1.
Algorithmic Trading in Turbulent Markets
Posted: 20 May 2019
Last Revised: 20 May 2019
Accepted Paper Series
University of South Australia, La Trobe Business School and University of South Australia - School of Commerce
2.
An Empirical Investigation into the Internationalisation Patterns of UK Firms
26th Australasian Finance and Banking Conference 2013
Number of pages: 22
Posted: 24 Nov 2013
Working Paper Series
Trinity College (Dublin) - School of Business Studies and UNE Business School
Downloads
66
3.
Volatility Spillovers Among the U.S. and Asian Stock Markets: A Comparison between the Periods of Asian Currency Crisis and Subprime Credit Crisis
26th Australasian Finance and Banking Conference 2013
Number of pages: 36
Posted: 22 Nov 2013
Working Paper Series
UNSW Australia Business School, School of Banking and Finance
Downloads
122
4.
News Flow, Web Attention and Extreme Returns in the European Financial Crisis
26th Australasian Finance and Banking Conference 2013
Number of pages: 33
Posted: 05 Nov 2013
Last Revised: 18 Oct 2016
Working Paper Series
Piraeus Bank and Luxembourg School of Finance
Downloads
255
5.
A Tale of Two Investors: Estimating Optimism and Overconfidence
26th Australasian Finance and Banking Conference 2013
Number of pages: 50
Posted: 02 Sep 2013
Working Paper Series
University of Lugano, USI Lugano - Institute of Finance and Santa Clara University - Leavey School of Business
Downloads
409
6.
R&D and the High Cash Holdings in the U.S.
26th Australasian Finance and Banking Conference 2013
Number of pages: 82
Posted: 02 Sep 2013
Last Revised: 08 Dec 2013
Working Paper Series
University of New Hampshire - Department of Accounting & Finance
There are 2 versions of this paper
The Cost of Innovation: R&D and High Cash Holdings in U.S. Firms
Journal of Corporate Finance, Forthcoming
Number of pages: 49
Posted: 08 Sep 2013
Last Revised: 11 Oct 2016
Downloads
752
R&D and the High Cash Holdings in the U.S.
26th Australasian Finance and Banking Conference 2013
Number of pages: 82
Posted: 02 Sep 2013
Last Revised: 08 Dec 2013
Downloads
140
Downloads
140
7.
Independent Directors and Risk Taking: Evidence from Listed US Insurance Companies
26th Australasian Finance and Banking Conference 2013
Number of pages: 46
Posted: 27 Aug 2013
Working Paper Series
Torrens University Australia, Monash University - Department of Banking and Finance and Monash Business School, Monash University
There are 2 versions of this paper
Independent Directors and Risk Taking: Evidence from Listed US Insurance Companies
Systemic Risk: Liquidity Risk, Governance and Financial Stability
Number of pages: 46
Posted: 03 Apr 2013
Last Revised: 28 Jun 2013
Downloads
173
Independent Directors and Risk Taking: Evidence from Listed US Insurance Companies
26th Australasian Finance and Banking Conference 2013
Number of pages: 46
Posted: 27 Aug 2013
Downloads
167
Downloads
167
8.
Governance and Culture: 'A Class' and 'B Class' Shares in the People's Republic of China
26th Australasian Finance and Banking Conference 2013
Posted: 27 Aug 2013
Working Paper Series
Bond University - Finance, James Cook University, College of Business Law & Governance and Icon Energy Limited
Downloads
110
9.
Trading Volume Around Firm-Specific Announcements
26th Australasian Finance and Banking Conference 2013
Number of pages: 41
Posted: 26 Aug 2013
Last Revised: 21 Oct 2013
Working Paper Series
Curtin University- School of Economics, Finance and property, La Trobe Business School and Monash University - Department of Banking and Finance
Downloads
68
10.
Ownership Structure and Collateral Requirements: Evidence from China's Listed Firms
26th Australasian Finance and Banking Conference 2013
Number of pages: 44
Posted: 26 Aug 2013
Last Revised: 02 May 2016
Working Paper Series
University of Wollongong, Macquarie University - Department of Applied Finance and Actuarial Studies and University of Wollongong
Downloads
17
11.
Incentives and Risk Taking: Evidence from Listed U.S. Insurance Companies
26th Australasian Finance and Banking Conference 2013
Number of pages: 53
Posted: 26 Aug 2013
Working Paper Series
Torrens University Australia and Monash University - Department of Banking and Finance
Downloads
104
12.
Blockholder and Firm Performance: Quasi-Experiment Using Japanese Bank Mergers
26th Australasian Finance and Banking Conference 2013
Number of pages: 25
Posted: 24 Aug 2013
Working Paper Series
Hitotsubashi University - Graduate School of International Corporate Strategy and Ritsumeikan University - College of Business Administration
Downloads
67
13.
Dividends as Signaling Device and the Disappearing Dividend Puzzle
26th Australasian Finance and Banking Conference 2013
Number of pages: 26
Posted: 23 Aug 2013
Last Revised: 14 Oct 2013
Working Paper Series
Department of Economics, Seoul National University and University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law
There are 2 versions of this paper
Dividends as Signaling Device and the Disappearing Dividend Puzzle
Number of pages: 26
Posted: 18 Mar 2013
Last Revised: 25 May 2016
Downloads
236
Dividends as Signaling Device and the Disappearing Dividend Puzzle
26th Australasian Finance and Banking Conference 2013
Number of pages: 26
Posted: 23 Aug 2013
Last Revised: 14 Oct 2013
Downloads
114
Downloads
114
14.
Capital Requirements, Bank Behavior and Fair Value Accounting: Evidence from Japanese Commercial Banks
26th Australasian Finance and Banking Conference 2013
Number of pages: 35
Posted: 21 Aug 2013
Working Paper Series
Hitotsubashi University - Graduate School of Commerce and Management and Hitotsubashi University - Graduate School of Commerce and Management
Downloads
189
15.
Volatility of Volatility, Expected Stock Return and Variance Risk Premium
26th Australasian Finance and Banking Conference 2013
Number of pages: 34
Posted: 20 Aug 2013
Working Paper Series
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law, UNC Charlotte - Belk College of Business and University of North Carolina (UNC) at Charlotte
Downloads
418
16.
Catastrophe Bonds and Systemic Risk
26th Australasian Finance and Banking Conference 2013
Number of pages: 38
Posted: 20 Aug 2013
Last Revised: 21 Aug 2013
Working Paper Series
University of Leipzig - Faculty of Economics and Management Science, Heinrich Heine University Dusseldorf and University of Leeds - Leeds University Business School (LUBS)
Downloads
398
17.
The High Volume Return Premium and Changes in Investor Recognition
26th Australasian Finance and Banking Conference 2013
Posted: 20 Aug 2013
Last Revised: 14 Feb 2014
Working Paper Series
Macquarie University, Macquarie University, Macquarie Business School and Western Sydney University
There are 2 versions of this paper
The High Volume Return Premium and Changes in Investor Recognition
Number of pages: 39
Posted: 15 Feb 2014
Downloads
101
The High-Volume Return Premium and Changes in Investor Recognition
Pacific-Basin Finance Journal, Forthcoming
Number of pages: 36
Posted: 20 Jul 2018
Downloads
35
18.
When do informed traders provide liquidity?
Number of pages: 41
Posted: 20 Aug 2013
Last Revised: 24 Jan 2019
Working Paper Series
University of Technology Sydney (UTS) and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads
169
19.
Does Board "Independence" Destroy Corporate Value?
26th Australasian Finance and Banking Conference 2013, 27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 51
Posted: 20 Aug 2013
Last Revised: 13 Oct 2014
Working Paper Series
University of New South Wales (UNSW Sydney and UNSW Business School
Downloads
938
20.
Credible Reforms and Stock Return Volatility: Evidence from Privatization
26th Australasian Finance and Banking Conference 2013
Number of pages: 54
Posted: 20 Aug 2013
Working Paper Series
HEC Montreal, Université de Sherbrooke and HEC Montreal
There are 2 versions of this paper
Credible Reforms and Stock Return Volatility: Evidence from Privatization
Journal of Banking and Finance, Volume 72, November 2016, Pages 99-120
Number of pages: 51
Posted: 20 Jun 2015
Last Revised: 09 Oct 2017
Downloads
48
Credible Reforms and Stock Return Volatility: Evidence from Privatization
26th Australasian Finance and Banking Conference 2013
Number of pages: 54
Posted: 20 Aug 2013
Downloads
8
Downloads
8
21.
International Political Risk and Government Bond Pricing
Journal of Banking and Finance, Forthcoming, 26th Australasian Finance and Banking Conference 2013
Number of pages: 35
Posted: 19 Aug 2013
Last Revised: 19 Oct 2018
Accepted Paper Series
Beijing Normal University-Hong Kong Baptist University United International College, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), The University of Western Australia - Department of Accounting and Finance and The Chinese University of Hong Kong, Shenzhen
Downloads
240
22.
Equilibrium Credit: The Reference Point for Macroprudential Supervisors
26th Australasian Finance and Banking Conference 2013
Number of pages: 62
Posted: 19 Aug 2013
Working Paper Series
Stockholm University - Stockholm Business School and World Bank
There are 2 versions of this paper
Equilibrium Credit: The Reference Point for Macroprudential Supervisors
World Bank Policy Research Working Paper No. 6358
Number of pages: 52
Posted: 20 Apr 2016
Downloads
183
Equilibrium Credit: The Reference Point for Macroprudential Supervisors
26th Australasian Finance and Banking Conference 2013
Number of pages: 62
Posted: 19 Aug 2013
Downloads
164
Downloads
164
23.
An Examination of the Differential Impact of Monetary Policy Announcements and Explanatory Minutes Releases on the Australian Interest Rate Futures Market
26th Australasian Finance and Banking Conference 2013
Number of pages: 33
Posted: 19 Aug 2013
Working Paper Series
Queensland University of Technology, Monash University, University of Newcastle and Queensland University of Technology - School of Economics and Finance
Downloads
31
24.
The Overhang Cost of Long and Short Term Debt in the Presence of Default Risk
26th Australasian Finance and Banking Conference 2013
Number of pages: 45
Posted: 19 Aug 2013
Last Revised: 09 Dec 2013
Working Paper Series
Department of Economics and Finance, La Trobe University, Department of Banking and Finance and Monash University
Downloads
82
25.
Financial Applications of the Mahalanobis Distance
Applied Economics and Finance, 1(2), p. 71-77
Posted: 19 Aug 2013
Last Revised: 05 Sep 2015
Accepted Paper Series
University of Liechtenstein and University of Liechtenstein
26.
The Value of Implicit Guarantees
26th Australasian Finance and Banking Conference 2013
Number of pages: 46
Posted: 19 Aug 2013
Working Paper Series
University of Oxford - Oxford-Man Institute of Quantitative Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 3 versions of this paper
The Value of Implicit Guarantees
26th Australasian Finance and Banking Conference 2013
Number of pages: 46
Posted: 19 Aug 2013
Downloads
120
Downloads
120
27.
Agency Risks and Long-Term Performance of Australian Publicly Listed Mergers and Acquisitions
26th Australasian Finance and Banking Conference 2013
Number of pages: 47
Posted: 19 Aug 2013
Working Paper Series
Australian National University (ANU) - Research School of Accounting
Downloads
23
28.
Momentum Investing and the GFC: The Case of the S&P/ASX100
26th Australasian Finance and Banking Conference 2013
Number of pages: 20
Posted: 19 Aug 2013
Working Paper Series
Bond University and Bond University
Downloads
292
29.
Do Firms Hedge Optimally? Evidence from an Exogenous Governance Change
Singapore Management University School of Accountancy Research Paper No. 2014-14, INSEAD Working Paper No. 2013/111/FIN/ACC, 26th Australasian Finance and Banking Conference 2013
Number of pages: 53
Posted: 19 Aug 2013
Last Revised: 19 Jul 2014
Working Paper Series
Singapore Management University - School of Accountancy, INSEAD - Finance and Fordham University
Downloads
171
30.
The effects of corporate bond granularity
Journal of Banking & Finance 63 (2016): 25-34
Number of pages: 10
Posted: 19 Aug 2013
Last Revised: 23 Dec 2015
Accepted Paper Series
Getulio Vargas Foundation (FGV) - Brazilian School of Public and Business Administration (EBAPE), Rotterdam School of Management, Erasmus University and Board of Governors of the Federal Reserve System
Downloads
112
31.
Understanding the Relationship between VIX and the S&P 500 Index Volatility
26th Australasian Finance and Banking Conference 2013
Number of pages: 27
Posted: 19 Aug 2013
Working Paper Series
Boston University Metropolitan College and Administrative Sciences Department, Boston University
Downloads
1,195
32.
Does Bank Ownership Imply Efficient Monitoring? Evidence from Bank Lending and Firm Investment Efficiencies in China
26th Australasian Finance and Banking Conference 2013
Number of pages: 29
Posted: 19 Aug 2013
Working Paper Series
University of Wollongong and Macquarie University - Department of Applied Finance and Actuarial Studies
Downloads
79
33.
Excess Control Rights, Financial Crisis and Bank Profitability and Risk
26th Australasian Finance and Banking Conference 2013
Number of pages: 41
Posted: 19 Aug 2013
Last Revised: 07 Nov 2013
Working Paper Series
University of Limoges - Faculty of Law and Economic Science and Universite de Limoges, LAPE
Downloads
93
34.
Dependence on the External Network Ties of the Outside Directors: Evidence from Groups of Large-Scale Enterprises in Korea
26th Australasian Finance and Banking Conference 2013
Number of pages: 30
Posted: 18 Aug 2013
Last Revised: 06 Dec 2013
Working Paper Series
Korea Advanced Institute of Science and Technology (KAIST) - Department of Management Science and Korea Advanced Institute of Science and Technology (KAIST) - Department of Management Science
Downloads
43
35.
Analytical Option Pricing Under an Asymmetrically Displaced Double Gamma Jump-Diffusion Model
26th Australasian Finance and Banking Conference 2013, Swiss Finance Institute Research Paper No. 17-78
Number of pages: 48
Posted: 18 Aug 2013
Last Revised: 12 Feb 2018
Working Paper Series
IMC Financial Markets and Department of Finance, Lancaster University Management School
Downloads
252
36.
Empirical Evidence of Co-Movements between China and Global Stock Markets
26th Australasian Finance and Banking Conference 2013
Number of pages: 62
Posted: 18 Aug 2013
Working Paper Series
Drexel University - Department of Finance, Fudan University and Fudan University
Downloads
76
37.
The Effect of Debt Market Imperfection on Capital Structure and Investment: Evidence from the 2008 Global Financial Crisis in Japan
26th Australasian Finance and Banking Conference 2013
Number of pages: 44
Posted: 18 Aug 2013
Last Revised: 09 Dec 2018
Working Paper Series
Daito Bunka University, Department of Modern Economics
Downloads
101
38.
Analysis of the Stationarity of East Asian Currencies Using Unit Root Test and Cointegration Test
26th Australasian Finance and Banking Conference 2013
Number of pages: 36
Posted: 18 Aug 2013
Working Paper Series
Hitotsubashi University - Graduate School of Commerce and Management
Downloads
37
39.
Information Spillover of Bailouts
Journal of Financial Intermediation, Forthcoming
Number of pages: 50
Posted: 18 Aug 2013
Last Revised: 27 Dec 2018
Accepted Paper Series
University of South Carolina, Darla Moore School of Business
Downloads
107
40.
Practice makes Progress: Evidence from Divestitures
Journal of Banking and Finance, Vol. 105, 2019, UNSW Australian School of Business Research Paper No. 2013 BFIN 09, 26th Australasian Finance and Banking Conference 2013
Number of pages: 68
Posted: 18 Aug 2013
Last Revised: 10 Jul 2019
Accepted Paper Series
UNSW Business School, University College Dublin (UCD) - Michael Smurfit Graduate School of Business and Monash Business School
Downloads
340
41.
The Dynamics of Trading in Commodity Futures
26th Australasian Finance and Banking Conference 2013
Number of pages: 37
Posted: 18 Aug 2013
Working Paper Series
University of Alberta - Department of Finance and Statistical Analysis, University of Miami - Department of Finance and ESSEC Business School
Downloads
251
42.
Conditional Returns to Shareholders of Bidding Firms: An Australian Study
26th Australasian Finance and Banking Conference 2013
Number of pages: 37
Posted: 18 Aug 2013
Working Paper Series
Curtin University
There are 2 versions of this paper
Conditional Returns to Shareholders of Bidding Firms: An Australian Study
26th Australasian Finance and Banking Conference 2013
Number of pages: 37
Posted: 18 Aug 2013
Downloads
50
Conditional Returns to Shareholders of Bidding Firms: An Australian Study
Accounting & Finance, Vol. 57, pp. 3-43, 2017
Number of pages: 41
Posted: 05 Apr 2017
Downloads
1
Downloads
50
43.
Governance of Financial Institutions: A Cross-Country Evaluation of National Codes Following Basel (2010)
26th Australasian Finance and Banking Conference 2013
Number of pages: 45
Posted: 17 Aug 2013
Last Revised: 09 Dec 2013
Working Paper Series
Macquarie University Department of Applied Finance and Actuarial Studies, Macquarie University Department of Applied Finance and University of Newcastle
There are 2 versions of this paper
Governance of Financial Institutions: A Cross-Country Evaluation of National Codes Following Basel (2010)
Number of pages: 45
Posted: 07 Nov 2013
Last Revised: 24 Apr 2014
Downloads
140
Governance of Financial Institutions: A Cross-Country Evaluation of National Codes Following Basel (2010)
26th Australasian Finance and Banking Conference 2013
Number of pages: 45
Posted: 17 Aug 2013
Last Revised: 09 Dec 2013
Downloads
61
Downloads
61
44.
Insider Trading Laws, Learning and Firm Valuation: A Global Perspective
26th Australasian Finance and Banking Conference 2013
Number of pages: 35
Posted: 17 Aug 2013
Last Revised: 14 Nov 2015
Working Paper Series
Massey University - School of Economics and Finance, University of Memphis and University of Memphis - Fogelman College of Business and Economics
Downloads
94
45.
Efficiency Costs Fairness: Resolving Financial Market Rumors through Public Inquiries
26th Australasian Finance and Banking Conference 2013
Number of pages: 47
Posted: 17 Aug 2013
Last Revised: 09 Oct 2018
Working Paper Series
Hong Kong Polytechnic University
Downloads
292
46.
Where and When Does It Pay to Be Good? A Global Long-Term Analysis of ESG Investing
26th Australasian Finance and Banking Conference 2013
Number of pages: 29
Posted: 17 Aug 2013
Last Revised: 08 Oct 2013
Working Paper Series
University of Regensburg - Department of Finance, University of St. Gallen - School of Finance and University of Regensburg
Downloads
517
47.
Robustness of Distance-to-Default
26th Australasian Finance and Banking Conference 2013
Number of pages: 25
Posted: 17 Aug 2013
Working Paper Series
Copenhagen Business School - Department of Finance and Copenhagen Business School
Downloads
298
48.
The Effects of Information-Based Trading on Daily Returns and Risk of Individual Stocks
26th Australasian Finance and Banking Conference 2013
Number of pages: 61
Posted: 17 Aug 2013
Working Paper Series
Deakin University and La Trobe University - School of Economics and Finance
Downloads
16
49.
Nonlinear and Semi-Parametric Modelling of Personal Loan Credit Scoring
26th Australasian Finance and Banking Conference 2013
Number of pages: 38
Posted: 16 Aug 2013
Working Paper Series
Monash Business School, Monash University and Monash University - Department of Econometrics & Business Statistics
Downloads
186
50.
Empirical Test of the Liquidity-Based Theory of Closed-End Funds
FIRN Research Paper, 2014 Financial Markets & Corporate Governance Conference, 26th Australasian Finance and Banking Conference 2013
Number of pages: 54
Posted: 16 Aug 2013
Last Revised: 31 Jan 2014
Working Paper Series
UNSW Business School and UNSW Australia Business School, School of Banking and Finance
Downloads
130
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