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27th Australasian Finance & Banking Conference 2014 (Archive)

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ISBN: 978-0-9873127-6-1

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Viewing: 1 - 50 of 99 papers

1.

Liquidity Risk and Time-Varying Correlation between Equity and Currency Returns

Number of pages: 37 Posted: 26 May 2016
Working Paper Series
Henan University

Multiple version iconThere are 2 versions of this paper

Downloads 77
2.

Banks Exposure to Interest Rate Risk and the Transmission of Monetary Policy

Number of pages: 43 Posted: 23 Jan 2015
Working Paper Series
HEC, Princeton UniversityUniversity of California, Berkeley and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 1
3.

Settlement Procedures and Stock Market Efficiency

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 41 Posted: 06 Sep 2014
Working Paper Series
National Chiao Tung UniversitySt. John’s University and University of Dayton
Downloads 56
4.

Cross-Fund Subsidization in Australian Mutual Fund Families

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 15 Posted: 27 Aug 2014
Working Paper Series
University of Adelaide
Downloads 44
5.

Returns to Acquirers of Listed and Unlisted Targets: An Examination of Australian Bidders

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 31 Posted: 26 Aug 2014
Working Paper Series
Neoma Business School, Australian National Institute of Management and Commerce (IMC) and University of Technology Sydney (UTS)

Multiple version iconThere are 2 versions of this paper

Downloads 38
6.

Size Still Matters!

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 45 Posted: 25 Aug 2014
Working Paper Series
Shanghai Jiao Tong University and University of Texas at Dallas - School of Management
Downloads 39
7.

Belief Dispersion and Investment Allocation

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 49 Posted: 24 Aug 2014
Working Paper Series
University of Toronto - Department of Economics
Downloads 79
8.

Corporate Governance and the Systemic Risk of Financial Institutions

Journal of Economics and Business, Vol. 82, No. 1, pp. 42-61, 2015, 27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 45 Posted: 23 Aug 2014 Last Revised: 28 Nov 2015
Accepted Paper Series
University of Vaasa, School of Accounting and Finance, Clarmont Graduate University and University of Vaasa
Downloads 306
9.

Did Dubious Mortgage Origination Practices Distort House Prices?

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 55 Posted: 23 Aug 2014 Last Revised: 16 Jan 2018
Working Paper Series
University of Texas at Austin - Department of Finance and Emory University - Goizueta Business School
Downloads 588
10.

How Constraining Are Limits to Arbitrage?

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 57 Posted: 22 Aug 2014
Working Paper Series
Centre for Economic Policy Research (CEPR)Stockholm School of Economics and HKU Business School

Multiple version iconThere are 2 versions of this paper

Downloads 56
11.

Informed Trading in Option Markets around Accelerated Share Repurchase Announcements

27th Australasian Finance and Banking Conference 2014 Paper, 8th Conference on Financial Markets and Corporate Governance (FMCG) 2017
Number of pages: 46 Posted: 22 Aug 2014 Last Revised: 31 Jan 2017
Working Paper Series
La Trobe University - Faculty of Business, Economics and Law, La Trobe Business School, La Trobe University, Monash University - Department of Banking and Finance and University of Birmingham - Department of Accounting and Finance
Downloads 89
12.

Governance and Performance of Private Pension Funds: Australian Evidence

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 46 Posted: 22 Aug 2014
Working Paper Series
School of Risk and Actuarial Studies, UNSW Business School | University of New South Wales, Australia
Downloads 190
13.

Regional and Ownership Drivers of Bank Efficiency

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 30 Posted: 22 Aug 2014 Last Revised: 05 Sep 2017
Working Paper Series
University of Queensland and University of Queensland
Downloads 85
14.

Cumulative Prospect Theory, Myopic Loss Aversion and Momentum Crashes

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 35 Posted: 22 Aug 2014
Working Paper Series
The Brattle Group and University of Newcastle (Australia)
Downloads 9
15.

The Evolution of Price Discovery in US Equity and Derivatives Markets

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 41 Posted: 22 Aug 2014 Last Revised: 19 Nov 2014
Working Paper Series
University of South AustraliaUniversity of South Australia - UniSA Business School, La Trobe Business School and University of South Australia - School of Commerce
Downloads 181
16.

Does Competition Only Impact on Insolvency Risk? New Evidence from the Chinese Banking Industry

International Journal of Managerial Finance, Forthcoming
Number of pages: 36 Posted: 22 Aug 2014 Last Revised: 31 Mar 2017
Accepted Paper Series
University of Huddersfield - Business School and University of Huddersfield - Business School
Downloads 234
17.

Empirical Analysis of the Hold-Up Problem in Debt Financing: Evidence from Japanese Listed Firms

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 37 Posted: 22 Aug 2014 Last Revised: 17 Jun 2021
Working Paper Series
Daito Bunka University, Department of Modern Economics
Downloads 46
18.

The Relation between Financial Development, Energy Consumption and Economic Growth: Empirical Evidence for the United States

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 23 Posted: 21 Aug 2014
Working Paper Series
Murdoch University, Murdoch University, Murdoch University and Murdoch University
Downloads 225
19.

Reporting and Non-Reporting Incentives in Leasing

The Accounting Review (2019) 94 (6): 137–164
Posted: 21 Aug 2014 Last Revised: 01 Dec 2020
Accepted Paper Series
University of California, Los Angeles (UCLA) - Accounting Area and University of Texas at Dallas
20.

Firm-Level Determinants and Impacts of Finance-Seeking Behaviour and Outcomes for Small and Medium-Sized Enterprises (SMEs) in Australia

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 34 Posted: 21 Aug 2014
Working Paper Series
Shandong Normal University, Griffith University and Griffith University
Downloads 7
21.

Knowledge Network and the Cross-Section of Expected Returns

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 43 Posted: 21 Aug 2014 Last Revised: 06 Jan 2022
Working Paper Series
National Taiwan University - Department of Finance
Downloads 9
22.

Overcapitalization Part I: A Note on CIBC and a Perspective on Canadian Banks, OSFI, and Basel I

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 19 Posted: 20 Aug 2014
Working Paper Series
Ryerson University
Downloads 104
23.

How Much is Too Much? Large Termination Fees and Target Distress

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 57 Posted: 19 Aug 2014 Last Revised: 02 Feb 2016
Working Paper Series
Antonin Scalia Law School - George Mason University and University of Melbourne
Downloads 125
24.

The Impact of Bank Liquidity on Bank Risk Taking: Do High Capital Buffers and Big Banks Help or Hinder?

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 45 Posted: 19 Aug 2014 Last Revised: 09 Jun 2019
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 306
25.

Hilbert-Huang Based Volatility Forecasts for High Frequency Data and Simulated Option Markets

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 20 Posted: 19 Aug 2014
Working Paper Series
University of Wollongong, School of Mathematics and Applied Statistics, University of Wollongong and University of Wollongong
Downloads 222
26.

Bank Interventions and Trade Credit: Evidence from Debt Covenant Violations

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 57 Posted: 18 Aug 2014 Last Revised: 07 Apr 2019
Accepted Paper Series
City University of Hong Kong
Downloads 505
27.

Are Excess Cash Holdings More Valuable to Firms in Times of Crisis? Financial Constraints and Governance Matters

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 52 Posted: 18 Aug 2014
Working Paper Series
University of Queensland, University of Queensland - Business School and University of Queensland
Downloads 139
28.

Stock-Based CEO Compensation Following Conglomerate Acquisitions

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 42 Posted: 18 Aug 2014 Last Revised: 07 Dec 2014
Working Paper Series
Aalto University
Downloads 125
29.

The Bright Side of Cash Holdings: Innovation Efficiency

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 58 Posted: 18 Aug 2014 Last Revised: 28 Jan 2016
Working Paper Series
Shanghai University of Finance and Economics, Hong Kong Polytechnic University and Shanghai University of Finance and Economics
Downloads 187
30.

Do the Wealthiest Investors Cause the Most Significant Market Impact in the Long Run? The Reality in Open, Closed, Regulated, and Non-Regulated Stock Markets

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 32 Posted: 18 Aug 2014 Last Revised: 11 Dec 2014
Working Paper Series
Project Gemi
Downloads 33
31.

Asset Allocation: Analysis of Theory and Practice in the Australian Investment Management Industry

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 98 Posted: 18 Aug 2014
Working Paper Series
University of Southern Queensland - Faculty of Business Education Law and Arts
Downloads 319
32.

The Effect of Risk Governance in the Insurance Sector During the Financial Crisis - Empirical Evidence from an International Sample

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 51 Posted: 18 Aug 2014
Working Paper Series
Macquarie University Department of Applied Finance and Actuarial Studies, Technische Universität München (TUM) - Chair of Mathematical Finance and Macquarie University Department of Applied Finance
Downloads 197
33.

Family Firms, Employee Satisfaction, and Corporate Performance

Journal of Corporate Finance, 2015, Vol. 34, pp. 108-127
Number of pages: 52 Posted: 18 Aug 2014 Last Revised: 16 Oct 2021
Accepted Paper Series
University of Louisville - Department of Finance, University of Kansas - School of Business, University of Kansas - Finance Area and University of Kansas - School of Business
Downloads 1,189
34.

Forecasting Copper Prices with Dynamic Averaging and Selection Models

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 57 Posted: 18 Aug 2014 Last Revised: 01 Jun 2017
Working Paper Series
Stockholm University - Stockholm Business School and University of St. Gallen
Downloads 394
35.

Demographic Banking: The Impact of Demographic Change on the Financial Constraints of Borrowers at Bavarian Savings Banks

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 20 Posted: 18 Aug 2014
Working Paper Series
Charles Sturt University
Downloads 114
36.

An Empirical Investigation on CEOs' Option Incentives and Firms’ Risky Financing Policy: Evidence from Australian Public Companies

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 21 Posted: 18 Aug 2014 Last Revised: 21 Aug 2014
Working Paper Series
Lincoln University, Lincoln University (NZ), Lincoln University (NZ) and Lincoln University (NZ) - Commerce
Downloads 99
37.

Markowitz Revisited Social Portfolio Engineering

European Journal of Operational Research (EJOR)
Posted: 18 Aug 2014 Last Revised: 29 Oct 2016
Accepted 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
38.

Bank Ownership Structure, SME Lending and Local Credit Markets

INE PAN Working Paper Series, 27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 53 Posted: 18 Aug 2014 Last Revised: 28 Aug 2014
Working Paper Series
Fordham University, Kozminski University, IESEG School of Management and Kozminski University

Multiple version iconThere are 3 versions of this paper

Downloads 116
39.

Does the Economic Stimulus Package Stimulate Firm Investment and Improve Investment Efficiency? Evidence from China

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 36 Posted: 18 Aug 2014
Working Paper Series
Department of Finance and Accounting, School of Management, Zhejiang University, University of Wollongong and Macquarie University - Department of Applied Finance and Actuarial Studies
Downloads 52
40.

Monetary Policy Transmission in Vietnam: Evidence From A VAR Approach

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 14 Posted: 18 Aug 2014 Last Revised: 11 Oct 2014
Working Paper Series
Ho Chi Minh City University of Economics and Finance and University of Economics Ho Chi Minh City
Downloads 263
41.

A Dynamic Structural Model of a Bank with Correlated Assets

Number of pages: 31 Posted: 18 Aug 2014 Last Revised: 13 Nov 2017
Working Paper Series
Norwegian Center for Taxation at NHH Norwegian School of Economics
Downloads 35
42.

The Effects of Risks and Environmental Factors on Cost Efficiency: The Case of Developed and Developing Banking Systems in East Asia and Pacific Region

27th Australasian Finance and Banking Conference 2014 Paper
Posted: 16 Aug 2014
Working Paper Series
University of Western Sydney - School of Business and University of Western Sydney - School of Business
43.

Network Formation and Financial Fragility

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 17 Posted: 16 Aug 2014
Working Paper Series
Australian Institute of Business

Multiple version iconThere are 2 versions of this paper

Downloads 35
44.

Family Control, Accounting Misstatements, and Market Reactions to Restatements: Evidence from China

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 51 Posted: 16 Aug 2014
Working Paper Series
University of Wollongong - School of Accounting, Economics & Finance, University of Wollongong - School of Accounting Economics and Finance and Macquarie University - Department of Applied Finance and Actuarial Studies
Downloads 41
45.

Trading Places: Price Leadership and the Competition for Order Flow

Journal of Empirical Finance, Forthcoming, 27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 51 Posted: 16 Aug 2014 Last Revised: 05 Oct 2018
Accepted Paper Series
The University of Edinburgh
Downloads 72
46.

The Impact of Large Orders in Electronic Markets

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 43 Posted: 16 Aug 2014 Last Revised: 07 Oct 2018
Working Paper Series
Borsa Italiana S.p.A., University of Pavia - Department of Business Research, Free University of Bolzano-Bozen Faculty of Economics and Management and Free University of Bolzano-Bozen Faculty of Economics and Management

Multiple version iconThere are 2 versions of this paper

Downloads 138
47.

Systemic Financial Risk Inference in a Global Setting

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 29 Posted: 16 Aug 2014
Working Paper Series
Macquarie University, Macquarie University Sydney - Department of Applied Finance and Actuarial Studies, Macquarie University and Macquarie University, Macquarie Business School

Multiple version iconThere are 2 versions of this paper

Downloads 55
48.

Corporate Bond Clawbacks as Contingent Capital for Banks

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 45 Posted: 16 Aug 2014 Last Revised: 02 May 2020
Working Paper Series
Daniels Foundation for Impact Investments and Development
Downloads 12
49.

Currency Momentum, Carry Trade, and Market Illiquidity

Journal of Banking and Finance 67, 1-11, 2016
Number of pages: 39 Posted: 15 Aug 2014 Last Revised: 29 Mar 2016
Accepted Paper Series
University of St. Gallen - School of Finance
Downloads 402
50.

Skill or Luck? The Outperformance of Highly Active Funds

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 37 Posted: 15 Aug 2014 Last Revised: 17 Apr 2015
Working Paper Series
Australian National University (ANU)
Downloads 187