SSRN 20th Australasian Finance & Banking Conference 2007 (Archive)

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

Asma Mobarek

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

Patricia M. Dechow, Scott A. Richardson and Richard G. Sloan

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

George Diacogiannis and David Feldman

University of Piraeus - Department of Banking and Financial Management and Banking and Finance, UNSW Business School, UNSW Australia

There 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

Alexander Ljungqvist, Matthew P. Richardson and Daniel Wolfenzon

New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and Columbia Business School - Finance and Economics

There 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

Noor Houqe, Tony van Zijl, Keitha L. Dunstan and A.K.M. Waresul Karim

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

Rongbing Huang and Jay R. Ritter

Kennesaw State University - Michael J. Coles College of Business and University of Florida - Department of Finance, Insurance and Real Estate

There 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

Carol Alexander and Elizabeth A. Sheedy

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

Min Deng

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

Rene Fischer and Ralf Gerhardt

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

Eli M. Remolona, Michela Scatigna and Eliza Wu

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

Carole Comerton-Forde and Tālis J. Putniņš

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

Martin Hovey

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

Maria Debora Braga Jr. and Francesco Paolo Natale

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

Kyojik Song and Young-Joo Lee

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

Jedrzej Pawel Bialkowski, Katrin Gottschalk and Tomasz Piotr Wisniewski

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

Lisa Robyn Barnes and Peter Tze Yiu Lau

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

Fazilah A. Samad, Roselee and Guat Ha Soh

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

Ranchana Rajatanavin and Sundar Venkatesh

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

Robin Grieves and Steven V. Mann

Rollins College - Crummer Graduate School of Business and University of South Carolina

There 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

Keith Lam, Hang Fai Yeung and William M. Y. Cheung

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

Wolfram J. Horneff, Raimond Maurer, Olivia S. Mitchell and Michael Z. Stamos

Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and Allianz Global Investors

There 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

Mohammad Al Shboul

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

Stefano Gatti, Stefanie Kleimeier, William L. Megginson and Alessandro Steffanoni

Bocconi University - Department of Finance, Maastricht University - Department of Finance, University of Oklahoma and Interbanca S.P.A. - ABN AMRO Group

There 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

Yuqi Zhao, Garry Hobbes and Sue Wright

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

Rebel A. Cole and Rima Turk-Ariss

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

Cass Cheng Po Lei and Rose Neng Lai

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

Kian-Ping Lim and Robert D. Brooks

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

Balasingham Balachandran, Chandrasekar Krishnamurti and Berty Vidanapathirana

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

Anton Andriyashin

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

Barry Williams and Gulasekaran Rajaguru

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

Gavin Smith and Peter L. Swan

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

Xuezhong He and Lei Shi

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

Ramesh VNM Kappagantula and Subhash Reddy

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

Christian Jansen and Andreas Hackethal

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

Jamie Alcock and Trent A. Carmichael

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

David W.L. Tripe

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

Gavin Smith and Peter L. Swan

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

Paul V. Johnson, Nick J. Sharp, Peter Duck and David Newton

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

M. Shabri Abd. Majid, Ahamed Kameel Meera and Mohd Azmi Omar

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

Giang Truong and Graham Partington

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

Patrick Kuok-Kun Chu

University of Macau - Faculty of Business Administration

There 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

Pascal Nguyen and Chander Shekhar

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

Shrimal Perera, Michael T. Skully and J. Wickramanayake

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

Zaäfri A. Husodo and Thomas Henker

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

Klaus Buhr, Lawrence C. Rose and Xiaoming Li

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

Lujer Santacruz and Peter J. Phillips

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

Nandini Chandar, Dilip K. Patro and Ari Yezegel

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

Isaac K. Otchere and André Gygax

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

Richard A. Heaney

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

Hayette Gatfaoui

IESEG School of Management (Paris campus)

Downloads 204

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