Search Results
28th Australasian Finance & Banking Conference 2015 (Archive)

28th Australasian Finance & Banking Conference 2015 Logo

ISBN: 978-0-9873127-7-8

23,014 Total downloads | Link to this page

Viewing: 1 - 50 of 83 papers

1.

Tax Aggressiveness and Idiosyncratic Volatility

North American Journal of Economics and Finance, forthcoming
Number of pages: 51 Posted: 25 Jan 2016 Last Revised: 03 Jun 2021
Working Paper Series
affiliation not provided to SSRN
Downloads 287
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 Bocconi University - Department of Accounting
Downloads 353
3.

Procyclicality of the Comovement between Dividend Growth and Consumption Growth

Journal of Financial Economics (Forthcoming), 2017 American Economic Association Annual Meeting, 28th Australasian Finance and Banking Conference, 10th Annual SoFiE Conference
Number of pages: 43 Posted: 09 Sep 2015 Last Revised: 13 Jan 2020
Working Paper Series
Boston College, Carroll School of Management
Downloads 205
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 3 versions of this paper

Downloads 37
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 52
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 55
7.

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
University of Technology Sydney, Nanyang Technological University (NTU)Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads 308
8.

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 44
9.

Determinants of Household Broker Choice and the Impact on Performance

28th Australasian Finance and Banking Conference
Posted: 21 Aug 2015 Last Revised: 22 Jul 2019
Working Paper Series
University of New South Wales - School of Banking and Finance, Technical University of Darmstadt, University of Sydney Business School and University of Sydney Business School
10.

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 117
11.

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 44
12.

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 125
13.

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 82
14.

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 198
15.

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 57
16.

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
University of Goettingen (Göttingen) and University of Goettingen (Gottingen) - Chair of Finance
Downloads 1,170
17.

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 20
18.

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 86
19.

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 325
20.

Share Repurchases and Firm Innovation

Accounting & Finance. Forthcoming
Number of pages: 36 Posted: 20 Aug 2015 Last Revised: 07 Jul 2020
Accepted Paper Series
The University of Queensland - UQ Business School, Centre for Global Business, Monash Business School, Monash University and Deakin University
Downloads 275
21.

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 and Aarhus UniversityTrue North Institute
Downloads 56
22.

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 and Halle Institute for Economic Research
Downloads 87
23.

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 67
24.

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 36
25.

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 69
26.

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
Commercial Bank of Ethiopia and University of South Africa - Graduate School of Business Leadership (SBL)
Downloads 99
27.

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 Queensland - Business School
Downloads 339
28.

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 14
29.

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, University of New South Wales (UNSW)UNSW Business School, UCD Michael Smurfit Business School and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 153
30.

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
Birmingham Business School, Bank Indonesia, Murdoch University and University of New South Wales (UNSW) - Australian School of Business
Downloads 261
31.

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 35
32.

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 109
33.

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 245
34.

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 Business School, University of Otago - Department of Accountancy and Finance and University of Auckland Business School

Multiple version iconThere are 2 versions of this paper

Downloads 157
35.

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 49
36.

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 Liège - HEC Liège, University of Liège - HEC Management School and HEC Liège

Multiple version iconThere are 2 versions of this paper

Downloads 622
37.

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 354
38.

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 120
39.

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 165
40.

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 The University of Sydney Business School
Downloads 72
41.

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 180
42.

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 and Frankfurt School of Finance & Management
Downloads 59
43.

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 34
44.

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 ESCP Business School
Downloads 442
45.

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
Macquarie University
Downloads 65
46.

Melting Pot or Salad Bowl: Cultural Distance and Housing Investments

Number of pages: 71 Posted: 17 Aug 2015 Last Revised: 03 Feb 2020
Working Paper Series
Wisconsin School of Business, University of Wisconsin-Madison, The Chinese University of Hong Kong and Deakin University - Department of Finance (Property and Real Estate)
Downloads 120
47.

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
Zhejiang Gongshang University (ZJGSU) and Deakin University
Downloads 222
48.

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 413
49.

Signing Bonus, Managerial Ability, and Corporate Performance

28th Australasian Finance and Banking Conference
Number of pages: 43 Posted: 15 Aug 2015
Working Paper Series
The Chinese University of Hong Kong (CUHK) and City University of Hong Kong (CityU)
Downloads 121
50.

Do Annual Stock Price Effects of Extreme Cash Dividend Pay-Out Events Differ from Their Short Term Effects?

28th Australasian Finance and Banking Conference
Number of pages: 30 Posted: 14 Aug 2015
Working Paper Series
University of Groningen - Faculty of Economics and Business and University College Dublin
Downloads 75