1.
The Efficiency and Productivity of Malaysian Banks: An Output Distance Function Approach
21st Australasian Finance and Banking Conference 2008 Paper
Posted: 31 May 2012
Working Paper Series
Universiti Kebangsaan Malaysia - School of Economics, Faculty of Economics and Management, Aston University - Aston Business School and Warwick Business School
2.
The Determinants of Exchange Rate on Asean-5 Countries: An Evidence of Purchasing Power Parity
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 15
Posted: 20 Feb 2009
Last Revised: 20 Feb 2009
Working Paper Series
affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
There are 2 versions of this paper
The Determinants of Exchange Rate on Asean-5 Countries: An Evidence of Purchasing Power Parity
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 15
Posted: 20 Feb 2009
Downloads
675
The Determinants of Exchange Rate on ASEAN-5 Countries: An Evidence of Purchasing Power Parity
Number of pages: 15
Posted: 23 Nov 2008
Downloads
194
Downloads
675
3.
Trading Probability and Turnover as Measures of Liquidity Risk: Evidence from the U.K. Stock Market
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 7
Posted: 17 Nov 2008
Last Revised: 07 Jan 2009
Working Paper Series
University of Southampton - School of Management, University of York - Department of Economics and Related Studies and City University London - Sir John Cass Business School
Downloads
358
4.
Foreign Currency Hedging and Firm Value: A Dynamic Panel Approach
21st Australasian Finance and Banking Conference 2008
Number of pages: 36
Posted: 17 Nov 2008
Last Revised: 28 Jan 2009
Working Paper Series
Macquarie University Department of Applied Finance and Actuarial Studies
There are 2 versions of this paper
Foreign Currency Hedging and Firm Value: A Dynamic Panel Approach
Number of pages: 38
Posted: 25 Jun 2008
Last Revised: 16 Feb 2009
Downloads
459
Foreign Currency Hedging and Firm Value: A Dynamic Panel Approach
21st Australasian Finance and Banking Conference 2008
Number of pages: 36
Posted: 17 Nov 2008
Last Revised: 28 Jan 2009
Downloads
158
Downloads
158
5.
Obey the Law and Do a Little Bit Extra?
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 36
Posted: 19 Sep 2008
Last Revised: 30 Nov 2009
Working Paper Series
Stockholm School of Economics
Downloads
100
6.
Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index
International Review of Financial Analysis, 34, 31-43.
Posted: 12 Sep 2008
Last Revised: 16 Dec 2014
Working Paper Series
UCLouvain - Louvain Finance, Université Paris-Dauphine, PSL and Facultes Un. Notre-Dame de la Paix Namur (FUNDP), CEREFIM
7.
Cross-Country Determinants of Banking Competition: Does the Institutional Quality Matter?
21st Australasian Finance and Banking Conference 2008 Paper
Posted: 12 Sep 2008
Last Revised: 19 Jan 2009
Working Paper Series
Department of International Business, National Kaohsiung University of Science and Technology, Kaohsiung, Taiwan
8.
Does the Adoption of an Information-Connected Approach Reduce Insider Trading?
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 53
Posted: 11 Sep 2008
Working Paper Series
National University of Singapore (NUS) - Department of Accounting, Watson Wyatt Worldwide, National University of Singapore (NUS) - Faculty of Law and affiliation not provided to SSRN
Downloads
162
9.
Connections or Performance: What Determines Turnover of Bankers?
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 38
Posted: 11 Sep 2008
Working Paper Series
Università degli Studi di Udine - Department of Economics
Downloads
95
10.
Government and Business Nexus: Evidence from Japan
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 32
Posted: 11 Sep 2008
Last Revised: 31 Jan 2013
Working Paper Series
affiliation not provided to SSRN and Australian National University (ANU)
Downloads
31
11.
Bank Lending, Financing Constraints and SME Investment
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 41
Posted: 10 Sep 2008
Last Revised: 14 May 2014
Working Paper Series
University of Granada - Department of Economic Theory and History, Indiana University - Kelley School of Business - Department of Finance and Bangor Business School
Downloads
707
12.
The Low P/E Effect and Abnormal Returns for Australian Industrial Firms
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 38
Posted: 10 Sep 2008
Working Paper Series
Bond University - Finance, UBS AG and James Cook University, College of Business Law & Governance
Downloads
405
13.
ATMs vs. POS Terminals: A Horse Race?
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 23
Posted: 10 Sep 2008
Last Revised: 26 Aug 2012
Working Paper Series
Bangor Business School and University of Granada - Department of Economic Theory and History
Downloads
274
14.
Component Structure of Credit Default Swap Spreads and Their Determinants
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 49
Posted: 04 Sep 2008
Working Paper Series
UNSW Business School, Risk and Actuarial Studies, UNSW Australia Business School, School of Banking and Finance and Deakin University
There are 2 versions of this paper
Component Structure of Credit Default Swap Spreads and Their Determinants
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 49
Posted: 04 Sep 2008
Downloads
414
Component Structure of Credit Default Swap Spreads and Their Determinants
Number of pages: 45
Posted: 09 Dec 2017
Downloads
26
Downloads
414
15.
Capital Structure, Industry Pricing, and Firm Performance
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 29
Posted: 04 Sep 2008
Working Paper Series
Indian Institute of Technology (IIT), Bombay - Shailesh J. Mehta School of Management (SJM) and Indian Institute of Technology (IIT), Bombay - Shailesh J. Mehta School of Management (SJM)
Downloads
378
16.
Optimal Hedging Strategy in Stock Index Futures Markets
21st Australasian Finance and Banking Conference 2008 Paper
Posted: 01 Sep 2008
Last Revised: 11 Jan 2009
Working Paper Series
affiliation not provided to SSRN and UNSW Australia Business School, School of Banking and Finance
17.
Islamic Hedging: Gambling or Risk Management?
Islamic Law and Law of the Muslim World Paper No. 08-47, 21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 19
Posted: 29 Aug 2008
Last Revised: 18 Nov 2008
Working Paper Series
Universiti Teknologi MARA, Malaysia and Universiti Teknologi MARA (UiTM)
Downloads
1,880
18.
Evolution of Liquidity: An Integrated Order Strategy Model of Uninformed and Informed Traders
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 52
Posted: 28 Aug 2008
Working Paper Series
National Chung Cheng University - Department of Business Administration and affiliation not provided to SSRN
Downloads
130
19.
Employee Ownership, Board Representation, and Corporate Financial Policies
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 43
Posted: 27 Aug 2008
Last Revised: 17 Jun 2015
Working Paper Series
University of Oklahoma, Université Paris-Dauphine, PSL Research University and Fédération Bancaire Française
There are 2 versions of this paper
Employee Ownership, Board Representation, and Corporate Financial Policies
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 43
Posted: 27 Aug 2008
Last Revised: 17 Jun 2015
Downloads
426
Employee Ownership, Board Representation, and Corporate Financial Policies
Journal of Corporate Finance, 2011, 17, 868-887
Number of pages: 44
Posted: 02 Apr 2009
Last Revised: 17 Jun 2015
Downloads
289
Downloads
426
20.
The Use of Capital Budgeting Techniques in Businesses: A Perspective from the Western Cape
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 19
Posted: 27 Aug 2008
Working Paper Series
University of the Western Cape
Downloads
2,520
21.
The Information Content of Implied Volatility: Evidence from Australia
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 38
Posted: 27 Aug 2008
Working Paper Series
Auckland University of Technology - Faculty of Business & Law, Münster University of Applied Sciences and Auckland University of Technology - Faculty of Business & Law
Downloads
326
22.
Superseding Newton with a Superior Yield Algorithm
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 14
Posted: 27 Aug 2008
Working Paper Series
Charles Sturt University
Downloads
268
23.
Economic Conditions, Flight-to-Quality and Mutual Fund Flow
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 44
Posted: 26 Aug 2008
Last Revised: 27 Jan 2013
Working Paper Series
University of Oregon, University of Alberta - Department of Finance and Statistical Analysis and University of Waterloo
Downloads
340
24.
SOX, Corporate Transparency, and the Cost of Debt
Midwest Finance Association 2013 Annual Meeting Paper, 21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 52
Posted: 26 Aug 2008
Last Revised: 12 Nov 2013
Working Paper Series
University of Miami - Department of Finance, University of Miami - Department of Finance and affiliation not provided to SSRN
Downloads
465
25.
Is Information Risk Priced?: Evidence from the Price Discovery of Large Trades
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 68
Posted: 26 Aug 2008
Last Revised: 15 Oct 2010
Working Paper Series
Nanyang Technological University (NTU) and Eastspring Investment
There are 4 versions of this paper
Is Information Risk Priced? Evidence from the Price Discovery of Large Trades
AFA 2011 Denver Meetings Paper
Number of pages: 68
Posted: 02 Apr 2010
Last Revised: 20 Sep 2011
Downloads
250
Is Information Risk Priced?: Evidence from the Price Discovery of Large Trades
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 68
Posted: 26 Aug 2008
Last Revised: 15 Oct 2010
Downloads
199
Is Information Risk Priced? Evidence from the Price Discovery of Large Trades
Number of pages: 66
Posted: 12 Mar 2009
Downloads
174
Price Discovery Function of Large Trades and the Cross-Section of Expected Stock Returns
Number of pages: 64
Posted: 07 Oct 2010
Last Revised: 21 Sep 2011
Downloads
147
Downloads
199
26.
Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 34
Posted: 26 Aug 2008
Last Revised: 26 Nov 2011
Working Paper Series
Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial Science
There are 2 versions of this paper
Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 34
Posted: 26 Aug 2008
Last Revised: 26 Nov 2011
Downloads
20
Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of Cvar Cost Constraints
NBER Working Paper No. w14332
Number of pages: 34
Posted: 15 Sep 2008
Last Revised: 31 Aug 2010
Downloads
19
Downloads
20
27.
Sustainability May Cost the Earth: Examining the Strategic and Financial Consequences of Banks' Sustainable Corporate Strategy
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 45
Posted: 25 Aug 2008
Working Paper Series
University of Melbourne - Department of Finance
Downloads
253
28.
When the Going Gets Tough: Board Capital and Survival of New Economy IPO Firms
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 33
Posted: 25 Aug 2008
Working Paper Series
University of Wollongong, Auckland University of Technology and Macquarie University - Department of Applied Finance and Actuarial Studies
Downloads
132
29.
Liquidity Benefits from IPO Underpricing: Ownership Dispersion or Information Effect
Financial Management, 44(4), 785-810, 2015
Posted: 25 Aug 2008
Last Revised: 02 Mar 2017
Accepted Paper Series
Université Paris Dauphine, University Savoie Mont-Blanc, IREGE and Université Paris-Dauphine, PSL
30.
The Causes and Consequences of Accelerated Stock Repurchases
International Review of Finance, Forthcoming
Number of pages: 40
Posted: 25 Aug 2008
Last Revised: 13 Apr 2015
Accepted Paper Series
University of Ottawa, Kyungpook National University - School of Business Administration and University of Melbourne
There are 2 versions of this paper
The Causes and Consequences of Accelerated Stock Repurchases
International Review of Finance, Forthcoming
Number of pages: 40
Posted: 25 Aug 2008
Last Revised: 13 Apr 2015
Downloads
311
The Causes and Consequences of Accelerated Stock Repurchases
International Review of Finance, Vol. 14, Issue 3, pp. 319-343, 2014
Number of pages: 25
Posted: 28 Aug 2014
Downloads
311
31.
Nonparametric Rank Tests for Event Studies
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 59
Posted: 25 Aug 2008
Last Revised: 19 Aug 2014
Working Paper Series
Texas A&M University - Department of Finance and University of Vaasa, Department of Mathematics and Statistics
Downloads
3,869
32.
Index Arbitrage and the Pricing Relationship between Australian Stock Index Futures and Their Underlying Shares
Number of pages: 42
Posted: 25 Aug 2008
Last Revised: 24 Nov 2011
Working Paper Series
University of Sydney and The University of Sydney - Discipline of Finance
Downloads
754
33.
Endogenously Structured Boards of Directors in Banks
Journal of Banking and Finance, Vol. 34, No. 7, pp. 1590-1606
Number of pages: 41
Posted: 25 Aug 2008
Last Revised: 26 Dec 2012
Accepted Paper Series
Curtin University and Monash University - Department of Banking and Finance
Downloads
721
34.
Oil Price and Industry Stock Returns: Evidence from Indonesia
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 18
Posted: 25 Aug 2008
Last Revised: 27 Aug 2008
Working Paper Series
Bank Indonesia and Bank Indonesia
Downloads
606
35.
Jensen’s Alpha and the Market Timing Puzzle
Review of Financial Economics, Forthcoming
Number of pages: 40
Posted: 25 Aug 2008
Last Revised: 20 Aug 2018
Accepted Paper Series
Reutlingen University - ESB Business School, University of Augsburg, Friedrich-Alexander-Universität Erlangen-Nürnberg and University of Augsburg
Downloads
555
36.
Is Bookbuilding an Efficient IPO Pricing Mechanism? - The Indian Evidence
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 32
Posted: 25 Aug 2008
Last Revised: 06 Jan 2009
Working Paper Series
Indian Institute of Management Kozhikode
Downloads
542
37.
Short Run and Long Run Dynamics of Initial Public Offerings: Evidence from India
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 39
Posted: 25 Aug 2008
Last Revised: 25 Nov 2008
Working Paper Series
Indian Institute of Management (IIM), Ahmedabad and Jindal Global Business School
Downloads
422
38.
Credit Rating Agencies' Function on Bond Markets: Price Stability vs. Information Transmission
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 37
Posted: 25 Aug 2008
Last Revised: 16 Nov 2008
Working Paper Series
CEREFIGE, University of Lorraine and Université Paris I Panthéon-Sorbonne
Downloads
398
39.
Institutional Trading Around the Ex-Dividend Day
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 44
Posted: 25 Aug 2008
Last Revised: 01 Apr 2011
Working Paper Series
University of Wollongong - School of Accounting, Economics & Finance, University of New South Wales - School of Banking and Finance, Rozetta Institute and University of Sydney - School of Business - Finance Discipline
There are 2 versions of this paper
Institutional Trading Around the Ex-Dividend Day
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 44
Posted: 25 Aug 2008
Last Revised: 01 Apr 2011
Downloads
397
Institutional Trading Around the Ex-Dividend Day
Australian Journal of Management, Vol. 41, No. 2, 2016
Posted: 04 May 2016
Downloads
397
40.
Competing in Global Niche Markets: The Case of Macquarie Bank
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 20
Posted: 25 Aug 2008
Working Paper Series
University of Canberra
Downloads
282
41.
Understanding World Commodity Prices: Returns, Volatility and Diversification
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 44
Posted: 25 Aug 2008
Working Paper Series
UWA Business School
Downloads
262
42.
Trading Performance of Individual, Institutional, and Foreign Investors: Evidence from the Stock Exchange of Thailand
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 38
Posted: 25 Aug 2008
Last Revised: 30 Jan 2009
Working Paper Series
Mahidol University - College of Management and affiliation not provided to SSRN
Downloads
242
43.
The Role of Accruals as a Signal in Earnings and Dividend Announcements: NZ Evidence
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 30
Posted: 25 Aug 2008
Last Revised: 23 Nov 2008
Working Paper Series
Auckland University of Technology and Auckland University of Technology - Faculty of Business & Law
Downloads
228
44.
Executive Pay, Talent and Firm Size
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 63
Posted: 25 Aug 2008
Last Revised: 29 Jan 2009
Working Paper Series
Ajou University and University of New South Wales (UNSW Sydney
There are 2 versions of this paper
Executive Pay, Talent and Firm Size
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 63
Posted: 25 Aug 2008
Last Revised: 29 Jan 2009
Downloads
220
Executive Pay, Talent and Firm Size
Number of pages: 62
Posted: 13 Aug 2008
Last Revised: 23 Jan 2009
Downloads
157
Downloads
220
45.
Why are Community Banks in Australia Successful? An Exploration
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 23
Posted: 25 Aug 2008
Last Revised: 21 Nov 2008
Working Paper Series
La Trobe University
Downloads
212
46.
Migration of Trading and the Introduction of Single Stock Futures on the Underlying U.S. Stocks
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 34
Posted: 25 Aug 2008
Last Revised: 08 Sep 2009
Working Paper Series
University of Melbourne - Department of Finance, Bond University, Australian National University (ANU) - School of Finance and Applied Statistics and affiliation not provided to SSRN
Downloads
173
47.
The Effects of Diversification on Bank Performance from the Perspective of Risk, Return and Cost Efficiency
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 17
Posted: 25 Aug 2008
Last Revised: 06 Apr 2011
Working Paper Series
Istanbul Bilgi University and Istanbul Bilgi University
Downloads
147
48.
How Do Firms Choose between Intermediary and Supplier Finance?
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 33
Posted: 25 Aug 2008
Working Paper Series
Simon Fraser University (SFU) and Northwestern University - Department of Economics
There are 2 versions of this paper
How Do Firms Choose between Intermediary and Supplier Finance?
Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 52
Posted: 12 Dec 2007
Downloads
166
How Do Firms Choose between Intermediary and Supplier Finance?
21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 33
Posted: 25 Aug 2008
Downloads
141
Downloads
141
49.
Price Formation and Liquidity Surrounding Large Trades in Interest Rate and Equity Index Futures
Number of pages: 66
Posted: 25 Aug 2008
Last Revised: 24 Nov 2011
Working Paper Series
University of Sydney and The University of Sydney - Discipline of Finance
Downloads
139
50.
The Dark Side of Global Integration: Increasing Tail Dependence
CREA Discussion Paper No. 2008-03, 21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 33
Posted: 25 Aug 2008
Last Revised: 02 Oct 2011
Working Paper Series
University of Luxemburg, Université du Luxembourg and De Nederlandsche Bank
There are 2 versions of this paper
The Dark Side of Global Integration: Increasing Tail Dependence
CREA Discussion Paper No. 2008-03, 21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 33
Posted: 25 Aug 2008
Last Revised: 02 Oct 2011
Downloads
136
The Dark Side of Global Integration: Increasing Tail Dependence
Number of pages: 33
Posted: 16 Feb 2009
Downloads
43
Downloads
136
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