28th Australasian Finance and Banking Conference

The 28th Australasian Finance and Banking Conference was held on 16–18 December 2015 at the Shangri-La Hotel, Sydney. The PhD Forum was held on 15 December 2015

Prize winners

PhD Forum – 1st Prize

Awarded to the best paper presented at the PhD Forum

Lesser-Known Stocks and Signal Cleanse
Chengwei Wang, INSEAD

PhD Forum – 2nd Prize

Awarded to the second best paper presented at the PhD Forum

Procyclicality of the Correlation between Dividend Growth and Consumption Growth
Nancy Xu, Columbia University

PhD Forum – 3rd Prize

Awarded to the third best paper presented at the PhD Forum

The Peso Problem: Evidence from the S&P 500 Options Market
Ti Zhou, Hong Kong University of Science & Technology

BlackRock Prize

Awarded to the best paper presented on Capital Markets / Funds Management / Mutual Funds

Corporate Social Responsibility and the Agency Cost of Debt During the Financial Crisis
Hami Amiraslani, London School of Economics & Political Science
Karl Lins, University of Utah
Henri Servaes, London Business School
Ane Tamayo, London School of Economics & Political Science

SIRCA Prize

Awarded to the best papers using data generated by SIRCA

Price Discovery in Stock and Options Markets
Vinay Patel, University of Technology Sydney
Talis Putnins, University of Technology Sydney
David Michayluk, University of Technology Sydney
Sean Foley, University of Sydney

Communicating Stability in the Financial System: On the Causal Effects of Transparency on Growth
Robert Faff, University of Queensland
Shams Pathan, The University of Queensland
Natalya Zelenyuk, University of Queensland

BankScope Prize

Awarded to the best papers in Banking

Shadow Banking and Asset Pricing
Jinji Hao, Washington University in St. Louis

The Impact of Unconventional Monetary Policy on Firm Financing Constraints: Evidence from the Maturity Extension Program
Nathan Foley-Fisher, Board of Governors of the Federal Reserve System
Rodney Ramcharan, Board of Governors of the Federal Reserve System
Edison Yu, Federal Reserve Bank of Philadelphia

Zephyr Prize

Awarded to the best paper in Corporate Finance

Peer Effects of Corporate Social Responsibility
Jie Cao, Chinese University of Hong Kong
Hao Liang, Singapore Management University
Xintong Zhan, Chinese University of Hong Kong

CFA Institute Research Award

Awarded to the best papers presented on investment management research

Financial Institutions, Aggregate Liquidity Provision, and the Contagion Process
Christian Lundblad, University of North Carolina
Zhongyan Zhu, Chinese University of Hong Kong

Fight Inside the Wrapper: The Balance of Power between Insurance Companies and Asset Management Companies
Massimo Massa, INSEAD
Vijay Yadav, ESSEC Business School

ASX Prize

Awarded to the best paper presented on Derivatives / Quantitative Finance

Industry Interdependencies and Cross-Industry Return Predictability
David Rapach, Saint Louis University
Jack Strauss, University of Denver
Jun Tu, Singapore Management University
Guofu Zhou, Washington University in St. Louis

Keynote speakers

The Keynote speakers for the Conference include:

Selection Committee

Members of the Selection Committee include:

  • Renée Adams, University of New South Wales
  • Allen Berger, University of South Carolina
  • Ekkehart Boehmer, EDHEC
  • Claudio Borio, Bank for International Settlements
  • Michael Brennan, University of California LA
  • Stijn Claessens, Board of Governors of the Federal Reserve System
  • J. David Cummins, Temple University
  • Asli Demirguc-Kunt, World Bank
  • Douglas Diamond, University of Chicago
  • Jin-Chuan Duan, National University of Singapore
  • Robert Faff, University of Queensland
  • Joseph Fan, Chinese University of Hong Kong
  • Mark Flannery, University of Florida
  • Kenneth French, Dartmouth University
  • Bruce Grundy, University of Melbourne
  • Robert Jarrow, Cornell University
  • Kose John, New York University
  • Andrew Karolyi, Cornell University
  • Larry H. P. Lang, Chinese University of Hong Kong
  • Deborah Lucas, MIT
  • Ronald Masulis, University of New South Wales
  • Vikram Nanda, Rutgers University
  • Maureen O'Hara, Cornell University
  • Terrance Odean, University of California, Berkeley
  • Jay Ritter, University of Florida
  • Richard Roll, UCLA
  • Anthony Saunders, New York University
  • Henri Servaes, London Business School
  • Andrei Shleifer, Harvard University
  • Tom Smith, University of Queensland
  • Bruno Solnik, HEC School of Management
  • Rene Stulz, Ohio State University
  • Avanidhar Subrahmanyam, UCLA
  • Xuan Tian, Indiana University
  • Chu Zhang, Hong Kong University of Science and Technology

All submitted papers undergo a peer review process before being accepted for presentation at the AFBC. Full papers undergo a blind review process by a selection committee independent of the author. Conference proceedings are delivered via SSRN.

Further Enquiries

For any further information or questions please email us at bankconf@unsw.edu.au.