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Australasian Finance & Banking Conferences

381,593 Total downloads

Viewing: 1 - 50 of 1,274 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 UBS AG
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 51
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 Independent
Downloads 139
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
James Cook University - James Cook University
Downloads 94
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 101
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 43
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 339
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 FinanceAustralian National University (ANU) - College of Business and Economics, Purdue UniversityUniversity of Technology Sydney (UTS) - UTS Business School and The Australian National University
Downloads 13
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 165
13.

How Does Corporate Governance Impact Equity Volatility? Worldwide Evidence and Theory

Number of pages: 70 Posted: 30 Jul 2018 Last Revised: 12 Oct 2021
Working Paper Series
Queen's University - Smith School of Business and UNSW Business School
Downloads 222
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 37
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 129
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 19
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 63
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)Financial Research Network (FIRN)
Downloads 121
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 45
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 96
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, HKU Business School, The University of Hong Kong and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 259
22.

Currency Anomalies

31st Australasian Finance and Banking Conference 2018
Number of pages: 80 Posted: 30 Jul 2018 Last Revised: 13 May 2022
Working Paper Series
University of Warwick, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick

Multiple version iconThere are 5 versions of this paper

Downloads 140
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 87
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
European Central Bank (ECB)
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 85
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 15
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 86
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 150
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 183
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 48
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 54
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 20
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 94
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.

Simultaneous Debt-Equity Holdings and The Resolution of Financial Distress

Kelley School of Business Research Paper No. 18-66, 31st Australasian Finance and Banking Conference 2018
Number of pages: 65 Posted: 30 Jul 2018 Last Revised: 17 Jul 2020
Working Paper Series
Belk College of Business, UNC Charlotte, Purdue University, Krannert School of Management, University of Western Ontario - DAN Department of Management and Organizational Studies, Queen's University - Smith School of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 491
36.

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 - Laboratoire d'Analyse et de Prospectives Économiques (LAPE)
Downloads 65
37.

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 SchoolSun Yat-sen University (SYSU) - ISBF and Korea University
Downloads 73
38.

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 87
39.

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 30
40.

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
41.

Government Ownership, Top Management Teams’ Pay Dispersion, and Firm Performance

Number of pages: 65 Posted: 30 Jul 2018 Last Revised: 27 Apr 2022
Working Paper Series
Jinan University, National University of Singapore, Nanyang Business School, Nanyang Technological University and Sun Yat-sen University (SYSU)
Downloads 147
42.

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 272
43.

The Active World of Passive Investing

Review of Finance (forthcoming)
Number of pages: 57 Posted: 27 Jul 2018 Last Revised: 15 Jul 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 2,050
44.

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 37
45.

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 University of Queensland
Downloads 120
46.

Foreign Direct Investment in Africa – Does Human Capital Development Matter?

31st Australasian Finance and Banking Conference 2018
Number of pages: 12 Posted: 27 Jul 2018
Working Paper Series
University of South Africa - School of Economic and Financial Sciences
Downloads 4
47.

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 231
48.

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 46
49.

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 72
50.

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 115