The 31st Australasian Finance and Banking Conference was held on 13–15 December 2018 at the Shangri-La Hotel, Sydney. The PhD Forum was held on 12 December 2018
Keynote speakers
David Denis, University of Pittsburgh
Andrew Karolyi, Cornell University
- Rene Stulz, Ohio State University
Prize winners
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$10,000 awarded to the best paper presented on Capital Markets / Funds Management / Mutual Funds
Empirical Asset Pricing via Machine Learning
Shihao Gu, University of Chicago
Bryan Kelly, Yale University
Dacheng Xiu, University of Chicago -
Awarded to the best papers in Banking
Bank Network and International Trade
Yue Fang, University of Michigan -
Awarded to the best paper in Corporate Finance / Corporate Governance / Institutional Block Holders
Toxic Emissions and Executive Migration
Ross Levine, University of California Berkeley
Chen Lin, The University of Hong Kong
Zigan Wang, The University of Hong Kong -
Awarded to the best paper using data generated by SIRCA
Asymmetric Relationship between Order Imbalance and Realised Volatility: Evidence from the Australian Market Banita Bissoondoyal-Bheenick, Monash University
Robert Brooks, Monash University
Hung Xuan Do, Masser University -
Awarded to the best paper presented on Derivatives / Quantitative Finance
Textual Opinion in Analyst Reports
Kotaro Miwa, Tokio Marine Asset Management