| Plenary Speakers: |
Chris Dalton, CEO, Australian Securitisation Forum (ASF)
The Future Role of Securitisation in the Australia's Financial Market
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Kevin Stevenson, Chairman and CEO of Australian Accounting Standards Board (AASB)
Key Issues in Financial Reporting for Banking & Finance Professionals
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Stephen Halmarick, Colonial First State Global Asset Management
Implications of Massive Sovereign Debt Issuance for Investment Markets
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Peter Boxall, Commissioner, Australian Securites and Investment Commissioner (ASIC)
The Introduction of the New Credit Regulatory Regime
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John Daley, CEO, Grattan Institute
The Aftermath of a Financial Crisis
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Dr. Munawar Iqbal, Chief of Research, Islamic Banking and Finance Division, Islamic Research and Training Institute
Insights for the Western Financial System from the Islamic Banking
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Deborah Cope, Commissioner, Victorian Competition and Efficiency Commission (VCEC)
Financial Services Efficiency - Regulatory and Tax Review
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Prof Kevin Davis, Research Director, Melbourne Centre for Financial Studies
Shadow Financial Committee Regulatory Recommendations
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| Contributed Paper Sessions and Practitioner Workshops: |
| Funds Management |
Measuring Efficiency of Australian Equity Managed Funds: Support for the Morningstar "Star" Rating
John Watson and J. Wickramanayake, Monash University
Conference presentation |
Managing funds for after tax returns: unresolved issues about unrealised gains
Gordon D Mackenzie, University of New South Wales
Conference presentation
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Perverse Incentives: the Conflict of Interest implicit in Alternative Investment Management Fees
Paul Lajbcygier & David Ghijben, Monash University
Conference presentation
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| Banking |
Do Country Specific Factors Have Any Relation with Central Bank Independence And Governance?
Amirul Ahsan,
Deakin University,
Mike Skully
Monash University
Conference presentation
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Market Discipline in New Zealand Registered Banks
W.R. Wilson, L.C. Rose, J.F. Pinfold,
Massey University, New Zealand
Conference presentation
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Using DEA to investigate bank safety and soundness - which approach works best?
David Tripe, Massey University
Conference presentation
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Errors in Estimating Unexpected Accruals in the Presence of Large Changes in Net External Financing
Yaowen Shan, Stephen Taylor, Terry Walter, University of Technology, Sydney
Conference presentation
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Dividend smoothing and the long-run stability between dividends and earnings in Korea
Jin-Ho Jeong, Korea University
Conference presentation
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Dividend Stability When Firms Distribute All Profits in Dividends
Khamis Al-Yahyaee, Sultan Qaboos University, Toan Pham, University of New South Wales, Terry Walter, University of Technology Sydney and Macquarie University
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| Corporate Finance & Derivatives |
Convertible Security Design and Contract Innovation
Patrick Verwijmeren
University of Melbourne
Conference presentation
|
On or Off? That is the question
Christine Brown, University of Melbourne
Conference presentation |
Are franking credits valuable to Australian shareholders?
Richard Heaney, RMIT
Conference presentation
|
| Asset Allocation |
International Portfolio Choice and the Economic Value of Jump Timing
Stuart Hyde, Nghia T. Nguyen, Ser-Huang Poon, Manchester Business School, University of Manchester
Conference presentation
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Portfolio evaluation using OWA-heuristic algorithm and Data Envelope Analysis
Abhay Kumar Singh, Edith Cowan University Joondalup Campus, Shalini Bharadwaj Gwalior India, Rajendra Sahu, Gwalior India
Conference presentation |
The Payoff Distribution Model: An Application to Dynamic Portfolio Insurance
Alexandre Hocquard, Nicolas Papageorgiou and Bruno Remillard, HEC
Montreal
|
| Banking |
Outsourcing framework for Australian Banking Industry
Paul Anthony McMahon, Southern Cross University
Conference presentation
|
Switching Costs in Banking: The Regulatory Response
Claire Matthews, Centre for Banking Studies; Massey University, New Zealand
Conference presentation
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What Drives Foreign Expansion of the Top 100 Multinational Banks? The Role of Credit Reporting Systems
Hsiangping Tsai, Pei-Hsin Hsiao,
Yuan Ze University
Yuanchen Chang, National Chengchi University
Conference presentation |
| Futures markets and Contracts |
Non-Convexities in the 10-Year Treasury Note Market
Christopher G. Lamoureux
The University of Arizona
George Theocharides
Sungkyunkwan University, Korea
Conference presentation
|
Determinants of Trading Activity on Single Stock Futures Market-Evidences from Eurex Exchange
Jedrzej Bialkowski,
University of Canterbury
Jacek Jakubowski
University of Warsaw
Conference presentation
|
Do Option Markets Undo Restrictions on Short-Sales: Evidence from the 2008 Short Sale Ban
Bruce D. Grundy, Bryan Lim,
Patrick Verwijmeren
University of Melbourne
Conference presentation |
| Information and Stock Markets |
The effect of analyst forecast on broker market share: new evidence
Rob Brown, Howard Chan,
The University of Melbourne
Robert Faff,
Monash University, Yew Kee Ho
University of Singapore
Conference presentation |
The Equity and Efficiency of the Australian Share Market with respect to Director Trading
Katherine Uylangco, Steve Easton,
University of Newcastle, Robert Faff,
Monash University
Conference presentation |
Migration and its contribution to the size and value premiums: Australian evidence
Philip Gharghori, Yusuf Hamzah,
Madhu Veeraraghavan
Monash University
Conference presentation |
| Global Finance & The Crisis |
New Zealand and the Financial Crisis of 2008
David Tripe, Centre for Banking Studies, Massey University
Conference presentation
|
Are Financial Markets Stable? New Evidence from An Improved Test of Financial Market Stability and the U.S. Subprime Crisis
Sandy Suardi, La Trobe University
Conference presentation
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| Retail Finance & Funds Managers Markets |
Cost-efficiency in Australian Superannuation Funds
Andrew Worthington
Griffith University
Conference presentation
|
Financial Planning in Australia: Industry or Profession?
Brian Murphy
Deakin University
Ted Watts
University of Wollongong
Conference presentation |
Identifying Market Orientation in the Australian Funds Management Industry: An Exploratory Study
Kate Westberg, Terrence Hallahan,
Raju Mulye,
Con Stavros,
Michael Schwartz, RMIT University
|
| Islamic Finance |
Factors That Are Important to The Establishment of Islamic Finance in Australia
John Masters, SIRCA
|
Financial Performance of Conventional vs Islamic Banks
Mohamed Ariff, Bond University
Conference presentation |
The Performance of Islamic Mutual Funds: The Malaysian Case
M. Ishaq Bhatti, Fadillah Mansor, La Trobe University
Conference presentation |
| |
Complementarity Between Equity Based Structures under Islamic Finance and Limited Partnerships in Western Finance
Robert Turnbull, Strategic Advisory |
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| Emerging Market Corporate Finance |
On the dynamic relation between Stock Market Development and Capital Structure of Firms: Evidence from a Developing Country
Boopen Seetanah, University of Mauritius, Kesseven Padachi, University of Technology, Mauritius; Binesh Seetanah, RMIT
Conference presentation
|
The pricing and performance of IPOs for small-and-medium-sized enterprises: Emerging market evidence
Jirapun Chorruk,
Andrew Worthington
Griffith University
Conference presentation
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|
| Noise |
Deafened by Noise: Do Noise Traders Affect Volatility and Returns?
Edward Podolski ¨C Boczar,
Petko S. Kalev, Monash University,
Huu Nhan Duong
Deakin University
Conference presentation
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Noise and expected return in Chinese A-share stock market
Chong Qian, Chien-Ting Lin, The University of Adelaide
Conference presentation
|
|
| Interest Rate Behaviour |
Interest Rate Setting Behaviour of Banks: Evidence from Australia and the US
Guay Lim, Sam Tsiaplias, The University of Melbourne
Conference presentation
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Interest Rate Spread Determination in an Error Correction Model
Seetaram Navneet, University of Technology, Mauritius, Seetanah Boopen, University of Mauritius, Rojid Sawkut, The World Bank, Ramessur Shalini, University of Technology, Mauritius, Seetanah Binesh, RMIT
Conference presentation |
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| New Financial Markets and Contracts |
Modelling of Surface Air Temperature and Pricing of Weather Derivatives
Anandadeep Mandal
KIIT School of Management, India
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Exchange Traded Contracts for Difference: Design, Pricing and Effects
Christine Brown, Jonathan Dark, The University of Melbourne, Kevin Davis, The University of Melbourne and MCFS
Conference presentation |
A Microstructure Analysis of the Carbon Finance Market
Don Bredin, Cal Muckley,
University College Dublin, Ireland;
Stuart Hyde, University of Manchester, UK
Conference presentation
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