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Australasian Finance & Banking Conferences

363,427 Total downloads

Viewing: 151 - 200 of 1,272 papers

151.

Political Speeches and Stock Market Outcomes

30th Australasian Finance and Banking Conference 2017
Number of pages: 61 Posted: 05 Jun 2017 Last Revised: 11 Sep 2017
Working Paper Series
University of Miami Herbert Business School
Downloads 194
152.

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 21
153.

Credit Default Swaps and Debt Overhang

30th Australasian Finance and Banking Conference 2017
Number of pages: 56 Posted: 28 Apr 2017 Last Revised: 14 Nov 2020
Working Paper Series
National Tsing Hua University - Department of Quantitative Finance and Monash University -Department of Banking and Finance
Downloads 216
154.

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 128
155.

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 393
156.

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: 18 Aug 2020
Working Paper Series
Shantou University, University of Oklahoma, Xiamen University and Fudan University
Downloads 73
157.

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 44
158.

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 130
159.

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
160.

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
CATÓLICA-LISBON School of Business & Economics, Tilburg University and ESCP Business School
Downloads 362
161.

What Drives the Size and Value Factors?

Number of pages: 38 Posted: 02 Feb 2017 Last Revised: 29 Jun 2021
Working Paper Series
David Eccles School of Business, University of Utah
Downloads 1,481
162.

Liquidity Constraints, Home Equity and Residential Mortgage Losses

30th Australasian Finance and Banking Conference 2017
Number of pages: 51 Posted: 01 Feb 2017 Last Revised: 03 Oct 2020
Working Paper Series
Massey University, Albany campus, University of Regensburg and University of Technology Sydney (UTS) - School of Finance and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 7
163.

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 106
164.

Hedge Fund Activists' Network and Information Flows

30th Australasian Finance and Banking Conference 2017, Finance Down Under 2018 Building on the Best from the Cellars of Finance Paper
Posted: 21 Jan 2017 Last Revised: 04 Dec 2018
Working Paper Series
York University - Schulich School of Business

Multiple version iconThere are 2 versions of this paper

165.

Impact of additional equity capital on bank funding costs: Australian evidence

CIFR Paper No. 132/2016/Project T023, 31st Australasian Finance and Banking Conference 2018, Asian Finance Association (AsianFA) 2017 Conference
Number of pages: 32 Posted: 15 Dec 2016 Last Revised: 26 Mar 2021
Working Paper Series
Centre for International Finance and Regulation (CIFR) and University of Sydney
Downloads 273
166.

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 135
167.

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

30th Australasian Finance and Banking Conference 2017, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 51 Posted: 01 Dec 2016 Last Revised: 18 Dec 2017
Working Paper Series
University of Adelaide - Business School, University of Bonn - Department of Economics and Copenhagen Business School - Department of Finance
Downloads 231
168.

Managing the Risk of the Beta Anomaly

30th Australasian Finance and Banking Conference 2017
Number of pages: 43 Posted: 29 Nov 2016 Last Revised: 28 Jun 2021
Working Paper Series
CATÓLICA-LISBON School of Business & Economics, University of Denver - Daniels College of Business and Hanken School of Economics - Department of Finance and Statistics
Downloads 1,210
169.

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, Curtin University and UNSW Business School, University of New South Wales
Downloads 163
170.

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 110
171.

Agreeing on Disagreement: Heterogeneity or Uncertainty?

Norges Bank Working Paper 4/2016, 29th Australasian Finance and Banking Conference 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 59
172.

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

Number of pages: 60 Posted: 25 Aug 2016 Last Revised: 20 Jul 2021
Working Paper Series
University of South Carolina - Darla Moore School of Business
Downloads 63
173.

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 68
174.

Minority Acquisitions and Information Risk

29th Australasian Finance and Banking Conference 2016, Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 19-7
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 109
175.

Correlated Idiosyncratic Volatility Shocks

29th Australasian Finance and Banking Conference 2016
Posted: 24 Aug 2016 Last Revised: 11 Feb 2021
Working Paper Series
School of Data Science, City University of Hong Kong and University of Chicago - Booth School of Business
176.

Efficiency in the Highly Market-Segmented Chinese Banking Sector: A Meta-Frontier Non-Radial Directional Distance Function Approach

29th Australasian Finance and Banking Conference 2016
Number of pages: 32 Posted: 24 Aug 2016
Working Paper Series
Qilu University of Technology, Jiangxi University of Finance and Economics and Griffith University

Multiple version iconThere are 3 versions of this paper

Downloads 3
177.

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
178.

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 173
179.

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 57
180.

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

Number of pages: 52 Posted: 23 Aug 2016 Last Revised: 01 Apr 2021
Working Paper Series
University of Edinburgh - Business School and Vrije Universiteit Amsterdam (VU Amsterdam)
Downloads 14
181.

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 432
182.

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 44
183.

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 127
184.

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 177
185.

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 117
186.

Do Household Investors Intensify Momentum Returns?

29th Australasian Finance and Banking Conference 2016
Number of pages: 38 Posted: 22 Aug 2016 Last Revised: 22 Jul 2021
Working Paper Series
The University of San Diego, University of Sydney Business School - Discipline of Finance and University of Sydney Business School
Downloads 219
187.

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

AFA 2018 Annual Meeting (Philadelphia), 29th Australasian Finance and Banking Conference 2016
Number of pages: 77 Posted: 22 Aug 2016 Last Revised: 14 Jan 2020
Working Paper Series
Southern University of Science and Technology
Downloads 27
188.

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 159
189.

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 49
190.

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 39
191.

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
affiliation not provided to SSRN and University of São Paulo (USP) - Department of Administration
Downloads 64
192.

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 129
193.

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 87
194.

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

Journal of Corporate Finance, Forthcoming, Asian Finance Association (AsianFA) 2017 Conference, 29th Australasian Finance and Banking Conference 2016
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 298
195.

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 38
196.

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 61
197.

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 141
198.

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 105
199.

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 273
200.

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 287