The 29th Australasian Finance and Banking Conference was held on 14–16 December 2016 at the Shangri-La Hotel, Sydney. The PhD Forum was held on 13 December 2016.
Keynote speakers
- Tarun Chordia, Emory University – Low Latency Trading on Macroeconomic Announcements (pdf)
- Alexander Ljungqvist, New York University – State Capitalism vs. Private Enterprise (pdf)
- Dr. Augusto López-Claros, World Bank –Â
- Avanidhar Subrahmanyam, UCLA – Are Stocks Held Only for Wealth Accumulation? (pdf)
Prize winners
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Awarded to the best paper presented at the PhD Forum
Synthetic Shorting with ETFs
Qifei Zhu, University of Texas at Austin
Frank Weikai Li, Hong Kong University of Science and Technology -
Awarded to the second best paper presented at the PhD Forum
Asset Prices, Local Prospects and the Geography of Housing Dynamics
Preetesh Kantak, University of North Carolina at Chapel Hill -
Awarded to the third best paper presented at the PhD Forum
Relationship Lending in Shadow Banking: Impact of Financial Firms' Cross Holding Relation in Money Market Funds
Ai He, Emory University -
Awarded to the best paper presented on Capital Markets / Funds Management / Mutual Funds
Measuring the Added Value of Stock Recommendations
Anders Anderson, Swedish House of Finance
Howard Jones, University of Oxford
Jose Vincente Martinez, University of Oxford -
Awarded to the best papers in Banking
Bank Monitoring and CEO Risk-Taking Incentives
Anthony Saunders, New York University
Keke Song, Melbourne UniversityDo Banks Differently Set Their Liquidity Ratios Based on Their Network Characteristics?
Isabelle Distinguin, Saunders, Université de Limoges
Aref Mahdavi-Ardekani Song, Université de Limoges
Amine Tarazi, Université de Limoges -
Awarded to the best paper in Corporate Finance / Corporate Governance / Institutional Block Holders
Does Stock Market Liquidity Affect Real and Accrual-Based Earnings Management?
Dan Li, University of Hong Kong
Ying Xia, Monash University -
Awarded to the best paper in Banking / Finance / Investment Management in Asia-Pacific markets
Private Information in the Chinese Stock Market: Evidence from Mutual Funds and Corporate Insiders
Yeguang Chi, Shanghai Jiao Tong University -
Awarded to the second best paper in Banking / Finance / Investment Management in Asia-Pacific markets
Information Environment, Systematic Volatility and Stock Return Synchronicity
Jing Wang, Hong Kong Polytechnic University
Steven X. Wei, Hong Kong Polytechnic University
Wayne Yu, Hong Kong Polytechnic University -
Awarded to the best paper using data generated by SIRCA
High Frequency Trading and Co-Movement in Financial Markets
Laura Malceniece, Stockholm School of Economics
Karlis Malcenieks, Stockholm School of Economics
Talis Putnins, University of Technology Sydney -
Awarded to the best paper presented on Derivatives / Quantitative Finance
How Does Stock Illiquidity Affect the Informational Content of Option Prices?
Luis Goncalves-Pinto, National University of Singapore
Jing Xu, Renmin University of China