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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: 28 Jul 2016
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 1,018
2.

Peer Effects of Corporate Social Responsibility

28th Australasian Finance and Banking Conference Paper
Number of pages: 53 Posted: 23 Jul 2015 Last Revised: 05 Jul 2017
Working Paper Series
Chinese University of Hong Kong - Department of Finance, Singapore Management University, Lee Kong Chian School of Business and Erasmus University Rotterdam

Multiple version iconThere are 2 versions of this paper

Downloads 858
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: 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 798
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 757
5.

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 601
6.

Currency Returns in Different Time Zones

Institute of Global Finance Working Paper No. 11, 28th Australasian Finance and Banking Conference
Number of pages: 27 Posted: 04 Jun 2015 Last Revised: 28 Jul 2016
Working Paper Series
Stanford University, Graduate School of Business, Students
Downloads 545
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 535
8.

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 Management School - University of Liège

Multiple version iconThere are 2 versions of this paper

Downloads 527
9.

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 475
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
University of Hamburg, University of St. Gallen - School of Finance, University of Zurich and University of St. Gallen - Swiss Institute of Banking and Finance
Downloads 473
11.

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
University of Rochester, Simon Business School, Students
Downloads 395
12.

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
University of Hamburg, Stockholm School of Economics & Swedish House of Finance and University of Hamburg
Downloads 393
13.

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
La Trobe University - La Trobe Business School and La Trobe University

Multiple version iconThere are 2 versions of this paper

Downloads 376
14.

Speed of Market Access and Market Quality: Evidence from the SEC Naked Access Ban

Western Finance Association 2014, European Finance Association 2015, 28th Australasian Finance and Banking Conference
Number of pages: 50 Posted: 21 Sep 2013 Last Revised: 28 Jul 2016
Working Paper Series
Saint Louis University - John Cook School of Business, University of Memphis - Fogelman College of Business and Economics, Wilfrid Laurier University and Rochester Institute of Technology (RIT) - Saunders College of Business
Downloads 373
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 Australia) and University of Sydney Business School
Downloads 340
16.

The Invisible Hand of Internal Markets in Mutual Fund Families

28th Australasian Finance and Banking Conference
Number of pages: 70 Posted: 10 Mar 2010 Last Revised: 23 Nov 2016
Working Paper Series
National University of Singapore and University of Melbourne - Department of Finance
Downloads 298
17.

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 270
18.

Labor Unemployment Risk and CEO Incentive Compensation

Kelley School of Business Research Paper No. 15-43
Number of pages: 55 Posted: 14 May 2015 Last Revised: 02 Nov 2016
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 268
19.

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 239
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 237
21.

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 - Swiss Institute of Banking and Finance
Downloads 206
22.

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
Melbourne Business School and Columbia University
Downloads 203
23.

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 186
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 184
25.

Liquidity Provision and the Transmission of Systemic Risk

Institute of Global Finance Working Paper No. 8, 28th Australasian Finance and Banking Conference
Number of pages: 71 Posted: 28 Nov 2014 Last Revised: 12 Apr 2017
Working Paper Series
University of North Carolina Kenan-Flagler Business School and Monash University
Downloads 175
26.

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 163
27.

Ownership Structure and Mergers and Acquisitions Decisions: Are Family Firms Different Acquirers?

28th Australasian Finance and Banking Conference
Number of pages: 34 Posted: 20 Aug 2015 Last Revised: 28 Jul 2016
Working Paper Series
University of Fribourg
Downloads 160
28.

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 159
29.

Director Connectedness, Career Concerns, and Monitoring Efficacy

28th Australasian Finance and Banking Conference
Number of pages: 55 Posted: 16 Nov 2015 Last Revised: 28 Jul 2016
Working Paper Series
Clemson University, University of Arizona - Department of Finance and Renmin University of China
Downloads 150
30.

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 Business School - Department of Finance, La Trobe University and La Trobe University - La Trobe Business School
Downloads 149
31.

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: 28 Jul 2016
Working Paper Series
HEC-Management School of the University of Liège, University of Auckland - Business School and HEC Management School University of Liège
Downloads 147
32.

Melting Pot or Salad Bowl: Cultural Distance and Housing Investments

28th Australasian Finance and Banking Conference
Number of pages: 57 Posted: 17 Aug 2015 Last Revised: 03 Nov 2016
Working Paper Series
Chinese University of Hong Kong and University of Technology, Sydney - Finance Discipline Group
Downloads 146
33.

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 137
34.

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
Broad Reach Investment Management

Multiple version iconThere are 2 versions of this paper

Downloads 133
35.

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 128
36.

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 - Department of Finance and Maastricht University - Department of Finance
Downloads 128
37.

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 La Trobe University - La Trobe Business School
Downloads 123
38.

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 123
39.

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 121
40.

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 119
41.

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 111
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 108
43.

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
University of Texas at San Antonio - Department of Finance, Melbourne Business School, University of Melbourne and New York University - Leonard N. Stern School of Business
Downloads 105
44.

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 90
45.

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 85
46.

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
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 84
47.

Procyclicality of the Comovement between Dividend Growth and Consumption Growth

2017 American Economic Association Annual Meeting, 10th Annual SoFiE Conference, 28th Australasian Finance and Banking Conference
Number of pages: 66 Posted: 09 Sep 2015 Last Revised: 21 Jun 2017
Working Paper Series
Columbia Business School - Finance and Economics
Downloads 82
48.

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 81
49.

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 81
50.

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 School of Economics (NHH) - Department of Business and Management Science, Norwegian School of Economics (NHH) - Department of Finance and Norwegian School of Economics (NHH)
Downloads 79