Research Output 1987 2020

2009

The effects of forecast specificity on the asymmetric short-window share market response to management earnings forecasts

Chan, H., Faff, R., Ho, Y. K. & Ramsay, A. L., 2009, In : Accounting Research Journal. 22, 3, p. 237 - 261 25 p.

Research output: Contribution to journalArticleResearchpeer-review

The Fama and French three-factor model and leverage: Compatibility with the Modigliani and Miller propositions

Dempsey, M. J., 2009, In : Investment Management and Financial Innovations. 6, 1, p. 48 - 53 6 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

The high-frequency responses of Australian financial futures to unexpected cash rate announcements

Lu, X., In, F. H. & Kou, M., 2009, In : Economic Record. 85, s1, p. 22 - 28 7 p.

Research output: Contribution to journalArticleResearchpeer-review

The myth of international diversification

Moosa, I. A. & Al-Deehani, T., 2009, In : Economia Internazionale (International Economics). 62, 3, p. 383 - 406 24 p.

Research output: Contribution to journalArticleResearchpeer-review

135 Citations (Scopus)

The role of dividends, debt and board structure in the governance of family controlled firms

Setia-Atmaja, L. L. Y., Tanewski, G. A. & Skully, M. T., 2009, In : Journal of Business Finance and Accounting. 36, 7 & 8, p. 863 - 898 36 p.

Research output: Contribution to journalArticleResearchpeer-review

The share price reaction during corporate bond rating revision

Taib, H., Di lorio, A., Hallahan, T. & Bissoondoyal-Bheenick, E., 2009, In : Journal of Business and Policy Research. 4, 2, p. 170 - 188 19 p.

Research output: Contribution to journalArticleResearchpeer-review

The use of fixed income in emerging markets: Empirical Evidence

Fenech, J. P. & Watson, J., 2009, In : Banks and Bank Systems. 4, 1, p. 11 - 18 8 p.

Research output: Contribution to journalArticleResearchpeer-review

The validity of group marks as a proxy for individual learning in e-learning settings

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. 136 - 150 15 p.

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

5 Citations (Scopus)

Tournament behavior in Australian superannuation funds: A non-parametric analysis

Hallahan, T. & Faff, R., 2009, In : Global Finance Journal. 19, 3, p. 307 - 322 16 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Trading volume and information asymmetry: Routine versus nonroutine earnings announcements in Australia

Mahipala, T., Chan, H. & Faff, R., 2009, In : Applied Financial Economics. 19, 21, p. 1737 - 1752 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Value investing using price earnings ratio in New Zealand

Truong, H. A., 2009, In : University of Auckland Business Review. 11, 1, p. 1 - 7 7 p.

Research output: Contribution to journalArticleResearchpeer-review

2010
11 Citations (Scopus)

A longer look at the asymmetric dependence between hedge funds and the equity market

Kang, B., In, F., Kim, G. & Kim, T., 2010, In : Journal of Financial and Quantitative Analysis. 45, 3, p. 763 - 789 27 p.

Research output: Contribution to journalArticleResearchpeer-review

17 Citations (Scopus)

Are price limits really bad for equity markets?

Deb, S., Kalev, P. & Marisetty, V., 2010, In : Journal of Banking and Finance. 34, 10, p. 2462 - 2471 10 p.

Research output: Contribution to journalArticleResearchpeer-review

25 Citations (Scopus)

Asymmetry in return and volatility spillover between equity and bond markets in Australia

Dean, W. G., Faff, R. & Loudon, G. F., 2010, In : Pacific Basin Finance Journal. 18, 3, p. 272 - 289 18 p.

Research output: Contribution to journalArticleResearchpeer-review

A test of the news model of stock price determination in an emerging market: The case of Kuwait

Moosa, I. A. & Al-Abduljader, S. T., 2010, In : Applied Financial Economics. 20, 5, p. 397 - 405 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Audit committee and equity return: The case of Australian firms

Azam, M. N., Hoque, M. Z. & Yeasmin, M., 2010, In : International Review of Business Research Papers. 6, 4, p. 202 - 208 7 p.

Research output: Contribution to journalArticleResearchpeer-review

12 Citations (Scopus)

Bank market concentration and interest spreads: South Asian evidence

Perera, G. H. S. R., Skully, M. T. & Wickramanayake, J., 2010, In : International Journal of Emerging Markets. 5, 1, p. 23 - 37 15 p.

Research output: Contribution to journalArticleResearchpeer-review

19 Citations (Scopus)

Basel II as a casualty of the global financial crisis

Moosa, I. A., 2010, In : Journal of Banking Regulation. 11, 2, p. 95 - 114 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Block shareholder identity and firm performance in New Zealand

Boone, N., Colombage, S. & Gunasekarage, A., 2010, p. 1 - 37. 37 p.

Research output: Contribution to conferenceOtherOther

6 Citations (Scopus)

Corporate usage of financial derivatives, information asymmetry, and insider trading

Nguyen, H., Faff, R. & Hodgson, A., 2010, In : Journal of Futures Markets. 30, 1, p. 25 - 47 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Does climatic seasonality produce seasonality in stock returns? Evidence from an emerging stock market

Moosa, I., 2010, In : Journal of Applied Business and Economics. 11, 2, p. 120 - 128 9 p.

Research output: Contribution to journalArticleResearchpeer-review

65 Citations (Scopus)

Does simple pairs trading still work?

Do, B. & Faff, R., 2010, In : Financial Analysts Journal. 66, 4, p. 83 - 95 13 p.

Research output: Contribution to journalArticleResearchpeer-review

10 Citations (Scopus)

Does the type of derivative instrument used by companies impact firm value?

Nguyen, H. & Faff, R., 2010, In : Applied Economics Letters. 17, 7, p. 681 - 683 3 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Does volume help in predicting stock returns? An analysis of the Australian market

Bissoondoyal-Bheenick, E. & Brooks, R. D., 2010, In : Research in International Business and Finance. 24, 2, p. 146 - 157 12 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Effects of securitization on mortgage yield spreads in Australia

Liu, B., Skully, M. & Tan, T., 2010, In : International Research Journal of Finance and Economics. 50, p. 72 - 79 8 p.

Research output: Contribution to journalArticleResearchpeer-review

69 Citations (Scopus)

Efficiency of microfinance institutions: A data envelopment analysis

Haq, M., Skully, M. T. & Pathan, S. T., 2010, In : Asia-Pacific Financial Markets. 17, 1, p. 63 - 97 35 p.

Research output: Contribution to journalArticleResearchpeer-review

50 Citations (Scopus)

Endogenously structured boards of directors in banks

Pathan, S. T. & Skully, M. T., 2010, In : Journal of Banking and Finance. 34, 7, p. 1590 - 1606 17 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Exchange traded contracts for difference: Design, pricing, and effects

Brown, C., Dark, J. & Davis, K., 2010, In : Journal of Futures Markets. 30, 12, p. 1108 - 1149 42 p.

Research output: Contribution to journalArticleResearchpeer-review

Exit market liquidity and venture capitalists' investment behaviour: Evidence from Australia, Canada and the United Kingdom

Perera, G., Bertsch, T. & Wickramanayake, J., 2010, In : Corporate Ownership and Control. 8, 1, p. 743 - 757 15 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Explaining mispricing with Fama-French factors: New evidence from the multiscaling approach

In, F. H., Kim, S. & Faff, R., 2010, In : Applied Financial Economics. 20, 4, p. 323 - 330 8 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Financial constraints and stock returns - Evidence from Australia

Chan, H. W-H., Chang, X., Faff, R. & Wong, G., 2010, In : Pacific Basin Finance Journal. 18, 3, p. 306 - 318 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Financial deregulation, trade and co-movements among the GDP growth rates: Evidence from South Asian countries

Piyadasa, E., 2010, 2010 International Conference on Management Science and Engineering, ICMSE 2010. p. 719-729 11 p. 5719880

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

31 Citations (Scopus)

Group affiliation and the performance of IPOs in the Indian stock market

Marisetty, V. & Subrahmanyam, M. G., 2010, In : Journal of Financial Markets. 13, 1, p. 196 - 223 28 p.

Research output: Contribution to journalArticleResearchpeer-review

How useful is the stage model theory in explaining the capital structure of venture capital-backed and non-venture capital-backed firms?

Hogan, T. & Hutson, E. R., 2010, New Technology Based Firms in the New Millennium. Oakey, R., Groen, A., Cook, G. & Van der Sijde, P. (eds.). Emerald Group Publishing Limited, Vol. 8.

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

26 Citations (Scopus)

Human nature, the environment, and behaviour: Explaining the scope and geographical scale of financial decision-making

Clark, G., 2010, In : Geografiska Annaler, Series B: Human Geography. 92, 2, p. 159 - 173 15 p.

Research output: Contribution to journalArticleResearchpeer-review

35 Citations (Scopus)

Information content of IPO grading

Deb, S. & Marisetty, V., 2010, In : Journal of Banking and Finance. 34, 9, p. 2294 - 2305 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Investing into the abyss: The continued misclassification of multi-sector managed funds

Watson, J., Allen, N., Phoon, K. & Wickramanayake, J., 2010, In : Corporate Ownership and Control. 8, 1, p. 600 - 623 24 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Joint rating announcements by the three leading agencies: An analysis of realized volatility in Asian FX markets

Bissoondoyal-Bheenick, E., Brooks, R., Hum, S. & Treepongkaruna, S., 2010, 2010 International Conference on Management Science and Engineering, ICMSE 2010. p. 1076-1083 8 p. 5719931

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

29 Citations (Scopus)

Liquidity and stock returns in Japan: New evidence

Chang, Y. Y., Faff, R. & Hwang, C-Y., 2010, In : Pacific Basin Finance Journal. 18, 1, p. 90 - 115 26 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Managed investment scheme regulation: Lessons from the Great Southern failure

Brown, C. A., Trusler, C. & Davis, K., 2010, In : JASSA: The Finsia Journal of Applied Finance. 2010, 2, p. 23 - 28 6 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Migration and its contribution to the size and value premiums: Australian evidence

Gharghori, P., Hamzah, Y. & Veeraraghavan, M., 2010, In : Journal of International Financial Markets, Institutions and Money. 20, 2, p. 177 - 196 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Modern Option Pricing: Improving Option Pricing with Modern Statistical Techniques

Lajbcygier, P., 2010, 1st ed. Saarbrucken Germany: Lambert Academic Publishing. 667 p.

Research output: Book/ReportBookOther

21 Citations (Scopus)

New evidence on the relation between stock liquidity and measures of trading activity

Chai, D., Faff, R. & Gharghori, P., 2010, In : International Review of Financial Analysis. 19, 3, p. 181 - 192 12 p.

Research output: Contribution to journalArticleResearchpeer-review

33 Citations (Scopus)

Oil shocks and stock returns: The case of the Central and Eastern European (CEE) oil and gas sectors

Mohanty, S., Nandha, M. & Bota, G., 2010, In : Emerging Markets Review. 11, 4, p. 358 - 372 15 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Performance persistence in hedge funds: Australian evidence

Do, M., Faff, R. & Veeraraghavan, M., 2010, In : Journal of International Financial Markets, Institutions and Money. 20, 4, p. 346 - 362 17 p.

Research output: Contribution to journalArticleResearchpeer-review

13 Citations (Scopus)

Portfolio allocation and the investment horizon: A multiscaling approach

Kim, S. & In, F. H., 2010, In : Quantitative Finance. 10, 4, p. 443 - 453 11 p.

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)

Post earnings announcement drift and the roles of drift-enhanced factors in New Zealand

Truong, H. A., 2010, In : Pacific Basin Finance Journal. 18, 2, p. 139 - 157 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Rating skewness spillovers in equity and currency markets: Evidence from the Pacific Rim

Treepongkaruna, S. & Wu, E., 2010, Emerging Markets: Performance, Analysis and Innovation. Gregoriou, G. N. (ed.). 1st ed. Boca Raton FL USA: CRC Press, p. 457 - 473 17 p.

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

Regional Economic Engagements and The Free Trade Agreements: Analytical Insights and Policy Options

Das, R., Edirisuriya, P. & Swarup, A., 2010, 1st ed. Singapore: World Scientific Publishing. 225 p.

Research output: Book/ReportBookResearchpeer-review

28 Citations (Scopus)

State-dominant and non-state-dominant ownership concentration and firm performance: Evidence from China

Hess, K., Gunasekarage, A. & Hovey, M., 2010, In : International Journal of Managerial Finance. 6, 4, p. 264 - 289 26 p.

Research output: Contribution to journalArticleResearchpeer-review