Research Output 1987 2020

2004
4 Citations (Scopus)

An empirical analysis of Australian superannuation fund expenses

Malhotra, D. K., Martin, R. & Marisetty, V., 2004, In : Review of Pacific Basin Financial Markets and Policies. 7, 4, p. 451 - 469 19 p.

Research output: Contribution to journalArticleResearchpeer-review

12 Citations (Scopus)

An empirical examination of the Post Keynesian view of forward exchange rates

Moosa, I. A., 2004, In : Journal of Post Keynesian Economics. 26, 3, p. 395 - 418 24 p.

Research output: Contribution to journalArticleResearchpeer-review

An evaluation of X-efficiency and scale economies of banks in selected South East Asian countries: 1997-2001

Tsigos, S. & Wickramanayake, J., 2004, Roads to Sustainable Asian Economic Prosperity: Proceedings of the 12th Annual Conference on Pacific Basin Finance, Economics, Accounting and Business. Lee, C. (ed.). Bangkok Thailand: UTCC, p. 1 - 37 37 p.

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

1 Citation (Scopus)

An examination of the impact of AFTA on Southeast Asian foreign direct investment

Scally, A. & Wickramanayake, J., 2004, The Future of Foreign Investment in Southeast Asia. Freeman, N. J. & Bartels, F. L. (eds.). 1 ed. London UK: Routledge Curzon, p. 49-79 31 p.

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

1 Citation (Scopus)

Are price limits priced? Evidence from the Taiwan stock exchange

Naughton, T. & Veeraraghavan, M., 2004, In : Journal of Emerging Market Finance. 3, 3, p. 249 - 267 19 p.

Research output: Contribution to journalArticleResearchpeer-review

A wavelet-based method of variance homogeneity testing of foreign exchange rates

Zhang, C. D., In, F. H. & Farley, A. A., 2004, Proceedings of the 2004 AFAANZ Conference. Gray, P. (ed.). Australia: AFAANZ, p. 1 - 37 37 p.

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

Banking and regulatory reform in postcrisis Asia

Ariff, M. & Skully, M. T., 2004, Global Financial Markets. Issues and Strategies. Ghosh, D. K. & Ariff, M. (eds.). 1 ed. Westport USA: Praeger Publishers, p. 105 - 119 15 p.

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

Beta, small firm effect and security returns: French evidence

Malin, M. & Veeraraghavan, M., 2004, In : Accounting Research Journal. 17, Special Issue, p. 80 - 92 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Contributions of domain knowledge and stacked generalization in AI-based classification models

Kostenko, W., Lee, V. & Tan, T., 2004, In : Lecture Notes in Computer Science. 3339, p. 1049 - 1054 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Contributions of domain knowledge and stacked generalization in AI-based classification models

Wu, W., Lee, V. C. & Tan, T., 2004, Proceedings of the 17th Australian Joint Conference on Artificial Intelligence: Advances in Artificial Intelligence (AI 2004). Webb, G. I. & Yu, X. (eds.). Germany: Springer-Verlag London Ltd., Vol. 3339. p. 1049 - 1054 6 p.

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

Counting, Accounting, Eccounting - Can the profession make the move?

Ratnatunga, J. T., Vaz, J. J. & Ramirez, G., 2004, In : Journal of Applied Management Accounting Research. 2, 1, p. 1 - 12 12 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Credit risks of interest rate swaps: a comparative study of CIR and Monte Carlo simulation approach

Fang, V. K. F. & Lee, V. C. S., 2004, Proceedings of the 5th International Conference on Intelligent Data Engineering and Automated Learning (IDEAL 2004). Yang, Z. R., Everson, R. & Yin, H. (eds.). Germany: Springer-Verlag London Ltd., Vol. 3177. p. 780 - 787 8 p.

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

Dividend protection at a price

Brown, C. A. & Davis, K., 2004, In : Journal of Derivatives. 12, 2, p. 62 - 68 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Economic development indicators as determinants of medal winning at the Sydney Olympics: An extreme bounds analysis

Moosa, I. A. & Smith, L., 2004, In : Australian Economic Papers. 43, 3, p. 288 - 301 14 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Expectation formation mechanisms, profitability of foreign exchange trading and exchange rate volatility

Moosa, I. A. & Shamsuddin, A., 2004, In : Applied Economics. 36, 14, p. 1599 - 1606 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Financial structure, rural credit and supportive institutional framework in Sri Lanka: An empirical analysis

Wickramanayake, J., 1 Dec 2004, In : Savings and Development. 28, 4, p. 339-358 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Financial structure, rural credit and supportive institutional framework in Sri Lanka: An empirical analsysis

Wickramanayake, J., 2004, In : Savings and Development. XXVIII, 4, p. 339 - 358 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Investigating the DEA Malmquist efficiency performance of Islamic banks

Viverita, V., Brown, K. E. & Skully, M. T., 2004, Global Standardisation of Islamic Banking and Finance Through Best Practices of Corporate Governance and Benchmarking: Proceedings of the 2nd International Islamic Banking & Finance Conference. Shanmugam, B. (ed.). Petaling Jaya Malaysia: Monash University, p. 1 - 12 12 p.

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

21 Citations (Scopus)

Is idiosyncratic volatility priced? Evidence from the Shanghai Stock Exchange

Drew, M. E., Naughton, T. & Veeraraghavan, M., 2004, In : International Review of Financial Analysis. 13, 3, p. 349 - 366 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Islamic Banks: A cross-country study of cost efficiency performance

Brown, K. E. & Skully, M. T., 2004, In : Accounting, Commerce & Finance: the Islamic Perspective Journal. 8, 1 & 2, p. 43 - 79 37 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Is there a need for hedging exposure to foreign exchange risk?

Moosa, I. A., 2004, In : Applied Financial Economics. 14, 4, p. 279 - 283 5 p.

Research output: Contribution to journalArticleResearchpeer-review

22 Citations (Scopus)

Macroeconomic influence on the stock market: Evidence from an emerging market in South Asia

Gunasekarage, A., Pisedtasalasai, A. & Power, D. M., 2004, In : Journal of Emerging Market Finance. 3, 3, p. 285 - 304 20 p.

Research output: Contribution to journalArticleResearchpeer-review

On the robustness of the Fama and French multifactor model: Evidence from France, Germany and United Kingdom

Malin, M. & Veeraraghavan, M., 2004, In : International Journal of Business and Economics. 3, 2, p. 155 - 176 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Portfolio investments in australia: 1988-1997

Leong, W. & Wickramanayake, J., 2004, Regional Financial Markets: Issues and Policies. Ghosh, D. K. & Ariff, M. (eds.). USA: Praeger, p. 13 - 32 20 p.

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

Revisiting the unit root hypothesis and structural break: Asia and emerging economies foreign exchange markets

Gan, C., Treepongkaruna, S. & Au Yong, H. H., 2004, In : American Journal of Applied Sciences. 1, 1, p. 36 - 50 15 p.

Research output: Contribution to journalArticleResearchpeer-review

The correlation of stock and bond returns: a comparison between U.S. and Australia

Fang, V. K. F. & Lim, Y. C., 2004, Proceedings of the 2004 AFAANZ Conference. Gray, P. (ed.). Australia: AFAANZ, p. 1 - 21 21 p.

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

The effectiveness of cross-currency hedging

Moosa, I. A., 2004, In : Finance Letters. 2, 1, p. 32 - 37 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Turkey

Bakir, C. & Brown, K. E., 2004, European Fixed Income Markets. Batten, J. A., Fetherston, T. A. & Szilagyi, P. G. (eds.). Chichester England: John Wiley & Sons, p. 431 - 448 18 p.

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

What financial institutions are not disclosing about term annuity products

Gay, R. & Latimer, P. S., 2004, In : Journal of Law and Financial Management. 3, 2, p. 14 - 21 8 p.

Research output: Contribution to journalArticleResearchpeer-review

What is wrong with market-based forecasting of exchange rates?

Moosa, I. A., 2004, In : International Journal of Business and Economics. 3, 2, p. 107 - 121 15 p.

Research output: Contribution to journalArticleResearchpeer-review

2005

A further examination of the price and volatility impact of stock dividends at ex-dates

Balachandran, B., Faff, R. & Tanner, S. A., 2005, In : Australian Economic Papers. 44, 3, p. 248 - 268 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Agency costs at Telstra: a case study

Easton, S. A. & Howard, P. F., 2005, In : Australian Economic Review. 38, 2, p. 229 - 232 4 p.

Research output: Contribution to journalArticleResearchpeer-review

15 Citations (Scopus)

An empirical analysis of hedge fund performance: the case of Australian hedge funds industry

Do, M. V., Faff, R. & Wickramanayake, J., 2005, In : Journal of Multinational Financial Management. 15, 4-5, p. 377 - 393 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Announcements of bonus share options: signalling of the quality of firms

Balachandran, B., Faff, R. & Jong, L. H., 2005, In : Global Finance Journal. 16, 2, p. 180 - 190 11 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Asia Pacific banks' derivative and risk management disclosures

Au Yong, H. H., Chalmers, K. & Faff, R., 2005, In : Asian Review of Accounting. 13, 1, p. 15 - 44 30 p.

Research output: Contribution to journalArticleResearchpeer-review

Asset pricing and the illiquidity premium

Chan, H. W-H. & Faff, R. W., 2005, In : The Financial Review. 40, 4, p. 429 - 458 30 p.

Research output: Contribution to journalArticleResearchpeer-review

181 Citations (Scopus)

Banking efficiency in China: application of DEA to pre- and post-deregulation eras: 1993-2000

Chen, X., Skully, M. T. & Brown, K. E., 2005, In : China Economic Review. 16, 3, p. 229 - 245 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Can the choice of interpolation method explain the difference between swap prices and futures prices?

Brown, R. & Fang, V. K. F., 2005, In : Accounting and Finance. 45, 2, p. 199 - 216 18 p.

Research output: Contribution to journalArticleResearchpeer-review

52 Citations (Scopus)

Capital structure in new technology-based firms: Evidence from the Irish software sector

Hogan, T. & Hutson, E. R., 2005, In : Global Finance Journal. 15, 3, p. 369-387 18 p.

Research output: Contribution to journalArticleResearchpeer-review

12 Citations (Scopus)

Contrarian investment strategies, extrapolation and risk in Australia

Tan, J. & Wickramanayake, J., 2005, In : Journal of Accounting and Finance. 19, 2, p. 3 - 38 36 p.

Research output: Contribution to journalArticleResearchpeer-review

Corporate governance and Australian bank stock prices

Doucouliagos, H. & Hoque, M. Z., 2005, In : Journal of Business and Policy Research. 1, 1, p. 33 - 53 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Cost efficiencies in the management of superannuation funds in Australia

Malhotra, D. K., Marisetty, V. & Ariff, M., 2005, In : International Journal of Finance. 17, 3, p. 3603 - 3621 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Exchange Rate Regimes: Fixed, Flexible or Something in Between?

Moosa, I. A., 2005, First ed. Basingstoke UK: Palgrave Macmillan. 267 p.

Research output: Book/ReportBookResearchpeer-review

1 Citation (Scopus)

Expectations and equilibrium in high-grade Australian bond markets

In, F. H. & Batten, J. A., 2005, In : Review of Pacific Basin Financial Markets and Policies. 8, 4, p. 573 - 592 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Financial centers in the Asia-Pacific region: an empirical study on Australia, Hong Kong, Japan and Singapore

Sagaram, J. P. A. & Wickramanayake, J., 2005, In : Banca Nazionale del Lavoro. Quarterly Review. LVIII, 232, p. 21 - 52 32 p.

Research output: Contribution to journalArticleResearchpeer-review

23 Citations (Scopus)

Financing transport infrastructure: For whom the road tolls

Brown, C. A., 2005, In : Australian Economic Review. 38, 4, p. 431 - 438 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Floor versus screen trading: distinctions for practitioners

Chng, M. T., 2005, In : Corporate Finance Review. 9, 6, p. 5 - 18 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Guided industrial credit

Hoque, M. Z., 2005, In : International Review of Business Research Papers. 1, 1, p. 1 - 15 15 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Human progress in south Asia: a multifaceted analysis

Perera, G. H. S. R., Skully, M. T. & Wickramanayake, J., 2005, In : South Asia: Journal of South Asian studies. 28, 3, p. 437 - 456 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Impact of globalization and economic development in Asia and Australia

Ariff, M., 2005, Capital markets, globalization and economic development. Gup, B. E. (ed.). First ed. New York USA: Springer, p. 145 - 160 16 p.

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