1.
Managing the Risk of the Beta Anomaly
30th Australasian Finance and Banking Conference 2017
Number of pages: 58
Posted: 29 Nov 2016
Last Revised: 31 Jul 2018
Working Paper Series
UNSW Australia Business School, School of Banking and Finance and Hanken School of Economics - Department of Finance and Statistics
Downloads
905
2.
Slow-Moving Liquidity Provision and Flow-Driven Common Factors in Stock Returns
Number of pages: 30
Posted: 02 Feb 2017
Last Revised: 02 Nov 2018
Working Paper Series
Stanford University, Graduate School of Business, Students
Downloads
530
3.
Beta Dispersion and Market-Timing
30th Australasian Finance and Banking Conference 2017
Number of pages: 50
Posted: 14 Jun 2017
Last Revised: 13 Jul 2018
Working Paper Series
University of Goettingen (Gottingen) - Chair of Finance
Downloads
479
4.
Governance, Board Inattention, and the Appointment of Overconfident CEOs
Asian Finance Association (AsianFA) 2017 Conference, 30th Australasian Finance and Banking Conference 2017, Stevens Institute of Technology School of Business Research Paper
Number of pages: 47
Posted: 25 Dec 2013
Last Revised: 14 Feb 2018
Working Paper Series
Stevens Institute of Technology, University of New South Wales (UNSW) - School of Accounting, UNSW Business School and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads
398
5.
December Doldrums, Investor Distraction, and Stock Market Reaction to Unscheduled News Events
Georgia Tech Scheller College of Business Research Paper No. 17-25, 30th Australasian Finance and Banking Conference 2017
Number of pages: 68
Posted: 20 Sep 2017
Last Revised: 04 Oct 2018
Working Paper Series
Georgia Institute of Technology - Scheller College of Business and Georgia Institute of Technology - Scheller College of Business
Downloads
270
6.
Who Feels the Nudge? Knowledge, Self-Awareness and Retirement Savings Decisions
Swedish House of Finance Research Paper No. 17-15, 30th Australasian Finance and Banking Conference 2017
Number of pages: 52
Posted: 23 Aug 2017
Last Revised: 19 Sep 2018
Working Paper Series
Swedish House of Finance and Fuqua School of Business, Duke University
There are 2 versions of this paper
Who Feels the Nudge? Knowledge, Self-Awareness and Retirement Savings Decisions
Swedish House of Finance Research Paper No. 17-15, 30th Australasian Finance and Banking Conference 2017
Number of pages: 52
Posted: 23 Aug 2017
Last Revised: 19 Sep 2018
Downloads
270
Who Feels the Nudge? Knowledge, Self-Awareness and Retirement Savings Decisions
NBER Working Paper No. w25061
Number of pages: 53
Posted: 24 Sep 2018
Downloads
12
Downloads
270
7.
Feedback Between Credit and Liquidity Risk in the US Corporate Bond Market
30th Australasian Finance and Banking Conference 2017
Number of pages: 81
Posted: 08 Jun 2017
Last Revised: 20 Oct 2017
Working Paper Series
University of Amsterdam Business School, University of Amsterdam - Department of Quantitative Economics (KE) and Tilburg University - Department of Finance
Downloads
255
8.
Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models
30th Australasian Finance and Banking Conference 2017
Number of pages: 45
Posted: 13 Apr 2016
Last Revised: 17 Nov 2017
Working Paper Series
Sveriges Riksbank
There are 2 versions of this paper
Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models
30th Australasian Finance and Banking Conference 2017
Number of pages: 45
Posted: 13 Apr 2016
Last Revised: 17 Nov 2017
Downloads
235
Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models
Sveriges Riksbank Working Paper Series No.344, Riksbank Research Paper Series No. 168
Number of pages: 21
Posted: 31 Jan 2018
Last Revised: 30 Aug 2018
Downloads
102
Downloads
235
9.
Employment Protection Laws and Corporate Cash Holdings
30th Australasian Finance and Banking Conference 2017
Number of pages: 63
Posted: 01 May 2016
Last Revised: 05 Jun 2018
Working Paper Series
Loughborough University - School of Business and Economics, University of Bristol - School of Economics Finance and Management and University of Bristol - School of Economics, Finance and Management, UK
Downloads
218
10.
Quantile Co-Movement in Financial Markets: A Panel Quantile Model with Unobserved Heterogeneity
30th Australasian Finance and Banking Conference 2017
Number of pages: 35
Posted: 19 Apr 2017
Last Revised: 06 Oct 2018
Working Paper Series
University of Melbourne - Melbourne Business School and Columbia University
Downloads
217
11.
Portfolio Optimization with Industry Return Prediction Models
30th Australasian Finance and Banking Conference 2017
Number of pages: 52
Posted: 01 Aug 2017
Working Paper Series
Justus-Liebig-University Giessen and Institute for quantitative Capital Market research at Deka Bank (IQ-KAP)
Downloads
209
12.
Does Political Corruption Impede Firm Innovation? Evidence from the United States
30th Australasian Finance and Banking Conference 2017
Number of pages: 48
Posted: 18 Aug 2017
Last Revised: 31 Oct 2017
Working Paper Series
City University of Hong Kong and City University of Hong Kong, Department of Economics and Finance
Downloads
203
13.
Incentives and Culture in Risk Compliance
30th Australasian Finance and Banking Conference 2017
Number of pages: 27
Posted: 16 Aug 2017
Last Revised: 11 Nov 2017
Working Paper Series
Macquarie University Department of Applied Finance, Macquarie University - Macquarie Graduate School of Management and Macquarie University
Downloads
195
14.
Time-Varying State Variable Risk Premia in an ICAPM
30th Australasian Finance and Banking Conference 2017, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 64
Posted: 17 Mar 2017
Last Revised: 21 Jul 2018
Working Paper Series
UNSW Australia Business School, School of Banking and Finance, New University of Lisbon - Nova School of Business and Economics and UNSW Australia Business School, School of Banking and Finance
Downloads
186
15.
Funding Liquidity Risk and Hedge Fund Performance
30th Australasian Finance and Banking Conference 2017
Number of pages: 56
Posted: 27 May 2014
Last Revised: 08 Aug 2017
Working Paper Series
University of Iowa - Department of Finance, University of Iowa - Department of Finance and University of Iowa
Downloads
182
16.
Tail-Heaviness, Asymmetry, and Profitability Forecasting by Quantile Regression
30th Australasian Finance and Banking Conference 2017
Number of pages: 61
Posted: 27 Jul 2017
Last Revised: 01 Dec 2018
Working Paper Series
University of Bath - School of Management, City University London - Cass Business School and University of Bath - School of Management
Downloads
177
17.
Partial Moment Momentum
30th Australasian Finance and Banking Conference 2017
Number of pages: 50
Posted: 17 Aug 2017
Last Revised: 07 Dec 2017
Working Paper Series
University of Sydney Business School, University of Sydney Business School and University of Cambridge - Faculty of Economics and Politics
Downloads
148
18.
Credit Default Swaps and Debt Overhang
30th Australasian Finance and Banking Conference 2017
Number of pages: 52
Posted: 28 Apr 2017
Last Revised: 19 Mar 2018
Working Paper Series
Shanghai University of Finance and Economics - Department of Finance and Monash University -Department of Banking and Finance
Downloads
147
19.
Inattentive Search for Currency Fundamentals
Number of pages: 40
Posted: 18 Aug 2017
Last Revised: 07 Aug 2018
Working Paper Series
Erasmus University Rotterdam (EUR), Vrije Universiteit Amsterdam, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam
Downloads
135
20.
Wall Street Crosses Memory Lane: How Witnessed Returns Affect Professionals' Expected Returns
30th Australasian Finance and Banking Conference 2017, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 51
Posted: 01 Dec 2016
Last Revised: 18 Dec 2017
Working Paper Series
University of Adelaide - Business School, Max Planck Institute for Research on Collective Goods and Copenhagen Business School - Department of Finance
Downloads
135
21.
Political Speeches and Stock Market Outcomes
30th Australasian Finance and Banking Conference 2017
Number of pages: 61
Posted: 05 Jun 2017
Last Revised: 11 Sep 2017
Working Paper Series
University of Miami - School of Business Administration
Downloads
129
22.
Investor Behavior at the 52 Week High
30th Australasian Finance and Banking Conference 2017, 9th Conference on Financial Markets and Corporate Governance (FMCG) 2018
Number of pages: 47
Posted: 18 Aug 2017
Last Revised: 23 May 2018
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
122
23.
Smart Beta, Smart Money
30th Australasian Finance and Banking Conference 2017
Number of pages: 38
Posted: 17 Aug 2017
Last Revised: 22 Feb 2018
Working Paper Series
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai Jiaotong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads
105
24.
How Global Financial Crisis Affected the Financial Development and Economic Growth?
Advances in Economics and Business, 2017, 30th Australasian Finance and Banking Conference 2017
Number of pages: 12
Posted: 06 Jul 2017
Last Revised: 20 Sep 2017
Accepted Paper Series
University of Tasmania - National Centre for Ports and Shipping, University of Tasmania - National Centre for Ports and Shipping and University of Tasmania - National Centre for Ports and Shipping
Downloads
104
25.
The Role of Contingent Capital Structure in Signaling and Information Disclosure
30th Australasian Finance and Banking Conference 2017
Number of pages: 53
Posted: 01 Dec 2016
Last Revised: 18 Aug 2017
Working Paper Series
Toulouse School of Economics
Downloads
102
26.
Bank Relationships and Cash Holdings: Evidence from Emerging Firms in Japan
30th Australasian Finance and Banking Conference 2017
Number of pages: 32
Posted: 06 Oct 2015
Last Revised: 17 Aug 2017
Working Paper Series
Nagasaki University
Downloads
100
27.
CEO Characteristics and Value of Cash Holdings
30th Australasian Finance and Banking Conference 2017
Number of pages: 36
Posted: 18 Aug 2017
Working Paper Series
Korea Advanced Institute of Science and Technology (KAIST), Korea Advanced Institute of Science and Technology (KAIST) and Korea Advanced Institute of Science and Technology (KAIST) - Department of Management Science
Downloads
95
28.
Bank Liquidity Management and Bank Capital Shocks
30th Australasian Finance and Banking Conference 2017
Number of pages: 43
Posted: 17 Jul 2017
Last Revised: 03 Aug 2017
Working Paper Series
University of Kansas School of Business, Université de Limoges, LAPE and University of Limoges - Faculty of Law and Economic Science
Downloads
89
29.
Capital Structure Determinants of Small and Medium Capitalised Firms
30th Australasian Finance and Banking Conference 2017
Number of pages: 36
Posted: 26 Apr 2017
Working Paper Series
Australian Institute of Business, University of Waikato - Management School and Eastern Institute of Technology
Downloads
89
30.
Dynamic Forces behind the Common Currency Risk Factors' Expected Moments
30th Australasian Finance and Banking Conference 2017
Number of pages: 50
Posted: 30 Jun 2017
Last Revised: 14 Jul 2017
Working Paper Series
University of Vaasa - Department of Accounting and Finance
Downloads
86
31.
Optimal Portfolio Choice in Corporate Bond Markets
Number of pages: 43
Posted: 18 Aug 2017
Last Revised: 12 Nov 2018
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Vrije Universiteit Amsterdam, School of Business and Economics, Erasmus University Rotterdam (EUR) - Department of Business Economics and Vrije Universiteit Amsterdam
Downloads
86
32.
The Effect of Familiarity with Foreign Markets on Institutional Investors’ Performance
30th Australasian Finance and Banking Conference 2017
Number of pages: 44
Posted: 01 Feb 2017
Last Revised: 19 Aug 2017
Working Paper Series
University of Wisconsin - Madison - Department of Finance, Investment and Banking, Colorado State University and Brock University - Department of Finance, Operations & Information Systems
Downloads
86
33.
The Impact of Japan's Stewardship Code on Shareholder Voting
30th Australasian Finance and Banking Conference 2017
Number of pages: 38
Posted: 18 Aug 2017
Last Revised: 24 Nov 2018
Working Paper Series
School of Business Administration, Kwansei Gakuin University
Downloads
86
34.
The Impact of Economic Nationalism in Europe on the Returns to Rivals of Crossborder M&A Bids
30th Australasian Finance and Banking Conference 2017
Number of pages: 52
Posted: 22 Mar 2017
Last Revised: 11 Nov 2017
Working Paper Series
University College Dublin (UCD) - Michael Smurfit Graduate School of Business, Independent and Dublin City University Business School
Downloads
85
35.
Death of the Capital Asset Pricing Model
30th Australasian Finance and Banking Conference 2017
Number of pages: 61
Posted: 07 Nov 2017
Working Paper Series
ShenZhen Divine Vision Investment Planning Co., Ltd.
Downloads
81
36.
How is Investment Efficiency Related to Investment Transparency?
30th Australasian Finance and Banking Conference 2017
Number of pages: 39
Posted: 21 Jul 2017
Working Paper Series
Massey University - School of Economics and Finance, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads
78
37.
Leverage and Coverage Ratios
30th Australasian Finance and Banking Conference 2017
Number of pages: 40
Posted: 01 Jan 2018
Last Revised: 01 Jan 2018
Working Paper Series
University of Pennsylvania, The Wharton School
Downloads
77
38.
Geographic Agglomeration of Firms, Productivity Change, and Asset Prices
Number of pages: 48
Posted: 30 Aug 2016
Last Revised: 23 May 2018
Working Paper Series
Queensland University of Technology - School of Economics and Finance
Downloads
74
39.
Managerial Risk-Taking Incentives and the Systemic Risk of Financial Institutions
Review of Quantitative Finance and Accounting, Forthcoming, 30th Australasian Finance and Banking Conference 2017
Number of pages: 55
Posted: 17 Aug 2017
Last Revised: 05 Dec 2018
Working Paper Series
University of Vaasa, School of Accounting and Finance and University of Vaasa
Downloads
69
40.
Hedging with an Edge: Parametric Currency Overlay
30th Australasian Finance and Banking Conference 2017
Number of pages: 39
Posted: 18 Aug 2017
Last Revised: 13 Dec 2017
Working Paper Series
UNSW Australia Business School, School of Banking and Finance, Liechtenstein University and Hochschule Liechtenstein - Institute of Financial Services
Downloads
68
41.
Resurrecting Mutual Fund Models: A Regression Discontinuity Approach
30th Australasian Finance and Banking Conference 2017
Number of pages: 40
Posted: 18 Aug 2017
Last Revised: 19 Feb 2018
Working Paper Series
Hong Kong University of Science & Technology (HKUST)
Downloads
66
42.
Firm Performance, the Financial Crisis and the US Tourism Industry
30th Australasian Finance and Banking Conference 2017
Number of pages: 20
Posted: 17 Aug 2017
Last Revised: 04 Nov 2017
Working Paper Series
Australian National University (ANU) - Crawford School of Public Policy, Macao University of Science and Technology (MUST) - School of Business and Macao University of Science and Technology (MUST) - School of Business
Downloads
65
43.
Does Probability Weighting Drive Skewness Preferences?
9th Conference on Financial Markets and Corporate Governance (FMCG) 2018, 30th Australasian Finance and Banking Conference 2017
Number of pages: 34
Posted: 14 Jul 2017
Last Revised: 17 Apr 2018
Working Paper Series
Utah State University - Huntsman School of Business, Utah State University and Utah State University - Huntsman School of Business
Downloads
64
44.
The Impact of Stock Liquidity on Firm Value: Evidence from Vietnam
30th Australasian Finance and Banking Conference 2017
Number of pages: 11
Posted: 18 Aug 2017
Working Paper Series
Eastern International University and Vietnam Export Import Bank
Downloads
63
45.
The Market Value of Dividend Imputation Credits Implied by Futures Prices
30th Australasian Finance and Banking Conference 2017
Number of pages: 41
Posted: 31 Jul 2017
Last Revised: 30 Aug 2018
Working Paper Series
Financial Research Network (FIRN), University of Queensland - Business School and University of Michigan, Stephen M. Ross School of Business
Downloads
62
46.
Why Don't Share Issue Privatizations Improve Profitability in China?
30th Australasian Finance and Banking Conference 2017
Number of pages: 60
Posted: 06 Apr 2017
Last Revised: 27 Nov 2017
Working Paper Series
Shantou University, University of Oklahoma, Xiamen University and Fudan University
Downloads
58
47.
Effects of Nikkei 225 ETFs on Stock Markets: Impacts of Purchases by Bank of Japan
30th Australasian Finance and Banking Conference 2017
Number of pages: 33
Posted: 16 Aug 2017
Last Revised: 24 Jan 2018
Working Paper Series
Chuo University - Policy Studies and Aoyama Gakuin University - Department of Economics
Downloads
57
48.
Social Stock Exchanges - Democratization of Capital Investing for Impact
30th Australasian Finance and Banking Conference 2017
Number of pages: 51
Posted: 18 Aug 2017
Last Revised: 31 Aug 2017
Working Paper Series
MODUL University Vienna
Downloads
56
49.
Investor Sentiment, Stock Markets and Macroeconomic Fluctuation: An Empirical Evidence from US
30th Australasian Finance and Banking Conference 2017
Number of pages: 79
Posted: 17 Aug 2017
Working Paper Series
Monash Business School, Monash University and Monash University - Department of Econometrics & Business Statistics
Downloads
53
50.
Does State Ownership Mitigate Financial Constraints? New Evidence from China
30th Australasian Finance and Banking Conference 2017
Number of pages: 28
Posted: 18 Aug 2017
Last Revised: 08 Dec 2017
Working Paper Series
RMIT University - School of Economics, Finance and Marketing, RMIT- School of Economics, Finance and Marketing and RMIT University - School of Economics, Finance and Marketing
Downloads
51
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