SSRN 21st Australasian Finance & Banking Conference 2008 (Archive)

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Viewing: 1 - 50 of 107 papers

1.

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

James W. Kolari and Seppo Pynnonen

Texas A&M University, Department of Finance and University of Vaasa, Department of Mathematics and Statistics

Downloads 3,219

2.

Return Predictability Revisited

EFA 2007 Ljubljana Meetings Paper, 21st Australasian Finance and Banking Conference 2008 Paper

Number of pages: 73 Posted: 25 Feb 2007 Last Revised: 19 Nov 2009

Working Paper Series

Ben Jacobsen, Ben R. Marshall and Nuttawat Visaltanachoti

Tilburg University - TIAS School for Business and Society, Massey University - School of Economics and Finance and Massey University - Department of Economics and Finance

Downloads 2,216

3.

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

Pradeep Brijlal

University of the Western Cape

Downloads 2,105

4.

Sticks or Carrots? Optimal CEO Compensation when Managers are Loss-Averse

Journal of Finance, Vol. 65, No. 6, pp. 2015-2050, 2010

Number of pages: 46 Posted: 14 Jul 2006 Last Revised: 19 Dec 2010

Accepted Paper Series

Ingolf Dittmann, Ernst G. Maug and Oliver G. Spalt

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), University of Mannheim Business School and Tilburg University - Department of Finance

Downloads 2,037

5.

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

Saadiah Mohamad and Ali Tabatabaei

Universiti Teknologi MARA, Malaysia and Universiti Teknologi MARA (UiTM)

Downloads 1,610

6.

How Efficient are Credit Default Swap Markets? An Empirical Study of Capital Structure Arbitrage Based on Structural Pricing Models

21st Australasian Finance and Banking Conference 2008 Paper

Number of pages: 41 Posted: 13 Mar 2008 Last Revised: 06 Aug 2008

Working Paper Series

Björn Imbierowicz and Balazs Cserna

Copenhagen Business School and University of Frankfurt

Downloads 1,318

7.

Latency, Liquidity and Price Discovery

Journal of Financial Markets, Forthcoming

Number of pages: 34 Posted: 24 Aug 2008 Last Revised: 13 Apr 2012

Accepted Paper Series

Ryan Riordan and Andreas Storkenmaier

Queen's School of Business and Karlsruhe Institute of Technology

Downloads 1,033

8.

The Pricing of Path-Dependent Structured Financial Retail Products: The Case of Bonus Certificates

Journal of Derivatives, Vol. 18, No. 4, 2011

Number of pages: 41 Posted: 25 Aug 2008 Last Revised: 18 Aug 2011

Accepted Paper Series

Rainer Baule and Christian Tallau

University of Hagen and Münster University of Applied Sciences

Downloads 909

9.

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

Francisco Rodriguez-Fernandez, Gregory F. Udell and Santiago Carbo-Valverde

University of Granada - Department of Economic Theory and History, Indiana University - Kelley School of Business - Department of Finance and Bangor Business School

Downloads 680

10.

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

Shams Pathan and Michael T. Skully

University of Queensland - Business School and Monash University - Department of Banking and Finance

Downloads 677

11.

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

James R. Cummings and Alex Frino

Macquarie University, Faculty of Business and Economics and The University of Sydney - Discipline of Finance

Downloads 643

12.

The Decision to Cross-List: The Case of Chinese IPOs and ADRs

21st Australasian Finance and Banking Conference 2008 Paper

Number of pages: 39 Posted: 22 Jun 2008

Working Paper Series

Xinde Zhang and Tao-Hsien Dolly King

Our Lady of the Lake University and University of North Carolina (UNC) at Charlotte - Department of Finance

Downloads 627

13.

The Impact of Political Connections on Firms' Operation Performance and Financing Decisions

21st Australasian Finance and Banking Conference 2008 Paper

Number of pages: 41 Posted: 23 Aug 2008 Last Revised: 29 Nov 2011

Working Paper Series

Narjess Boubakri, Jean-Claude Cosset and Walid Saffar

American University of Sharjah - School of Business and Management, HEC Montreal and Hong Kong Polytechnic University - School of Accounting and Finance

Downloads 626

14.

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

Abdalrahman Awad Abudalu V, Che Ani Mad and Angappan Ragupathi

affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN

There are 2 versions of this paper

Downloads 612

15.

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

Agusman Agusman and Elis Deriantino

Bank Indonesia and Bank Indonesia

Downloads 583

16.

Stock Price Manipulation: Prevalence and Determinants

Forthcoming, Review of Finance

Number of pages: 54 Posted: 21 Aug 2008 Last Revised: 11 Oct 2012

Accepted Paper Series

Carole Comerton-Forde and Tālis J. Putniņš

University of Melbourne - Department of Finance and University of Technology Sydney - UTS Business School

Downloads 577

17.

Risk Shifting Through Nonfinancial Contracts: Effects on Loan Spreads and Capital Structure of Project Finance Deals

21st Australasian Finance and Banking Conference 2008 Paper

Number of pages: 45 Posted: 16 Jun 2008 Last Revised: 26 Jul 2008

Working Paper Series

Stefano Gatti, Francesco Corielli and Alessandro Steffanoni

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

There are 2 versions of this paper

Downloads 549

18.

An Evaluation of Financial Health of Non-Life Insurance Companies from Developing Countries: The Case of Ghana

21st Australasian Finance and Banking Conference 2008 Paper

Number of pages: 22 Posted: 01 Jul 2008

Working Paper Series

Samuel Nana Yaw Simpson and Obi Berko Obeng Damoah

University of Ghana - Business School and University of Ghana

Downloads 541

19.

A Game-Theory View of Capital Structure

21st Australasian Finance and Banking Conference 2008 Paper

Number of pages: 34 Posted: 19 Aug 2008

Working Paper Series

Ed Vos

University of Waikato - Department of Economics and Finance

Downloads 509

20.

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

S. S. S. Kumar

Indian Institute of Management Kozhikode

Downloads 474

21.

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

Sandro C. Andrade, Gennaro Bernile and Frederick Hood III

University of Miami - Department of Finance, University of Miami - School of Business Administration and Iowa State University - Department of Accounting and Finance

Downloads 444

22.

Jensen’s Alpha and the Market Timing Puzzle

Number of pages: 37 Posted: 25 Aug 2008 Last Revised: 30 Nov 2016

Working Paper Series

Sebastian Bunnenberg, Martin Rohleder, Hendrik Scholz and Marco Wilkens

Leibniz Universität Hannover, University of Augsburg, Friedrich-Alexander-Universität (FAU) Erlangen-Nürnberg and University of Augsburg

Downloads 442

23.

Liquidity Risk and Syndicate Structure

AFA 2009 San Francisco Meetings Paper, 21st Australasian Finance and Banking Conference 2008 Paper

Number of pages: 47 Posted: 25 Mar 2008

Working Paper Series

Evan Gatev and Philip E. Strahan

Simon Fraser University and Boston College - Department of Finance

There are 2 versions of this paper

Downloads 422

24.

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

William L. Megginson, Edith Ginglinger and Timothée Waxin

University of Oklahoma, Université Paris Dauphine and Fédération Bancaire Française

There are 2 versions of this paper

Downloads 414

25.

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

Priyanka Singh and Brajesh Kumar

Indian Institute of Management (IIM), Ahmedabad and Jindal Global Business School

Downloads 406

26.

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

Ramaprasad Bhar, David B. Colwell and Peipei Wang

UNSW Australia Business School, School of Banking and Finance, UNSW Australia Business School, School of Banking and Finance and affiliation not provided to SSRN

Downloads 394

27.

Unifications of Dual-Class Shares in Germany - First Empirical Evidence on Liquidity Effects of Share Class Unifications

Swiss Finance Institute Research Paper No. 06-12, 21st Australasian Finance and Banking Conference 2008 Paper

Number of pages: 61 Posted: 06 Mar 2005 Last Revised: 11 Sep 2008

Working Paper Series

Olaf Ehrhardt, Eric Nowak and Jan Kuklinski

University of Applied Sciences Stralsund, University of Lugano and University of Witten/Herdecke

Downloads 391

28.

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

Jean‐Noël Ory and Philippe Raimbourg

CEREFIGE, University of Lorraine and Université Paris I Panthéon-Sorbonne

Downloads 388

29.

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

Simone Kelly, Jenna McClean and Ray McNamara

Bond University - Finance, UBS AG and Bond University - School of Business

Downloads 373

30.

Vicarious Liability for Bad Corporate Governance: Are We Wrong About 10b-5?

USC CLEO Research Paper No. C08-3, 21st Australasian Finance and Banking Conference 2008 Paper, American Law and Economics Review, Forthcoming

Number of pages: 42 Posted: 04 Feb 2008 Last Revised: 16 Nov 2013

Working Paper Series

James C. Spindler

University of Texas School of Law

Downloads 357

31.

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

Vishnu S. Ramachandra and S.V.D. Nageswara Rao

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)

There are 2 versions of this paper

Downloads 354

32.

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

Andrew B. Ainsworth, Kingsley Y. L. Fong, David R. Gallagher and Graham Partington

University of Sydney - Finance Discipline, University of New South Wales - School of Banking and Finance, Capital Markets CRC Limited and University of Sydney - School of Business - Finance Discipline

There are 2 versions of this paper

Downloads 351

33.

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

Ian D. McManus, Peter N. Smith and Steve Thomas

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 342

34.

The Performance of the 130/30 Strategy in the Australian Equities Market

21st Australasian Finance and Banking Conference 2008 Paper

Number of pages: 53 Posted: 31 Jul 2008 Last Revised: 26 Feb 2009

Working Paper Series

Alex Frino, Elvis Jarnecic and Abhishek Das

The University of Sydney - Discipline of Finance, The University of Sydney and The University of Sydney

Downloads 336

35.

Loan Loss Reserves and Bank Stock Returns: Evidence from Asian Banks

21st Australasian Finance and Banking Conference 2008 Paper

Number of pages: 20 Posted: 15 Aug 2008 Last Revised: 11 Oct 2010

Working Paper Series

Agusman Agusman, Gary S. Monroe, Dominic Gasbarro and J. Kenton Zumwalt

Bank Indonesia, University of New South Wales (UNSW) - Australian School of Business, Murdoch University and Colorado State University, Fort Collins - Department of Finance & Real Estate

Downloads 329

36.

A Cultural Explanation of the Foreign Bias in International Asset Allocation

21st Australasian Finance and Banking Conference 2008 Paper

Number of pages: 31 Posted: 12 Aug 2008 Last Revised: 01 Apr 2009

Working Paper Series

Sjoerd Beugelsdijk and Bart Frijns

University of Groningen and Auckland University of Technology - Faculty of Business & Law

Downloads 317

37.

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

John Chalmers, Aditya Kaul and Blake Phillips

University of Oregon, University of Alberta - Department of Finance and Statistical Analysis and University of Waterloo

Downloads 314

38.

The Impact of Government Ownership on Banks' Ratings: Evidence from the European Banking Industry

21st Australasian Finance and Banking Conference 2008 Paper

Number of pages: 31 Posted: 22 Jul 2008 Last Revised: 09 Aug 2009

Working Paper Series

Giuliano Iannotta, Giacomo Nocera and Andrea Sironi

Università Cattolica, Audencia Business School and Bocconi University - Department of Finance

There are 2 versions of this paper

Downloads 308

39.

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

Bart Frijns, Christian Tallau and Alireza Tourani-Rad

Auckland University of Technology - Faculty of Business & Law, Münster University of Applied Sciences and Auckland University of Technology - Faculty of Business & Law

Downloads 306

40.

Once Upon a Time: The Day-of-the-Week Effect in German and US Stock Market Returns

21st Australasian Finance and Banking Conference 2008 Paper

Number of pages: 26 Posted: 14 Aug 2008 Last Revised: 19 Mar 2009

Working Paper Series

Jörg Prokop

University of Oldenburg - Finance and Banking

Downloads 295

41.

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

Ali C. Akyol, Jin San Kim and Chander Shekhar

University of Melbourne - Department of Finance, Kyungpook National University - School of Business Administration and University of Melbourne

There are 2 versions of this paper

Downloads 295

42.

Ownership Structure, Corporate Performance and Failure: Evidence from Emerging Market; Panel Data Analysis

21st Australasian Finance and Banking Conference 2008 Paper

Number of pages: 31 Posted: 20 Aug 2008

Working Paper Series

Rami Zeitun

Qatar University - Department of Finance and Economics

Downloads 260

43.

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

Cameron Gordon

University of Canberra

Downloads 258

44.

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

Santiago Carbo-Valverde and Francisco Rodriguez-Fernandez

Bangor Business School and University of Granada - Department of Economic Theory and History

Downloads 257

45.

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

Mei-Hsiu Chen

UWA Business School

Downloads 254

46.

Forecasting Volatilities in Equity, Bond, and Money Markets: A Market-Based Approach

21st Australasian Finance and Banking Conference 2008 Paper

Number of pages: 37 Posted: 03 Mar 2008 Last Revised: 02 Jun 2008

Working Paper Series

Kent Wang

University of Queensland

Downloads 253

47.

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

Chris Deeley

Charles Sturt University

Downloads 248

48.

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

Les Coleman

University of Melbourne - Department of Finance

Downloads 242

49.

Linkages between the Malaysian Market and Some Selected Markets

21st Australasian Finance and Banking Conference 2008 Paper

Posted: 03 Jun 2008 Last Revised: 23 Nov 2008

Working Paper Series

Lim Ai Li and Shaista Wasiuzzaman

affiliation not provided to SSRN and Multimedia University

Downloads 234

50.

An Empirical Investigation of the Short Term and Long Term Impact of Recent International Terrorist Attacks on the Japanese Equity Market

21st Australasian Finance and Banking Conference 2008 Paper

Number of pages: 52 Posted: 15 Aug 2008

Working Paper Series

Vikash Ramiah, Tony Naughton (Deceased), Terrence A. Hallahan and John A. Anderson

RMIT University - School of Economics, Finance and Marketing, RMIT University - School of Economics, Finance and Marketing, Victoria University and City University London - Sir John Cass Business School

Downloads 219

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