PROGRAM - PLENARY SESSIONS
Research Papers Sessions - Peer-Reviewed Research
Papers
* Melbourne Centre Research Grant Papers
Stream 1 Equity Premium and Corporate Finance
1.30pm – 3.00pm (Equity Premium and
Cost of Capital) - Discussion Forum
Session Chair
Christine Brown, The University of Melbourne
Presentations:
What
Causes The Equity Premium? (paper)
Richard Fitzherbert, The University of Melbourne
(Winner of JASSA Award 2005)
A
Re-Examination of The Historical Equity Risk Premium
in Australia
Tim Brailsford, The University of Melbourne
John Handley, The University of Melbourne
Krishnan Maheswaran, The University of Melbourne
3.30pm – 5.00pm (Corporate Finance
and Capital Management)
Session Chair
John Handley, The University of Melbourne
Presentations
Valuation Of Companies In Financial Troubles:
The Case Of Eurotunnel (paper) (presentation)
Andreas Schueler, Universitaet der Bundeswehr Munich
Share Buybacks And Shareholder Equity
Christine Brown, The University of Melbourne
Kevin Davis, Commonwealth Bank Group Chair of Finance,
Director, Melbourne Centre for Financial Studies
The
Systematic Risk Effect Of Hybrid Securities Classifications
*
Farshid Navissi, Monash University
Jayne Godfrey, Monash University
Keryn Chalmers, Monash University
Stream 2 – Banking/ Banking Supervision
and Governance
1.30pm -3.00pm (Banking)
Session Chair
David Tripe, Massey University
Presentations:
The
Demographics Of Switching
Claire Matthews, Massey University
Murray MacRae, Massey University
I'd Like To Speak To The Manager: Australian
Bank Strategies And Internal Labour Markets
Kevin Davis, Commonwealth Bank Group Chair of Finance,
Director, Melbourne Centre for Financial Studies
The
Role Of Foreign Banks In The Central Asian Transition
Economies: The Implications For The Banking Sector
Stability
Akbar Saitkulov, Ministry of Economy, Uzbekistan
3.30pm – 5.00pm (Banking Supervision
and Governance)
Session Chair
Claire Matthews, Massey University
Presentations:
A
Test For Effective Market Supervision Of New Zealand
Banks
David Tripe, Massey University
Xiaojie (Jeff) Zhuang, the Centre for Banking Studies,
Massey University
M.L. McIntyre, Carleton University
Accountability
And Board Functionality: National Australia Bank’s
Experience
Dianne Thomson, Deakin University (Presenter)
Ameeta Jain, Deakin University
Corporate Governance: Asian Boards Of Directors
*
Richard Heaney, RMIT University
Stream 3 – Risk management and Financial
Market Regulation
1.30pm - 3.00pm (Risk Management)
Session Chair
Graham Bornholt, Griffith University
Presentations:
The
Price Formation Of Substitute Markets: Theory And
Empirical Applications *
Michael T Chng, Monash University
Forecasting The AUD/USD Exchange Rate Volatility:
A Multiple Horizon Comparison Using Historical, Realized
And Implied Volatility Measures
David Siu, Macquarie University
Diversification Meltdown Or Just Fat Tails?
Paul Kofman, The University of Melbourne (Presenter)
Rachel Campbell, The University of Maastricht
Catherine S. Forbes, Monash University
Kees Koedijk, Erasmus University Rotterdam, University
of Maastricht, CEPR
3.30pm - 5.00pm (Financial Market Regulation)
Session Chair
Ian Sharpe, APRA, University of New South Wales
Presentations:
Insurance
Regulation In A Changing Financial Environment
Leigh A Roberts, Victoria University of Wellington
Australian Credit Unions And The Demutualization
Agenda
Kevin Davis, Commonwealth Bank Group Chair of Finance,
Director, Melbourne Centre for Financial Studies
Deposit
Insurance Of Vietnam: Are There Lessons For Australia?
Nguyen thi Kim Oanh, The State Bank of Vietnam
Michael Oborn, Curtin University of Technology
Stream 4 – Risk management and Emerging
Equity Markets
1.30pm - 3.00pm (Risk Management)
Session Chair
Russell Gregory Allen, Massey University
Presentations:
Global Equity Systematic Risk Hedging And
The Asian Crisis
Stephen Matteo Miller, Monash University (Paper)
Presentation
Global Benchmark Insurance To Neutralize Asian
Crisis Risk
Stephen Matteo Miller, Monash University (Paper)
Presentation
A Rolling Hedge Gathers Little Loss
William Wilson, Massey University
Lawrence C. Rose, Massey University
Liping Zou, Massey University
John F. Pinfold, Massey University
3.30pm - 5.00pm (Emerging Equity Markets)
Session Chair
Stephen Matteo Miller, Monash University
Presentations:
Asset Size, Quality And Market Discipline:
Evidence From Indian Equity Market
A. Sarkar, IITBombay
L. M. Bhole, IITBombay
Dynamic
Relations Between Stock Prices And Exchange Rates
In Sri Lanka: Some Empirical Evidence
Guneratne B Wickremasinghe, Victoria University (Paper) Presentation
The End Of Non-Tradable Shares In China: Modeling
The Impact On Existing Shareholders *
Tony Naughton, RMIT University
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