and Banking Conference
Number of pages: 42 Posted: 26 Aug 2015 Last Revised: 28 Jul 2016
Working Paper Series
Monash University - Department of Banking and Finance, Monash University - Department of Banking and Finance, Monash University and Monash University - Monash Business School - Department of Banking and Finance
Downloads 43
6.

Supervisory Shopping in the Banking Sector: When is it Socially Desirable?

28th Australasian Finance and Banking Conference
Number of pages: 47 Posted: 25 Aug 2015
Working Paper Series
The Chinese University of Hong Kong
Downloads 44
7.

Shadow Banking and Asset Pricing

Institute of Global Finance Working Paper No. 10, 28th Australasian Finance and Banking Conference
Number of pages: 48 Posted: 21 Aug 2015 Last Revised: 03 Sep 2018
Working Paper Series
Victoria University of Wellington - School of Economics and Finance
Downloads 109
8.

Are Overconfident CEOs Better Leaders? Evidence from Stakeholder Commitments

Journal of Financial Economics (JFE), Vol. 127, No. 3, 2018, p 519-545
Number of pages: 70 Posted: 21 Aug 2015 Last Revised: 04 Mar 2018
Accepted Paper Series
Nanyang Technological University (NTU), affiliation not provided to SSRN and Singapore Management University - Lee Kong Chian School of Business
Downloads 214
9.

Discovering and Disentangling Effects of US Macro-Announcements for European Stocks

28th Australasian Finance and Banking Conference
Number of pages: 32 Posted: 21 Aug 2015
Working Paper Series
University of Duisburg-Essen and University of Duisburg-Essen
Downloads 40
10.

Determinants of Household Broker Choice and the Impact on Performance

28th Australasian Finance and Banking Conference
Number of pages: 36 Posted: 21 Aug 2015 Last Revised: 28 Jul 2016
Working Paper Series
University of Sydney Business School, Darmstadt University of Technology, University of Sydney Business School, Darmstadt University of Technology and University of New South Wales - School of Banking and Finance
Downloads 50
11.

Estimating Long Memory Volatility Using High-Frequency Data of Asian Stock Markets

28th Australasian Finance and Banking Conference
Number of pages: 13 Posted: 21 Aug 2015 Last Revised: 28 Jul 2016
Working Paper Series
Waikato Management School, Birla Institute of Technology & Science (BITS), Pilani and University of Waikato - Management School
Downloads 71
12.

Who exacerbates the extreme swings in the Chinese stock market?

28th Australasian Finance and Banking Conference
Number of pages: 37 Posted: 21 Aug 2015 Last Revised: 08 Sep 2017
Working Paper Series
Asian Development Bank, The University of Sydney - Business School and Western Sydney University
Downloads 35
13.

The Impact of UCITS IV Directive on European Mutual Funds Performance

28th Australasian Finance and Banking Conference
Number of pages: 41 Posted: 21 Aug 2015
Working Paper Series
University of Lorraine - CEREFIGE Research Center and University of Lorraine - CEREFIGE Research Center
Downloads 102
14.

IPO Quantity Revisions

28th Australasian Finance and Banking Conference
Number of pages: 38 Posted: 21 Aug 2015
Working Paper Series
Cleveland State University and University of Virginia - McIntire School of Commerce
Downloads 64
15.

Volatilities and Correlations in the Stock Market During the Global Financial Crisis

28th Australasian Finance and Banking Conference
Number of pages: 21 Posted: 21 Aug 2015
Working Paper Series
SIM University (UniSIM) and SIM University (UniSIM)
Downloads 179
16.

Equity Short Sales and Options: Complements or Substitutes?

28th Australasian Finance and Banking Conference
Number of pages: 57 Posted: 20 Aug 2015 Last Revised: 14 Jan 2017
Working Paper Series
Independent

Multiple version iconThere are 3 versions of this paper

Downloads 42
17.

Low-Beta Strategies

28th Australasian Finance and Banking Conference
Number of pages: 43 Posted: 20 Aug 2015 Last Revised: 15 Jun 2017
Working Paper Series
Georg-August-Universität Göttingen and University of Goettingen (Gottingen) - Chair of Finance
Downloads 895
18.

Impacts of Sovereign Creditworthiness on Sub-Sovereign Debt Ratings in Emerging and Developing Economies

Number of pages: 54 Posted: 20 Aug 2015 Last Revised: 18 Jul 2017
Working Paper Series
, World Bank and World Bank
Downloads 8
19.

Why Do We Miss Early Warning Signs of Economic Crises?

28th Australasian Finance and Banking Conference
Number of pages: 33 Posted: 20 Aug 2015
Working Paper Series
University of Virginia - McIntire School of Commerce
Downloads 79
20.

Investment Style Misclassification and Mutual Fund Performance

28th Australasian Finance and Banking Conference
Number of pages: 42 Posted: 20 Aug 2015 Last Revised: 22 Mar 2017
Working Paper Series
Maastricht University - Department of Finance, Maastricht University - Limburg Institute of Financial Economics (LIFE) and Maastricht University - Department of Finance
Downloads 192
21.

How Share Repurchase Affects Firm Innovation

28th Australasian Finance and Banking Conference
Number of pages: 30 Posted: 20 Aug 2015
Working Paper Series
The University of Queensland - UQ Business School, La Trobe University - Department of Economics & Finance and Deakin University
Downloads 184
22.

Sovereign Collateral as a Trojan Horse: Why Do We Need an LCR

28th Australasian Finance and Banking Conference
Number of pages: 75 Posted: 20 Aug 2015
Working Paper Series
Frankfurt School of Finance & Management gemeinnützige GmbH and Aarhus University
Downloads 50
23.

Monetary Policy Under the Microscope: Intra-Bank Transmission of Asset Purchase Programs of the ECB

IWH Discussion Papers No. 9 / 2015, Halle Institute for Economic Research, 28th Australasian Finance and Banking Conference
Number of pages: 45 Posted: 20 Aug 2015
Working Paper Series
Frankfurt School of Finance & Management gemeinnützige GmbH and Halle Institute for Economic Research
Downloads 75
24.

Tail Contagion: Were Vietnam and China Stock Markets Out of the US Mortgage Crisis?

28th Australasian Finance and Banking Conference
Number of pages: 22 Posted: 20 Aug 2015
Working Paper Series
Lincoln University (NZ) - Department of Accounting, Economics and Finance - Lincoln University NZ and La Trobe University - School of Economics and Finance
Downloads 55
25.

Production Suspension Announcement and Market Value of the Firm: Evidence from Korea

28th Australasian Finance and Banking Conference
Number of pages: 30 Posted: 20 Aug 2015
Working Paper Series
Korea Advanced Institute of Science and Technology (KAIST) - Department of Management Science, 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 30
26.

Evaluating the Use of Double Asian Options in Volatile Markets

28th Australasian Finance and Banking Conference
Number of pages: 14 Posted: 20 Aug 2015 Last Revised: 28 Jul 2016
Working Paper Series
University of South Africa - School of Business Leadership and University of South Africa - Graduate School of Business Leadership (SBL)
Downloads 46
27.

An Interest Rate Commission Agent Banking System

28th Australasian Finance and Banking Conference
Number of pages: 28 Posted: 20 Aug 2015 Last Revised: 28 Jul 2016
Working Paper Series
University of South Africa, Graduate School of Business Leadership (SBL) and University of South Africa - Graduate School of Business Leadership (SBL)
Downloads 60
28.

Ownership Structure and Mergers and Acquisitions Decisions: Do Family Firms Acquire Differently?

28th Australasian Finance and Banking Conference
Number of pages: 64 Posted: 20 Aug 2015 Last Revised: 11 Oct 2017
Working Paper Series
Catholic University of Lille - IESEG School of Management
Downloads 232
29.

The Evolution of Bank Productivity Growth in Indonesia: An Empirical Analysis during 1993-2011.

Number of pages: 23 Posted: 20 Aug 2015 Last Revised: 14 Nov 2018
Working Paper Series
Universitas Mulawarman, Curtin University of Technology - Curtin Business School - School of Economics and Finance and Curtin University - Curtin Business School
Downloads 5
30.

The Returns to Public Investment in Innovation: Do R&D Grants Influence Corporate Innovation, Performance, and Employment?

28th Australasian Finance and Banking Conference
Number of pages: 46 Posted: 20 Aug 2015 Last Revised: 28 Sep 2016
Working Paper Series
Dublin City University Business School, UNSW Business School, UCD Michael Smurfit Business School and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 133
31.

Off-Balance Sheet Derivatives and Banking Risk: Indonesian Evidence

28th Australasian Finance and Banking Conference
Number of pages: 33 Posted: 20 Aug 2015 Last Revised: 17 Feb 2017
Working Paper Series
University of Manchester - Institute for Development Policy and Management, Bank Indonesia, Murdoch University and University of New South Wales (UNSW) - Australian School of Business
Downloads 202
32.

The Impact of Unconventional Monetary Policy on Firm Financing Constraints: Evidence from the Maturity Extension Program

FRB of Philadelphia Working Paper No. 15-30, 28th Australasian Finance and Banking Conference
Number of pages: 49 Posted: 20 Aug 2015
Working Paper Series
Board of Governors of the Federal Reserve System, University of Southern California, Marshall School of Business and Federal Reserve Bank of Philadelphia

Multiple version iconThere are 5 versions of this paper

Downloads 28
33.

Firm Growth, Capital Choice Preferences, and Impact on Performance: Evidence from the SME Industry

28th Australasian Finance and Banking Conference
Number of pages: 53 Posted: 20 Aug 2015
Working Paper Series
Indian Institute of Technology (IIT), Madras and Indian Institute of Technology (IIT)
Downloads 79
34.

Beyond Momentum: Investigating Statistical Learning for Winners-Minus-Losers Anomalies

28th Australasian Finance and Banking Conference
Number of pages: 21 Posted: 20 Aug 2015
Working Paper Series
Bond University, Bond University and Bond University
Downloads 225
35.

Stock Price Response to New CEO Earnings News

28th Australasian Finance and Banking Conference
Number of pages: 45 Posted: 20 Aug 2015 Last Revised: 23 Aug 2016
Working Paper Series
University of Auckland - Department of Accounting and Finance, University of Otago - Department of Accountancy and Finance and University of Auckland - Department of Accounting and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 139
36.

Will Basel III Liquidity Measures Affect Banks' Funding Costs and Financial Performance?: Evidence from U.S. Commercial Banks

Number of pages: 46 Posted: 20 Aug 2015 Last Revised: 06 Mar 2018
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 21
37.

Size and Value Matter, But Not the Way You Thought

28th Australasian Finance and Banking Conference
Number of pages: 58 Posted: 20 Aug 2015 Last Revised: 28 Jul 2016
Working Paper Series
University of Liege - HEC Management School, University of Liege, HEC Management School and HEC Liège

Multiple version iconThere are 2 versions of this paper

Downloads 570
38.

Liquidity Patterns in the U.S. Corporate Bond Market

28th Australasian Finance and Banking Conference
Number of pages: 36 Posted: 20 Aug 2015 Last Revised: 21 Apr 2018
Working Paper Series
HEC-Management School of the University of Liège, University of Auckland - Business School and HEC Management School University of Liège
Downloads 224
39.

Making Bank: Why High Bank Leverage is Optimal – For the Bank's Shareholders

28th Australasian Finance and Banking Conference
Number of pages: 40 Posted: 20 Aug 2015 Last Revised: 28 Jul 2016
Working Paper Series
Norwegian Center for Taxation at NHH Norwegian School of Economics, Norwegian School of Economics (NHH) - Department of Finance and Norwegian School of Economics (NHH)
Downloads 90
40.

Why and How Do Banks Lay off Credit Risk? The Choice between Retention, Loan Sales and Credit Default Swaps

28th Australasian Finance and Banking Conference
Number of pages: 68 Posted: 19 Aug 2015 Last Revised: 28 Jul 2016
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Richmond, Melbourne Business School, University of Melbourne and New York University - Leonard N. Stern School of Business
Downloads 132
41.

The Impact of Compulsory Retirement Savings Contributions on Lifetime Welfare

28th Australasian Finance and Banking Conference
Number of pages: 47 Posted: 18 Aug 2015
Working Paper Series
University of Technology Sydney (UTS) - Faculty of Business and University of Sydney Business School
Downloads 45
42.

Are College Education and Job Experience Complements or Substitutes? Evidence from Hedge Fund Portfolio Performance

28th Australasian Finance and Banking Conference
Number of pages: 52 Posted: 18 Aug 2015
Working Paper Series
The Hong Kong Polytechnic University - School of Accounting and Finance, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick, Rutgers Business School and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 158
43.

Rural Lending and Microfinance Sustainability -- Is Small Beautiful?

28th Australasian Finance and Banking Conference
Number of pages: 53 Posted: 18 Aug 2015
Working Paper Series
Frankfurt School of Finance & Management gemeinnützige GmbH and Frankfurt School of Finance & Management gemeinnützige GmbH
Downloads 53
44.

The 'NYSE Premium': Decomposing the 'US Premium' in Compensation for CEOs of Cross-Listed Firms

28th Australasian Finance and Banking Conference
Number of pages: 14 Posted: 18 Aug 2015
Working Paper Series
Bond University, Bond Business School
Downloads 30
45.

A Simple Skewed Distribution with Asset Pricing Applications

Review of Finance, Forthcoming, 28th Australasian Finance and Banking Conference
Number of pages: 53 Posted: 18 Aug 2015 Last Revised: 28 Jul 2016
Accepted Paper Series
Tilburg University - Department of Finance and UNSW Australia Business School, School of Banking and Finance
Downloads 348
46.

Geographic Concentration of Institutions, Corporate Governance, and Firm Value

28th Australasian Finance and Banking Conference
Number of pages: 64 Posted: 18 Aug 2015 Last Revised: 28 Jul 2016
Working Paper Series
Nanyang Technological University (NTU) - Division of Banking & Finance and Nanyang Technological University (NTU) - Nanyang Business School
Downloads 275
47.

A Network Visualization of Financial Integration and Credit Risk

28th Australasian Finance and Banking Conference
Number of pages: 30 Posted: 17 Aug 2015 Last Revised: 28 Jul 2016
Working Paper Series
Monash University
Downloads 52
48.

Melting Pot or Salad Bowl: Cultural Distance and Housing Investments

Number of pages: 67 Posted: 17 Aug 2015 Last Revised: 22 Nov 2017
Working Paper Series
University of Wisconsin - Madison - School of Business, Chinese University of Hong Kong and University of Technology, Sydney - Finance Discipline Group
Downloads 37
49.

Does ETF Trading Affect the Efficiency of the Underlying Index?

28th Australasian Finance and Banking Conference
Number of pages: 69 Posted: 17 Aug 2015 Last Revised: 28 Jul 2016
Working Paper Series
Jiangxi University of Finance and Economics and Deakin University
Downloads 164
50.

Information-Based Trading and Autocorrelation in Individual Stock Returns

FIRN Research Paper No. 2645236, 28th Australasian Finance and Banking Conference
Number of pages: 56 Posted: 17 Aug 2015
Working Paper Series
Deakin University and La Trobe University

Multiple version iconThere are 2 versions of this paper

Downloads 389