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Australasian Finance & Banking Conferences

361,114 Total downloads

Viewing: 1 - 50 of 1,259 papers

1.

The Dynamic Pricing of Sovereign Risk in Emerging Markets: Fundamentals and Risk Aversion

Journal of Fixed Income, Vol. Spring, 2008, https://doi.org/10.3905/jfi.2008.705542
Posted: 22 May 2019 Last Revised: 22 May 2019
Accepted Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and The University of Sydney - Business School
2.

Enhanced Mean-Variance Portfolios - A Controlled Integration of Quantitative Return Estimates

Journalof Portfolio Management, Vol. 40, No. 4, 2014, 25th Australasian Finance and Banking Conference 2012, https://doi.org/10.3905/jpm.2014.40.4.028
Posted: 21 May 2019 Last Revised: 21 May 2019
Accepted Paper Series
University of Liechtenstein, Liechtenstein University and University of Liechtenstein
3.

Bankruptcy Probabilities Inferred from Option Prices

25th Australasian Finance and Banking Conference 2012, https://doi.org/10.3905/jod.2014.22.2.008
Posted: 20 May 2019 Last Revised: 20 May 2019
Accepted Paper Series
Lancaster University - Department of Accounting and Finance, National Tsing Hua University - College of Technology Management and Lancaster University - Department of Accounting and Finance
4.

Algorithmic Trading in Turbulent Markets

Posted: 20 May 2019 Last Revised: 20 May 2019
Accepted Paper Series
University of South Australia, La Trobe Business School and University of South Australia - School of Commerce
5.

The Risk–Return–Sentiment Nexus: Dealing with Low Power and Big Bias

31st Australasian Finance and Banking Conference 2018
Number of pages: 36 Posted: 20 Nov 2018
Working Paper Series
Deakin University - School of Accounting, Economics and Finance and FEB at KU Leuven
Downloads 48
6.

Short Selling, Trading Activity and Volatility in Corporate Bond Market

31st Australasian Finance and Banking Conference 2018
Number of pages: 39 Posted: 18 Aug 2018 Last Revised: 01 Jun 2021
Working Paper Series
Monash University - Department of Banking and Finance, La Trobe Business School and affiliation not provided to SSRN
Downloads 109
7.

Trusting the Social Media

31st Australasian Finance and Banking Conference 2018
Number of pages: 20 Posted: 01 Aug 2018 Last Revised: 29 Apr 2019
Working Paper Series
EDHEC Business School
Downloads 67
8.

Information Technology Improvement and Small Business Lending

31st Australasian Finance and Banking Conference 2018
Number of pages: 41 Posted: 31 Jul 2018 Last Revised: 22 Nov 2018
Working Paper Series
Arizona State University (ASU), W.P. Carey School of Business
Downloads 94
9.

Who Benefits from Broker ID Disclosure?

31st Australasian Finance and Banking Conference 2018
Number of pages: 67 Posted: 30 Jul 2018
Working Paper Series
University of New South Wales, University of New South Wales (UNSW Sydney and University of Sydney Business School
Downloads 34
10.

The Leveraging of Silicon Valley

Kenan Institute of Private Enterprise Research Paper No. 18-16, 31st Australasian Finance and Banking Conference 2018
Number of pages: 66 Posted: 30 Jul 2018 Last Revised: 16 Jul 2020
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of California, Berkeley - Haas School of Business and UCLA Anderson School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 294
11.

Stochastic Volatility Models with ARMA Innovations an Application to G7 Inflation Forecasts

Zhang B, Chan JCC, Cross JL, June 2018, Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts paper no. 32/2018., 31st Australasian Finance and Banking Conference 2018
Number of pages: 32 Posted: 30 Jul 2018
Working Paper Series
School of Accounting, Economics and Finance, University of Technology Sydney (UTS) - UTS Business School and The Australian National University
Downloads 12
12.

Investment, the Corporate Tax Rate, and the Pricing of Franking Credits

31st Australasian Finance and Banking Conference 2018
Number of pages: 28 Posted: 30 Jul 2018 Last Revised: 05 Apr 2019
Working Paper Series
University of New South Wales (UNSW Sydney

Multiple version iconThere are 2 versions of this paper

Downloads 122
13.

How does managerial expropriation affect equity volatility? Theory and worldwide evidence

Number of pages: 61 Posted: 30 Jul 2018 Last Revised: 06 Oct 2020
Working Paper Series
Queen's University - Smith School of Business and UNSW Business School
Downloads 196
14.

Hurdle Rate, the Zero Lower Bound, and Investors’ Active Risk Taking

31st Australasian Finance and Banking Conference 2018
Number of pages: 56 Posted: 30 Jul 2018
Working Paper Series
The University of Edinburgh Business School, The University of Edinburgh and Monash University
Downloads 32
15.

Private Information, Securities Lending, and Asset Prices

31st Australasian Finance and Banking Conference 2018
Number of pages: 73 Posted: 30 Jul 2018 Last Revised: 14 Oct 2020
Working Paper Series
University of Michigan at Ann Arbor - Finance and Michigan State University - The Eli Broad Graduate School of Management
Downloads 93
16.

Who Influences the Fundamental Value of Commodity Futures in Japan?

31st Australasian Finance and Banking Conference 2018
Number of pages: 38 Posted: 30 Jul 2018 Last Revised: 19 Dec 2018
Working Paper Series
Kobe University and Akita International University
Downloads 16
17.

Efficiency and Productivity of Australian Private Health Insurers

31st Australasian Finance and Banking Conference 2018
Number of pages: 27 Posted: 30 Jul 2018
Working Paper Series
Griffith University and Griffith University
Downloads 59
18.

Pilot CEOs and Corporate Cash Holdings

31st Australasian Finance and Banking Conference 2018
Number of pages: 46 Posted: 30 Jul 2018
Working Paper Series
Australian National University (ANU) - College of Business and Economics, Australian National University (ANU) and Australian National University (ANU)
Downloads 106
19.

Do Passive Investors Demand High Earnings Quality? Evidence from Natural Experiment

Francis, B.B., Maharjan, J. and Teng, H., 2020. Do Passive Investors Demand High Earnings Quality? Evidence from a Quasi-Natural Experiment. China Accounting and Finance Review, 22(3).
Number of pages: 56 Posted: 30 Jul 2018 Last Revised: 03 Jun 2021
Accepted Paper Series
Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology, Rensselaer Polytechnic Institute (RPI) - Lally School of Management & Technology and Penn State Harrisburg
Downloads 28
20.

Immigration Policy and Equity Returns: Evidence from the H-1B Visa Program

31st Australasian Finance and Banking Conference 2018
Number of pages: 60 Posted: 30 Jul 2018 Last Revised: 13 Nov 2018
Working Paper Series
Northeastern University
Downloads 72
21.

Institutional Brokerage Networks: Facilitating Liquidity Provision

29th Annual Conference on Financial Economics & Accounting 2018
Number of pages: 62 Posted: 30 Jul 2018 Last Revised: 15 Feb 2020
Working Paper Series
Hong Kong Polytechnic University - School of Accounting and Finance, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 187
22.

Currency Anomalies

31st Australasian Finance and Banking Conference 2018
Number of pages: 79 Posted: 30 Jul 2018 Last Revised: 12 May 2021
Working Paper Series
Warwick Business School - Department of Finance, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick

Multiple version iconThere are 5 versions of this paper

Downloads 113
23.

Speculator Activity and Cross-Asset Predictability of FX Returns

31st Australasian Finance and Banking Conference 2018
Number of pages: 46 Posted: 30 Jul 2018 Last Revised: 12 Jul 2019
Working Paper Series
Jönköping International Business School - Jönköping University, Stockholm University - Stockholm Business School and Stockholm University - School of Business
Downloads 75
24.

A Chinese Slowdown and the Nominal Term Structures of the US and German Interest Rates

31st Australasian Finance and Banking Conference 2018
Number of pages: 66 Posted: 30 Jul 2018 Last Revised: 16 Nov 2018
Working Paper Series
Tilburg University
Downloads 29
25.

Imputation Credits and Trading Around Ex-Dividend Day: New Evidence in Australia

31st Australasian Finance and Banking Conference 2018
Number of pages: 34 Posted: 30 Jul 2018
Working Paper Series
University of Sydney Business School - Discipline of Finance, University of Sydney Business School and University of Sydney, Business School, Discipline of Finance, Students
Downloads 78
26.

A Note on Liquidity Policies and Financial Networks

31st Australasian Finance and Banking Conference 2018
Number of pages: 9 Posted: 30 Jul 2018
Working Paper Series
Australian Institute of Business
Downloads 13
27.

A Multi-Factor Model of Idiosyncratic Volatility

31st Australasian Finance and Banking Conference 2018
Number of pages: 91 Posted: 30 Jul 2018 Last Revised: 06 Aug 2020
Working Paper Series
University of Melbourne - Department of Finance, University of Melbourne - Department of Finance and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics
Downloads 59
28.

Does Good Luck Make People Overconfident? Evidence from a Natural Experiment in China

31st Australasian Finance and Banking Conference 2018
Number of pages: 42 Posted: 30 Jul 2018 Last Revised: 21 Nov 2019
Working Paper Series
Fanhai International School of Finance, Fudan University, Shanghai Stock Exchange and Thammasat Business School

Multiple version iconThere are 2 versions of this paper

Downloads 129
29.

Peer-to-Peer Lending Platforms and the Stability of the Banking System

31st Australasian Finance and Banking Conference 2018
Number of pages: 21 Posted: 30 Jul 2018
Working Paper Series
Dongguk University and Chung-Ang University
Downloads 152
30.

Market Response to Syndicated Loan Announcements During the Global Financial Crisis: Failed vs. Acquiring Banks

31st Australasian Finance and Banking Conference 2018
Number of pages: 37 Posted: 30 Jul 2018
Working Paper Series
Murdoch University, Murdoch University, Colorado State University and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 36
31.

Investment Performance of Component Stocks from the Respect Sustainability Index at the Warsaw Stock Exchange

31st Australasian Finance and Banking Conference 2018
Number of pages: 21 Posted: 30 Jul 2018
Working Paper Series
Newcastle Business School (NBS), Northumbria University, Newcastle upon Tyne, United Kingdom, University of Lodz and University of Lodz - Faculty of Economics and Sociology
Downloads 53
32.

Social Capital, Bank Liquidity Holdings and Bank Failure Risk

31st Australasian Finance and Banking Conference 2018
Number of pages: 49 Posted: 30 Jul 2018
Working Paper Series
Curtin University
Downloads 12
33.

The Impact of Formal Financial Inclusion on Informal Financial Intermediation and Cash Preference: Evidence from Africa

31st Australasian Finance and Banking Conference 2018
Number of pages: 32 Posted: 30 Jul 2018
Working Paper Series
University of Waikato- Department of Finance, School of Accounting, Finance and Economics, University of Waikato and University of Waikato - Department of Economics and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 85
34.

The Association between Dividend Payouts and Firm Growth in Australia: Do the Bad Apples Contaminate the Good?

31st Australasian Finance and Banking Conference 2018
Number of pages: 21 Posted: 30 Jul 2018
Working Paper Series
Ton Duc Thang University (TDTU) and RMIT University

Multiple version iconThere are 2 versions of this paper

Downloads 46
35.

Market Liquidity Shortage and Banks' Capital Structure and Balance Sheet Adjustments: Evidence from U.S. Commercial Banks

31st Australasian Finance and Banking Conference 2018
Number of pages: 58 Posted: 30 Jul 2018 Last Revised: 08 Jan 2019
Working Paper Series
Université de Limoges, LAPE, Université de Limoges, LAPE and University of Limoges - Faculty of Law and Economic Science
Downloads 55
36.

Dollar-Weighted Return on Aggregate Corporate Sector: How is it Distributed Across Countries?

31st Australasian Finance and Banking Conference 2018
Number of pages: 42 Posted: 30 Jul 2018 Last Revised: 10 Sep 2018
Working Paper Series
Nankai University - Business School and Korea University
Downloads 72
37.

Effectiveness of the Basel III Contingent Convertible Mechanism on Market Discipline

31st Australasian Finance and Banking Conference 2018, Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 37 Posted: 30 Jul 2018
Working Paper Series
Macquarie University, Faculty of Business and Economics
Downloads 75
38.

Risk Allocation Through Securitization – Evidence From Non-Performing Loans

Number of pages: 1 Posted: 30 Jul 2018 Last Revised: 11 Apr 2021
Working Paper Series
Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance, BaFin- Federal Financial Supervisory Authority and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance
Downloads 5
39.

A Non-Deliverable Currency and Procyclical Capital Flows

31st Australasian Finance and Banking Conference 2018
Posted: 30 Jul 2018 Last Revised: 26 Apr 2019
Working Paper Series
The Bank of Korea
40.

Government Ownership, Top Management Team’s Pay Dispersion and Firm Performance

Number of pages: 61 Posted: 30 Jul 2018 Last Revised: 16 Sep 2020
Working Paper Series
Jinan University, National University of Singapore, Nanyang Business School, Nanyang Technological University and Sun Yat-Sen University (SYSU)
Downloads 88
41.

The Dollar Ahead of FOMC Target Rate Changes

Fisher College of Business Working Paper No. 2018-03-014, Charles A. Dice Working Paper No. 2018-14, 31st Australasian Finance and Banking Conference 2018
Number of pages: 51 Posted: 27 Jul 2018 Last Revised: 26 Feb 2020
Working Paper Series
Ohio State University; Fisher College of Business - Department of Finance
Downloads 218
42.

The Active World of Passive Investing

Western Finance Association (WFA) Annual Meeting (2018)
Number of pages: 57 Posted: 27 Jul 2018 Last Revised: 23 Mar 2021
Working Paper Series
Cornell University - Department of Economics, University of Technology Sydney (UTS) - School of Finance and Economics, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Technology Sydney (UTS)
Downloads 1,423
43.

Rating shopping: evidence from the Chinese corporate debt security market

Chang, Z., Hu, X., Pan, Z. and Shi, J., 2020. Rating shopping: evidence from the Chinese corporate debt security market. Accounting & Finance.
Number of pages: 28 Posted: 27 Jul 2018 Last Revised: 17 Dec 2020
Accepted Paper Series
Jiangxi University of Finance and Economics - School of Finance, RMIT University - School of Economics, Finance and Marketing, Macquarie University and Macquarie University
Downloads 22
44.

The Information Content of Option-Implied Tail Risk on Post-Earnings Abnormal Stock Returns

31st Australasian Finance and Banking Conference 2018
Number of pages: 45 Posted: 27 Jul 2018 Last Revised: 18 Oct 2018
Working Paper Series
University of Queensland, Business School, The University of Western Australia and Bond University
Downloads 104
45.

Driving the Presence of Investor Sentiment: The Role of Media Tone in IPOs

31st Australasian Finance and Banking Conference 2018
Number of pages: 60 Posted: 27 Jul 2018
Working Paper Series
Xiamen University, University of Essex - Essex Business School, Lingnan University - Department of Finance and Insurance, Cass Business School, City University of London and Xiamen University
Downloads 219
46.

Does the Mandatory Adoption of Outside Directors Improve Firm Performance?

31st Australasian Finance and Banking Conference 2018
Number of pages: 38 Posted: 26 Jul 2018
Working Paper Series
Kwansei Gakuin University
Downloads 37
47.

How Does Venture Capital Experience Affect Portfolio Firm's Long-Run Performance?

31st Australasian Finance and Banking Conference 2018
Number of pages: 39 Posted: 26 Jul 2018
Working Paper Series
Xi'an Jiaotong-Liverpool University, Xi'an Jiaotong-Liverpool University - Business School and University College Cork
Downloads 61
48.

Language Barriers in Analyst Reports

International Review of Economics and Finance, Forthcoming, 31st Australasian Finance and Banking Conference 2018
Number of pages: 33 Posted: 26 Jul 2018 Last Revised: 06 Apr 2021
Accepted Paper Series
Kyushu University - Faculty of Economics
Downloads 107
49.

Determinants of CDS Trading on Major Banks

Posted: 26 Jul 2018 Last Revised: 08 Apr 2021
Working Paper Series
BaFin- Federal Financial Supervisory Authority, University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance and Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance
50.

Risk Analysis of Pension Fund Investment Choices

31st Australasian Finance and Banking Conference 2018
Number of pages: 35 Posted: 26 Jul 2018 Last Revised: 23 May 2019
Working Paper Series
Monash University, Monash University and Massey University, Albany campus
Downloads 54