Testing a non-linear effect in the risk shifting-tournament model applied to Australian superannuation funds

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Hallahan, Terrence and Faff, Robert W (2011) Testing a non-linear effect in the risk shifting-tournament model applied to Australian superannuation funds. International Journal of Accounting and Information Management, 19 (2). pp. 210-217. ISSN 1834-7649

Abstract

We investigate the tournament induced risk-shifting behavior of Australian superannuation funds, allowing for non-linearities. We apply a regression-based methodology and examine tournaments based on the calendar year and the financial year. We characterize a small set of non-linear tournament outcomes and find mixed evidence across these different cases.

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Item type Article
URI https://vuir.vu.edu.au/id/eprint/9165
DOI https://doi.org/10.1108/ijaim.2011.36619baa.010
Subjects Historical > Faculty/School/Research Centre/Department > School of Economics and Finance
Historical > FOR Classification > 1501 Accounting, Auditing and Accountability
Keywords ResPubID23683, tournaments, mutual funds, non-linear test
Citations in Scopus 0 - View on Scopus
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