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22nd Australasian Finance & Banking Conference 2009 (Archive)

22nd Australasian Finance & Banking Conference 2009 Logo 22nd Australasian Finance & Banking Conference 2009 Never Stand Still Australian School of Business Banking and Finance

ISBN Number: 978-0-9873127-1-6

31,685 Total downloads | Link to this page

Viewing: 51 - 100 of 136 papers

51.

Corporate Governance, Financing Pattern and Cost of Capital: Evidence from New Zealand Companies

22nd Australasian Finance and Banking Conference 2009
Number of pages: 26 Posted: 24 Aug 2009 Last Revised: 29 Mar 2011
Working Paper Series
Auckland University of Technology and Auckland University of Technology - Faculty of Business & Law
Downloads 298
52.

The Panzar-Rosse Revenue Test: To Scale or Not to Scale

22nd Australasian Finance and Banking Conference 2009
Number of pages: 34 Posted: 24 Aug 2009 Last Revised: 10 Mar 2015
Working Paper Series
De Nederlandsche Bank, University of Wyoming and University of Groningen
Downloads 275
53.

A Market Microstructure Approach to the Foreign Exchange Market in Vietnam

22nd Australasian Finance and Banking Conference 2009
Number of pages: 39 Posted: 24 Aug 2009 Last Revised: 07 Jun 2010
Working Paper Series
Griffith University and Griffith University

Multiple version iconThere are 2 versions of this paper

Downloads 273
54.

Liquidity, Bank Credit and Money

22nd Australasian Finance and Banking Conference 2009
Number of pages: 13 Posted: 24 Aug 2009
Working Paper Series
Loughborough University - School of Business and Economics
Downloads 246
55.

Style Analysis and Value at Risk of Asia-Focused Hedge Funds

22nd Australasian Finance and Banking Conference 2009
Number of pages: 34 Posted: 24 Aug 2009 Last Revised: 15 Sep 2010
Working Paper Series
Macquarie University and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Downloads 246
56.

The Impact of Actual Market Wide Short Selling Restrictions and Liquidity Constraints During the Financial Crisis of 2008

22nd Australasian Finance and Banking Conference 2009
Number of pages: 19 Posted: 24 Aug 2009
Working Paper Series
affiliation not provided to SSRN and University of Sydney Business School
Downloads 222
57.

Shareholder and Bondholder Governance, and Managerial Risk-Taking

22nd Australasian Finance and Banking Conference 2009
Number of pages: 40 Posted: 24 Aug 2009
Working Paper Series
University of North Carolina (UNC) at Charlotte - Department of Finance and California State University, Los Angeles
Downloads 217
58.

Determinants and Market Impact of Seasoned Equity Offerings: The Case of A-REITs

22nd Australasian Finance and Banking Conference 2009
Number of pages: 30 Posted: 24 Aug 2009 Last Revised: 14 Apr 2010
Working Paper Series
Queensland University of Technology and University of New South Wales (UNSW)
Downloads 203
59.

Reduction in Bank Ownership and Firm Performance: Evidence from Japan

22nd Australasian Finance and Banking Conference 2009
Number of pages: 39 Posted: 24 Aug 2009 Last Revised: 02 Nov 2009
Working Paper Series
Kyushu University
Downloads 199
60.

Pitfalls and Remedies in Testing the Calibration Quality of Rating Systems

22nd Australasian Finance and Banking Conference 2009
Number of pages: 41 Posted: 24 Aug 2009 Last Revised: 05 Nov 2009
Working Paper Series
Vienna University of Technology, Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads 187
61.

Estimating Exponential Affine Models with Correlated Measurement Errors: Applications to Fixed Income and Commodities

22nd Australasian Finance and Banking Conference 2009
Number of pages: 38 Posted: 24 Aug 2009
Working Paper Series
University of Cambridge - Centre for Financial Research and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 172
62.

Optimal Centralization of Liquidity Management

22nd Australasian Finance and Banking Conference 2009
Number of pages: 28 Posted: 24 Aug 2009 Last Revised: 22 Oct 2009
Working Paper Series
Georgia Institute of Technology and Aarhus University
Downloads 172
63.

The Effects of the GFC on the Russian Banking Sector

22nd Australasian Finance and Banking Conference 2009
Number of pages: 19 Posted: 24 Aug 2009 Last Revised: 10 Nov 2009
Working Paper Series
International Finance Corporation (World Bank Group), University of Canberra and College of Staten Island, Business Department
Downloads 157
64.

Estimation and Testing of Portfolio Value-at-Risk Based on L-Comoment Matrices

22nd Australasian Finance and Banking Conference 2009
Number of pages: 21 Posted: 24 Aug 2009
Working Paper Series
Southern University of Science and Technology
Downloads 135
65.

Arrears on Mortgages: Differences Across Countries and Their Effect on the Pricing of the Loan

22nd Australasian Finance and Banking Conference 2009
Number of pages: 29 Posted: 24 Aug 2009
Working Paper Series
Bank of Italy
Downloads 129
66.

A Volatility Targeting GARCH Model with Time-Varying Coefficients

Journal of Empirical Finance, Vol. 18, 2011
Number of pages: 23 Posted: 24 Aug 2009 Last Revised: 06 May 2016
Accepted Paper Series
Open University of the Netherlands, University of Luxembourg and Vrije Universiteit Amsterdam

Multiple version iconThere are 2 versions of this paper

Downloads 121
67.

Modelling Price Movement and Trading Volume in Conditional Volatility

22nd Australasian Finance and Banking Conference 2009
Number of pages: 28 Posted: 24 Aug 2009 Last Revised: 14 Dec 2009
Working Paper Series
Monash University and Monash University - Department of Econometrics and Business Statistics
Downloads 121
68.

A Factor Analysis Approach to Measuring European Loan and Bond Market Integration

22nd Australasian Finance and Banking Conference 2009
Number of pages: 41 Posted: 24 Aug 2009 Last Revised: 23 Nov 2009
Working Paper Series
European Investment Bank, Deutsche Bundesbank and CERGE
Downloads 120
69.

Individuals and Institutional Investors’ Trading and Stock Abnormal Returns

22nd Australasian Finance and Banking Conference 2009
Number of pages: 45 Posted: 24 Aug 2009
Working Paper Series
Peking University- Guanghua School of Management and Peking University - Guanghua School of Management
Downloads 114
70.

What Drives Foreign Expansion of the Top 100 Multinational Banks? The Role of the Credit Reporting System

22nd Australasian Finance and Banking Conference 2009
Number of pages: 44 Posted: 24 Aug 2009 Last Revised: 09 Nov 2009
Working Paper Series
Yuan Ze University - College of Management, National Chengchi University - College of Commerce and Yuan Ze University - College of Management
Downloads 107
71.

The Valuation of R&D Expenditures in Japan

22nd Australasian Finance and Banking Conference 2009
Number of pages: 30 Posted: 24 Aug 2009
Working Paper Series
Neoma Business School, Universite de Poitiers and Hitotsubashi University - Graduate School of International Corporate Strategy

Multiple version iconThere are 3 versions of this paper

Downloads 100
72.

Pension Fund Sophistication and Investment Policy

22nd Australasian Finance and Banking Conference 2009
Number of pages: 23 Posted: 24 Aug 2009
Working Paper Series
Royal Bank of Scotland (RBS) - Global Banking & Markets and De Nederlandsche Bank

Multiple version iconThere are 2 versions of this paper

Downloads 97
73.

House Prices, Non-Fundamental Components and Interstate Spillovers: The Australian Experience

22nd Australasian Finance and Banking Conference 2009
Number of pages: 52 Posted: 24 Aug 2009 Last Revised: 15 Sep 2010
Working Paper Series
Curtin University - Centre for Research in Applied Economics, Curtin University of Technology - Curtin Business School - Bentley Campus and The University of Western Australia - Department of Economics
Downloads 95
74.

The Privatisation Experience in Banking and Insurance in Australia

22nd Australasian Finance and Banking Conference 2009
Number of pages: 32 Posted: 24 Aug 2009 Last Revised: 23 Feb 2010
Working Paper Series
Deakin University - School of Accounting, Economics and Finance and Deakin University
Downloads 86
75.

Enablers and Barriers to Women’s Advancement in New Zealand Banks

22nd Australasian Finance and Banking Conference 2009
Number of pages: 22 Posted: 24 Aug 2009
Working Paper Series
Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 84
76.

The Effects of Reputation and Relationships on Lead Banks’ Certification Roles

22nd Australasian Finance and Banking Conference 2009
Number of pages: 29 Posted: 24 Aug 2009 Last Revised: 24 Nov 2009
Working Paper Series
Monash University - Department of Accounting and Monash University - Monash Business School - Department of Banking and Finance
Downloads 80
77.

Do Convertible Bond Issuers Cater to Investor Demand?

22nd Australasian Finance and Banking Conference 2009
Number of pages: 51 Posted: 24 Aug 2009
Working Paper Series
Colegio Universitario de Estudios Financieros (CUNEF), Rotterdam School of Management, Erasmus University and University of Manchester - Manchester Business School

Multiple version iconThere are 2 versions of this paper

Downloads 74
78.

TSX Index Revisions and Corporate Performance

22nd Australasian Finance and Banking Conference 2009
Number of pages: 40 Posted: 24 Aug 2009
Working Paper Series
University of Technology Sydney (UTS)
Downloads 68
79.

The Interaction of Retail Order Placement with Transient Volatility

22nd Australasian Finance and Banking Conference 2009
Number of pages: 42 Posted: 24 Aug 2009
Working Paper Series
UWA Business School, M250 and Australian National University (ANU)
Downloads 49
80.

Efficiency Measurement on a Process Level Using Data Envelopment Analysis: An Application to Securities Settlement and Clearing

22nd Australasian Finance and Banking Conference 2009
Posted: 24 Aug 2009
Working Paper Series
Commerzbank AG, Frankfurt School of Finance & Management gemeinnützige GmbH and Frankfurt School of Finance & Management
81.

Discount or Premium? Diversification, Firm Value, and Capital Budgeting Efficiency

22nd Australasian Finance and Banking Conference 2009
Number of pages: 44 Posted: 23 Aug 2009 Last Revised: 18 Apr 2013
Working Paper Series
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Hanyang University
Downloads 193
82.

Financial Crises and Regulatory Response

22nd Australasian Finance and Banking Conference 2009
Number of pages: 30 Posted: 23 Aug 2009
Working Paper Series
University of St. Gallen and University of St. Gallen - School of Finance
Downloads 114
83.

Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks during the Recent Financial Crisis

22nd Australasian Finance and Banking Conference 2009, Finlawmetrics 2010 Conference Paper
Number of pages: 45 Posted: 23 Aug 2009 Last Revised: 29 Oct 2011
Working Paper Series
Board of Governors of the Federal Reserve System, Tsinghua University - PBC School of Finance and Bank for International Settlements (BIS)
Downloads 540
84.

The Traditional Hedging Model Revisited with a Non Observable Convenience Yield

22nd Australasian Finance and Banking Conference 2009
Number of pages: 38 Posted: 23 Aug 2009 Last Revised: 29 May 2011
Working Paper Series
Université Paris I Panthéon-Sorbonne and Neoma Business School
Downloads 295
85.

Are Copula-GoF-Tests of Any Practical Use? Empirical Evidence for Stocks, Commodities and FX Futures

22nd Australasian Finance and Banking Conference 2009, Quarterly Review of Economics and Finance, Forthcoming
Number of pages: 54 Posted: 23 Aug 2009 Last Revised: 12 Dec 2010
Working Paper Series
University of Leipzig - Faculty of Economics and Management Science
Downloads 234
86.

Identifying the Informed Investor in a Takeover Event: An Australian Study of Investor Trading Behaviour

22nd Australasian Finance and Banking Conference 2009
Number of pages: 73 Posted: 23 Aug 2009 Last Revised: 12 Mar 2011
Working Paper Series
The University of Sydney
Downloads 123
87.

Fund Performance and Subsequent Risk: A Study of Mutual Fund Tournaments Using Holdings-Based Measures

Financial Markets and Portfolio Management (Forthcoming)
Number of pages: 35 Posted: 23 Aug 2009 Last Revised: 18 Nov 2019
Accepted Paper Series
HEC Montreal - Department of Finance and York University
Downloads 104
88.

Seasonality in Australian Residential Real Estate Prices

22nd Australasian Finance and Banking Conference 2009
Number of pages: 35 Posted: 23 Aug 2009 Last Revised: 09 Nov 2009
Working Paper Series
The University of Sydney - Discipline of Finance, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 91
89.

On the Effect of Public Announcements in the Trading Patterns of Investors: Evidence of Taiwan

22nd Australasian Finance and Banking Conference 2009
Number of pages: 33 Posted: 23 Aug 2009 Last Revised: 05 Apr 2011
Working Paper Series
National Central University - Department of Finance and National Central University
Downloads 72
90.

Selectivity in Mutual Fund Trades

22nd Australasian Finance and Banking Conference 2009
Number of pages: 28 Posted: 23 Aug 2009
Working Paper Series
Murdoch University, Murdoch University, University of New South Wales (UNSW) - Australian School of Business and Murdoch University
Downloads 69
91.

CSR Initiatives for Green Buildings: Perspectives of Hong Kong Financial Institutions

22nd Australasian Finance and Banking Conference 2009
Number of pages: 27 Posted: 22 Aug 2009
Working Paper Series
affiliation not provided to SSRN and University of Newcastle (Australia)
Downloads 208
92.

Tangibility and Investment Irreversibility in Asset Pricing

22nd Australasian Finance and Banking Conference 2009
Number of pages: 30 Posted: 22 Aug 2009 Last Revised: 29 Jul 2019
Working Paper Series
Monash University, University of Melbourne - Department of Finance and University of Newcastle

Multiple version iconThere are 2 versions of this paper

Downloads 132
93.

Bank Competition, Diversification and Financial Stability

22nd Australasian Finance and Banking Conference 2009
Number of pages: 27 Posted: 20 Aug 2009 Last Revised: 20 Jul 2011
Working Paper Series
University of Ghana - Business School and University of Southampton - School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 311
94.

Bank Ownership Structure, Bank Regulation, and Firm Investment: International Evidence

22nd Australasian Finance and Banking Conference 2009
Number of pages: 45 Posted: 20 Aug 2009
Working Paper Series
Sun Yat-sen University
Downloads 160
95.

Global Public Signals, Heterogeneous Beliefs, and Stock Markets Comovement

22nd Australasian Finance and Banking Conference 2009
Number of pages: 36 Posted: 20 Aug 2009 Last Revised: 10 Jul 2010
Working Paper Series
McGill University and Ecole Polytechnique Fédérale de Lausanne
Downloads 102
96.

Competition in Chinese Commercial Banking

22nd Australasian Finance and Banking Conference 2009
Number of pages: 20 Posted: 19 Aug 2009
Working Paper Series
University of Macau - Faculty of Business Administration
Downloads 473
97.

Corporate Finance Practice in Kuwait: A Survey to Confront Theory with Practice

22nd Australasian Finance and Banking Conference 2009
Number of pages: 27 Posted: 19 Aug 2009
Working Paper Series
University of Wollongong - Faculty of Commerce, Macquarie University - Department of Applied Finance and Actuarial Studies and University of Wollongong
Downloads 468
98.

Internal Liquidity Risk in REIT Excess Returns

22nd Australasian Finance and Banking Conference 2009
Number of pages: 32 Posted: 19 Aug 2009 Last Revised: 17 Nov 2009
Working Paper Series
National Chiao Tung University, National Taiwan University, Fu-Jen Catholic University and Providence University (Taiwan)
Downloads 129
99.

The Relative Riskiness of Various Asset Focus Alternatives in Banking

22nd Australasian Finance and Banking Conference 2009
Number of pages: 50 Posted: 19 Aug 2009
Working Paper Series
Canada Deposit Insurnace Corporation and affiliation not provided to SSRN
Downloads 74
100.

SME Capital Structure: The Dominance of Demand Factors

22nd Australasian Finance and Banking Conference 2009
Number of pages: 41 Posted: 18 Aug 2009 Last Revised: 24 Nov 2009
Working Paper Series
University of Waikato and University of Waikato - Department of Economics and Finance
Downloads 863