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20th Australasian Finance & Banking Conference 2007 (Archive)

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Viewing: 1 - 50 of 81 papers

1.

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
School of Accountancy, 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 1,728
2.

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 Sydney
Downloads 377
3.

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 Sydney
Downloads 332
4.

The Relationship between the Frequency of News Release and the Information Asymmetry: The Role of Uninformed Trading

Journal of Banking and Finance, Vol. 37, 2013
Number of pages: 39 Posted: 03 Mar 2008 Last Revised: 10 Dec 2013
Accepted Paper Series
National University of Singapore (NUS) - Department of Accounting, UNSW Australia Business School, School of Banking and Finance and Australian National University (ANU)
Downloads 156
5.

Investment Timing, Liquidity, and Agency Costs of Debt

Journal of Corporate Finance, Vol. 16, No. 2, pp. 243-258, April 2010
Posted: 03 Mar 2008 Last Revised: 19 Nov 2011
Accepted Paper Series
University of Southern Denmark (SDU) and Karlsruhe Institute of Technology (KIT) - Institute for Finance
6.

Risk, Uncertainty, and the Perceived Threat of Terrorist Attacks: The Advisory System that Cried Wolf?

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 43 Posted: 30 Sep 2007 Last Revised: 29 Oct 2008
Working Paper Series
Villanova University - Villanova School of Business and University of Nebraska-Lincoln
Downloads 139
7.

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 333
8.

Does Co-Movement of Conditional Volatility Matter in Asset Pricing? Further Evidence in the Downside and Conventional Pricing Frameworks

Icfai Journal of Applied Finance, Forthcoming, 20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 29 Posted: 25 Sep 2007 Last Revised: 07 Sep 2008
Accepted Paper Series
Monash University and Monash University - Department of Econometrics and Business Statistics
Downloads 73
9.

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 761
10.

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 623
11.

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 361
12.

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 478
13.

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 242
14.

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 267
15.

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 213
16.

The Influence of Target Shareholder Taxation on Premiums and Abnormal Returns in Takeovers

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 31 Posted: 10 Sep 2007
Working Paper Series
University of Technology, Sydney and The University of Western Australia - Department of Accounting and Finance
Downloads 108
17.

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 5,540
18.

Market Discipline in Indonesian Banking Sector: Has it Been Run Effectively?

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 19 Posted: 31 Aug 2007 Last Revised: 06 Aug 2012
Working Paper Series
affiliation not provided to SSRN, Padjadjaran University and affiliation not provided to SSRN
Downloads 58
19.

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 591
20.

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 492
21.

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 620
22.

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 634
23.

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 325
24.

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 - Department of Finance
Downloads 1,471
25.

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 753
26.

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) - Finance Discipline Group, Business School and Macquarie University
Downloads 386
27.

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 363
28.

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 273
29.

Market Dynamics and Momentum Profits

Journal of Financial and Quantitative Analysis (JFQA), Vol. 45, 2010
Number of pages: 14 Posted: 27 Aug 2007 Last Revised: 23 Apr 2014
Accepted Paper Series
University of Lethbridge and University of Lethbridge Calgary Campus
Downloads 235
30.

Investors' Overconfidence in Primary Markets

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 30 Posted: 27 Aug 2007
Working Paper Series
National Chengchi University at Taiwan - Department of Finance and National Central University at Taiwan - Department of Finance
Downloads 206
31.

Basel II: An Example of 'Smart' Regulation

20th Australasian Finance & Banking Conference 2007 Paper
Posted: 27 Aug 2007
Working Paper Series
University of Newcastle (Australia) and University of Newcastle (Australia)
32.

The Price of Protection: Derivatives, Default Risk, and Margining

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 57 Posted: 26 Aug 2007 Last Revised: 25 Oct 2008
Working Paper Series
University of Geneva - Geneva Finance Research Institute (GFRI) and University of Melbourne - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 112
33.

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 210
34.

Bank of Japan Interventions, Exchange Rate Volatility, and Spillover Effects: Evidence from High Frequency Data

20th Australasian Finance & Banking Conference 2007 Paper
Posted: 25 Aug 2007
Working Paper Series
University of Athens - Faculty of Economics, The University of Nottingham Ningbo, China and University of Essex - Department of Accounting, Finance & Management
35.

Foreign Investors and Global Linkages of Indian Equity Markets

20th Australasian Finance & Banking Conference 2007 Paper
Posted: 25 Aug 2007
Working Paper Series
Cranfield University - School of Management and University of Strathclyde
36.

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 - School of Economics and Finance, Monash University and Monash University - Department of Accounting
Downloads 443
37.

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
Downloads 457
38.

The Role of Central Counterparty as a Risk Mitigator in Capital Market Transaction in Indonesian Law Perspective

Journal of Banking and Finance, Forthcoming, 20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 34 Posted: 24 Aug 2007 Last Revised: 17 Jan 2008
Accepted Paper Series
PT. Kliring Penjaminan Efek Indonesia
Downloads 197
39.

The Volatility and Density Prediction Performance of Alternative GARCH Models

Journal of Forecasting 31(2):157-171.
Number of pages: 28 Posted: 24 Aug 2007 Last Revised: 27 Feb 2019
Accepted Paper Series
National Central University at Taiwan and UNSW
Downloads 183
40.

Does the Financial Sector Drive Non-Financial Sector M&A Activity?

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 24 Posted: 24 Aug 2007 Last Revised: 02 Nov 2016
Working Paper Series
University of Huddersfield, University of Wales, Bangor, European Central Bank (ECB) and University of Wales System - Bangor University
Downloads 147
41.

Factors Affecting the Credit Spreads Behaviour of USD Malaysian Bonds

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 43 Posted: 24 Aug 2007
Working Paper Series
Deakin University - School of Accounting, Economics and Finance and Deakin University - School of Accounting, Economics and Finance
Downloads 140
42.

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
UNSW Business School and University of Technology Sydney (UTS)
Downloads 950
43.

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 339
44.

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 335
45.

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 294
46.

Loathing All the Way to the Bank? How Complaints, Disloyalty and Dissatisfaction are Related in the New Zealand Banking Industry

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 24 Posted: 23 Aug 2007 Last Revised: 27 Dec 2007
Working Paper Series
Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 144
47.

Delayed Price Discovery and Momentum Strategies: Evidence from Vietnam

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 37 Posted: 23 Aug 2007
Working Paper Series
T.A. PAI Management Institute, Finance Area, Ho Chi Minh City Securities Trading Centre and Monash University
Downloads 131
48.

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 536
49.

How Mature is the AUD/NZD Market?

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 29 Posted: 22 Aug 2007
Working Paper Series
University of Auckland - Department of Accounting and Finance and University of Auckland - Business School
Downloads 96
50.

Natural Experiments Methodology and Global Liquidity in Financial Markets

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 31 Posted: 22 Aug 2007
Working Paper Series
Financial Services and Markets Authority (FSMA)
Downloads 71