Research Output 1987 2020

2007

Effects of financial sector reforms in Sri Lanka: Evidence from the banking sector

Edirisuriya, P., 2007, In : Asia Pacific Journal of Finance and Banking Research. 1, 1, p. 42 - 57 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Efficiency analysis of Islamic banks in Africa, Asia and the Middle East

Viverita, V., Brown, K. E. & Skully, M. T., 2007, In : Review of Islamic Economics. 11, 2, p. 5 - 16 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Evolutionary finance simulation of long term equity portfolio management system

Lee, V. C-S., Tan, T. Y. & Kwok, T., 2007, Proceedings of the 2007 International Conference on Service Systems and Service Management. Chen, J. (ed.). China: IEEE, Institute of Electrical and Electronics Engineers, p. 369 - 374 6 p.

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

Exploring the clinical notes of pathology ordering by Australian general practitioners: A text mining perspective

Sprague Jr, R. H. (ed.), Zhuang, Z. Y., Amarasiri, R., Churilov, L., Alahakoon, D. & Sikaris, K., 2007, p. 1 - 10. 10 p.

Research output: Contribution to conferenceOtherOther

Factors determining mergers of banks in Malaysia's banking sector reform

Ahmad, R., Ariff, M. & Skully, M. T., 2007, In : Multinational Finance Journal. 11, 1/2, p. 1 - 31 31 p.

Research output: Contribution to journalArticleResearchpeer-review

16 Citations (Scopus)

Forecasting stock index volatility: Comparing implied volatility and the intraday high-low price range

Corrado, C. & Truong, H. A., 2007, In : Journal of Financial Research. 30, 2, p. 201 - 215 15 p.

Research output: Contribution to journalArticleResearchpeer-review

18 Citations (Scopus)

Hedging effectiveness and futures contract maturity: The case of NYMEX crude oil futures

Ripple, R. D. & Moosa, I. A., 2007, In : Applied Financial Economics. 17, 9, p. 683 - 689 7 p.

Research output: Contribution to journalArticleResearchpeer-review

20 Citations (Scopus)

How smart is money? An investigation into investor behaviour in the Australian managed fund industry

Gharghori, P., Mudumba, S. & Veeraraghavan, M., 2007, In : Pacific Basin Finance Journal. 15, 5, p. 494 - 513 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Islamic banking: A variation of conventional banking?

Ariff, M., 2007, In : Monash Business Review. 3, 1, p. 1 - 8 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Islamic banks from a global perspective

Brown, K. E. & Skully, M. T., 2007, In : Journal of Islamic Economics, Banking and Finance. 3, 2, p. 105 - 128 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Liquidity and market efficiency before and after the introduction of electronic trading at the Sydney Futures Exchange

Burgess, M. & Wickramanayake, J., 2007, Asset Allocation and International Investments. Gregoriou, G. N. (ed.). First ed. Basingstoke UK: Palgrave Macmillan, p. 151 - 182 32 p.

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

7 Citations (Scopus)

Neoclassical versus Post Keynesian models of exchange rate determination: A comparison based on nonnested model selection tests and predictive accuracy

Moosa, I. A., 2007, In : Journal of Post Keynesian Economics. 30, 2, p. 169 - 185 17 p.

Research output: Contribution to journalArticleResearchpeer-review

50 Citations (Scopus)

On the relationship between changes in stock prices and bond yields in the G7 countries: Wavelet analysis

Kim, S. & In, F. H., 2007, In : Journal of International Financial Markets, Institutions and Money. 17, 2, p. 167 - 179 13 p.

Research output: Contribution to journalArticleResearchpeer-review

15 Citations (Scopus)

Operational efficiency and performance of Islamic banks

Brown, K. E., Hassan, M. K. & Skully, M. T., 2007, Handbook of Islamic Banking. Hassan, M. K. & Lewis, M. K. (eds.). Cheltenham UK: Edward Elgar Publishing, p. 96 - 115 20 p.

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

14 Citations (Scopus)

Operational risk: A survey

Moosa, I. A., 2007, In : Financial Markets, Institutions and Instruments. 16, 4, p. 167 - 200 34 p.

Research output: Contribution to journalArticleResearchpeer-review

Operational Risk Management

Moosa, I. A., 2007, 1 ed. Basingstoke Hampshire UK: Palgrave Macmillan. 255 p.

Research output: Book/ReportBookResearchpeer-review

Post merger and acquisition integration issues: An Australian study

De Lange, P. A., McDonald, J. & Coulthard, M. R., 2007, In : Monash Business Review. 3, 1, p. 1 - 12 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Predicting asymmetric monthly fund flows for hedge funds

Dunis, C. (ed.), Lajbcygier, P. R., Dempster, M. (ed.), Shen, Y., Girardin, E. (ed.) & Peguin-Feissolle, A. (ed.), 2007, p. 1 - 24. 24 p.

Research output: Contribution to conferenceOtherOther

Price volatility in stocks subject to tender offers

Hutson, E. R., 2007, Mergers and acquisitions: current issues. Neuhauser, K. & Gregoriou, G. (eds.). Palgrave Macmillan, (Finance and Capital Markets).

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

Proposed depositor protection in Australia

Ng, K., Brown, K. E. & Avram, K. J., 2007, In : Monash Business Review. 3, 2, p. 1 - 4 4 p.

Research output: Contribution to journalArticleOther

30 Citations (Scopus)

Relations between mutual fund flows and stock market returns in Korea

Oh, N. & Parwada, J., 2007, In : Journal of International Financial Markets, Institutions and Money. 17, 2, p. 140 - 151 12 p.

Research output: Contribution to journalArticleResearchpeer-review

54 Citations (Scopus)

Systematic risk, and oil price and exchange rate sensitivities in Asia-Pacific stock markets

Nandha, M. S. & Hammoudeh, S., 2007, In : Research in International Business and Finance. 21, 2, p. 326 - 341 16 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

The announcement effects of off-market share repurchases in Australia

Brown, C. A., 2007, In : Australian Journal of Management. 32, 2, p. 369 - 385 17 p.

Research output: Contribution to journalArticleResearchpeer-review

The Australian Stock Market: An empirical investigation

Chan, A. & Wickramanayake, J., 2007, Asset Allocation and International Investments. Gregoriou, G. N. (ed.). First ed. Basingstoke UK: Palgrave Macmillan, p. 114 - 136 23 p.

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

41 Citations (Scopus)

The influence of the degree of state ownership and the ownership concentration on the performance of listed Chinese companies

Gunasekarage, A., Hess, K. & Hu, A. J., 2007, In : Research in International Business and Finance. 21, 3, p. 379 - 395 17 p.

Research output: Contribution to journalArticleResearchpeer-review

The Profitability of Trading Rules and Volatility in Emerging Financial Markets

Moosa, I. A. & Al-Muraikhi, H., 2007, 1 ed. Hyderabad India: Icfai University Press. 224 p.

Research output: Book/ReportBookResearchpeer-review

4 Citations (Scopus)

The real impact of stock market mispricing - Evidence from Australia

Chang, X., Tam, L. H. K., Tan, T. J. & Wong, G. L-B., 2007, In : Pacific Basin Finance Journal. 15, 4, p. 388 - 408 21 p.

Research output: Contribution to journalArticleResearchpeer-review

23 Citations (Scopus)

The relation between R&D intensity and future market returns: Does expensing versus capitalization matter?

Chan, H. W-H., Faff, R., Gharghori, P. & Ho, Y. K., 2007, In : Review of Quantitative Finance and Accounting. 29, 1, p. 25 - 51 27 p.

Research output: Contribution to journalArticleResearchpeer-review

The rise and rise of operational risk

Moosa, I. A., 2007, In : Management Online REview. Nov 2007, p. 1 - 11 11 p.

Research output: Contribution to journalArticleResearchpeer-review

The role of technicians and fundamentalists in the Korean stock market

Moosa, I. A., Choi, J-S. & Choe, C., 2007, In : Journal of Accounting and Finance. p. 89 - 98 10 p.

Research output: Contribution to journalArticleOther

The vanishing January effect

Moosa, I. A., 2007, In : International Research Journal of Finance and Economics. January, 7, p. 92 - 103 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Using "blended learning" to develop tertiary students' skills of critique

Lajbcygier, P. R. & Spratt, C. F., 2007, Integrating Information and Communications Technologies into the Classroom. Tomei, L. (ed.). Hershey PA USA: Information Science Publishing, p. 1 - 18 18 p.

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

Using the gap statistic to find the correct number of mutual fund styles

Lajbcygier, P. R., 2007, In : Economic & Financial Modelling. 14, 3, p. 103 - 137 35 p.

Research output: Contribution to journalArticleResearchpeer-review

Volatility linkages and spillovers in stock and bond markets: some international evidence

Fang, V. K. F., Lin, C-T. & Lee, V. C-S., 2007, In : Journal of International Finance and Economics - J I F E. 7, 1, p. 1 - 10 10 p.

Research output: Contribution to journalArticleResearchpeer-review

19 Citations (Scopus)

Volatility spillovers across international swap markets: The US, Japan, and the UK

In, F. H., 2007, In : Journal of International Money and Finance. 26, 3, p. 329 - 341 13 p.

Research output: Contribution to journalArticleResearchpeer-review

2008
6 Citations (Scopus)

A critique of the advanced measurement approach to regulatory capital against operational risk

Moosa, I. A., 2008, In : Journal of Banking Regulation. 9, 3, p. 151 - 164 14 p.

Research output: Contribution to journalArticleResearchpeer-review

A heuristic approach to Asian hedge fund allocation

Fang, V. K. F., Phoon, K. F. & Xiang, Y., 2008, In : The Journal of Wealth Management. 10, 4, p. 42 - 52 11 p.

Research output: Contribution to journalArticleOther

A model of fund growth for managed futures: Evidence of managerial skill

Lajbcygier, P. R., 2008, In : Journal of Investment Management. 6, 1, p. 55 - 67 13 p.

Research output: Contribution to journalArticleResearchpeer-review

16 Citations (Scopus)

Analysing the performance of managed funds using the wavelet multiscaling method

In, F. H., Kim, S., Marisetty, V. & Faff, R., 2008, In : Review of Quantitative Finance and Accounting. 31, 1, p. 55 - 70 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Anatomy of the subprime financial crisis

Moosa, I. A., 2008, In : Monash Business Review. 4, 1, p. 1 - 7 7 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

An examination of commonality in liquidity: New evidence from the Australian stock exchange

Sujoto, C., Kalev, P. S. & Faff, R., 2008, In : Journal for Studies in Economics and Econometrics. 32, 3, p. 55 - 79 25 p.

Research output: Contribution to journalArticleResearchpeer-review

A practical guide to gold as an investment asset

Cai, C. X., Clacher, I., Faff, R. & Hillier, D., 2008, The Handbook of Commodity Investing. Fabozzi, F. J., Fuss, R. & Kaiser, D. G. (eds.). New Jersey USA: John Wiley & Sons, p. 712 - 735 24 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Other

8 Citations (Scopus)

Are Australian investors smart?

Gharghori, P., Sujoto, C. & Veeraraghavan, M., 2008, In : Australian Journal of Management. 32, 3, p. 525 - 544 20 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Are company size and stock beta, liquidity and idiosyncratic volatility related to stock returns? Australian evidence

Bollen, B. E., Clayton, L., Dempsey, M. J. & Veeraraghavan, M., 2008, In : Investment Management and Financial Innovations. 5, 4(continued), p. 145 - 158 14 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Are stock returns related toshort-term and long-term past returns? Australian evidence

Gharghori, P., Lee, J. & Veeraraghavan, M., 2008, In : Applied Financial Economics Letters. 4, 4, p. 277 - 282 6 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Asia-Pacific banks risk exposures: Pre and post the Asian financial crisis

Au Yong, H. H. & Faff, R., 2008, In : Applied Financial Economics. 18, 6, p. 431 - 449 19 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Asymmetry in the price-volume relation: Evidence based on individual company stocks traded in an emerging stock market

Al-Saad, K. & Moosa, I. A., 2008, In : Applied Financial Economics Letters. 4, 2, p. 151 - 155 5 p.

Research output: Contribution to journalArticleResearchpeer-review

16 Citations (Scopus)

A test of the Samuelson hypothesis using realized range

Kalev, P. S. & Duong, H. N., 2008, In : Journal of Futures Markets. 28, 7, p. 680 - 696 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Central Bank Independence and Governance: Definitions and Modelling

Ahsan, A., Skully, M. T. & Wickramanayake, J., 2008, Central Banking Governance: Issues and Perspectives. Kumar, R., Jain, B. & Sohani, A. K. (eds.). 1 ed. India: Icfai University Press, p. 12 - 58 47 p.

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