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25th Australasian Finance & Banking Conference 2012 (Archive)

25th Australasian Finance & Banking Conference 2012 Logo 25th Australasian Finance & Banking Conference 2012 Never Stand Still Australian School of Business Banking and Finance

ISBN Number: 978-0-9873127-4-7

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Viewing: 1 - 50 of 114 papers

1.

Market Timing with Moving Averages

25th Australasian Finance and Banking Conference 2012
Number of pages: 68 Posted: 10 Aug 2012 Last Revised: 09 Nov 2012
Working Paper Series
University of Adelaide Business School

Multiple version iconThere are 5 versions of this paper

Downloads 1,129
2.

Seasonal Asset Allocation: Evidence from Mutual Fund Flows

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 127 Posted: 17 Nov 2011 Last Revised: 04 Sep 2015
Accepted Paper Series
York University - Schulich School of Business, University of Toronto - Rotman School of Management, University of British Columbia (UBC) - Sauder School of Business and University of Maryland - Robert H. Smith School of Business
Downloads 1,090
3.

Cross-Border Mergers and Acquisitions: The Role of Private Equity Firms

Strategic Management Journal, Forthcoming, 25th Australasian Finance and Banking Conference 2012, 2013 Financial Markets & Corporate Governance Conference, UNSW Australian School of Business Research Paper No. 2012 BFIN 10
Number of pages: 40 Posted: 25 Feb 2012 Last Revised: 19 Sep 2016
Accepted Paper Series
UNSW Business School, Frankfurt School of Finance & Management gemeinnützige GmbH and UNSW Australia Business School, School of Banking and Finance
Downloads 868
4.

Forecasting Government Bond Risk Premia Using Technical Indicators

25th Australasian Finance and Banking Conference 2012, Asian Finance Association (AsFA) 2013 Conference
Number of pages: 50 Posted: 22 Aug 2011 Last Revised: 13 Nov 2013
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) - School of Finance, Singapore Management University - Lee Kong Chian School of Business and Washington University in St. Louis - Olin School of Business
Downloads 811
5.

Risk-Factor Diversification and Portfolio Selection

25th Australasian Finance and Banking Conference 2012
Number of pages: 33 Posted: 28 Aug 2012
Working Paper Series
Griffith University - Griffith Business School, Griffith University, Griffith University and Griffith University - Griffith Business School
Downloads 623
6.

Developing High-Frequency Foreign Exchange Trading Systems

25th Australasian Finance and Banking Conference 2012
Number of pages: 6 Posted: 20 Aug 2012
Working Paper Series
Bond University, Bond University and Bond University
Downloads 617
7.

Are Female CEOs and Chairwomen More Conservative and Risk Averse? Evidence from the Banking Industry during the Financial Crisis

Journal of Business Ethics, Vol. 131, No. 3, pp. 577-594, 2015, 25th Australasian Finance and Banking Conference 2012
Number of pages: 48 Posted: 28 Aug 2012 Last Revised: 28 Nov 2015
Accepted Paper Series
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Hanken School of Economics and University of Vaasa
Downloads 512
8.

Individual Financial Risk Tolerance and the Global Financial Crisis

25th Australasian Finance and Banking Conference 2012
Number of pages: 35 Posted: 25 Jan 2012 Last Revised: 10 Jul 2013
Working Paper Series
University of Western Australia - UWA Business School, University of Queensland and University of Newcastle

Multiple version iconThere are 2 versions of this paper

Downloads 465
9.

The Impact of Non Interest Income on Bank Risk in Australia

25th Australasian Finance and Banking Conference 2012
Number of pages: 40 Posted: 17 Aug 2012 Last Revised: 11 Aug 2014
Working Paper Series
Department of Banking and Finance
Downloads 410
10.

Long-Term Return Reversal: Evidence from International Market Indices

Number of pages: 32 Posted: 01 Aug 2012 Last Revised: 27 Feb 2013
Working Paper Series
Griffith University - Department of Accounting, Finance and Economics and Griffith University - Department of Accounting, Finance and Economics
Downloads 384
11.

LIBOR’s Poker

Number of pages: 44 Posted: 28 Aug 2012 Last Revised: 16 Feb 2017
Working Paper Series
University of Hawaii
Downloads 368
12.

Loan Loss Provisioning Practices of Asian Banks

BIS Working Paper No. 375
Number of pages: 31 Posted: 11 Apr 2012 Last Revised: 14 May 2014
Working Paper Series
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 358
13.

Short-Selling, Margin-Trading, and Price Efficiency: Evidence from the Chinese Market

25th Australasian Finance and Banking Conference 2012
Number of pages: 48 Posted: 25 Aug 2012 Last Revised: 24 Aug 2013
Working Paper Series
University of Hong Kong - School of Business, Fudan University and University of Macau
Downloads 294
14.

Costliness of Placement Agents

Journal of Financial Services Research, Vol. 48, No. 3, 2015, Midwest Finance Association 2013 Annual Meeting Paper, 25th Australasian Finance and Banking Conference 2012
Number of pages: 37 Posted: 11 Aug 2012 Last Revised: 20 Sep 2016
Accepted Paper Series
PwC and FELU / University of Ljubljana - Faculty of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 291
15.

Corporate Governance and the Dynamics of Capital Structure: New Evidence

25th Australasian Finance and Banking Conference 2012
Number of pages: 47 Posted: 28 Aug 2012
Working Paper Series
National Chengchi University, National Chengchi University and National Chengchi University (NCCU)
Downloads 289
16.

Institutional Investor Horizons, Information Environment, and Firm Financing Decisions

25th Australasian Finance and Banking Conference 2012
Number of pages: 64 Posted: 19 Apr 2012 Last Revised: 30 Sep 2012
Working Paper Series
Cambridge Judge Business School, Hong Kong Polytechnic University - Faculty of Business and Chinese University of Hong Kong, Lancaster University, and CEPR
Downloads 285
17.

The Systematic Pricing of Market Sentiment Shock

25th Australasian Finance and Banking Conference 2012, Schulich School of Business York University Working Paper
Number of pages: 56 Posted: 06 Nov 2006 Last Revised: 18 Dec 2016
Working Paper Series
affiliation not provided to SSRN
Downloads 282
18.

Rehypothecation Dilemma: Impact of Collateral Rehypothecation on Derivative Prices Under Bilateral Counterparty Credit Risk

25th Australasian Finance and Banking Conference 2012
Number of pages: 33 Posted: 28 Aug 2012 Last Revised: 29 Oct 2013
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Richmond and Bank of Japan - Institute for Monetary and Economic Studies
Downloads 280
19.

The Demand for Warrants and Issuer Pricing Strategies

Journal of Futures Markets, forthcoming
Number of pages: 53 Posted: 18 Aug 2011 Last Revised: 19 Oct 2014
Accepted Paper Series
University of Hagen and Fern Universität in Hagen
Downloads 279
20.

Bankruptcy Probabilities Inferred from Option Prices

25th Australasian Finance and Banking Conference 2012
Number of pages: 39 Posted: 24 Aug 2012 Last Revised: 09 Dec 2012
Working Paper Series
Lancaster University - Department of Accounting and Finance, National Tsing Hua University - College of Technology Management and Lancaster University - Department of Accounting and Finance
Downloads 273
21.

Durable Matters? An Alternative Measure of Consumption Risk

25th Australasian Finance and Banking Conference 2012
Number of pages: 55 Posted: 21 Aug 2012
Working Paper Series
University of Chicago - Finance
Downloads 266
22.

Liquidity and Solvency Shocks in a Network Model of Systemic Risk: The Impact of Minimum Capital and Reserve Requirements

25th Australasian Finance and Banking Conference 2012
Number of pages: 38 Posted: 22 Aug 2012 Last Revised: 20 Nov 2012
Working Paper Series
University of Bath and University of Bath - School of Management
Downloads 250
23.

Capital Ideas: Optimal Capital Reserve Strategies for a Bank and Its Regulator

Number of pages: 33 Posted: 28 Aug 2012 Last Revised: 08 Aug 2015
Working Paper Series
School of Mathematics, University of Manchester, University of Manchester, University of Technology Sydney (UTS) - School of Finance and Economics and University of Manchester
Downloads 237
24.

Asset Prices and Google's Search Data

25th Australasian Finance and Banking Conference 2012
Number of pages: 26 Posted: 24 Apr 2012
Working Paper Series
Reutlingen University - ESB Business School
Downloads 234
25.

The Token Woman

25th Australasian Finance and Banking Conference 2012
Number of pages: 27 Posted: 28 Aug 2012 Last Revised: 05 Dec 2012
Working Paper Series
Monash University and Monash University - Department of Banking and Finance
Downloads 234
26.

CAPM, Components of Beta and the Cross Section of Expected Returns

Number of pages: 58 Posted: 19 Aug 2012 Last Revised: 13 Nov 2015
Working Paper Series
HEC Montreal - Department of Finance and UNSW Business School, University of New South Wales
Downloads 232
27.

Tax Regimes, Regulatory Change and Corporate Income Tax Aggressiveness in China

25th Australasian Finance and Banking Conference 2012
Number of pages: 44 Posted: 28 Aug 2012 Last Revised: 23 Jan 2013
Working Paper Series
University of South Australia - School of Commerce, Centre for Applied Financial Studies (CAFS), University of South Australia - School of Commerce and University of South Australia - Division of Business and Enterprise - (CAFS), University of South Australia - School of Commerce
Downloads 228
28.

CEO Overconfidence and Corporate Financial Distress

25th Australasian Finance and Banking Conference 2012
Number of pages: 29 Posted: 12 Aug 2012
Working Paper Series
affiliation not provided to SSRN and National Chengchi University - College of Commerce

Multiple version iconThere are 2 versions of this paper

Downloads 220
29.

Credit Risk Characteristics of U.S. Small Business Portfolios

Best AFFI 2016 paper in banking & insurance
Number of pages: 39 Posted: 09 Aug 2012 Last Revised: 12 Aug 2017
Working Paper Series
University of Maastricht - Limburg Institute of Financial Economics (LIFE), WHU - Otto Beisheim School of Management and University of Luxembourg - Luxembourg School of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 218
30.

Tail Risks and Systemic Risks for U.S. and Eurozone Financial Institutions in the Wake of the Global Financial Crisis

25th Australasian Finance and Banking Conference 2012
Number of pages: 56 Posted: 28 Aug 2012
Working Paper Series
University of Maastricht - Limburg Institute of Financial Economics (LIFE) and Birmingham Business School, University of Birmingham
Downloads 218
31.

Experience of Regret and Subsequent Trading Behavior

25th Australasian Finance and Banking Conference 2012
Number of pages: 49 Posted: 15 Mar 2012 Last Revised: 03 Aug 2017
Working Paper Series
Indian School of Business, Fudan University - School of Economics and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 211
32.

Does Income Smoothing Affect the Cost of Bank Loans?

Number of pages: 54 Posted: 19 Aug 2012 Last Revised: 12 Apr 2015
Working Paper Series
Yokohama National University
Downloads 203
33.

Net Present Value of Acquisitions

25th Australasian Finance and Banking Conference 2012
Number of pages: 26 Posted: 03 Sep 2012 Last Revised: 27 Dec 2012
Working Paper Series
University of Waikato - Management School, University of Waikato - Management School and University of Waikato - Management School
Downloads 203
34.

Optimal Hedging When the Underlying Asset Follows a Regime-Switching Markov Process

25th Australasian Finance and Banking Conference 2012
Number of pages: 34 Posted: 17 Aug 2012 Last Revised: 19 Aug 2012
Working Paper Series
HEC Montreal - Department of Finance, HEC Montreal - Department of Decision Sciences and HEC Montreal - Department of Management Sciences
Downloads 201
35.

Banking for the Public Good

25th Australasian Finance and Banking Conference 2012
Number of pages: 17 Posted: 15 Jun 2012 Last Revised: 10 Feb 2015
Working Paper Series
Professor of Financial Economics
Downloads 183
36.

Jumps in Oil Prices: The Role of Economic News

Energy Journal, 2013
Number of pages: 32 Posted: 23 Aug 2012 Last Revised: 18 Feb 2013
Accepted Paper Series
Colorado State University, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 180
37.

Ultimate Ownership Structure and Bank Regulatory Capital Adjustment: Evidence from European Commercial Banks

25th Australasian Finance and Banking Conference 2012, Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 57 Posted: 25 May 2012 Last Revised: 25 Jan 2013
Working Paper Series
Universite de Limoges, LAPE, Universite de Limoges, LAPE and Universite de Limoges, LAPE

Multiple version iconThere are 2 versions of this paper

Downloads 173
38.

Contingent Liabilities and Sovereign Risk: Evidence from Banking Sectors

25th Australasian Finance and Banking Conference 2012
Number of pages: 31 Posted: 06 Sep 2012 Last Revised: 31 Oct 2012
Working Paper Series
International Monetary Fund (IMF) and Queensland University of Technology

Multiple version iconThere are 2 versions of this paper

Downloads 171
39.

Contemporaneous Spill-Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices

25th Australasian Finance and Banking Conference 2012
Number of pages: 33 Posted: 16 Aug 2012
Working Paper Series
Auckland University of Technology, Auckland University of Technology - Faculty of Business & Law and Auckland University of Technology - Faculty of Business & Law
Downloads 170
40.

Stock Price Informativeness, Analyst Coverage and Economic Growth: Evidence from Emerging Markets

25th Australasian Finance and Banking Conference 2012
Number of pages: 30 Posted: 19 Aug 2012 Last Revised: 08 Jan 2013
Working Paper Series
University of New South Wales, Deakin University - Department of Accounting and University of Texas at Arlington - Department of Accounting

Multiple version iconThere are 2 versions of this paper

Downloads 167
41.

A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500

25th Australasian Finance and Banking Conference 2012
Number of pages: 19 Posted: 19 Aug 2012
Working Paper Series
School of Mathematics and Statistics, The University of Sydney, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute, Edith Cowan University - School of Accounting, Finance and Economics and Edith Cowan University
Downloads 166
42.

Can European Bank Bailouts Work?

Journal of Banking & Finance, Volume 48 (2014), 334–349., 25th Australasian Finance and Banking Conference 2012,
Number of pages: 41 Posted: 22 Aug 2012 Last Revised: 16 Jan 2016
Accepted Paper Series
Rotterdam School of Management, Erasmus University and VU University Amsterdam
Downloads 165
43.

Stock Option Awards: Effects on Firm Performance and Risk-Taking after Japan’s Corporate Governance Reforms

25th Australasian Finance and Banking Conference 2012
Number of pages: 48 Posted: 28 Aug 2012
Working Paper Series
Tokyo Keizai University, Hitotsubashi University and TKU-MFRC
Downloads 165
44.

Pricing Deviation, Misvaluation Comovement, and Macroeconomic Conditions

25th Australasian Finance and Banking Conference 2012
Number of pages: 55 Posted: 25 Aug 2012
Working Paper Series
University of Hong Kong - School of Business, Fudan University and University of Macau
Downloads 162
45.

Quality of Bank Capital and Bank Lending Behavior during the Global Financial Crisis

25th Australasian Finance and Banking Conference 2012
Number of pages: 48 Posted: 21 Aug 2012 Last Revised: 10 Nov 2014
Working Paper Series
University of Ljubljana - Faculty of Economics, Southeast University - School of Economics and Management, University of Ljubljana - Faculty of Economics and University of Ljubljana - Faculty of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 159
46.

Short Selling and Over‐Optimism: Do Short Sellers Profit on the Australian Stock Exchange?

25th Australasian Finance and Banking Conference 2012, Behavioral Finance and Capital Markets Conference, University of South Australia, 2013 , The Alpha Interface, Book One, Jeffrey Mishlove, PhD
Number of pages: 41 Posted: 28 Aug 2012 Last Revised: 20 Sep 2014
Working Paper Series
Capital Markets CRC Limited, La Trobe Business School and CIMB Securities (Australia) Ltd
Downloads 157
47.

Did Local Lenders Forecast the Bust? Evidence from the Real Estate Market

25th Australasian Finance and Banking Conference 2012
Number of pages: 59 Posted: 02 Dec 2011 Last Revised: 16 Mar 2015
Working Paper Series
UNSW Australia Business School, School of Banking and Finance
Downloads 156
48.

The Fukushima Nuclear Accident, Damage Compensation Resolution and Energy Stock Returns

25th Australasian Finance and Banking Conference 2012
Number of pages: 49 Posted: 26 Aug 2012 Last Revised: 09 Dec 2012
Working Paper Series
Aoyama Gakuin University - Department of Economics and Hosei University - Institute of Comparative Economic Studies (ICES)
Downloads 155
49.

Post-Earnings Announcement Drift: Evidence from the Corporate Bond Market

25th Australasian Finance and Banking Conference 2012
Number of pages: 55 Posted: 20 Aug 2012 Last Revised: 26 Nov 2012
Working Paper Series
Monash University, Monash University and T.A. PAI Management Institute, Finance Area
Downloads 152
50.

Predictive Regression: An Improved Augmented Regression Method

25th Australasian Finance and Banking Conference 2012
Number of pages: 31 Posted: 17 Aug 2012
Working Paper Series
La Trobe University
Downloads 149