Research Output 1987 2020

2002
17 Citations (Scopus)

Relative performance of dynamic portfolio insurance strategies: Australian evidence

Do, B. H., 2002, In : Accounting and Finance. 42, 3, p. 279 - 296 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Selecting Australian equity superannuation funds: A retail investor's perspective

Drew, M. E., Stanford, J. D. & Veeraraghavan, M., 2002, In : Journal of Financial Services Marketing. 7, 2, p. 115 - 128 14 p.

Research output: Contribution to journalArticleResearchpeer-review

27 Citations (Scopus)

Skewness and kurtosis implied by option prices: A correction

Brown, C. A. & Robinson, D. M., 1 Jan 2002, In : Journal of Financial Research. 25, 2, p. 279-282 4 p.

Research output: Contribution to journalArticleResearchpeer-review

The choice of foreign exchange hedging techniques: An international study

Faff, R. & Marshall, A., 2002, Financial Risk and Financial Risk Management. Batten, J. A. & Fetherston, T. A. (eds.). Netherlands: JAI Press, p. 137 - 172 36 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

1 Citation (Scopus)

The nature of market growth, risk, and return

Dempsey, M. J., 2002, In : Financial Analysts Journal. 58, 3, p. 45 - 59 15 p.

Research output: Contribution to journalArticleResearchpeer-review

16 Citations (Scopus)

The pricing of foreign exchange risk in the Australian equities market

Di Iorio, A. & Faff, R., 2002, In : Pacific Basin Finance Journal. 10, 1, p. 77 - 95 19 p.

Research output: Contribution to journalArticleResearchpeer-review

2003

Accurate prediction of analyst forecast revisions and stock returns in the emerging Malaysian market: EPS versus non-EPS variables

Ariff, M., Lim, T. K. & Skully, M. T., 2003, In : Global Business and Finance Review. 8, 1, p. 61 - 75 15 p.

Research output: Contribution to journalArticleResearchpeer-review

A comparison of estimators daily realised volatility

Bollen, B. E. & Inder, B. A., 2003, In : Finance Letters. 1, p. 29 - 34 6 p.

Research output: Contribution to journalArticleResearchpeer-review

A cross-country analysis of Islamic bank performance

Brown, K. E. & Skully, M. T., 2003, International Banking Islamic Conference - From Money Lenders to Bankers: Evolution of Islamic Banking in Relation to Judeo Christian and Oriental Banking Traditions. Shanmugam, B. (ed.). Bandar Sunway Malyasia: Monash University Malaysia, p. 1 - 20 20 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

A multidisciplinary perspective on the evolution of corporate investment decision making

Dempsey, M. J., 2003, In : Accounting Accountability and Performance. 9, 1, p. 1 - 33 33 p.

Research output: Contribution to journalArticleResearchpeer-review

13 Citations (Scopus)

An empirical analysis of the Australian dollar swap spreads

Fang, V. K. F. & Muljono, R., 2003, In : Pacific Basin Finance Journal. 11, p. 153 - 173 21 p.

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)

An empirical investigation into long-term climate change in Australia

Lenten, L. & Moosa, I. A., 2003, In : Environmental Modelling and Software. 18, 1, p. 59 - 70 12 p.

Research output: Contribution to journalArticleResearchpeer-review

54 Citations (Scopus)

An investigation into the role of liquidity in asset pricing: Australian evidence

Chan, H. W. H. & Faff, R. W., 2003, In : Pacific Basin Finance Journal. 11, p. 555 - 572 18 p.

Research output: Contribution to journalArticleResearchpeer-review

A reconsideration of the volume-volatility relationship in the futures market for stocks

Moosa, I. A. & Bollen, B. E., 2003, In : Asia Pacific Journal of Economics and Business. 7, 2, p. 78 - 88 11 p.

Research output: Contribution to journalArticleResearchpeer-review

A regional comparative analysis of China's banking system

Brown, K. E. & Skully, M. T., 2003, International Challenges for the Global China: Proceedings. Smyth, R., Tam, O. K. & Zhu, C. (eds.). Clayton Vic Australia: Asian Business and Economics Research Unit, p. 345 - 361 17 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

6 Citations (Scopus)

Assessing the economic significance of return predictability: A research note

Boudry, W. & Gray, P., 1 Dec 2003, In : Journal of Business Finance and Accounting. 30, 9-10, p. 1305-1326 22 p.

Research output: Contribution to journalArticleResearchpeer-review

27 Citations (Scopus)

Beta, firm size, book-to-market equity and stock returns: further evidence from emerging markets

Drew, M. E. & Veeraraghavan, M., 2003, In : Journal of the Asia Pacific Economy. 8, 3, p. 354 - 379 26 p.

Research output: Contribution to journalArticleResearchpeer-review

58 Citations (Scopus)

Bivariate causality between exchange rates and stock prices in South Asia

Smyth, R. L. & Nandha, M. S., 2003, In : Applied Economics Letters. 10, 11, p. 699 - 704 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Cointegration and causality in Australian capital city house prices 1986-2001

Smyth, R. L. & Nandha, M. S., 2003, In : Journal of Economic and Social Policy. 7, 2, p. 35 - 50 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Competitiveness implications for Ireland of EU enlargement

Barry, F., Hannan, A., Hutson, E. R. & Kearney, C., 2003, In : Journal of the Statistical and Social Inquiry Society of Ireland. p. 70-97 28 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File

Dualistic financial structure and changes in informal and formal financing in the rural sector in Sri Lanka

Wickramanayake, J., 2003, International Islamic Banking Conference - "From Money Lenders to Bankers: Evolution of Islamic Banking in Relation to Judeo Christian and Oriental Banking Traditions". Shanmugam, B. (ed.). Bandar Sunway Malaysia: Monash University Publishing, p. 1 - 17 17 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

Firm characteristics and value at risk analysis: A survey of Australian public shareholding companies

Moosa, I. A. & Knight, J., 2003, In : Accounting Research Journal. 16, 1, p. 48 - 57 10 p.

Research output: Contribution to journalArticleResearchpeer-review

60 Citations (Scopus)

Firm size, book-to-market equity and security returns: evidence from the Shanghai Stock Exchange

Drew, M. E., Naughton, T. & Veeraraghavan, M., 2003, In : Australian Journal of Management. 28, 2, p. 119 - 139 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Further evidence on the short-term contrarian investment strategy

Chan, H. W. H., Faff, R. W., Kalev, P. S. & Lee, D. D., 2003, In : Finance Letters. 1, p. 41 - 45 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Governance in financial supervision: the Australian experience in the 1990s

Bakir, C., 2003, Refereed Papers from the 2003 APSA Conference. www.utas.edu.au/government/APSA: Australasian Political Studies Association, p. 1 - 17 17 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

Hedge funds: the case for disclosure regulation

Hutson, E. R. & Donabedian, M., 2003, In : Irish Banking Review. p. 42-58 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File

Information-relevance of analyst expectations: Evidence from forecasts of earnings and cash flows

Lim, T. K., Ariff, M. & Skully, M. T., 2003, In : Malaysian Journal of Economic Studies. 40, 1/2, p. 61 - 88 28 p.

Research output: Contribution to journalArticleResearchpeer-review

International Financial Operations: Arbitrage, Hedging, Speculation, Financing and Investment

Moosa, I. A., 2003, First ed. New York: Palgrave Macmillan. 362 p.

Research output: Book/ReportBookResearchpeer-review

4 Citations (Scopus)

Lending procedures and the viability-social objectives conflict in credit unions

Ralston, D. E. & Wright, A., 2003, In : International Journal of Bank Marketing. 21, 6, p. 304 - 311 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Links among interest rate swap markets: US, UK and Japan

In, F. H., Brown, R. L. & Fang, V. K. F., 2003, In : Journal of Fixed Income. 13, p. 84 - 95 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Measuring productive efficiency of stock exchanges using price adjustment coefficients

Marisetty, V., 2003, In : International Review of Finance. 4, 1-2, p. 79 - 99 21 p.

Research output: Contribution to journalArticleResearchpeer-review

13 Citations (Scopus)

Modeling volatility and changes in the swap spread

In, F. H., Brown, R. L. & Fang, V. K. F., 2003, In : International Review of Financial Analysis. 12, p. 545 - 561 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Prudential regulation and competition in banking

Brown, C. A. & Davis, K., 2003, Regulation and Market Access. Sidorenko, A. & Findlay, C. (eds.). 1st ed. Canberra ACT Australia: Asia Pacific Press, p. 190 - 206 17 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Quasi-maximum likelihood estimates of Kiwi short-term interest rate

Treepongkaruna, S., 2003, In : Applied Economics Letters. 10, p. 937 - 942 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Risk-adjusted discount rates and projects of unequal lives

Brown, C. A. & Burrows, G., 2003, In : Australian Accounting Review. 13, 29, p. 57 - 65 9 p.

Research output: Contribution to journalArticleResearchpeer-review

28 Citations (Scopus)

Short-Term Autocorrelation in Australian Equities

Gaunt, C. & Gray, P., 1 Jan 2003, In : Australian Journal of Management. 28, 1, p. 97-117 21 p.

Research output: Contribution to journalArticleResearchpeer-review

25 Citations (Scopus)

Short-term contrarian investingis it profitable? ... yes and no

Lee, D. D., Chan, H. W. H., Faff, R. W. & Kalev, P. S., 2003, In : Journal of Multinational Financial Management. 13, p. 385 - 404 20 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Short-term interest rate models: valuing interest rate derivatives using a Monte-Carlo approach

Treepongkaruna, S. & Gray, S., 2003, In : Accounting and Finance. 43, 2, p. 211 - 259 49 p.

Research output: Contribution to journalArticleResearchpeer-review

Stock market interdependence: Evidence from Australia

Chong, L., Drew, M. E. & Veeraraghavan, M., 2003, In : Pacific Accounting Review. 15, 2, p. 51 - 76 26 p.

Research output: Contribution to journalArticleResearchpeer-review

Testing the expectations hypothesis for interest rate term structure: some Australian evidence

Fang, V. K. F. & Lee, V. C. S., 2003, Proceedings of the International Conference on Computational Science and Its Applications (ICCSA 2003). Kumar, V., Gavrilova, M. L., Tan, C. K. & L'Ecuyer, P. (eds.). NY USA: Springer-Verlag London Ltd., Vol. 2669. p. 189 - 198 10 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

The business, economic, and policy implications of E-commerce: Lessons for MENA countries

Moosa, I. A., 2003, Challenges and Reforms of Economic Regulation in MENA Countires. Limam, I. (ed.). 1 ed. Cairo: The American University in Cairo Press, p. 107 - 128 22 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

The 'exoteric' politics of bank mergers in Australia

Bakir, C., 2003, 2003 Hawaii International Conference on Business - Conference Proceedings. Burge, A. (ed.). Hawaii USA: Hawaii International Conferences, p. 1 - 41 41 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

56 Citations (Scopus)

The relationship between financial variables and real economic activity: evidence from spectral and wavelet analyses

Kim, S. & In, F. H., 2003, In : Studies in Nonlinear Dynamics and Econometrics. 7, 4, p. 1 - 16 16 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

The role of fundamentalists and technicians in the foreign exchange market when the domestic currency is pegged to a basket

Moosa, I. A. & Al-Loughani, N. E., 2003, In : Applied Financial Economics. 13, 2, p. 79 - 84 6 p.

Research output: Contribution to journalArticleResearchpeer-review

The sensitivity of the optimal hedge ratio to model specification

Moosa, I. A., 2003, In : Finance Letters. 1, 1, p. 15 - 20 6 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

UK interim and final dividend reductions: a note on price reaction

Balachandran, B., 2003, In : European Journal of Finance. 9, p. 379 - 390 12 p.

Research output: Contribution to journalArticleResearchpeer-review

43 Citations (Scopus)

Underpricing, stock allocation, ownership structure and post-listing liquidity of newly listed firms

Pham, P. K., Kalev, P. S. & Steen, A. B., 2003, In : Journal of Banking and Finance. 27, 5, p. 919 - 947 29 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

What drives the term and risk structure of Japanese bonds?

In, F. H., Batten, J. & Kim, S., 2003, In : Quarterly Review of Economics and Finance. 43, 6, p. 518 - 541 24 p.

Research output: Contribution to journalArticleResearchpeer-review

13 Citations (Scopus)

Who needs a review of the financial system in Australia? The case of the Wallis inquiry

Bakir, C., 2003, In : Australian Journal of Political Science. 38, 3, p. 511 - 534 24 p.

Research output: Contribution to journalArticleResearchpeer-review

2004
1 Citation (Scopus)

A bargaining approach to currency collars

Lien, D. & Moosa, I. A., 2004, In : Research in International Business and Finance. 18, 3, p. 229 - 236 8 p.

Research output: Contribution to journalArticleResearchpeer-review