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Australasian Finance & Banking Conferences

338,281 Total downloads

Viewing: 151 - 200 of 1,260 papers

151.

Does Seller Status Matter in Inter-Corporate Asset Sales?

30th Australasian Finance and Banking Conference 2017
Number of pages: 1 Posted: 30 May 2017 Last Revised: 27 Dec 2017
Working Paper Series
Waseda University - Faculty of Political Science and Economics and The Chinese University of Hong Kong
Downloads 19
152.

Credit Default Swaps and Debt Overhang

30th Australasian Finance and Banking Conference 2017
Number of pages: 43 Posted: 28 Apr 2017 Last Revised: 20 Dec 2019
Working Paper Series
Shanghai University of Finance and Economics - Department of Finance and Monash University -Department of Banking and Finance
Downloads 177
153.

Capital Structure Determinants of Small and Medium Capitalised Firms

30th Australasian Finance and Banking Conference 2017
Number of pages: 36 Posted: 26 Apr 2017
Working Paper Series
Australian Institute of Business, University of Waikato - Management School and Eastern Institute of Technology
Downloads 115
154.

Quantile Co-Movement in Financial Markets: A Panel Quantile Model with Unobserved Heterogeneity

30th Australasian Finance and Banking Conference 2017
Number of pages: 35 Posted: 19 Apr 2017 Last Revised: 06 Oct 2018
Working Paper Series
University of Melbourne - Melbourne Business School and Columbia University
Downloads 333
155.

Why Don't Share Issue Privatizations Improve Profitability in China?

30th Australasian Finance and Banking Conference 2017
Number of pages: 60 Posted: 06 Apr 2017 Last Revised: 27 Nov 2017
Working Paper Series
Shantou University, University of Oklahoma, Xiamen University and Fudan University
Downloads 67
156.

Product Network Connectivity and Information for Loan Pricing

30th Australasian Finance and Banking Conference 2017
Number of pages: 32 Posted: 28 Mar 2017 Last Revised: 06 Mar 2018
Working Paper Series
Waseda University - Graduate School of Economics and Waseda University, Faculty of Political Science and Economics
Downloads 41
157.

The Impact of Economic Nationalism in Europe on the Returns to Rivals of Crossborder M&A Bids

30th Australasian Finance and Banking Conference 2017
Number of pages: 52 Posted: 22 Mar 2017 Last Revised: 11 Nov 2017
Working Paper Series
University College Dublin (UCD) - Michael Smurfit Graduate School of Business, Capnua Corporate Finance and Dublin City University Business School
Downloads 113
158.

Dynamic Linkages between Gold and Equity Prices: Evidence from Indian Financial Services and Information Technology Companies

30th Australasian Finance and Banking Conference 2017
Posted: 22 Mar 2017
Working Paper Series
Indian Institute of Management, Kozhikode, India and Indian Institute of Management (IIM), Kozhikode
159.

Time-Varying State Variable Risk Premia in an ICAPM

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 46 Posted: 17 Mar 2017 Last Revised: 01 Feb 2020
Working Paper Series
UNSW Australia Business School, School of Banking and Finance, New University of Lisbon - Nova School of Business and Economics and ESCP Europe - Department of Finance
Downloads 281
160.

What Drives the Size and Value Factors?

Posted: 02 Feb 2017 Last Revised: 07 Jul 2020
Working Paper Series
David Eccles School of Business, University of Utah
161.

The Effect of Familiarity with Foreign Markets on Institutional Investors’ Performance

30th Australasian Finance and Banking Conference 2017
Number of pages: 44 Posted: 01 Feb 2017 Last Revised: 19 Aug 2017
Working Paper Series
University of Wisconsin - Madison - Department of Finance, Investment and Banking, Colorado State University and Brock University - Department of Finance, Operations & Information Systems
Downloads 99
162.

Hedge Fund Activists' Network and Information Flows

30th Australasian Finance and Banking Conference 2017
Posted: 21 Jan 2017 Last Revised: 04 Dec 2018
Working Paper Series
University of New South Wales

Multiple version iconThere are 2 versions of this paper

163.

Impact of the Basel III Capital Reforms on Bank Funding Costs: Australian Evidence

CIFR Paper No. 132/2016/Project T023
Number of pages: 38 Posted: 15 Dec 2016 Last Revised: 18 Apr 2019
Working Paper Series
Centre for International Finance and Regulation (CIFR) and University of Sydney
Downloads 259
164.

The Role of Contingent Capital Structure in Signaling and Information Disclosure

30th Australasian Finance and Banking Conference 2017
Number of pages: 53 Posted: 01 Dec 2016 Last Revised: 18 Aug 2017
Working Paper Series
Toulouse School of Economics
Downloads 124
165.

Wall Street Crosses Memory Lane: How Witnessed Returns Affect Professionals' Expected Returns

30th Australasian Finance and Banking Conference 2017
Number of pages: 51 Posted: 01 Dec 2016 Last Revised: 18 Dec 2017
Working Paper Series
University of Adelaide - Business School, Max Planck Institute for Research on Collective Goods and Copenhagen Business School - Department of Finance
Downloads 196
166.

Managing the risk of the low risk anomaly

30th Australasian Finance and Banking Conference 2017
Number of pages: 54 Posted: 29 Nov 2016 Last Revised: 16 Jun 2020
Working Paper Series
UNSW Australia Business School, School of Banking and Finance, University of Denver - Daniels College of Business and Hanken School of Economics - Department of Finance and Statistics
Downloads 1,070
167.

Hedge Fund Ownership, Funding Liquidity Constraints and Excess Return Co-Movement

29th Australasian Finance and Banking Conference 2016
Number of pages: 39 Posted: 06 Sep 2016
Working Paper Series
UNSW Business School, UNSW Australia Business School, School of Banking and Finance and UNSW Australia Business School, School of Banking and Finance
Downloads 153
168.

Geographic Distribution of Firms and Expected Stock Returns

Number of pages: 45 Posted: 30 Aug 2016 Last Revised: 23 Apr 2020
Working Paper Series
Queensland University of Technology - School of Economics and Finance
Downloads 92
169.

Agreeing on Disagreement: Heterogeneity or Uncertainty?

Norges Bank Working Paper 4/2016
Number of pages: 28 Posted: 26 Aug 2016 Last Revised: 03 Aug 2018
Working Paper Series
Norges Bank, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam
Downloads 56
170.

Reciprocity in Shadow Bank Lending: Evidence from the Cross-Holding Relation in Money Market Funds

29th Australasian Finance and Banking Conference 2016
Number of pages: 55 Posted: 25 Aug 2016 Last Revised: 09 Oct 2019
Working Paper Series
University of South Carolina - Darla Moore School of Business
Downloads 38
171.

Predicting US Banks Bankruptcy: Logit versus Canonical Discriminant Analysis

29th Australasian Finance and Banking Conference 2016
Number of pages: 32 Posted: 25 Aug 2016
Working Paper Series
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris I Panthéon-Sorbonne - CES/CNRS
Downloads 60
172.

Minority Acquisitions and Information Risk

29th Australasian Finance and Banking Conference 2016
Number of pages: 52 Posted: 25 Aug 2016 Last Revised: 25 Sep 2019
Working Paper Series
University of Waikato, UNSW Business School and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 102
173.

Correlated Idiosyncratic Volatility Shocks

29th Australasian Finance and Banking Conference 2016
Number of pages: 33 Posted: 24 Aug 2016 Last Revised: 09 Jan 2019
Working Paper Series
Paraconic Technologies US Inc. and University of Chicago - Booth School of Business
Downloads 49
174.

Dynamic Conditional Correlations between Chinese Sector Returns and the S&P500 Index: An Interpretation Based on Investment Shocks

29th Australasian Finance and Banking Conference 2016
Posted: 23 Aug 2016 Last Revised: 17 Oct 2017
Working Paper Series
Seoul National University of Science and Technology and Nankai University - Business School
175.

Improving the Naive Portfolio Strategy

29th Australasian Finance and Banking Conference 2016
Number of pages: 26 Posted: 23 Aug 2016 Last Revised: 11 Jan 2017
Working Paper Series
Durham Business School
Downloads 155
176.

Commodity Futures Momentum: Sources of Risk and Anomalies

Number of pages: 44 Posted: 23 Aug 2016 Last Revised: 19 Feb 2020
Working Paper Series
Griffith University, Griffith University and Griffith University - Department of Accounting, Finance and Economics
Downloads 29
177.

Passive Investors and Corporate Social Responsibility: a Risk-Management Perspective

Number of pages: 48 Posted: 23 Aug 2016 Last Revised: 22 Sep 2018
Working Paper Series
University of Edinburgh - Business School and VU University Amsterdam
Downloads 78
178.

High Frequency Trading and Co-Movement in Financial Markets

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 50 Posted: 23 Aug 2016 Last Revised: 11 Feb 2019
Working Paper Series
Stockholm School of Economics, Riga, Stockholm School of Economics, Riga and University of Technology Sydney (UTS)
Downloads 376
179.

When Are Pre-Crisis Winners Post-Crisis Losers?

29th Australasian Finance and Banking Conference 2016
Number of pages: 55 Posted: 23 Aug 2016 Last Revised: 09 Mar 2017
Working Paper Series
University of Groningen, Tilburg University and TIAS School for Business and Society
Downloads 39
180.

High Frequency Trading, Market Volatility and Trading Counterparty Performance

29th Australasian Finance and Banking Conference 2016
Number of pages: 36 Posted: 23 Aug 2016 Last Revised: 07 Dec 2016
Working Paper Series
University of Sydney Business School
Downloads 120
181.

A Model-Free Tail Risk Index and Its Return Predictability

Number of pages: 63 Posted: 23 Aug 2016 Last Revised: 04 Oct 2017
Working Paper Series
Victoria University of Wellington - School of Economics and Finance
Downloads 161
182.

Corporate Bond Price Reactions to Dividend Changes

29th Australasian Finance and Banking Conference 2016
Number of pages: 39 Posted: 22 Aug 2016 Last Revised: 16 May 2017
Working Paper Series
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Monash University and Monash University - Department of Accounting
Downloads 109
183.

Trading Momentum: How Shares and Investors Behave During Momentum Periods

29th Australasian Finance and Banking Conference 2016
Number of pages: 35 Posted: 22 Aug 2016 Last Revised: 12 Dec 2016
Working Paper Series
University of Sydney Business School, University of Sydney - Discipline of Finance, Faculty of Economics and Business and University of Sydney Business School
Downloads 209
184.

Term Structure of Recession Probabilities and the Cross Section of Asset Returns

AFA 2018 Annual Meeting (Philadelphia)
Number of pages: 77 Posted: 22 Aug 2016 Last Revised: 14 Jan 2020
Working Paper Series
Southern University of Science and Technology
Downloads 15
185.

Skewed Target Range Strategy for Multiperiod Portfolio Optimization Using a Two-Stage Least Squares Monte Carlo Method

Journal of Computational Finance, Forthcoming
Number of pages: 25 Posted: 22 Aug 2016 Last Revised: 14 Jun 2019
Accepted Paper Series
Commonwealth Scientific and Industrial Research Organization (CSIRO), Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation), Monash University, Government of the Commonwealth of Australia - CSIRO (Commonwealth Scientific and Industrial Research Organisation), Monash University - School of Mathematical Sciences and Monash University
Downloads 157
186.

What Drives Trustee-Director Compensation in Australian Superannuation Funds?

29th Australasian Finance and Banking Conference 2016
Number of pages: 46 Posted: 22 Aug 2016 Last Revised: 13 Feb 2017
Working Paper Series
School of Risk and Actuarial Studies, UNSW Business School | University of New South Wales, Australia and The University of Western Australia - UWA Business School
Downloads 46
187.

Innovative Efficiency and Insider Trading: Korea Evidence

29th Australasian Finance and Banking Conference 2016
Number of pages: 19 Posted: 22 Aug 2016
Working Paper Series
Sungkyunkwan University, School of Business Administration, Students
Downloads 35
188.

Relationship between the Projections and Recommendations of Equity Analysts and the Behavior of Fund Managers in an Emerging Market

29th Australasian Finance and Banking Conference 2016
Number of pages: 26 Posted: 22 Aug 2016
Working Paper Series
University of São Paulo (USP) and University of São Paulo (USP) - Department of Administration
Downloads 58
189.

The Performance of Governmental Venture Capital Firms: A Life Cycle Perspective and Evidence from China

29th Australasian Finance and Banking Conference 2016
Number of pages: 43 Posted: 22 Aug 2016 Last Revised: 07 Dec 2016
Working Paper Series
University of Auckland and University of Auckland (Deceased)
Downloads 122
190.

Self-Assessment of Retirement Preparedness

29th Australasian Finance and Banking Conference 2016
Number of pages: 20 Posted: 22 Aug 2016 Last Revised: 01 Sep 2016
Working Paper Series
Massey University, Massey University - School of Economics and Finance and Massey University - School of Economics and Finance
Downloads 75
191.

Cointegration and Relative Value Arbitrage

29th Australasian Finance and Banking Conference 2016
Number of pages: 44 Posted: 22 Aug 2016 Last Revised: 21 Sep 2016
Working Paper Series
Monash University and University of Queensland

Multiple version iconThere are 2 versions of this paper

Downloads 880
192.

Shareholder Litigation Rights and the Cost of Debt: Evidence from Derivative Lawsuits

Journal of Corporate Finance, Forthcoming
Number of pages: 47 Posted: 22 Aug 2016 Last Revised: 04 Nov 2017
Accepted Paper Series
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and Miami University of Ohio
Downloads 283
193.

Investor Protection and the Value Impact of Stock Liquidity

29th Australasian Finance and Banking Conference 2016
Number of pages: 52 Posted: 22 Aug 2016
Working 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 Sydney and The Chinese University of Hong Kong, Shenzhen
Downloads 30
194.

Non- and Semi-Parametric Quantile Models for Recovery Rate

29th Australasian Finance and Banking Conference 2016
Number of pages: 42 Posted: 22 Aug 2016 Last Revised: 24 Aug 2016
Working Paper Series
Monash Business School, Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics & Business Statistics and Monash University
Downloads 58
195.

DEA Portfolio Modeling - The Case of Socially Responsible Investing

29th Australasian Finance and Banking Conference 2016
Number of pages: 28 Posted: 22 Aug 2016 Last Revised: 24 Jan 2018
Working Paper Series
Vienna University of Economics and Business - Institute for Finance, Banking and Insurance, Vienna University of Economics and Business - Department of Corporate Finance and Modul University Vienna - Department of International Management
Downloads 130
196.

Forecast Bankruptcy Using a Blend of Clustering and MARS Model - Case of US Banks

29th Australasian Finance and Banking Conference 2016
Number of pages: 35 Posted: 22 Aug 2016
Working Paper Series
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris I Panthéon-Sorbonne - CES/CNRS
Downloads 97
197.

Earnings Transparency and Corporate Cash Holdings

29th Australasian Finance and Banking Conference 2016
Number of pages: 48 Posted: 21 Aug 2016 Last Revised: 21 Feb 2017
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business
Downloads 248
198.

Reporting Bias in Private Equity: Reporting Frequency, Endowments, and Governance

29th Australasian Finance and Banking Conference 2016
Number of pages: 65 Posted: 21 Aug 2016
Working Paper Series
Florida Atlantic University - Finance and Odette School of Business - University of Windsor

Multiple version iconThere are 2 versions of this paper

Downloads 250
199.

What Does It Mean to Be in a Team? Evidence from U.S. Mutual Fund Managers

29th Australasian Finance and Banking Conference 2016
Number of pages: 59 Posted: 21 Aug 2016
Working Paper Series
University of Auckland - Department of Accounting and Finance
Downloads 90
200.

Bond–Equity Yield Ratio Market Timing in Emerging Markets

29th Australasian Finance and Banking Conference 2016
Posted: 20 Aug 2016
Working Paper Series
University of Vaasa, University of St. Gallen - School of Finance and University of Vaasa, Department of Accounting and Finance