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30th Australasian Finance & Banking Conference 2017 (Archive)

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ISBN: 978-0-9873127-9-2

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Viewing: 1 - 50 of 92 papers

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 869
2.

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

Number of pages: 35 Posted: 02 Feb 2017 Last Revised: 24 Sep 2018
Working Paper Series
Stanford University, Graduate School of Business, Students
Downloads 489
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 474
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 393
5.

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

Multiple version iconThere are 2 versions of this paper

Downloads 257
6.

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 251
7.

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 229
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: 04 Oct 2018
Working Paper Series
Georgia Institute of Technology - Scheller College of Business and Georgia Institute of Technology - Scheller College of Business
Downloads 212
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 212
10.

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 200
11.

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
The University of Melbourne - Melbourne Business School and Columbia University
Downloads 199
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 189
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 186
14.

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 181
15.

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 174
16.

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 163
17.

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 143
18.

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 134
19.

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 132
20.

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 130
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 127
22.

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 98
23.

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 97
24.

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 96
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 93
26.

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 88
27.

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 86
28.

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 86
29.

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 85
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 83
31.

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 82
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 82
33.

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 82
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 79
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 76
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 75
37.

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
38.

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 74
39.

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 64
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 64
41.

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

30th Australasian Finance and Banking Conference 2017
Number of pages: 52 Posted: 17 Aug 2017 Last Revised: 26 Jun 2018
Working Paper Series
University of Vaasa, School of Accounting and Finance and University of Vaasa
Downloads 62
42.

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 61
43.

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 61
44.

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
45.

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 56
46.

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 55
47.

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
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 52
49.

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 50
50.

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
The University of Western Australia - UWA Business School, The University of Western Australia - UWA Business School and University of Newcastle
Downloads 48