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
2011 prize winners
BlackRock Research Award
Tim A. Kroencke, Felix Schindler, and Andreas Schrimpf; "International Diversification Benefits with Foreign Exchange Investment Styles"
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"
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.