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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 83 papers

1.

Currency Premia and Global Imbalances

Winner of the Kepos Capital Award for the Best Paper on Investments at the 2013 WFA Meeting, 28th Australasian Finance and Banking Conference
Number of pages: 72 Posted: 20 Jun 2013 Last Revised: 18 Oct 2017
Working Paper Series
Imperial College London, University of Melbourne and City University London - Sir John Cass Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,141
2.

Peer Effects of Corporate Social Responsibility

Number of pages: 57 Posted: 23 Jul 2015 Last Revised: 12 Apr 2018
Working Paper Series
Chinese University of Hong Kong - Department of Finance, Singapore Management University - Lee Kong Chian School of Business and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Multiple version iconThere are 2 versions of this paper

Downloads 1,110
3.

Price Discovery in Stock and Options Markets

Society for Financial Studies (SFS) Cavalcade, 2016
Number of pages: 54 Posted: 15 Aug 2014 Last Revised: 16 Jul 2018
Accepted Paper Series
University of Technology Sydney (UTS), University of Technology Sydney (UTS) - Faculty of Business, University of Technology Sydney (UTS) - School of Finance and Economics and University of Sydney Business School
Downloads 925
4.

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 869
5.

Currency Returns in Different Time Zones

Institute of Global Finance Working Paper No. 11, 28th Australasian Finance and Banking Conference
Number of pages: 31 Posted: 04 Jun 2015 Last Revised: 04 Nov 2017
Working Paper Series
Downloads 729
6.

Dynamic Valuation of Delinquent Credit-Card Accounts

Forthcoming in Management Science, 28th Australasian Finance and Banking Conference
Number of pages: 34 Posted: 21 Jun 2011 Last Revised: 28 Jul 2016
Accepted Paper Series
University of Texas at Austin - Red McCombs School of Business and Ecole Polytechnique Federale de Lausanne - MTEI
Downloads 691
7.

On the Profitability of Portfolio Strategies Based on Analyst Consensus EPS Forecasts

28th Australasian Finance and Banking Conference Paper, 2016 Financial Markets and Corporate Governance
Number of pages: 39 Posted: 29 Nov 2014 Last Revised: 24 Feb 2017
Working Paper Series
University of Hagen and FernUniversität in Hagen
Downloads 591
8.

Are Value Strategies Profitable in the Foreign Exchange Market?

28th Australasian Finance and Banking Conference
Number of pages: 35 Posted: 04 Feb 2015 Last Revised: 28 Jul 2016
Working Paper Series
University of Otago - Department of Accountancy and Finance
Downloads 562
9.

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 551
10.

Industry Expert Directors

University of St.Gallen, School of Finance Research Paper No. 2014/01, 28th Australasian Finance and Banking Conference
Number of pages: 67 Posted: 27 Apr 2013 Last Revised: 11 May 2017
Working Paper Series
Hamburg University, University of St. Gallen - School of Finance, University of Zurich and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads 529
11.

Corporate Life-Cycle Dynamics of Cash Holdings

Swedish House of Finance Research Paper No. 15-07, 28th Australasian Finance and Banking Conference
Number of pages: 39 Posted: 15 Mar 2015 Last Revised: 28 Jul 2016
Working Paper Series
Hamburg University, Stockholm School of Economics & Swedish House of Finance and University of Hamburg
Downloads 508
12.

Unfiltered Market Access and Liquidity: Evidence from the SEC Rule 15c3-5

Western Finance Association 2014, European Finance Association 2015, 28th Australasian Finance and Banking Conference
Number of pages: 44 Posted: 21 Sep 2013 Last Revised: 16 Jan 2018
Working Paper Series
Saint Louis University - Richard A. Chaifetz School of Business, University of Memphis - Fogelman College of Business and Economics, Wilfrid Laurier University - Lazaridis School of Business and Economics and University of Memphis - Fogelman College of Business and Economics
Downloads 420
13.

Rankings of Published Price-Earnings Ratios and Investor Attention

28th Australasian Finance and Banking Conference
Number of pages: 69 Posted: 04 Jun 2015 Last Revised: 28 Jul 2016
Working Paper Series
Rowan University - Accounting & Finance
Downloads 413
14.

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 383
15.

'Other People’s Money': The Trading Performance of Household Investors vs. Delegated Money Managers

28th Australasian Finance and Banking Conference, Second Annual Volatility Institute at NYU Shanghai (VINS) 2016
Number of pages: 58 Posted: 02 Mar 2015 Last Revised: 27 Feb 2017
Working Paper Series
The University of New South Wales, University of New South Wales (UNSW Sydney and University of Sydney Business School
Downloads 350
16.

Labor Unemployment Risk and CEO Incentive Compensation

Kelley School of Business Research Paper No. 15-43
Number of pages: 61 Posted: 14 May 2015 Last Revised: 09 Nov 2017
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance, China Europe International Business School (CEIBS) and Xiamen University, School of Economics & WISE

Multiple version iconThere are 2 versions of this paper

Downloads 345
17.

The Invisible Hand of Internal Markets in Mutual Fund Families

Journal of Banking and Finance, Vol. 89, 2018
Number of pages: 65 Posted: 10 Mar 2010 Last Revised: 05 Mar 2018
Accepted Paper Series
Chinese University of Hong Kong - Department of Finance, The University of Melbourne - Department of Finance and Renmin University of China - School of Finance
Downloads 337
18.

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 336
19.

Informed Options Trading Prior to Bankruptcy Filings

28th Australasian Finance and Banking Conference, Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 47 Posted: 01 Aug 2013 Last Revised: 28 Jul 2016
Working Paper Series
Monash University - Monash Business School, Singapore Management University - Lee Kong Chian School of Business, UNSW Business School and The University of Hong Kong - Faculty of Business and Economics
Downloads 297
20.

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 267
21.

Clustering Huge Number of Financial Time Series: A Panel Data Approach with High-Dimensional Predictors and Factor Structures

28th Australasian Finance and Banking Conference
Number of pages: 41 Posted: 13 Aug 2015 Last Revised: 28 Jul 2016
Working Paper Series
The University of Melbourne - Melbourne Business School and Columbia University
Downloads 260
22.

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, University of Arizona - Department of Finance and Renmin University of China
Downloads 250
23.

Credit Booms and Busts in Emerging Markets: The Role of Bank Governance and Risk Management

University of St. Gallen, School of Finance Research Paper No. 2014/14, 28th Australasian Finance and Banking Conference
Number of pages: 42 Posted: 19 Jan 2015 Last Revised: 12 Feb 2017
Working Paper Series
Alexandru Ioan Cuza University - Faculty of Economics and Business Administration and University of St. Gallen
Downloads 224
24.

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 214
25.

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
University of Fribourg - Faculty of Economics and Social Science, Students
Downloads 210
26.

Information Environment and the Geography of Firms and Investors

28th Australasian Finance and Banking Conference
Number of pages: 53 Posted: 16 Feb 2015 Last Revised: 28 Jul 2016
Working Paper Series
University of Miami - School of Business Administration, Massachusetts Institute of Technology (MIT) - Sloan School of Management and National University of Singapore (NUS) - Department of Finance
Downloads 209
27.

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 205
28.

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 195
29.

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
Bank Indonesia, Bank Indonesia, Murdoch University and University of New South Wales (UNSW) - Australian School of Business
Downloads 193
30.

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
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Downloads 185
31.

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 174
32.

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 170
33.

How Share Repurchase Affects Firm Innovation

28th Australasian Finance and Banking Conference
Number of pages: 30 Posted: 20 Aug 2015
Working Paper Series
La Trobe University, La Trobe University - Department of Economics & Finance and Deakin University
Downloads 167
34.

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 151
35.

Monitoring Transmission of Systemic Risk from Shadow Banking to Regulated Banking

28th Australasian Finance and Banking Conference
Number of pages: 30 Posted: 23 Jul 2015 Last Revised: 28 Jul 2016
Working Paper Series
University of Queensland - Business School, Hamburg University of Technology (TUHH) and University of Queensland
Downloads 148
36.

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 University
Downloads 147
37.

Investor Sentiment, Limited Arbitrage and the Cash Holding Effects

28th Australasian Finance and Banking Conference
Number of pages: 41 Posted: 02 Aug 2015
Working Paper Series
Nottingham University Business School and University of Southampton
Downloads 145
38.

The Term Structure of Exchange Rate Predictability: Commonality, Scapegoat, and Disagreement

2016 Society for Financial Econometrics Annual Conference; Hong Kong, China., 28th Australasian Finance and Banking Conference
Number of pages: 79 Posted: 11 Jul 2015 Last Revised: 28 Jul 2016
Working Paper Series
Jupiter Asset Management

Multiple version iconThere are 2 versions of this paper

Downloads 134
39.

Assessing Expected Return Proxies for Individual Stocks

28th Australasian Finance and Banking Conference Paper
Number of pages: 49 Posted: 01 Jan 2014 Last Revised: 06 Dec 2016
Working Paper Series
Australian National University (ANU)
Downloads 128
40.

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 128
41.

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 127
42.

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 125
43.

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
Downloads 123
44.

Quadratic, Cubic and Quartic Moment Risk Premiums in Currency Markets

28th Australasian Finance and Banking Conference
Number of pages: 60 Posted: 20 Jun 2015 Last Revised: 28 Jul 2016
Working Paper Series
Goethe University Frankfurt - Department of Finance
Downloads 103
45.

Shadow Banking and Asset Pricing

Institute of Global Finance Working Paper No. 10, 28th Australasian Finance and Banking Conference
Number of pages: 44 Posted: 21 Aug 2015 Last Revised: 19 Aug 2016
Working Paper Series
Victoria University of Wellington - School of Economics and Finance
Downloads 101
46.

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 99
47.

Signing Bonus, Managerial Ability, and Corporate Performance

28th Australasian Finance and Banking Conference
Number of pages: 43 Posted: 15 Aug 2015
Working Paper Series
City University of Hong Kong and City University of Hong Kong (CityUHK)
Downloads 96
48.

Do Extreme Returns Matter in Emerging Markets? Evidence from the Chinese Stock Market

Journal of Banking and Finance, 2017
Number of pages: 48 Posted: 01 Feb 2015 Last Revised: 06 Mar 2017
Accepted Paper Series
University of Canterbury - College of Business and Law, School of Finance, Zhongnan University of Economics and Law and Massey University - School of Economics and Finance
Downloads 91
49.

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
50.

Are the Equity Premium and the Value Premium Expected? Evidence from the Calendar of Cash-Flow News

28th Australasian Finance and Banking Conference
Number of pages: 48 Posted: 18 Oct 2015
Working Paper Series
Shanghai Advanced Institute of Finance and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 86