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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

31,621 Total downloads | Link to this page

Viewing: 101 - 136 of 136 papers

101.

Ownership Structure, Liquidity, and Firm Value: Effects of the Investment Horizon

22nd Australasian Finance and Banking Conference 2009
Number of pages: 35 Posted: 18 Aug 2009 Last Revised: 18 Aug 2011
Working Paper Series
Waseda University and Nikko Asset Management Co., Ltd.affiliation not provided to SSRN
Downloads 524
102.

Dependence Structure of Risk Factors and Diversification Effects

22nd Australasian Finance and Banking Conference 2009
Number of pages: 31 Posted: 18 Aug 2009
Working Paper Series
De Nederlandsche Bank
Downloads 111
103.

The Relation of Venture Capital Investments with Performance Outcome and Market Valuation in the Technology-Based Industry: Evidence from Taiwan

22nd Australasian Finance and Banking Conference 2009
Number of pages: 29 Posted: 18 Aug 2009
Working Paper Series
National Central University - Department of Finance
Downloads 76
104.

Stock Market Efficiency with Respect to a New Measure of Earnings News

22nd Australasian Finance and Banking Conference 2009
Number of pages: 44 Posted: 18 Aug 2009
Working Paper Series
Monash University
Downloads 75
105.

Role of Indian Commodity Derivatives Market in Hedging Price Risk: Estimation of Constant and Dynamic Hedge Ratio and Hedging Effectiveness

22nd Australasian Finance and Banking Conference 2009
Number of pages: 30 Posted: 17 Aug 2009
Working Paper Series
Jindal Global Business School and OP Jindal Global University - Jindal Global Law School (JGLS)
Downloads 506
106.

An Empirical Analysis of Valuation Algorithms for Pricing Callable Snowball Floaters

22nd Australasian Finance and Banking Conference 2009
Number of pages: 28 Posted: 17 Aug 2009
Working Paper Series
Ecole Polytechnique Fédérale de Lausanne, Norwegian School of Economics (NHH) and WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
Downloads 399
107.

Asset Pricing in a Monetary Economy with Heterogeneous Beliefs

22nd Australasian Finance and Banking Conference 2009
Number of pages: 35 Posted: 17 Aug 2009
Working Paper Series
McGill University - Desautels Faculty of Management and Asper School of Business, University of Manitoba
Downloads 177
108.

The Effect of Foreign Currency Hedging on External Financing

22nd Australasian Finance and Banking Conference 2009
Number of pages: 38 Posted: 17 Aug 2009 Last Revised: 24 Nov 2009
Working Paper Series
Macquarie University Department of Applied Finance and Actuarial Studies

Multiple version iconThere are 2 versions of this paper

Downloads 110
109.

Does the Size and Quality of the Government Explain the Size and Efficiency of the Financial Sector?

22nd Australasian Finance and Banking Conference 2009
Number of pages: 38 Posted: 17 Aug 2009 Last Revised: 02 Nov 2009
Working Paper Series
Embassy of Sri Lanka, Oslo

Multiple version iconThere are 2 versions of this paper

Downloads 55
110.

Short-Term Momentum Patterns in Stock and Sectoral Return: Evidence from India

22nd Australasian Finance and Banking Conference 2009
Posted: 16 Aug 2009
Working Paper Series
University of Delhi - Department of Financial Studies and Sakshi Jain
Downloads 389
111.

Diversification Benefits of Real Estate Investment Trusts in Dubai

22nd Australasian Finance and Banking Conference 2009
Number of pages: 22 Posted: 16 Aug 2009
Working Paper Series
BNP Paribas and City University London - Sir John Cass Business School
Downloads 271
112.

The Relationship Between Pricing Policies and Measures of the Economic Independence of Rating Agencies: Evidence from Fitch, Moody's and S&P

22nd Australasian Finance and Banking Conference 2009
Number of pages: 39 Posted: 16 Aug 2009 Last Revised: 24 Nov 2009
Working Paper Series
University of Bergamo and University of Rome Tor Vergata - Department of Management and Law
Downloads 87
113.

Capital Gains Tax Managed Funds and the Value of Dividends

22nd Australasian Finance and Banking Conference 2009
Number of pages: 24 Posted: 16 Aug 2009
Working Paper Series
Bangor Business School and University of Sydney - School of Business - Finance Discipline
Downloads 79
114.

On the Rate of Convergence of Binomial Greeks

22nd Australasian Finance and Banking Conference 2009
Number of pages: 39 Posted: 15 Aug 2009
Working Paper Series
Department of Finance, National Taiwan University
Downloads 228
115.

Expected Return-Idiosyncratic Risk Relation: An Investigation with Alternative Factor Models

22nd Australasian Finance and Banking Conference 2009
Number of pages: 32 Posted: 07 Aug 2009 Last Revised: 25 Feb 2010
Working Paper Series
Monash University and Monash University - Department of Econometrics and Business Statistics
Downloads 113
116.

Boards Determinants in Banking Industry: An International Perspective

22nd Australasian Finance and Banking Conference 2009
Number of pages: 23 Posted: 06 Aug 2009 Last Revised: 18 Mar 2013
Working Paper Series
University of Burgos, Universidad Autonoma de Madrid, European University Miguel de Cervantes and University of Valladolid
Downloads 174
117.

Rating Performance and Agency Incentives of Structured Finance Transactions

Finlawmetrics 2010 Conference Paper
Number of pages: 41 Posted: 05 Aug 2009 Last Revised: 31 Jan 2010
Working Paper Series
University of Regensburg and University of Technology Sydney (UTS) - School of Finance and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 362
118.

The Effects of Underwriting Practices on Loan Losses: Evidence from the FDIC Survey of Bank Lending Practices

22nd Australasian Finance and Banking Conference 2009
Number of pages: 44 Posted: 04 Aug 2009 Last Revised: 10 Dec 2009
Working Paper Series
Independent
Downloads 153
119.

Interbank Market Integration, Loan Rates, and Firm Leverage

22nd Australasian Finance and Banking Conference 2009
Number of pages: 41 Posted: 01 Aug 2009 Last Revised: 08 Oct 2010
Working Paper Series
University of Zurich - Department of Banking and Finance and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 134
120.

Loan Servicers' Incentives and Optimal CDOs

22nd Australasian Finance and Banking Conference 2009
Number of pages: 40 Posted: 01 Aug 2009 Last Revised: 24 Nov 2009
Working Paper Series
Banque de France
Downloads 121
121.

The Equity and Efficiency of the Australian Share Market with Respect to Director Trading

22nd Australasian Finance and Banking Conference 2009
Posted: 29 Jul 2009
Working Paper Series
Queensland University of Technology - School of Economics and Finance, University of Newcastle and University of Queensland
Downloads 67
122.

Unexpected Recovery Risk and LGD Discount Rate Determination

22nd Australasian Finance and Banking Conference 2009
Number of pages: 19 Posted: 23 Jul 2009 Last Revised: 06 Aug 2009
Working Paper Series
University of Economics in Prague
Downloads 709
123.

Returns to Selecting Value Stocks in Australia – The Aby Filters

22nd Australasian Finance and Banking Conference 2009
Number of pages: 6 Posted: 21 Jul 2009
Working Paper Series
Bond University, Bond University and Bond University
Downloads 175
124.

The Security Market Plane

22nd Australasian Finance and Banking Conference 2009
Number of pages: 27 Posted: 20 Jul 2009
Working Paper Series
Monash University - Department of Accounting
Downloads 87
125.

Linkages between Direct and Securitized Real Estate

Swiss Finance Institute Research Paper No. 09-26, 22nd Australasian Finance and Banking Conference 2009
Number of pages: 38 Posted: 07 Jul 2009 Last Revised: 30 May 2017
Working Paper Series
University of Turku, Department of Economics, University of Geneva - Geneva School of Economics and Management (GSEM) and IAZI AG - CIFI SA
Downloads 367
126.

Generating a Target Payoff Distribution with the Cheapest Dynamic Portfolio: An Application to Hedge Fund Replication

Quantitative Finance, Forthcoming
Posted: 15 Jun 2009 Last Revised: 20 Feb 2013
Working Paper Series
University of Tokyo - Faculty of Economics and GCI Asset Management, Inc.
127.

Corporate Governance and the Long-Run Performance of Firms Issuing Seasoned Equity: An Australian Study

22nd Australasian Finance and Banking Conference 2009
Number of pages: 43 Posted: 16 Apr 2009 Last Revised: 04 Jan 2010
Working Paper Series
UWA Business School, M250, affiliation not provided to SSRN, UNSW Australia Business School, School of Banking and Finance and University of Sydney
Downloads 243
128.

Credit Risk Securitization and Bank Soundness: Evidence from the Micro-Level for Europe

Quarterly Review of Economics and Finance, Vol. 52(3), 2012
Posted: 15 Apr 2009 Last Revised: 20 Jan 2015
Accepted Paper Series
University of Bochum - Department of Economics and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance
129.

Sorting Out Downside Beta

ERIM Report Series Reference No. ERS-2009-006-F&A, 22nd Australasian Finance and Banking Conference 2009
Number of pages: 26 Posted: 17 Mar 2009 Last Revised: 09 Dec 2010
Working Paper Series
Graduate School of Business of Nazarbayev University, Robeco Quantitative Investments and Robeco Quantitative Strategies

Multiple version iconThere are 2 versions of this paper

Downloads 1,029
130.

Stock Market Liquidity and the Rights Offer Paradox

22nd Australasian Finance and Banking Conference 2009
Number of pages: 28 Posted: 14 Mar 2009 Last Revised: 17 Jun 2015
Working Paper Series
Université Paris-Dauphine, PSL Research University, Université Paris-Dauphine and Université Paris-Dauphine, PSL Research University

Multiple version iconThere are 2 versions of this paper

Downloads 181
131.

Politically Connected Boards and the Structure of CEO Compensation Packages in Taiwanese Firms

Asia-Pacific Journal of Financail Studies, Forthcoming
Number of pages: 45 Posted: 19 Feb 2009 Last Revised: 24 Aug 2010
Working Paper Series
University of Edinburgh - Organisation StudiesNational University of KaohsiungUniversity of Edinburgh - Accounting and Finance
Downloads 250
132.

Pricing Accuracy, Liquidity and Trader Behavior with Closing Price Manipulation

Experimental Economics, Forthcoming
Number of pages: 32 Posted: 10 Nov 2008 Last Revised: 12 Oct 2010
Working Paper Series
UNSW Business School and University of Technology Sydney (UTS)
Downloads 278
133.

Share Merger Reform, Corporate Governance and Firm Value in China

22nd Australasian Finance and Banking Conference 2009
Number of pages: 45 Posted: 01 Oct 2008 Last Revised: 10 Nov 2009
Working Paper Series
University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 390
134.

Valuation of Contingent Pension Liabilities and Guarantees under Sponsor Vulnerability

22nd Australasian Finance and Banking Conference 2009
Number of pages: 49 Posted: 14 Apr 2008 Last Revised: 10 Oct 2011
Working Paper Series
De Nederlandsche Bank
Downloads 134
135.

Heteroscedasticity and Interval Effects in Estimating Beta: UK Evidence

Applied Financial Economics 21, 2011, pp. 1525-38
Number of pages: 39 Posted: 06 Mar 2008 Last Revised: 04 Oct 2014
Accepted Paper Series
University of Edinburgh - Accounting and Finance and Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom
Downloads 344
136.

Brokerage-Firm Trading and Profits around Recommendation Revision Dates

22nd Australasian Finance and Banking Conference 2009
Number of pages: 45 Posted: 04 Dec 2007 Last Revised: 05 Jun 2014
Working Paper Series
Swedish House of Finance and University of Connecticut

Multiple version iconThere are 2 versions of this paper

Downloads 316