29th Australasian Finance and Banking Conference

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 – Launch of the World Bank Report, Doing Business 2017
  • Avanidhar Subrahmanyam, UCLA – Are Stocks Held Only for Wealth Accumulation? (pdf)
  • Prize winners

    PhD Forum – 1st Prize

    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

    PhD Forum – 2nd Prize

    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

    PhD Forum – 3rd Prize

    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

    BlackRock Prize

    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

    Bureau van Dijk Prize

    Awarded to the best papers in Banking

    Bank Monitoring and CEO Risk-Taking Incentives
    Anthony Saunders, New York University
    Keke Song, Melbourne University

    Do 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

    Bureau van Dijk Prize

    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

    CFA Institute Research Award – 1st Prize

    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

    CFA Institute Research Award – 2nd Prize

    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

    SIRCA Research Prize

    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

    Australian Securities Exchange Prize

    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

    Further Enquiries

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