31st Australasian Finance and Banking Conference

$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