Faculty of Business and Law

School of Accounting, Economics and Finance

Deakin Finance Colloquium 2011

Friday 28 October 2011
Lecture Theatre 12, Building X

Program

Printable Version [143KB PDF]

Time Event
8.30 am – 9.00 am Registration
9.00 am – 9.10 am Welcome Address
Session I:
9.15 am – 9.45 am

Kasper Meisner Nielsen (Hong Kong University of Science and Technology)
"Ability or Finances as Constraints to Entrepreneurship? Evidence from Survival Rates in a Natural Experiment" [305KB PDF]
9.45 am – 10.00 am

Discussion (Prof. Henk Berkman, University of Auckland)
Q & A
10.00 am – 10.30 am

Krishnamurthy Subramanian (Indian School of Business)
"Employment Protection Laws and Privatization"[349KB PDF]
10.30 am – 10.45 am

Discussion (Prof. Chris Doucouliagos, Deakin University)
Q & A

Morning Tea: 10.45am – 11.00am
Session II:
11.00 am – 11.30 am

Zsuzsa R. Huszár (National University of Singapore)
"The Pricing Implication of the Equity Lending Market: Short Interest Return Predictability Revisited"[769KB PDF]
11.30 pm – 11.45 pm

Discussion (Prof. Doug Foster, ANU)
Q & A
11.45 am – 12.15 pm

Hai Lin (University of Otago)
"Momentum Spillover from Stocks to Bonds: The Role of Liquidity Risk"
12.15 pm – 12.30 pm

Discussion (Prof. Robert Faff, University of Queensland)
Q & A

Lunch: 12.30 pm – 1.30 pm
Session III:
1.30 pm – 2.00 pm

Zhen Shi (University of Melbourne)
"Economic Costs and Benefits of Imposing Short-Horizon Value-at-Risk Type Regulation" [365KB PDF]
2.00 pm - 2.15 pm

Discussion (Prof. Christine Brown, Monash University)
Q & A
2.15 pm – 2.45 pm

Russell Jame (University of New South Wales)
"Pension Fund Herding and Stock Returns"[324KB PDF]
2.45 pm- 3.00 pm

Discussion (Prof. Edwin Maberly, Deakin University and Monash University)
Q & A

Afternoon Tea: 3.00 pm - 3.15 pm
Panel Discussion:
3.30 pm – 5.00 pm

Chair Person: Prof. Kevin Davis , University of Melbourne Panelists:

  • Charles Littrell, Executive General Manager, Policy, Research and Statistics Division, APRA
  • Michael Johnston, Head of Government & Regulatory Affairs, ANZ Bank.
  • Tim Coyne, Partner, Financial Services, Ernst & Young (Oceania Banking & Capital Markets Sector Leader)

 
5:00 pm – 5.15 pm Conclusion

Deakin University acknowledges the traditional land owners of present campus sites.

27th August 2012