the 24th Australasian finance and banking conference

The 24th Australasian Finance and Banking Conference was held from 14-16 December, 2011 at the Shangri-La Hotel in Sydney. A PhD forum was held on 13 December 2011 at UNSW.

   The Related Documents

      24th AFBC Keynote Speakers and Their Topics

  • Professor Viral Acharya, New York University; Guaranteed to Fail: Fannie Mae, Freddie Mac and the Debacle of Mortgage Finance
  • Mr. Ric Battellino, Deputy Governor of the Reserve Bank of Australia; Recent Financial Developments
  • Professor Andrew Karolyi, Cornell University; Are assets still priced locally, not globally?
  • Professor Richard Roll, UCLA; Volatility, Correlation, and Spread ETFs as Factors
  • Professor Rene Stulz, Ohio State University; Understanding bank performance during the crisis

    PhD Forum Program 2011

    24th AFBC Program 2011

    24th AFBC Presenting Papers Abstracts

    ASX Presentation at Women's Forum


  2011 prize winners

    BlackRock Research Award
       Tim A. Kroencke, Felix Schindler, and Andreas Schrimpf; "International Diversification Benefits with Foreign Exchange Investment Styles"
    BankScope Prize
       Nishant Dass, Vikram Nanda, and Qinghai Wangy "The Role of Covenants in Mitigating Conflicts of Interest Within Lending Syndicates"
    SIRCA Research Prize

       Serkan Honeine and Peter L. Swan; "What are the Determinants of Board Performance: Skin in the Game, Composition, Diversity Size?"
       Chris Single and Russell Poskitt ; "Why is US dollar  bond funding for international banks more expensive?"
    Australian Securities Exchange Prize
        Shumi Akhtar, Maria Jahromi and Kose John; "Intensity of Volatility Linkages in Islamic and Conventional Markets"

  2011 PhD forum prize winners
    Prizes were awarded for the top three papers presented at the PhD forum.

     1st prize: Oleg Chuprinin; "Information Management in Financial Markets: Implications for Stock Momentum and Volatility"
     2nd prize:
Francesco D’Acunto; "Ownership Structure and Firm Value: A Novel Identification"
     3rd prize:
Matthew Gustafson; "The Effect of Public Debt Market Access on Bank Loan Spreads: Evidence of Competitive Spillover"

  Selection Committee

   The Chairman of the Selection Committee is Fariborz Moshirian from UNSW.
   Members of the Selection Committee included:

     Renee Adams, University of Queensland
     Allen Berger, University of South Carolina
     Michael Brennan, University of California LA
     Stijn Claessens, International Monetary Fund
     J. David Cummins, Temple University
     Asli Demirguc, Kunt World Bank
     Robert Faff, University of Queensland
     Mark Flannery, University of Florida
     Kenneth French, Dartmouth University
     Bruce Grundy, University of Melbourne
     Steven Kaplan, The University of Chicago
     Andrew Karolyi, Cornell University
     Larry H. P. Lang, Chinese University of Hong Kong
     Florencio Lopez De Silanes, EDHEC Business School
     Ike Mathur, Southern Illinois University
     Ronald Masulis, Vanderbilt University
     Maureen O'Hara, Cornell University
     Jay Ritter, University of Florida
     Richard Roll, UCLA
     Anthony Saunders, New York University
     Henri Servaes, London Business School
     Andrei Shleifer, Harvard University
     Tom Smith, Australian National University
     Bruno Solnik, HEC School of Management
     Avanidhar Subrahmanyam, UCLA
     Paul Wachtel, New York University

  Journal of Banking and Finance

    A special issue of the Journal of Banking and Finance on “Markets, Financial Stability and Governance” will include selected papers presented at the AFBC.