1.
Tax Aggressiveness and Idiosyncratic Volatility
North American Journal of Economics and Finance, forthcoming
Number of pages: 51
Posted: 25 Jan 2016
Last Revised: 03 Jun 2021
Working Paper Series
affiliation not provided to SSRN
Downloads
298
2.
Director Connectedness: Monitoring Efficacy and Career Prospects
Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 68
Posted: 16 Nov 2015
Last Revised: 17 Dec 2017
Accepted Paper Series
Clemson University, Department of Finance, University of Arizona - Department of Finance and Bocconi University - Department of Accounting
Downloads
361
3.
Procyclicality of the Comovement between Dividend Growth and Consumption Growth
Journal of Financial Economics (Forthcoming), 2017 American Economic Association Annual Meeting, 28th Australasian Finance and Banking Conference, 10th Annual SoFiE Conference
Number of pages: 43
Posted: 09 Sep 2015
Last Revised: 13 Jan 2020
Working Paper Series
Boston College, Carroll School of Management
Downloads
208
4.
Exposure to International Crises: Trade vs. Financial Contagion
28th Australasian Finance and Banking Conference
Number of pages: 68
Posted: 01 Sep 2015
Last Revised: 28 Jul 2016
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Dallas
There are 3 versions of this paper
Exposure to International Crises: Trade vs. Financial Contagion
28th Australasian Finance and Banking Conference
Number of pages: 68
Posted: 01 Sep 2015
Last Revised: 28 Jul 2016
Downloads
37
Exposure to International Crises: Trade vs. Financial Contagion
Globalization and Monetary Policy Institute Working Paper No. 280
Number of pages: 65
Posted: 15 Aug 2016
Downloads
34
Exposure to International Crises: Trade vs. Financial Contagion
ESRB: Working Paper Series No. 2016/30
Number of pages: 87
Posted: 05 Nov 2020
Downloads
9
Downloads
37
5.
Credit Unions, Market Discipline, and the Australian Deposit Guarantee
28th Australasian Finance and Banking Conference
Number of pages: 42
Posted: 26 Aug 2015
Last Revised: 28 Jul 2016
Working Paper Series
Monash University - Department of Banking and Finance, Monash University - Department of Banking and Finance, Monash University and Monash University - Monash Business School - Department of Banking and Finance
Downloads
52
6.
Supervisory Shopping in the Banking Sector: When is it Socially Desirable?
28th Australasian Finance and Banking Conference
Number of pages: 47
Posted: 25 Aug 2015
Working Paper Series
The Chinese University of Hong Kong
Downloads
57
7.
Are Overconfident CEOs Better Leaders? Evidence from Stakeholder Commitments
Journal of Financial Economics (JFE), Vol. 127, No. 3, 2018, p 519-545
Number of pages: 70
Posted: 21 Aug 2015
Last Revised: 04 Mar 2018
Accepted Paper Series
University of Technology Sydney, Nanyang Technological University (NTU)Singapore Management University - Lee Kong Chian School of Business and Singapore Management University - Lee Kong Chian School of Business
Downloads
316
8.
Discovering and Disentangling Effects of US Macro-Announcements for European Stocks
28th Australasian Finance and Banking Conference
Number of pages: 32
Posted: 21 Aug 2015
Working Paper Series
University of Duisburg-Essen and University of Duisburg-Essen
Downloads
44
9.
Determinants of Household Broker Choice and the Impact on Performance
28th Australasian Finance and Banking Conference
Posted: 21 Aug 2015
Last Revised: 22 Jul 2019
Working Paper Series
University of New South Wales - School of Banking and Finance, Technical University of Darmstadt, University of Sydney Business School and University of Sydney Business School
10.
Estimating Long Memory Volatility Using High-Frequency Data of Asian Stock Markets
28th Australasian Finance and Banking Conference
Number of pages: 13
Posted: 21 Aug 2015
Last Revised: 28 Jul 2016
Working Paper Series
Waikato Management School, Birla Institute of Technology & Science (BITS), Pilani and University of Waikato - Management School
Downloads
119
11.
Who exacerbates the extreme swings in the Chinese stock market?
28th Australasian Finance and Banking Conference
Number of pages: 37
Posted: 21 Aug 2015
Last Revised: 08 Sep 2017
Working Paper Series
Asian Development Bank, The University of Sydney - Business School and Western Sydney University
Downloads
44
12.
The Impact of UCITS IV Directive on European Mutual Funds Performance
28th Australasian Finance and Banking Conference
Number of pages: 41
Posted: 21 Aug 2015
Working Paper Series
University of Lorraine - CEREFIGE Research Center and University of Lorraine - CEREFIGE Research Center
Downloads
126
13.
IPO Quantity Revisions
28th Australasian Finance and Banking Conference
Number of pages: 38
Posted: 21 Aug 2015
Working Paper Series
Cleveland State University and University of Virginia - McIntire School of Commerce
Downloads
83
14.
Volatilities and Correlations in the Stock Market During the Global Financial Crisis
28th Australasian Finance and Banking Conference
Number of pages: 21
Posted: 21 Aug 2015
Working Paper Series
SIM University (UniSIM) and SIM University (UniSIM)
Downloads
199
15.
Equity Short Sales and Options: Complements or Substitutes?
28th Australasian Finance and Banking Conference
Number of pages: 57
Posted: 20 Aug 2015
Last Revised: 14 Jan 2017
Working Paper Series
Independent
There are 3 versions of this paper
Equity Short Sales and Options: Complements or Substitutes?
Number of pages: 84
Posted: 16 Jul 2015
Last Revised: 15 Jan 2017
Downloads
308
Equity Short Sales and Options: Complements or Substitutes?
Number of pages: 84
Posted: 14 Jan 2017
Downloads
71
Equity Short Sales and Options: Complements or Substitutes?
28th Australasian Finance and Banking Conference
Number of pages: 57
Posted: 20 Aug 2015
Last Revised: 14 Jan 2017
Downloads
57
Downloads
57
16.
Low-Beta Strategies
28th Australasian Finance and Banking Conference
Number of pages: 43
Posted: 20 Aug 2015
Last Revised: 15 Jun 2017
Working Paper Series
University of Goettingen (Göttingen) and University of Goettingen (Gottingen) - Chair of Finance
Downloads
1,187
17.
Impacts of Sovereign Creditworthiness on Sub-Sovereign Debt Ratings in Emerging and Developing Economies
Number of pages: 54
Posted: 20 Aug 2015
Last Revised: 18 Jul 2017
Working Paper Series
, World Bank and World Bank
Downloads
21
18.
Why Do We Miss Early Warning Signs of Economic Crises?
28th Australasian Finance and Banking Conference
Number of pages: 33
Posted: 20 Aug 2015
Working Paper Series
University of Virginia - McIntire School of Commerce
Downloads
86
19.
Investment Style Misclassification and Mutual Fund Performance
28th Australasian Finance and Banking Conference
Number of pages: 42
Posted: 20 Aug 2015
Last Revised: 22 Mar 2017
Working Paper Series
Maastricht University - Department of Finance, Maastricht University - Limburg Institute of Financial Economics (LIFE) and Maastricht University - Department of Finance
Downloads
353
20.
Share Repurchases and Firm Innovation
Accounting & Finance. Forthcoming
Number of pages: 36
Posted: 20 Aug 2015
Last Revised: 07 Jul 2020
Accepted Paper Series
The University of Queensland - UQ Business School, Centre for Global Business, Monash Business School, Monash University and Deakin University
Downloads
290
21.
Sovereign Collateral as a Trojan Horse: Why Do We Need an LCR
28th Australasian Finance and Banking Conference
Number of pages: 75
Posted: 20 Aug 2015
Working Paper Series
Frankfurt School of Finance & Management and Aarhus UniversityTrue North Institute
Downloads
56
22.
Monetary Policy Under the Microscope: Intra-Bank Transmission of Asset Purchase Programs of the ECB
IWH Discussion Papers No. 9 / 2015, Halle Institute for Economic Research, 28th Australasian Finance and Banking Conference
Number of pages: 45
Posted: 20 Aug 2015
Working Paper Series
Frankfurt School of Finance & Management and Halle Institute for Economic Research
Downloads
89
23.
Tail Contagion: Were Vietnam and China Stock Markets Out of the US Mortgage Crisis?
28th Australasian Finance and Banking Conference
Number of pages: 22
Posted: 20 Aug 2015
Working Paper Series
Lincoln University (NZ) - Department of Accounting, Economics and Finance - Lincoln University NZ and La Trobe University - School of Economics and Finance
Downloads
67
24.
Production Suspension Announcement and Market Value of the Firm: Evidence from Korea
28th Australasian Finance and Banking Conference
Number of pages: 30
Posted: 20 Aug 2015
Working Paper Series
Korea Advanced Institute of Science and Technology (KAIST) - Department of Management Science, 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
36
25.
Evaluating the Use of Double Asian Options in Volatile Markets
28th Australasian Finance and Banking Conference
Number of pages: 14
Posted: 20 Aug 2015
Last Revised: 28 Jul 2016
Working Paper Series
University of South Africa - School of Business Leadership and University of South Africa - Graduate School of Business Leadership (SBL)
Downloads
70
26.
An Interest Rate Commission Agent Banking System
28th Australasian Finance and Banking Conference
Number of pages: 28
Posted: 20 Aug 2015
Last Revised: 28 Jul 2016
Working Paper Series
Commercial Bank of Ethiopia and University of South Africa - Graduate School of Business Leadership (SBL)
Downloads
103
27.
Ownership Structure and Mergers and Acquisitions Decisions: Do Family Firms Acquire Differently?
28th Australasian Finance and Banking Conference
Number of pages: 64
Posted: 20 Aug 2015
Last Revised: 11 Oct 2017
Working Paper Series
University of Queensland - Business School
Downloads
342
28.
The Evolution of Bank Productivity Growth in Indonesia: An Empirical Analysis during 1993-2011.
Number of pages: 23
Posted: 20 Aug 2015
Last Revised: 14 Nov 2018
Working Paper Series
Universitas Mulawarman, Curtin University of Technology - Curtin Business School - School of Economics and Finance and Curtin University - Curtin Business School
Downloads
14
29.
The Returns to Public Investment in Innovation: Do R&D Grants Influence Corporate Innovation, Performance, and Employment?
28th Australasian Finance and Banking Conference
Number of pages: 46
Posted: 20 Aug 2015
Last Revised: 28 Sep 2016
Working Paper Series
Dublin City University Business School, University of New South Wales (UNSW)UNSW Business School, UCD Michael Smurfit Business School and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads
153
30.
Off-Balance Sheet Derivatives and Banking Risk: Indonesian Evidence
28th Australasian Finance and Banking Conference
Number of pages: 33
Posted: 20 Aug 2015
Last Revised: 17 Feb 2017
Working Paper Series
Birmingham Business School, Bank Indonesia, Murdoch University and University of New South Wales (UNSW) - Australian School of Business
Downloads
261
31.
The Impact of Unconventional Monetary Policy on Firm Financing Constraints: Evidence from the Maturity Extension Program
FRB of Philadelphia Working Paper No. 15-30, 28th Australasian Finance and Banking Conference
Number of pages: 49
Posted: 20 Aug 2015
Working Paper Series
Board of Governors of the Federal Reserve System, University of Southern California, Marshall School of Business and Federal Reserve Bank of Philadelphia
There are 5 versions of this paper
The Impact of Unconventional Monetary Policy on Firm Financing Constraints: Evidence from the Maturity Extension Program
Number of pages: 48
Posted: 14 Dec 2014
Last Revised: 16 Dec 2015
Downloads
202
The Impact of Unconventional Monetary Policy on Firm Financing Constraints: Evidence from the Maturity Extension Program
FEDS Working Paper No. 2016-025
Number of pages: 48
Posted: 04 Apr 2016
Downloads
73
The Impact of Unconventional Monetary Policy on Firm Financing Constraints: Evidence from the Maturity Extension Program
Number of pages: 49
Posted: 05 Aug 2015
Downloads
39
The Impact of Unconventional Monetary Policy on Firm Financing Constraints: Evidence from the Maturity Extension Program
FRB of Philadelphia Working Paper No. 15-30, 28th Australasian Finance and Banking Conference
Number of pages: 49
Posted: 20 Aug 2015
Downloads
35
The Impact of Unconventional Monetary Policy on Firm Financing Constraints: Evidence from the Maturity Extension Program
FRB of Philadelphia Working Paper No. 15-30
Number of pages: 50
Posted: 15 Aug 2015
Downloads
21
Downloads
35
32.
Firm Growth, Capital Choice Preferences, and Impact on Performance: Evidence from the SME Industry
28th Australasian Finance and Banking Conference
Number of pages: 53
Posted: 20 Aug 2015
Working Paper Series
Indian Institute of Technology (IIT), Madras and Indian Institute of Technology (IIT)
Downloads
113
33.
Beyond Momentum: Investigating Statistical Learning for Winners-Minus-Losers Anomalies
28th Australasian Finance and Banking Conference
Number of pages: 21
Posted: 20 Aug 2015
Working Paper Series
Bond University, Bond University and Bond University
Downloads
248
34.
Stock Price Response to New CEO Earnings News
28th Australasian Finance and Banking Conference
Number of pages: 45
Posted: 20 Aug 2015
Last Revised: 23 Aug 2016
Working Paper Series
University of Auckland Business School, University of Otago - Department of Accountancy and Finance and University of Auckland Business School
Downloads
157
35.
Will Basel III Liquidity Measures Affect Banks' Funding Costs and Financial Performance?: Evidence from U.S. Commercial Banks
Number of pages: 46
Posted: 20 Aug 2015
Last Revised: 06 Mar 2018
Working Paper Series
University of Technology Sydney (UTS) - School of Finance and Economics, University of Technology Sydney (UTS) - School of Finance and Economics and The University of Sydney - Business School
Downloads
54
36.
Size and Value Matter, But Not the Way You Thought
28th Australasian Finance and Banking Conference
Number of pages: 58
Posted: 20 Aug 2015
Last Revised: 28 Jul 2016
Working Paper Series
University of Liège - HEC Liège, University of Liège - HEC Management School and HEC Liège
There are 2 versions of this paper
Size and Value Matter, But Not the Way You Thought
28th Australasian Finance and Banking Conference
Number of pages: 58
Posted: 20 Aug 2015
Last Revised: 28 Jul 2016
Downloads
630
Size and Value Matter, But Not the Way You Thought
Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 68
Posted: 30 May 2016
Last Revised: 02 Feb 2017
Downloads
128
Downloads
630
37.
Liquidity Patterns in the U.S. Corporate Bond Market
28th Australasian Finance and Banking Conference
Number of pages: 36
Posted: 20 Aug 2015
Last Revised: 21 Apr 2018
Working Paper Series
HEC-Management School of the University of Liège, University of Auckland Business School and HEC Management School University of Liège
Downloads
369
38.
Making Bank: Why High Bank Leverage is Optimal – For the Bank's Shareholders
28th Australasian Finance and Banking Conference
Number of pages: 40
Posted: 20 Aug 2015
Last Revised: 28 Jul 2016
Working Paper Series
Norwegian Center for Taxation at NHH Norwegian School of Economics, Norwegian School of Economics (NHH) - Department of Finance and Norwegian School of Economics (NHH)
Downloads
123
39.
Why and How Do Banks Lay off Credit Risk? The Choice between Retention, Loan Sales and Credit Default Swaps
28th Australasian Finance and Banking Conference
Number of pages: 68
Posted: 19 Aug 2015
Last Revised: 28 Jul 2016
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Richmond, Melbourne Business School, University of Melbourne and New York University - Leonard N. Stern School of Business
Downloads
166
40.
The Impact of Compulsory Retirement Savings Contributions on Lifetime Welfare
28th Australasian Finance and Banking Conference
Number of pages: 47
Posted: 18 Aug 2015
Working Paper Series
University of Technology Sydney (UTS) - Faculty of Business and The University of Sydney Business School
Downloads
75
41.
Are College Education and Job Experience Complements or Substitutes? Evidence from Hedge Fund Portfolio Performance
28th Australasian Finance and Banking Conference
Number of pages: 52
Posted: 18 Aug 2015
Working Paper Series
The Hong Kong Polytechnic University - School of Accounting and Finance, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick, Rutgers Business School and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads
181
42.
Rural Lending and Microfinance Sustainability -- Is Small Beautiful?
28th Australasian Finance and Banking Conference
Number of pages: 53
Posted: 18 Aug 2015
Working Paper Series
Frankfurt School of Finance & Management and Frankfurt School of Finance & Management
Downloads
61
43.
The 'NYSE Premium': Decomposing the 'US Premium' in Compensation for CEOs of Cross-Listed Firms
28th Australasian Finance and Banking Conference
Number of pages: 14
Posted: 18 Aug 2015
Working Paper Series
Bond University, Bond Business School
Downloads
34
44.
A Simple Skewed Distribution with Asset Pricing Applications
Review of Finance, Forthcoming, 28th Australasian Finance and Banking Conference
Number of pages: 53
Posted: 18 Aug 2015
Last Revised: 28 Jul 2016
Accepted Paper Series
Tilburg University - Department of Finance and ESCP Business School
Downloads
451
45.
A Network Visualization of Financial Integration and Credit Risk
28th Australasian Finance and Banking Conference
Number of pages: 30
Posted: 17 Aug 2015
Last Revised: 28 Jul 2016
Working Paper Series
Macquarie University
Downloads
66
46.
Melting Pot or Salad Bowl: Cultural Distance and Housing Investments
Number of pages: 71
Posted: 17 Aug 2015
Last Revised: 03 Feb 2020
Working Paper Series
Wisconsin School of Business, University of Wisconsin-Madison, The Chinese University of Hong Kong and Deakin University - Department of Finance (Property and Real Estate)
Downloads
127
47.
Does ETF Trading Affect the Efficiency of the Underlying Index?
28th Australasian Finance and Banking Conference
Number of pages: 69
Posted: 17 Aug 2015
Last Revised: 28 Jul 2016
Working Paper Series
Zhejiang Gongshang University (ZJGSU) and Deakin University
Downloads
227
48.
Information-Based Trading and Autocorrelation in Individual Stock Returns
FIRN Research Paper No. 2645236, 28th Australasian Finance and Banking Conference
Number of pages: 56
Posted: 17 Aug 2015
Working Paper Series
Deakin University and La Trobe University
There are 2 versions of this paper
Information-Based Trading and Autocorrelation in Individual Stock Returns
FIRN Research Paper No. 2645236, 28th Australasian Finance and Banking Conference
Number of pages: 56
Posted: 17 Aug 2015
Downloads
416
Information-Based Trading and Autocorrelation in Individual Stock Returns
Number of pages: 69
Posted: 29 Sep 2015
Downloads
43
Downloads
416
49.
Do Annual Stock Price Effects of Extreme Cash Dividend Pay-Out Events Differ from Their Short Term Effects?
28th Australasian Finance and Banking Conference
Number of pages: 30
Posted: 14 Aug 2015
Working Paper Series
University of Groningen - Faculty of Economics and Business and University College Dublin
Downloads
75
50.
Intra-Day Revelation of Counterparty Identity in the World's Best-Lit Market
28th Australasian Finance and Banking Conference
Number of pages: 52
Posted: 14 Aug 2015
Last Revised: 14 Jun 2020
Working Paper Series
Curtin University, University of New South Wales (UNSW Sydney and University of Sydney Business School
Downloads
113
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