Research Output 1987 2020

2008
7 Citations (Scopus)

The impact of securitisation and structural changes of the Australian mortgage markets on bank pricing behaviour

Liu, B. & Skully, M. T., 2008, In : International Journal of Banking, Accounting and Finance. 1, 2, p. 149 - 167 19 p.

Research output: Contribution to journalArticleResearchpeer-review

The impact of the announcement of acquisition of divested assets on buyers' wealth - asset fit and disclosure of funds used: Evidence from the U.K.

Balachandran, B., Faff, R., Love, R. W. & Menon, A., 2008, In : Multinational Finance Journal. 12, 3/4, p. 219 - 240 22 p.

Research output: Contribution to journalArticleResearchpeer-review

The persistence and pricing of earnings, accruals and free cash flows: Australian evidence

Anderson, K. L., Woodhouse, K. L., Ramsay, A. L. & Faff, R., 2008, In : Contabilitate si Informatica de Gestiune. 25, 2008, p. 6 - 24 19 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

The relationship between director independence, reputation and management earnings forecasts

Chan, H., Faff, R., Mather, P. R. & Ramsay, A. L., 2008, In : Corporate Ownership and Control. 6, 2, p. 404 - 419 16 p.

Research output: Contribution to journalArticleResearchpeer-review

28 Citations (Scopus)

The Samuelson hypothesis in futures markets: An analysis using intraday data

Duong, H. N. & Kalev, P. S., 2008, In : Journal of Banking and Finance. 32, 4, p. 489 - 500 12 p.

Research output: Contribution to journalArticleResearchpeer-review

The significance of beta for stock returns in Australian markets

Dempsey, M. J., 2008, In : Investment Management and Financial Innovations. 5, 3, p. 51 - 60 10 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

The stock market reaction to Australian convertible debt issues: New evidence

Fenech, J. P., 2008, In : Investment Management and Financial Innovations. 5, 3, p. 90 - 100 11 p.

Research output: Contribution to journalArticleResearchpeer-review

The views of students outside the United States on the case method of learning

Kester, G. W., Anderson, M. A., Dean, R. A., Ding, D. K., du Plessis, A., Hoover, S. A. & Skully, M. T., 2008, In : Advances in Financial Education. 6, Winter, p. 147 - 160 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Wavelet estimation of asymmetric hedge ratios: Does econometric sophistication boost hedging effectiveness?

Maharaj, E. A., Moosa, I. A., Dark, J. G. & Silvapulle, P., 2008, In : International Journal of Business and Economics. 7, 3, p. 213 - 230 18 p.

Research output: Contribution to journalArticleResearchpeer-review

2009

A comparison of corporate bankruptcy models in Australia: The Merton vs accounting-`based models

Tanthanongsakkun, S., Pitt, D. & Treepongkaruna, S., 2009, In : Asia-Pacific Journal of Risk and Insurance. 3, 2, p. 93 - 112 20 p.

Research output: Contribution to journalArticleResearchpeer-review

A critical analysis of central bank independence and governance in Australia and Bangladesh

Ahsan, A., Skully, M. T. & Wickramanayake, J., 2009, In : Journal of Administration and Governance. 4, 1, p. 11 - 28 18 p.

Research output: Contribution to journalArticleResearchpeer-review

30 Citations (Scopus)

A new approach to modeling co-movement of international equity markets: Evidence of unconditional copula-based simulation of tail dependence

Sun, W., Rachev, S., Fabozzi, F. J. & Kalev, P. S., 2009, In : Empirical Economics. 36, 1, p. 201 - 229 29 p.

Research output: Contribution to journalArticleResearchpeer-review

29 Citations (Scopus)

Anomalies and stock returns: Australian evidence

Gharghori, P., Veeraraghavan, M. & Lee, R., 2009, In : Accounting and Finance. 49, 3, p. 555 - 576 22 p.

Research output: Contribution to journalArticleResearchpeer-review

14 Citations (Scopus)

Are the Fama-French factors proxying news related to GDP growth? The Australian evidence

Nguyen, P. A., Faff, R. & Gharghori, P., 2009, In : Review of Quantitative Finance and Accounting. 33, 2, p. 141 - 158 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Completing the pensions task: Infrastructure for nationally coordinated private schemes

Gay, R. & Duns, J. C., 2009, In : Journal of Economic and Social Policy. 13, 1, p. 1 - 8 8 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Corporate governance and regulatory reform: Australian evidence

Strydom, M., 2009, In : Investment Management and Financial Innovations. 6, 4, p. 112 - 121 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Corporate sustainability performance and idiosyncratic risk: A global perspective

Lee, D. D. & Faff, R., 2009, In : The Financial Review. 44, 2, p. 213 - 237 25 p.

Research output: Contribution to journalArticleResearchpeer-review

Deal or no deal, that is the question: The impact of increasing stakes and framing effects on decision-making under risk

Brooks, R. D., Faff, R., Mulino, D. & Scheelings, R., 2009, In : International Review of Finance. 9, 1-2, p. 27 - 50 24 p.

Research output: Contribution to journalArticleResearchpeer-review

16 Citations (Scopus)

Default risk and equity returns: Australian evidence

Gharghori, P., Chan, H. & Faff, R., 2009, In : Pacific Basin Finance Journal. 17, 5, p. 580 - 593 14 p.

Research output: Contribution to journalArticleResearchpeer-review

19 Citations (Scopus)

Derivative activities and Asia-Pacific banks' interest rate and exchange rate exposures

Au Yong, H. H., Faff, R. & Chalmers, K., 2009, In : Journal of International Financial Markets, Institutions and Money. 19, 1, p. 16 - 32 17 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Do Australian hedge fund managers possess timing abilities?

Do, M. V., Faff, R. & Veeraraghavan, M., 2009, In : Applied Financial Economics. 19, 1, p. 27 - 38 12 p.

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)

Does risk aversion vary with decision-frame? An empirical test using recent game show data

Mulino, D., Scheelings, R., Brooks, R. D. & Faff, R., 21 Sep 2009, In : Review of Behavioral Finance. 1, 1-2, p. 44-61 18 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

E-Learning Technologies and Evidence-Based Assessment Approaches

Spratt, C. F. & Lajbcygier, P. R., 2009, Hershey New York USA: Information Science Reference. 313 p.

Research output: Book/ReportEdited BookOther

Ethical investments and performance of Islamic banks

Brown, K. E. & Skully, M. T., 2009, In : Journal of Islamic Economics, Banking and Finance. 5, 1, p. 59 - 72 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Examination items in financial mathematics: A Bayesian analysis of Differential Item Functioning (DIF) using Item-Response Theory (IRT)

Sanford, A. D. & Lajbcygier, P. R., 2009, In : Advances in Financial Education. 7, 1 & 2, p. 158 - 182 25 p.

Research output: Contribution to journalArticleResearchpeer-review

Exchange rate regime verification: Has China actually moved from a dollar peg to a basket peg?

Moosa, I. A., Naughton, T. & Li, L., 2009, In : Economia Internazionale (International Economics). 62, 1, p. 41 - 67 27 p.

Research output: Contribution to journalArticleResearchpeer-review

Exchange-traded funds in the Middle East: Opportunities and Challenges in the GCC countries

Al-Abduljader, S. T. & Moosa, I. A., 2009, Exchange-Traded Funds: Conceptual and Practical Investment Approaches. Meziani, A. S. (ed.). London UK: Risk Books, p. 495 - 520 26 p.

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

14 Citations (Scopus)

Fund size, transaction costs and performance: Size matters!

Chan, H. W. H., Faff, R., Gallagher, D. R. & Looi, A., 2009, In : Australian Journal of Management. 34, 1, p. 73 - 96 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Identifying latent classes and differential item functioning in a cohort of e-learning students

Sanford, A. D., Lajbcygier, P. R. & Spratt, C. F., 2009, E-Learning Technologies and Evidence -Based Assessment Approaches. Spratt, C. & Lajbcygier, P. (eds.). Hershey PA USA: Information Science Publishing, p. 195 - 217 23 p.

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

8 Citations (Scopus)

Idiosyncratic volatility and security returns: Australian evidence

Bollen, B. E., Skotnicki, A. A. & Veeraraghavan, M., 2009, In : Applied Financial Economics. 19, 19, p. 1573 - 1579 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Impact of Asian crisis on the long run relationship of East Asian real interest rates

Ji, I. P., 2009, In : Empirical Economics Letters. 8, 10, p. 987 - 992 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Impact of interest rates on loan default: Experience from a developing country

Hoque, M. Z. & Hossain, M. Z., 2009, In : Global Economy and Finance Journal. 2, 1, p. 172 - 186 15 p.

Research output: Contribution to journalArticleResearchpeer-review

10 Citations (Scopus)

Information and volatility links in the foreign exchange market

Treepongkaruna, S. & Gray, S., 2009, In : Accounting and Finance. 49, 2, p. 385 - 405 21 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Intraweek and intraday trade patterns and dynamics

Kalev, P. S. & Pham, T. T. L., 2009, In : Pacific Basin Finance Journal. 17, 5, p. 547 - 564 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Modelling the behaviour of technicians and fundamentalists in the Shanghai stock market

Moosa, I. A. & Li, L., 2009, In : The International Journal of Banking and Finance. 6, 2, p. 1 - 36 36 p.

Research output: Contribution to journalArticleResearchpeer-review

New insights into rights offerings as signals of firm quality: Evidence from Australia

Balachandran, B., Faff, R. & Theobald, M. F., 2009, In : Journal of Applied Corporate Finance. 21, 3, p. 80 - 85 6 p.

Research output: Contribution to journalArticleResearchpeer-review

15 Citations (Scopus)

Nonlinear linkages between financial risk tolerance and demographic characteristics

Faff, R., Hallahan, T. & McKenzie, M., 2009, In : Applied Economics Letters. 16, 13, p. 1329 - 1332 4 p.

Research output: Contribution to journalArticleResearchpeer-review

51 Citations (Scopus)

Oil prices and transport sector returns: An international analysis

Nandha, M. S. & Brooks, R. D., 2009, In : Review of Quantitative Finance and Accounting. 33, 4, p. 393 - 409 17 p.

Research output: Contribution to journalArticleResearchpeer-review

23 Citations (Scopus)

Order aggressiveness of institutional and individual investors

Duong, H. N., Kalev, P. S. & Krishnamurti, C., 2009, In : Pacific Basin Finance Journal. 17, 5, p. 533 - 546 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Preservation of lump sum capital under pension drawdown

Gay, R., 2009, In : JASSA: The Finsia Journal of Applied Finance. 2009, 3, p. 22 - 25 4 p.

Research output: Contribution to journalArticleResearchpeer-review

29 Citations (Scopus)

Random walk and efficiency tests in the Asia-Pacific foreign exchange markets: Evidence from the post-Asian currency crisis data

Azad, A. S., 2009, In : Research in International Business and Finance. 23, 3, p. 322 - 338 17 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Rankings for Australian managed funds: Contrariness and performance index failure

Dempsey, M. J., 2009, In : Journal of Asset Management. 10, 3, p. 138 - 157 20 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

Real interest rate linkages in the Pacific-Basin region

Ji, I. P. & Kim, J., 2009, In : International Review of Economics and Finance. 18, 3, p. 440 - 448 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Regulation of retail financial services

Ralston, D. E., 2009, In : Australian Economic Review. 42, 4, p. 482 - 489 8 p.

Research output: Contribution to journalArticleResearchpeer-review

63 Citations (Scopus)

Revisiting the vexing question: Does superior corporate social performance lead to improved financial performance?

Lee, D. D., Faff, R. & Langfield-Smith, K., 2009, In : Australian Journal of Management. 34, 1, p. 21 - 49 28 p.

Research output: Contribution to journalArticleResearchpeer-review

Seasoned equity offerings by new economy companies in Australia

Murgulov, Z. & Bornholt, G., 2009, In : Accounting Accountability and Performance. 15, 1, p. 1 - 32 32 p.

Research output: Contribution to journalArticleResearchpeer-review

Testing for asymmetric effects in the accrual anomaly using piecewise linear regressions: Australian evidence

Anderson, K., Woodhouse, K. L., Ramsay, A. L. & Faff, R., 2009, In : Pacific Accounting Review. 21, 1, p. 5 - 25 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Testing the integration of the US and Chinese stock markets in a Fama-French framework

Brooks, R. D., Di lorio, A., Faff, R. & Wang, Y., 2009, In : Journal of economic integration. 24, 3, p. 435 - 454 20 p.

Research output: Contribution to journalArticleResearchpeer-review

12 Citations (Scopus)

The determinants of foreign direct investment in MENA countries: An extreme bounds analysis

Moosa, I. A., 2009, In : Applied Economics Letters. 16, 15, p. 1559 - 1563 5 p.

Research output: Contribution to journalArticleResearchpeer-review

17 Citations (Scopus)

The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility

Ripple, R. D. & Moosa, I. A., 2009, In : Global Finance Journal. 20, 3, p. 209 - 219 11 p.

Research output: Contribution to journalArticleResearchpeer-review