Banking and Finance Conference Research Workshops

Research Workshop Papers and Presentations are listed alphabetically by last name in the following categories:

• Banking
• Corporate Finance
• Corporate Governance
• Financial Development
• Financial Theory
• Funds Management and Investments
• Market Micro Structure
• PhD Theses
• Securitisation and SMEs

Banking

Seb Halse, Aviva / MLC
The Denial of Debt: Understanding Margin Lending in Australia
Paper | Presentation

Harald Scheule, University of Melbourne
Securitization Rating Performance and Agency Incentives
Paper | Presentation

Xiaoting Wei, Monash University
Basel capital adequacy agreements and Australian bank risk
Paper | Presentation

Markus Wiemann, Frankfurt School of Finance & Management
Rating Triggers in Loan Contracts: How Much Influence Have Credit Rating Agencies on Borrowers – in Monetary Terms
Paper | Presentation

Xing Yan , Monash University
Depositor discipline and Australian banks
Paper | Presentation

Corporate Finance

Kevin Davis , University of Melbourne
Tax Heterogeneity and Stock Supply Elasticity: Evidence from Australian Off-Market Repurchases
Paper | Presentation

Terry Hallahan, RMIT University
The Role of R&D in Cross-Border Mergers and Acquisitions
Paper | Presentation

Mohammad Zahidul Hasan, University of Western Sydney
Australian Coal Company Risk Factors and Oil Price Shocks
Paper | Presentation

Gordon Mackenzie, University of New South Wales
Tax Efficient Infrastructure Financing: Reducing Funding Costs
Paper | Presentation

Zoltan Murgulov, Monash University
Initial Public Offerings by Commitments Test Entities on the ASX
Paper | Presentation

Cameron Truong, Monash University
Options Trading Volume and Stock Price Response to Earnings Announcements
Paper | Presentation

Corporate Governance

Chris Malone, Massey University
Fraud and Firm Performance: Evidence from Fraud on the Market and Securities Class Action Lawsuits
Paper | Presentation

Faridah Najuna Misman, La Trobe University
Risks Exposure in Islamic Banks: A Case Study of Bank Islam Malaysia Berhad (BIMB)
Paper | Presentation

Financial Development

Kevin Daly, University of Western Sydney
Australia as an International Financial Services Centre: Assessment of Determinants, Position and Future Prospects
Paper | Presentation

Yen Nguyen, Monash University
Insurance and Economic Growth: A Cross Country Examination
Paper | Presentation

Binesh Seetanah, Monash University
Assessing Banking Controls in Financial Development using a Dynamic Approach
Paper | Presentation

Financial Theory

Asghar Ali, University of Western Sydney
Assessing Stability of an Economy: A Scenario-Based Approach
Paper | Presentation

Qian Han, Xiamen University
Equilibrium Market Prices of Risks and Market Risk Aversion in a Complete Stochastic Volatility Model with Habit Formation
Paper | Presentation

Lei Shi, University of Technology, Sydney
A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs
Paper | Presentation

George Wong, Hong Kong Polytechnic University
Multiplicative Risk Prudence, Inflation Uncertainty and the Real Risk-Free Rate Puzzle
Paper | Presentation

Funds Management and Investments

Graham Bornholt, Griffith University
Enhancing Contrarian Strategies: Evidence from Developed Market Indices
Paper | Presentation

Lorenzo Casavecchia, University of Technology, Sydney
The Effect of Idiosyncratic Risk on Mutual Fund Flows and Management Fees
Paper | Presentation

Paul Gerrans, Edith Cowan University
Retirement Savings Investment Strategy Choices: Naïve or Sophisticated?
Paper | Presentation

Paul Gerrans, Edith Cowan University
Retirement Savings Investment Choices in Response to the Global Financial Crisis: Australian Evidence
Paper | Presentation

Richard Heaney, RMIT University
Real Estate as Part of an Investment Portfolio in Australia
Paper | Presentation

David Higgins, RMIT University
Investment Styles and Performance in the Australian Unlisted Wholesale Property Fund Market
Paper | Presentation

Geoff Warren, Australian National University
Investing in Volatility
Paper | Presentation

Geoff Warren, Australian National University
When Should Investors Choose an Alternative to Passively Investing in a Capitalization-Weighted Index?
Paper | Presentation

Market Micro Structure

Balasingham Balachandran, La Trobe University
The Choice of Equity Offerings to Existing Shareholders: Unit Offerings, Standalone Warrants Versus Standalone Equity
Paper | Presentation

Christine Brown, Monash University
The Relation between Market Liquidity and Anonymity in the Presence of Tick Size Constraints
Paper | Presentation

Elvis Jarnecic, University of Sydney
An analysis of trades by high frequency participants on the London Stock Exchange
Paper and Presentation available on request

Emily Lin, St John’s University
Does Older Mean Wiser? The Effect of Market Maturity on Informed Trading in an Emerging Futures Market
Paper | Presentation

PhD Theses

Roshanthi Dias, Swinburne University of Technology
A Review of the Use of Credit Derivatives – Implications for Risk Management in Banking
Paper | Presentation

Tafadzwa Mugwagwa, RMIT University
The Efficiency of the Buy-Write Strategy: Evidence from Australia
Paper | Presentation

Phu Quoc Pham, Monash University
Loan Term Interdependences and Information Asymmetries
Paper | Presentation

Yilang Zhao, RMIT University
Behavioral Aspects of Australian Working Capital Managers during the Global Financial Crisis
Presentation

Securitisation and SMEs

Chang Liu, University of Melbourne
Pricing CDOs with Time-Varying Recovery Rates and Default Dependence
Paper | Presentation

George Tanewski, Monash University
The Role of Trust, Relationships and Professional Ethics in the Supply of External Business Advice by Accountants to SMEs
Paper | Presentation

Ed Vos, University of Waikato
The Happy Story Told by SME Capital Structure
Paper | Presentation

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