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30th Australasian Finance & Banking Conference 2017

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ISBN: 978-0-9873127-9-2

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Viewing: 1 - 50 of 89 papers

1.

Managing the Risk of the 'Betting-Against-Beta' Anomaly: Does It Pay to Bet Against Beta?

30th Australasian Finance and Banking Conference 2017
Number of pages: 49 Posted: 29 Nov 2016 Last Revised: 20 Dec 2017
Working Paper Series
UNSW Australia Business School, School of Banking and Finance and Hanken School of Economics - Department of Finance and Statistics
Downloads 670
2.

Beta Dispersion and Market-Timing

30th Australasian Finance and Banking Conference 2017
Number of pages: 51 Posted: 14 Jun 2017 Last Revised: 11 Nov 2017
Working Paper Series
University of Goettingen (Gottingen) - Chair of Finance
Downloads 397
3.

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 332
4.

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 - Amsterdam School of Economics and Tilburg University - Department of Finance
Downloads 187
5.

Self-Awareness, Financial Advice and Retirement Savings Decisions

Swedish House of Finance Research Paper No. 17-15, 30th Australasian Finance and Banking Conference 2017
Number of pages: 48 Posted: 23 Aug 2017 Last Revised: 09 Dec 2017
Working Paper Series
Swedish House of Finance and Fuqua School of Business, Duke University
Downloads 179
6.

Formation of Multi-Sector Economies and Trade-Credit: Can Banks Amplify Contagion Risk?

30th Australasian Finance and Banking Conference 2017
Number of pages: 40 Posted: 10 Nov 2016 Last Revised: 12 Feb 2018
Working Paper Series
University of Southampton, Faculty of Social, Human and Mathematical Science, Economics Divisions, Students
Downloads 177
7.

Slow-Moving Liquidity Provision and Flow-Driven Common Factors in Stock Returns

30th Australasian Finance and Banking Conference 2017
Number of pages: 35 Posted: 02 Feb 2017 Last Revised: 12 Feb 2018
Working Paper Series
Stanford University, Graduate School of Business, Students
Downloads 175
8.

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: 28 Sep 2017
Working Paper Series
Georgia Institute of Technology - Scheller College of Business and Georgia Institute of Technology - Scheller College of Business
Downloads 174
9.

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 160
10.

Employment Protection Laws and Corporate Cash Holdings

30th Australasian Finance and Banking Conference 2017
Number of pages: 45 Posted: 01 May 2016 Last Revised: 04 Dec 2017
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 149
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 Deka Investment GmbH
Downloads 145
12.

Quantile Co-Movement in Financial Markets; a Panel Quantile Model with Unobserved Heterogeneity

30th Australasian Finance and Banking Conference 2017
Number of pages: 34 Posted: 19 Apr 2017
Working Paper Series
The University of Melbourne - Melbourne Business School and Columbia University
Downloads 126
13.

Time-Varying Predictability of Consumption Growth, Macro-Uncertainty, and Risk Premiums

30th Australasian Finance and Banking Conference 2017, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 57 Posted: 17 Mar 2017 Last Revised: 04 Nov 2017
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 126
14.

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

Multiple version iconThere are 2 versions of this paper

Downloads 122
15.

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 112
16.

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 108
17.

Stock Returns and Profitability Forecasting by Quantile Regression

30th Australasian Finance and Banking Conference 2017
Number of pages: 35 Posted: 27 Jul 2017 Last Revised: 11 Dec 2017
Working Paper Series
University of Bath - School of Management, City University London - Cass Business School and Nottingham University Business School (NUBS)
Downloads 107
18.

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 and Actuarial Studies, Macquarie Graduate School of Management and Macquarie University
Downloads 101
19.

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 87
20.

Credit Default Swaps and Debt Overhang

30th Australasian Finance and Banking Conference 2017
Number of pages: 51 Posted: 28 Apr 2017 Last Revised: 27 Nov 2017
Working Paper Series
Shanghai University of Finance and Economics - Department of Finance and Monash University -Department of Banking and Finance
Downloads 84
21.

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 79
22.

The Winner Takes It All: Predicting Exchange Rates with Google Trends

30th Australasian Finance and Banking Conference 2017
Number of pages: 34 Posted: 18 Aug 2017 Last Revised: 05 Oct 2017
Working Paper Series
Erasmus University Rotterdam (EUR), Vrije Universiteit Amsterdam, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam
Downloads 76
23.

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 70
24.

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 69
25.

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 65
26.

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 62
27.

Dynamic Portfolio Strategies in the European Corporate Bond Market

30th Australasian Finance and Banking Conference 2017
Number of pages: 42 Posted: 18 Aug 2017
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 60
28.

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
affiliation not provided to SSRN, University of Waikato - Management School and Eastern Institute of Technology
Downloads 58
29.

Geographic Agglomeration of Firms, Productivity Change, and Asset Prices

30th Australasian Finance and Banking Conference 2017
Number of pages: 55 Posted: 30 Aug 2016 Last Revised: 18 Jan 2018
Working Paper Series
Queensland University of Technology, Business School - School of Economics and Finance
Downloads 58
30.

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 55
31.

Smart Beta, Smart Money

30th Australasian Finance and Banking Conference 2017
Number of pages: 58 Posted: 17 Aug 2017
Working Paper Series
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai Jiaotong University (SJTU) - Shanghai Advanced Institute of Finance
Downloads 55
32.

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 51
33.

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 48
34.

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 48
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 48
36.

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 48
37.

The Impact of Japan's Stewardship Code on Shareholder Voting

30th Australasian Finance and Banking Conference 2017
Number of pages: 41 Posted: 18 Aug 2017
Working Paper Series
School of Business Administration, Kwansei Gakuin University
Downloads 39
38.

The Low Volatility Anomaly in Australian Stock Returns

30th Australasian Finance and Banking Conference 2017
Number of pages: 45 Posted: 09 Oct 2017 Last Revised: 31 Oct 2017
Working Paper Series
University of New South Wales (UNSW), School of Banking and Finance, Students, University of Hawaii at Manoa - Shidler College of Business, UNSW Business School, University of New South Wales, University of Hawaii - Shidler College of Business and UNSW Australia Business School, School of Banking and Finance
Downloads 39
39.

Managerial Risk-Taking Incentives and the Systemic Risk of Financial Institutions

30th Australasian Finance and Banking Conference 2017
Number of pages: 45 Posted: 17 Aug 2017 Last Revised: 10 Jan 2018
Working Paper Series
University of Vaasa, School of Accounting and Finance and University of Vaasa
Downloads 35
40.

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 35
41.

Faulty Anchors: Individual Investor Order Intensity and Order Type at the 52 Week High

30th Australasian Finance and Banking Conference 2017
Number of pages: 19 Posted: 18 Aug 2017 Last Revised: 17 Jan 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 34
42.

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 34
43.

The Market Value of Dividend Imputation Credits Implied by Futures Prices

30th Australasian Finance and Banking Conference 2017
Number of pages: 39 Posted: 31 Jul 2017 Last Revised: 10 Aug 2017
Working Paper Series
Financial Research Network (FIRN), University of Queensland - Business School and University of Michigan, Stephen M. Ross School of Business
Downloads 33
44.

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 29
45.

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 - School of Business and Macao University of Science and Technology - School of Business
Downloads 29
46.

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 29
47.

Teaching Financial Literacy at University: Online and Face-to-Face Evaluations

30th Australasian Finance and Banking Conference 2017
Number of pages: 28 Posted: 18 Aug 2017
Working Paper Series
University of Western Australia - UWA Business School, University of Western Australia - UWA Business School and University of Newcastle
Downloads 29
48.

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 28
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 27
50.

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 25