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20th Australasian Finance & Banking Conference 2007 (Archive)

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1.

E-Banking Practices and Customer Satisfaction - A Case Study in Botswana

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 15 Posted: 04 Sep 2007
Working Paper Series
University of Leeds
Downloads 5,075
2.

The Persistence and Pricing of the Cash Component of Earnings

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 47 Posted: 03 Jan 2005
Working Paper Series
University of Southern California - Leventhal School of Accounting, AQR Capital Management, LLC and University of California, Berkeley - Accounting Group
Downloads 2,562
3.

Linear Beta Pricing with Inefficient Benchmarks

Forthcoming, Quarterly Journal of Finance, 20th Australasian Finance & Banking Conference 2007 Paper, UNSW Australian School of Business Research Paper No. 2011 BFIN 08
Number of pages: 44 Posted: 29 Mar 2006 Last Revised: 17 Apr 2013
Accepted Paper Series
University of Piraeus - Department of Banking and Financial Management and Banking and Finance, UNSW Business School, UNSW Australia

Multiple version iconThere are 2 versions of this paper

Downloads 2,347
4.

The Investment Behavior of Buyout Funds: Theory and Evidence

ECGI - Finance Working Paper No. 174/2007, AFA 2008 New Orleans Meetings Paper, 20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 47 Posted: 20 Mar 2007
Working Paper Series
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Columbia Business School - Finance and Economics

Multiple version iconThere are 3 versions of this paper

Downloads 1,661
5.

The Effect of IFRS Adoption and Investor Protection on Earnings Quality Around the World

International Journal of Accounting, 47(3), 333-355
Number of pages: 36 Posted: 04 Feb 2010 Last Revised: 27 Sep 2012
Accepted Paper Series
Victoria University of Wellington - Victoria Business School, Victoria University of Wellington - Faculty of Commerce and Administration, Bond University - School of Business and Saint Mary's College of California - Graduate Business Programs
Downloads 1,618
6.

Testing Theories of Capital Structure and Estimating the Speed of Adjustment

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 65 Posted: 18 Oct 2006 Last Revised: 29 Jun 2009
Working Paper Series
Kennesaw State University - Michael J. Coles College of Business and University of Florida - Department of Finance, Insurance and Real Estate

Multiple version iconThere are 2 versions of this paper

Downloads 1,486
7.

Model-Based Stress Tests: Linking Stress Tests to VaR for Market Risk

MAFC Research Paper No. 33
Number of pages: 49 Posted: 21 May 2007 Last Revised: 25 Jul 2008
Working Paper Series
University of Sussex - School of Business, Management and Economics and Macquarie University Department of Applied Finance and Actuarial Studies
Downloads 1,463
8.

Death of the Efficient Market Hypothesis

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 96 Posted: 14 Aug 2007 Last Revised: 02 Dec 2007
Working Paper Series
ShenZhen Divine Vision Investment Planning Co., Ltd.
Downloads 1,368
9.

Investment Mistakes of Individual Investors and the Impact of Financial Advice

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 33 Posted: 27 Aug 2007
Working Paper Series
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting and Goethe University Frankfurt - Finance Department
Downloads 1,267
10.

The Dynamic Pricing of Sovereign Risk in Emerging Markets: Fundamentals and Risk Aversion

Journal of Fixed Income, Vol. Spring, 2008
Number of pages: 31 Posted: 02 Mar 2007 Last Revised: 21 May 2015
Accepted Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and The University of Sydney - Business School
Downloads 1,124
11.

Measuring Closing Price Manipulation

Journal of Financial Intermediation, Forthcoming
Number of pages: 48 Posted: 23 Aug 2007 Last Revised: 28 Apr 2010
Working Paper Series
University of Melbourne - Department of Finance and University of Technology Sydney - UTS Business School
Downloads 866
12.

Leverage, Profitability and the Ownership Structures of Listed Firms in China

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 28 Posted: 27 Aug 2007
Working Paper Series
UNE Business School
Downloads 718
13.

TEV Sensitivity to Views in Black-Litterman Model

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 16 Posted: 22 Sep 2007
Working Paper Series
Università della Valle d'Aosta and Università degli Studi di Milano-Bicocca
Downloads 708
14.

Long-Term Effects of a Financial Crisis: Evidence from Cash Holdings of East Asian Firms

20th Australasian Finance & Banking Conference 2007 Paper, Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 48 Posted: 28 Aug 2007 Last Revised: 07 Mar 2011
Accepted Paper Series
Sungkyunkwan University and State University of New York (SUNY) - Buffalo
Downloads 613
15.

Stock Market Volatility around National Elections

EFA 2006 Zurich Meetings Paper, European University Viadrina Postgraduate Research Programme Working Paper, 20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 30 Posted: 18 Apr 2006 Last Revised: 14 Apr 2008
Working Paper Series
University of Canterbury - Department of Economics and Finance, Auckland University of Technology - Business School - Department of Finance and University of Leicester
Downloads 610
16.

Corporate Governance of Banks in Hong Kong - A Banking Sector Governance (BGS) Perspective

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 19 Posted: 28 Aug 2007
Working Paper Series
University of Newcastle (Australia) and Hong Kong Baptist University (HKBU)
Downloads 609
17.

Does Dividend Stability Provide a Promising Stock Return? Evidence from Bursa Malaysia

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 19 Posted: 18 Sep 2007
Working Paper Series
University of Malaya, University of Malaya and affiliation not provided to SSRN
Downloads 607
18.

Current Practice of Corporate Finance in Thailand

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 22 Posted: 29 Aug 2007
Working Paper Series
affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 570
19.

The Search for Relative Value in Bonds

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 26 Posted: 22 Aug 2007
Working Paper Series
Rollins College - Crummer Graduate School of Business and University of South Carolina

Multiple version iconThere are 2 versions of this paper

Downloads 521
20.

The Profitability of Simple Technical Trading Strategies: The Case of Hong Kong

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 35 Posted: 22 Aug 2007
Working Paper Series
University of Macau, University of Macau and University of Macau
Downloads 512
21.

Money in Motion: Dynamic Portfolio Choice in Retirement

Pension Research Council Working Paper No. 2007-7, Michigan Retirement Research Center Research Paper No. WP 2007-152, 20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 34 Posted: 15 Feb 2007
Working Paper Series
Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and Allianz Global Investors

Multiple version iconThere are 2 versions of this paper

Downloads 484
22.

The Impact of the Use of Derivatives and Operational Hedging on Foreign Currency Risk Exposure

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 24 Posted: 29 Aug 2007 Last Revised: 14 Nov 2007
Working Paper Series
affiliation not provided to SSRN
Downloads 484
23.

Arranger Certification in Project Finance

Number of pages: 33 Posted: 05 Mar 2007 Last Revised: 15 Jul 2008
Working Paper Series
Bocconi University - Department of Finance, Maastricht University - Department of Finance, University of Oklahoma and Interbanca S.P.A. - ABN AMRO Group

Multiple version iconThere are 2 versions of this paper

Downloads 480
24.

Predicting Future Cash Flow from Operations: Australian Evidence

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 32 Posted: 16 Sep 2007
Working Paper Series
affiliation not provided to SSRN, Macquarie University and University of Newcastle
Downloads 461
25.

Legal Origin, Creditor Protection and Bank Lending Around the World

Number of pages: 43 Posted: 02 Jul 2007 Last Revised: 03 Jan 2014
Working Paper Series
College of Business--Florida Atlantic University and International Monetary Fund
Downloads 454
26.

The Role of Liquidity in Value at Risk - The Case of Hong Kong

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 45 Posted: 24 Aug 2007
Working Paper Series
affiliation not provided to SSRN and University of Macau - Faculty of Business Administration
Downloads 444
27.

Cross-Country Determinants of Weak-Form Stock Market Efficiency: A Preliminary Exploratory Study

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 84 Posted: 21 Aug 2007
Working Paper Series
Universiti Malaya and Monash University
Downloads 436
28.

The Impact of Dividend Reduction on Shareholders Wealth - Evidence from Australia

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 19 Posted: 24 Aug 2007 Last Revised: 05 Feb 2014
Working Paper Series
La Trobe University -Department of Economics and Finance, Monash University and Monash University - Department of Accounting
Downloads 434
29.

Stock Picking via Nonsymmetrically Pruned Binary Decision Trees

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 33 Posted: 02 Aug 2007 Last Revised: 21 Aug 2008
Working Paper Series
Humboldt University of Berlin - Center for Applied Statistics and Economics
Downloads 414
30.

The Chicken or the Egg? The Trade-Off between Bank Non Interest Income and Net Interest Margins

20th Australasian Finance & Banking Conference 2007 Paper, Finance and Corporate Governance Conference 2011 Paper
Number of pages: 35 Posted: 15 Aug 2007 Last Revised: 28 Feb 2011
Working Paper Series
Department of Banking and Finance and Bond University
Downloads 385
31.

Do Concentrated Institutional Investors Really Reduce Executive Compensation Whilst Raising Incentives?

UNSW Australian School of Business Research Paper No. 2012 BFIN 13
Number of pages: 36 Posted: 26 Mar 2008 Last Revised: 06 Jul 2012
Working Paper Series
University of New South Wales - School of Banking and Finance and University of New South Wales (UNSW Australia)
Downloads 372
32.

Zero-Beta CAPM with Heterogeneous Beliefs

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 35 Posted: 27 Aug 2007 Last Revised: 20 Jun 2008
Working Paper Series
University of Technology Sydney (UTS) - School of Finance and Economics and University of Technology Sydney (UTS)
Downloads 372
33.

Estimating Risk and Hedging in Options Trading

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 15 Posted: 19 Jul 2007
Working Paper Series
HCL Technologies Ltd. and affiliation not provided to SSRN
Downloads 365
34.

How to Meet Private Investors' Advisory Needs

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 27 Posted: 27 Aug 2007 Last Revised: 23 May 2008
Working Paper Series
EBS Universität für Wirtschaft und Recht - EBS Business School - Department of Finance and Accounting and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 352
35.

Nonparametric American Option Pricing

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 34 Posted: 18 Sep 2007
Working Paper Series
The University of Sydney Business School and University of Queensland
Downloads 349
36.

The Relative Efficiency of Banks, Taking into Account a Customer Satisfaction Rating

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 25 Posted: 23 Aug 2007 Last Revised: 18 Dec 2007
Working Paper Series
Massey University - School of Economics and Finance
Downloads 336
37.

The Incentive to 'Bet the Farm': CEO Compensation and Major Investments

Number of pages: 55 Posted: 19 Mar 2008 Last Revised: 06 Apr 2008
Working Paper Series
University of New South Wales - School of Banking and Finance and University of New South Wales (UNSW Australia)
Downloads 330
38.

Enhanced Finite-Difference Techniques for Early-Exercise Options on Single and Multiple Underlyings

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 31 Posted: 23 Aug 2007
Working Paper Series
University of Manchester, Nottingham University Business School (NUBS), University of Manchester - Department of Mathematics and Nottingham University Business School (NUBS)
Downloads 329
39.

Interdependence of ASEAN-5 Stock Markets from the US and Japan

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 25 Posted: 09 Aug 2007
Working Paper Series
International Islamic University of Malaysia (IIUM) - Faculty of Economic and Management Sciences, International Islamic University and Islamic Research and Training Institute
Downloads 329
40.

Alternative Estimates of the Cost of Equity Capital for Australian Firms

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 48 Posted: 25 Sep 2007
Working Paper Series
affiliation not provided to SSRN and University of Sydney - School of Business - Finance Discipline
Downloads 321
41.

A Study on Stock-Selection and Market-Timing Performance: Evidence from Hong Kong Mandatory Provident Funds (MPF)

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 23 Posted: 16 Jul 2007
Working Paper Series
University of Macau - Faculty of Business Administration

Multiple version iconThere are 2 versions of this paper

Downloads 311
42.

The Capital Structure of Japanese Firms: A Partial Adjustment Analysis

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 28 Posted: 28 Aug 2007 Last Revised: 24 Dec 2007
Working Paper Series
University of New South Wales and University of Melbourne
Downloads 299
43.

Bank Market Concentration and Interest Spreads: South Asian Evidence

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 26 Posted: 23 Aug 2007
Working Paper Series
Monash University - Department of Accounting and Finance, Monash University - Department of Banking and Finance and Monash University - Department of Accounting
Downloads 282
44.

Intraday Speed of Price Adjustment in the Jakarta Stock Exchange

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 35 Posted: 10 Sep 2007
Working Paper Series
Universitas Indonesia, Graduate School of Management and Bond University
Downloads 254
45.

Lead Lag Direction and Price Discovery of the S&P/ASX 200 Share Price Index and the S&P/ASX 200 Index Options

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 50 Posted: 27 Aug 2007
Working Paper Series
Massey University - School of Economics and Finance, Massey University and Massey University - School of Economics and Finance (Albany)
Downloads 252
46.

Optimality of Financial Planning Clients' Strategic Asset Allocations

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 21 Posted: 14 Sep 2007 Last Revised: 18 Jan 2008
Working Paper Series
University of Southern Queensland - Faculty of Business Education Law and Arts and University of Southern Queensland - Faculty of Business
Downloads 241
47.

Crises, Contagion and Cross-Listings

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 51 Posted: 20 Jun 2007
Working Paper Series
Drexel University - Department of Accounting and Tax, OCC and Bentley University - Department of Accountancy
Downloads 222
48.

Do Index Effects Reflect Idiosyncratic or Industry Effects? A Re-Examination of the Winners and Losers of S&P 500 Index Addition

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 45 Posted: 10 Sep 2007
Working Paper Series
Carleton University - Sprott School of Business and University of Melbourne - Department of Finance
Downloads 209
49.

South East Asian Corporate Board Size

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 23 Posted: 25 Aug 2007
Working Paper Series
University of Western Australia
Downloads 207
50.

Credit Default Swap Spreads and U.S. Financial Market: Investigating Some Dependence Structure

Published as follows: « Investigating The Dependence Structure Between Credit Default Swap Spreads and the U.S. Financial Market. », Gatfaoui H., ANNALS OF FINANCE, 2010, vol. 6, n° 4, p. 511-535., 20th Australasian Finance & Banking Conference 2007 Paper,
Number of pages: 28 Posted: 12 Jun 2007 Last Revised: 13 Apr 2017
Working Paper Series
IESEG School of Management (Paris campus)
Downloads 204