1.
Hedge Fund Ownership, Funding Liquidity Constraints and Excess Return Co-Movement
29th Australasian Finance and Banking Conference 2016
Number of pages: 39
Posted: 06 Sep 2016
Working Paper Series
UNSW Australia Business School, School of Banking and Finance, UNSW Australia Business School, School of Banking and Finance and UNSW Australia Business School, School of Banking and Finance
Downloads
141
2.
Agreeing on Disagreement: Heterogeneity or Uncertainty?
Norges Bank Working Paper 4/2016, 29th Australasian Finance and Banking Conference 2016
Number of pages: 28
Posted: 26 Aug 2016
Last Revised: 03 Aug 2018
Working Paper Series
Norges Bank, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam
Downloads
45
3.
Predicting US Banks Bankruptcy: Logit versus Canonical Discriminant Analysis
29th Australasian Finance and Banking Conference 2016
Number of pages: 32
Posted: 25 Aug 2016
Working Paper Series
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris I Panthéon-Sorbonne - CES/CNRS
Downloads
49
4.
The Choice of Acquisition Form Around the World
29th Australasian Finance and Banking Conference 2016
Number of pages: 53
Posted: 25 Aug 2016
Last Revised: 11 Feb 2017
Working Paper Series
University of Waikato, UNSW Business School and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads
74
5.
Correlated Idiosyncratic Volatility Shocks
29th Australasian Finance and Banking Conference 2016
Number of pages: 33
Posted: 24 Aug 2016
Last Revised: 09 Jan 2019
Working Paper Series
Paraconic Technologies US Inc. and University of Chicago - Booth School of Business
Downloads
31
6.
Dynamic Conditional Correlations between Chinese Sector Returns and the S&P500 Index: An Interpretation Based on Investment Shocks
29th Australasian Finance and Banking Conference 2016
Posted: 23 Aug 2016
Last Revised: 17 Oct 2017
Working Paper Series
Seoul National University of Science and Technology and Nankai University - Business School
7.
Improving the Naive Portfolio Strategy
29th Australasian Finance and Banking Conference 2016
Number of pages: 26
Posted: 23 Aug 2016
Last Revised: 11 Jan 2017
Working Paper Series
Durham Business School
Downloads
133
8.
Passive Investors and Corporate Social Responsibility: a Risk-Management Perspective
Number of pages: 41
Posted: 23 Aug 2016
Last Revised: 22 Sep 2018
Working Paper Series
University of Edinburgh - Business School and Norwegian School of Economics (NHH) - Department of Finance
Downloads
40
9.
High Frequency Trading and Co-Movement in Financial Markets
Journal of Financial Economics (JFE), Forthcoming
Number of pages: 50
Posted: 23 Aug 2016
Last Revised: 11 Feb 2019
Working Paper Series
Stockholm School of Economics, Riga, Stockholm School of Economics, Riga and University of Technology Sydney (UTS)
Downloads
270
10.
When Are Pre-Crisis Winners Post-Crisis Losers?
29th Australasian Finance and Banking Conference 2016
Number of pages: 55
Posted: 23 Aug 2016
Last Revised: 09 Mar 2017
Working Paper Series
University of Groningen, Tilburg University and TIAS School for Business and Society
Downloads
32
11.
High Frequency Trading, Market Volatility and Trading Counterparty Performance
29th Australasian Finance and Banking Conference 2016
Number of pages: 36
Posted: 23 Aug 2016
Last Revised: 07 Dec 2016
Working Paper Series
University of Sydney Business School
Downloads
98
12.
A Model-Free Tail Risk Index and Its Return Predictability
Number of pages: 63
Posted: 23 Aug 2016
Last Revised: 04 Oct 2017
Working Paper Series
Victoria University of Wellington - School of Economics and Finance
Downloads
141
13.
Corporate Bond Price Reactions to Dividend Changes
29th Australasian Finance and Banking Conference 2016
Number of pages: 39
Posted: 22 Aug 2016
Last Revised: 16 May 2017
Working Paper Series
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Monash University and Monash University - Department of Accounting
Downloads
100
14.
Trading Momentum: How Shares and Investors Behave During Momentum Periods
29th Australasian Finance and Banking Conference 2016
Number of pages: 35
Posted: 22 Aug 2016
Last Revised: 12 Dec 2016
Working Paper Series
University of Sydney Business School, University of Sydney - Discipline of Finance, Faculty of Economics and Business and University of Sydney Business School
Downloads
196
15.
Skewed Target Range Strategy for Multi-Period Portfolio Optimization by a Two-Stage Least Squares Monte Carlo Method
Accepted by Journal of Computational Finance
Number of pages: 25
Posted: 22 Aug 2016
Last Revised: 21 Sep 2018
Accepted Paper Series
Commonwealth Scientific and Industrial Research Organization (CSIRO), Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation), Monash University, Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation), Monash University - School of Mathematical Sciences and Monash University
Downloads
155
16.
What Drives Trustee-Director Compensation in Australian Superannuation Funds?
29th Australasian Finance and Banking Conference 2016
Number of pages: 46
Posted: 22 Aug 2016
Last Revised: 13 Feb 2017
Working Paper Series
School of Risk and Actuarial Studies, UNSW Business School | University of New South Wales, Australia and The University of Western Australia - UWA Business School
Downloads
43
17.
Innovative Efficiency and Insider Trading: Korea Evidence
29th Australasian Finance and Banking Conference 2016
Number of pages: 19
Posted: 22 Aug 2016
Working Paper Series
Sungkyunkwan University, School of Business Administration, Students
Downloads
30
18.
Relationship between the Projections and Recommendations of Equity Analysts and the Behavior of Fund Managers in an Emerging Market
29th Australasian Finance and Banking Conference 2016
Number of pages: 26
Posted: 22 Aug 2016
Working Paper Series
University of Sao Paulo (USP) and University of Sao Paulo (USP) - Department of Administration
Downloads
48
19.
The Performance of Governmental Venture Capital Firms: A Life Cycle Perspective and Evidence from China
29th Australasian Finance and Banking Conference 2016
Number of pages: 43
Posted: 22 Aug 2016
Last Revised: 07 Dec 2016
Working Paper Series
University of Auckland and University of Auckland (Deceased)
Downloads
112
20.
Self-Assessment of Retirement Preparedness
29th Australasian Finance and Banking Conference 2016
Number of pages: 20
Posted: 22 Aug 2016
Last Revised: 01 Sep 2016
Working Paper Series
Massey University, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads
61
21.
Cointegration and Relative Value Arbitrage
29th Australasian Finance and Banking Conference 2016
Number of pages: 44
Posted: 22 Aug 2016
Last Revised: 21 Sep 2016
Working Paper Series
Monash University and University of Queensland
There are 2 versions of this paper
Cointegration and Relative Value Arbitrage
29th Australasian Finance and Banking Conference 2016
Number of pages: 44
Posted: 22 Aug 2016
Last Revised: 21 Sep 2016
Downloads
786
Cointegration and Relative Value Arbitrage
Number of pages: 42
Posted: 29 May 2016
Last Revised: 19 Aug 2016
Downloads
533
Downloads
786
22.
Shareholder Litigation Rights and the Cost of Debt: Evidence from Derivative Lawsuits
Journal of Corporate Finance, Forthcoming, Asian Finance Association (AsianFA) 2017 Conference, 29th Australasian Finance and Banking Conference 2016
Number of pages: 47
Posted: 22 Aug 2016
Last Revised: 04 Nov 2017
Accepted Paper Series
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and Miami University of Ohio
Downloads
246
23.
Investor Protection and the Value Impact of Stock Liquidity
29th Australasian Finance and Banking Conference 2016
Number of pages: 52
Posted: 22 Aug 2016
Working Paper Series
International Business School Suzhou, Xi’an Jiaotong Liverpool University, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Western Australia - Department of Accounting and Finance and The Chinese University of Hong Kong, Shenzhen
Downloads
16
24.
Non- and Semi-Parametric Quantile Models for Recovery Rate
29th Australasian Finance and Banking Conference 2016
Number of pages: 42
Posted: 22 Aug 2016
Last Revised: 24 Aug 2016
Working Paper Series
Monash Business School, Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics & Business Statistics and Monash University
Downloads
56
25.
DEA Portfolio Modeling - The Case of Socially Responsible Investing
29th Australasian Finance and Banking Conference 2016
Number of pages: 28
Posted: 22 Aug 2016
Last Revised: 24 Jan 2018
Working Paper Series
Vienna University of Economics and Business - Institute for Finance, Banking and Insurance, Vienna University of Economics and Business - Department of Corporate Finance and Modul University Vienna - Department of International Management
Downloads
122
26.
Forecast Bankruptcy Using a Blend of Clustering and MARS Model - Case of US Banks
29th Australasian Finance and Banking Conference 2016
Number of pages: 35
Posted: 22 Aug 2016
Working Paper Series
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris I Panthéon-Sorbonne - CES/CNRS
Downloads
91
27.
Earnings Transparency and Corporate Cash Holdings
29th Australasian Finance and Banking Conference 2016
Number of pages: 48
Posted: 21 Aug 2016
Last Revised: 21 Feb 2017
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business
Downloads
218
28.
Reporting Bias in Private Equity: Reporting Frequency, Endowments, and Governance
29th Australasian Finance and Banking Conference 2016
Number of pages: 65
Posted: 21 Aug 2016
Working Paper Series
Florida Atlantic University - Finance and Odette School of Business - University of Windsor
Downloads
218
29.
What Does It Mean to Be in a Team? Evidence from U.S. Mutual Fund Managers
29th Australasian Finance and Banking Conference 2016
Number of pages: 59
Posted: 21 Aug 2016
Working Paper Series
University of Auckland - Department of Accounting and Finance
Downloads
76
30.
Bond–Equity Yield Ratio Market Timing in Emerging Markets
29th Australasian Finance and Banking Conference 2016
Posted: 20 Aug 2016
Working Paper Series
University of Vaasa, Department of Accounting and Finance, University of St. Gallen - School of Finance and University of Vaasa, Department of Accounting and Finance
31.
The Impact of Capital Buffers on Future Loan Growth, Interest Income and Tier 1 Capital Ratios
29th Australasian Finance and Banking Conference 2016
Number of pages: 35
Posted: 20 Aug 2016
Last Revised: 24 Aug 2016
Working Paper Series
Torrens University Australia and University of Adelaide
Downloads
56
32.
Safe As Australian Houses? Financial Returns, Volatility and Taxation Policy 1999-2015
29th Australasian Finance and Banking Conference 2016
Number of pages: 31
Posted: 20 Aug 2016
Working Paper Series
Curtin University - Centre for Research in Applied Economics
Downloads
33
33.
Trading of Takeover Target Shares
29th Australasian Finance and Banking Conference 2016
Number of pages: 39
Posted: 20 Aug 2016
Last Revised: 23 Nov 2016
Working Paper Series
Australian National University (ANU), Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics and Australian National University (ANU)
Downloads
44
34.
Corporate Governance and the Insolvency Risk of Financial Institutions
29th Australasian Finance and Banking Conference 2016
Number of pages: 54
Posted: 20 Aug 2016
Last Revised: 26 Jan 2018
Working Paper Series
affiliation not provided to SSRN and University of Vaasa, School of Accounting and Finance
Downloads
85
35.
Bank Soundness and Cash Holdings: Evidence from a Bank-Centered Financial Market
Number of pages: 40
Posted: 20 Aug 2016
Last Revised: 13 Nov 2017
Working Paper Series
Toyo University - Faculty of Business Administration and Hitotsubashi University - Graduate School of International Corporate Strategy
Downloads
85
36.
The Gender Face-Off: Do Females Come Out on Top in Terms of Trading Performance?
29th Australasian Finance and Banking Conference 2016
Number of pages: 63
Posted: 20 Aug 2016
Last Revised: 04 Sep 2016
Working Paper Series
The University of New South Wales, University of New South Wales (UNSW Sydney and University of Sydney Business School
Downloads
436
37.
Does Corporate Social Responsibility Reduce Information Asymmetry? New Empirical Evidence from Australia
29th Australasian Finance and Banking Conference 2016
Number of pages: 34
Posted: 20 Aug 2016
Working Paper Series
The University of Newcastle, Australia, University of Newcastle (Australia) and University of Newcastle (Australia) - Newcastle Business School
Downloads
9
38.
Liquidity Timing in the Higher Moment Framework: Evidence from Bank Affiliated Fund
29th Australasian Finance and Banking Conference 2016
Number of pages: 47
Posted: 20 Aug 2016
Working Paper Series
Mahidol University International College (MUIC), Thammasat Business School, Thammasat University and Mahidol University International College (MUIC)
There are 2 versions of this paper
Liquidity Timing in the Higher Moment Framework: Evidence from Bank Affiliated Fund
Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 47
Posted: 02 Feb 2016
Last Revised: 26 Jun 2016
Downloads
47
Liquidity Timing in the Higher Moment Framework: Evidence from Bank Affiliated Fund
29th Australasian Finance and Banking Conference 2016
Number of pages: 47
Posted: 20 Aug 2016
Downloads
29
Downloads
29
39.
The Value Relevance of Regulatory Capital Components
29th Australasian Finance and Banking Conference 2016
Number of pages: 48
Posted: 20 Aug 2016
Last Revised: 20 Jul 2018
Working Paper Series
Victoria University of Wellington - School of Accounting and Commercial Law and Victoria University of Wellington - Victoria Business School
Downloads
87
40.
Do Index Futures Cause Spot Market Volatility? An Investigation of the Australian Resources Index
29th Australasian Finance and Banking Conference 2016
Number of pages: 19
Posted: 20 Aug 2016
Working Paper Series
Western Sydney University, KPMG and Western Sydney University
Downloads
52
41.
An International Examination of the Role of Default and Liquidity Risks in the Interbank Market.
29th Australasian Finance and Banking Conference 2016
Number of pages: 38
Posted: 19 Aug 2016
Working Paper Series
University of Sussex and City University London - Sir John Cass Business School
Downloads
50
42.
Information Content of Limit Order Book in Energy Futures Market
29th Australasian Finance and Banking Conference 2016
Posted: 19 Aug 2016
Last Revised: 05 Sep 2018
Working Paper Series
La Trobe University, Monash University - Department of Banking and Finance and La Trobe Business School
43.
Sample Selection Bias, Return Moments, and the Performance of Optimal versus Naive Diversification
29th Australasian Finance and Banking Conference 2016
Number of pages: 53
Posted: 18 Aug 2016
Last Revised: 10 Nov 2016
Working Paper Series
University of Melbourne, Department of Finance, Students
Downloads
51
44.
International Financial Integration: Stock Return Linkage and Volatility Transmission between Vietnam and Other Advanced Countries.
29th Australasian Finance and Banking Conference 2016
Number of pages: 18
Posted: 18 Aug 2016
Working Paper Series
University of Economics Ho Chi Minh City and Education Centre Australia
Downloads
60
45.
Bank Lending Decisions and the Value Effect of Loan Announcements: New Evidence from the Sensitivity between Bank Loans and Firm Performance Adjusted for Earnings Management in China
29th Australasian Finance and Banking Conference 2016
Number of pages: 35
Posted: 18 Aug 2016
Working Paper Series
University of Wollongong, School of Accounting, University of Wollongong and Macquarie University - Department of Applied Finance and Actuarial Studies
Downloads
42
46.
Directors’ Career Concerns: Evidence from Proxy Contests and Board Interlocks
Number of pages: 71
Posted: 18 Aug 2016
Last Revised: 13 Nov 2018
Working Paper Series
Jinan University - Management School
Downloads
21
47.
Asset Diversification and Efficiency: Evidence from the Chinese Banking Sector
29th Australasian Finance and Banking Conference 2016
Number of pages: 27
Posted: 18 Aug 2016
Working Paper Series
University of Adelaide, Griffith University and University of Queensland
Downloads
108
48.
Does Stock Market Liquidity Help Deter Earnings Management? Evidence from the SEC Tick Size Pilot Test
29th Australasian Finance and Banking Conference 2016
Number of pages: 40
Posted: 18 Aug 2016
Last Revised: 12 Feb 2019
Working Paper Series
The University of Hong Kong - School of Economics and Finance and Monash University - Monash Business School
Downloads
333
49.
The Sensitivity of Investment to Cash Flow: An Explanation Based on the Growth-Type-Aligned Financing Hierarchy
29th Australasian Finance and Banking Conference 2016
Number of pages: 53
Posted: 17 Aug 2016
Working Paper Series
City University of Hong Kong (CityUHK) - Department of Economics & Finance and The Chinese University of Hong Kong (CUHK)
Downloads
48
50.
Does Transparent Crowdfunding Foster Investment Efficiency?
Number of pages: 65
Posted: 17 Aug 2016
Last Revised: 06 Dec 2018
Working Paper Series
University of New South Wales (UNSW), Chinese University of Hong Kong and UNSW Australia Business School, School of Banking and Finance
Downloads
92
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