1.
The Dynamic Pricing of Sovereign Risk in Emerging Markets: Fundamentals and Risk Aversion
Journal of Fixed Income, Vol. Spring, 2008, https://doi.org/10.3905/jfi.2008.705542
Posted: 22 May 2019
Last Revised: 22 May 2019
Accepted Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and The University of Sydney - Business School
2.
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
1,801
3.
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
390
4.
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
347
5.
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 Business School, University of New South Wales and Australian National University (ANU)
Downloads
164
6.
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
Aarhus University and Karlsruhe Institute of Technology (KIT) - Institute for Finance
7.
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
143
8.
The Conditional Risk-Return Relations in Two Asian Emerging Stock Markets
20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 33
Posted: 25 Sep 2007
Last Revised: 27 Aug 2012
Working Paper Series
University of Macau and Hong Kong Baptist University
Downloads
5
9.
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
343
10.
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
77
11.
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
827
12.
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
692
13.
Nonparametric American Option Pricing
20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 34
Posted: 18 Sep 2007
Working Paper Series
University of Oxford and University of Queensland
Downloads
371
14.
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 NewcastleUTS Business School
Downloads
487
15.
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
249
16.
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
275
17.
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
220
18.
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
114
19.
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
6,070
20.
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
64
21.
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
602
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
James Cook University
Downloads
511
23.
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
650
24.
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
670
25.
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
358
26.
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
1,800
27.
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
779
28.
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
Xi'an Jiaotong-Liverpool University (XJTLU) and Macquarie University
Downloads
402
29.
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
385
30.
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
314
31.
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
272
32.
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 - Department of Finance
Downloads
218
33.
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)
34.
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
There are 2 versions of this paper
Margining and the Stability of the Banking Sector
Swiss Finance Institute Research Paper No. 08-43
Number of pages: 53
Posted: 09 Dec 2008
Last Revised: 03 Jan 2011
Downloads
313
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
Downloads
120
Downloads
120
35.
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
214
36.
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 EconomicsUnivesrity of Athens, The University of Nottingham Ningbo, China and University of Essex - Department of Accounting, Finance & Management
37.
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
38.
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 Business School, La Trobe University, Monash University and Monash University - Department of Accounting
Downloads
503
39.
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
464
40.
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
203
41.
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 and National Taiwan University
Downloads
191
42.
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 Bangor University - Bangor University
Downloads
152
43.
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
148
44.
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)
Downloads
1,049
45.
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
349
46.
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 University of Bath - School of Management
Downloads
344
47.
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
300
48.
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
156
49.
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
137
50.
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
There are 2 versions of this paper
The Search for Relative Value in Bonds
20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 26
Posted: 22 Aug 2007
Downloads
593
The Search for Relative Value in Bonds
Financial Markets and Portfolio Management, Vol. 25, No. 1, pp. 95-106, 2011
Posted: 06 Apr 2011
Downloads
593
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