Research Output 1987 2020

2010
4 Citations (Scopus)

Strategic timing of earnings announcements?

Truong, H., 2010, In : Accounting and Finance. 50, 3, p. 719 - 738 20 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Style analysis and dominant index timing: An application to Australian multi-sector managed funds

Holmes, K. A., Faff, R. & Clacher, I., 2010, In : Applied Financial Economics. 20, 4, p. 293 - 301 9 p.

Research output: Contribution to journalArticleResearchpeer-review

19 Citations (Scopus)

Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks

Hammoudeh, S., Yuan, Y., Chiang, T. C-N. & Nandha, M. S., 2010, In : Energy Policy. 38, 8, p. 3922 - 3932 11 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Testing seasonality in the liquidity-return relation: Japanese evidence

Chang, Y., Faff, R. & Hwang, C-Y., 2010, In : Applied Economics Letters. 17, 10, p. 951 - 954 4 p.

Research output: Contribution to journalArticleResearchpeer-review

12 Citations (Scopus)

The book-to-market equity ratio as a proxy for risk: Evidence from Australian markets

Dempsey, M. J., 2010, In : Australian Journal of Management. 35, 1, p. 7 - 21 15 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

The effects of reputation and relationships on lead banks' certification roles

Do, M. & Vu, T., 2010, In : Journal of International Financial Markets, Institutions and Money. 20, 5, p. 475 - 489 15 p.

Research output: Contribution to journalArticleResearchpeer-review

The Financial Services Reform Act and Australian bank risk

Bollen, B. E., Skully, M. T. & Wei, X. T., 2010, In : Banks and Bank Systems. 5, 1, p. 58 - 64 7 p.

Research output: Contribution to journalArticleResearchpeer-review

18 Citations (Scopus)

The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads

Ji, I. & In, F., 2010, In : Journal of International Financial Markets, Institutions and Money. 20, 5, p. 575 - 589 15 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

The influence of time, seasonality and market state on momentum: Insights from the Australian stock market

Phua, V., Chan, H., Faff, R. & Hudson, R., 2010, In : Applied Financial Economics. 20, 20, p. 1547 - 1563 17 p.

Research output: Contribution to journalArticleResearchpeer-review

The investor recognition hypothesis: The New Zealand case

Chai, D. & Choi, D. F. S., 2010, In : Applied Financial Economics. 20, 11, p. 891 - 898 8 p.

Research output: Contribution to journalArticleResearchpeer-review

The problem of pre-tax valuations: A note

Dempsey, M., McKenzie, M. & Partington, G., 2010, In : Journal of Applied Research in Accounting and Finance. 5, 2, p. 10 - 13 4 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

The relationship between mutual fund flows and stock market returns: A comparative empirical analysis

Yangbo, B., Wickramanayake, J., Watson, J. & Tsigos, S., 2010, In : Corporate Ownership and Control. 8, 1, p. 785 - 799 15 p.

Research output: Contribution to journalArticleResearchpeer-review

The role of governance, ICT and bad loans in Australian bank efficiency: An empirical study

Salim, R., Hoque, M. & Suyanto, S., 2010, In : Asia Pacific Journal of Economics and Business. 14, 1, p. 18 - 36 19 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

The security market plane

Bollen, B., 2010, In : Applied Financial Economics. 20, 15, p. 1231 - 1240 10 p.

Research output: Contribution to journalArticleResearchpeer-review

10 Citations (Scopus)

The simultaneous relation between fund flows and returns

Benson, K., Faff, R. & Smith, T., 2010, In : Australian Journal of Management. 35, 1, p. 51 - 68 18 p.

Research output: Contribution to journalArticleResearchpeer-review

The small firm and other confounding effects in asset pricing data: Some evidence from Australian markets

Bollen, B. E. & Dempsey, M. J., 2010, In : Investment Management and Financial Innovations. 7, 4, p. 70 - 76 7 p.

Research output: Contribution to journalArticleResearchpeer-review

The Theory And Empirics of Exchange Rates

Moosa, I. A. & Bhatti, R. H., 2010, 1st ed. Singapore: World Scientific Publishing. 483 p.

Research output: Book/ReportBookResearchpeer-review

1 Citation (Scopus)

Threshold levels, strike price grid, and other market microstructure issues associated with exchange-traded equity options

Maberly, E., Pierce, R. M. & Catania, P., 2010, In : Journal of Futures Markets. 30, 2, p. 188 - 201 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Volatility asymmetry and leverage: Some U.S. evidence

Bissoondoyal-Bheenick, E. & Brooks, R. D., 2010, The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets. Gregoriou, G. N., Hoppe, C. & Wehn, C. S. (eds.). 1st ed. USA: McGraw-Hill Education, p. 115 - 123 9 p.

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

Wealth effects of business takeover announcements: The case of Australian acquirers' shareholders

Perera, G., Wickramanayake, J. & Mehta, A., 2010, In : Corporate Ownership and Control. 8, 1, p. 758 - 771 14 p.

Research output: Contribution to journalArticleResearchpeer-review

2011
5 Citations (Scopus)

A decision model to predict profitability using revised Thompson-Thrall profit ratios in DEA with an application to South Asian banks

Dharmapala, P. S. & Edirisuriya, P., 2011, In : International Journal of Operational Research. 12, 4, p. 407 - 429 23 p.

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)

An analysis of the determinants of bank ratings: Comparison across ratings agencies

Bissoondoyal-Bheenick, E. & Treepongkaruna, S., 2011, In : Australian Journal of Management. 36, 3, p. 405 - 424 20 p.

Research output: Contribution to journalArticleResearchpeer-review

An empirical evaluation of the balanced growth hypothesis: Evidence from Australia

Ji, I. & Park, R., 2011, In : Journal of the Korean Economy. 12, 2, p. 341 - 365 25 p.

Research output: Contribution to journalArticleResearchpeer-review

An empirical investigation between oil prices and the stock price in China and India

Hatemi-J, A., Singh, H. & Nandha, M., 2011, In : Corporate Ownership and Control. 8, 2, p. 163 - 169 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Beta in the Chinese markets: Wanted dead or alive

Bollen, B., Dempsey, M. & Li, L., 2011, In : Corporate Ownership and Control. 8, 4, p. 305 - 312 8 p.

Research output: Contribution to journalArticleResearchpeer-review

12 Citations (Scopus)

Block shareholder identity and firm performance in New Zealand

Boone, N., Colombage, S. & Gunasekarage, A., 13 Sep 2011, In : Pacific Accounting Review. 23, 2, p. 185-210 26 p.

Research output: Contribution to journalArticleResearchpeer-review

Block shareholder identity and firm performance in New Zealand

Boone, N., Colombage, S. & Gunasekarage, A., 2011, In : Pacific Accounting Review. 23, 2, p. 185 - 210 26 p.

Research output: Contribution to journalArticleResearchpeer-review

Comments in response

Clark, G. L., 2011, In : Dialogues in Human Geography. 1, 1, p. 42-45 4 p.

Research output: Contribution to journalReview ArticleOtherpeer-review

1 Citation (Scopus)

Corporate governance and Islamic banks

Skully, M., 2011, The Foundations of Islamic Banking: Theory, Practice and Education. Ariff, M. & Iqbal, M. (eds.). Cheltenham UK: Edward Elgar Publishing, p. 103 - 123 21 p.

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

51 Citations (Scopus)

DEA as a tool for predicting corporate failure and success: A case of bankruptcy assessment

Premachandra, I., Chen, Y. & Watson, J., 2011, In : OMEGA International Journal of Management Science. 39, 6, p. 620 - 626 7 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

Difference of opinion and the cross-section of equity returns: Australian evidence

Gharghori, P., See, Q. & Veeraraghavan, M., 2011, In : Pacific Basin Finance Journal. 19, 4, p. 435 - 446 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Employing high-low price range in forecasting market index volatility

Truong, H., 2011, In : International Research Journal of Applied Finance. 2, 7, p. 739 - 752 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Financial market integration and co-movements among the growth rates: Evidence from South Asian countries

Edirisuriya, P., 2011, In : Corporate Ownership and Control. 8, 2, p. 203 - 216 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Firm-level internationalisation, regionalism and globalisation

Hutson, E. R., Berrill, J. & Sinkovics, R., 2011, London: Palgrave Macmillan. 454 p.

Research output: Book/ReportEdited BookOther

1 Citation (Scopus)

Granger causality in volatility between Australian equity and debt markets: A Bayesian analysis

Sanford, A. D., 2011, In : Corporate Ownership and Control. 9, 1, p. 587 - 596 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Household saving and investing for life-cycle events: Government incentives and insurance bonds

Davis, K., Higgins, R. & Ralston, D., 2011, In : JASSA: The Finsia Journal of Applied Finance. 2, 3, p. 32-37 6 p.

Research output: Contribution to journalArticleResearchpeer-review

19 Citations (Scopus)

Investment horizon effect on asset allocation between value and growth strategies

In, F., Kim, S. & Gencay, R., 2011, In : Economic Modelling. 28, 4, p. 1489 - 1497 9 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

Is trading on earnings surprises a profitable strategy? Canadian evidence

Chudek, M., Truong, H. & Veeraraghavan, M., 2011, In : Journal of International Financial Markets, Institutions and Money. 21, 5, p. 832 - 850 19 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

Low-frequency volatility of yen interest rate swap market in relation to macroeconomic risk

Azad, A., Fang, V. & Wickramanayake, J., 2011, In : International Review of Finance. 11, 3, p. 353 - 390 38 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Mean-reversion in international real interest rates

Kim, J. & Ji, I., 2011, In : Economic Modelling. 28, 4, p. 1959 - 1966 8 p.

Research output: Contribution to journalArticleResearchpeer-review

44 Citations (Scopus)

Myopia and the global financial crisis: Context-specific reasoning, market structure, and institutional governance

Clark, G. L., 2011, In : Dialogues in Human Geography. 1, 1, p. 4-25 22 p.

Research output: Contribution to journalArticleResearchpeer-review

92 Citations (Scopus)

Oil price movements and stock market returns: Evidence from Gulf Cooperation Council (GCC) countries

Mohanty, S., Nandha, M., Turkistani, A. & Alaitani, M., 2011, In : Global Finance Journal. 22, 1, p. 42 - 55 14 p.

Research output: Contribution to journalArticleResearchpeer-review

45 Citations (Scopus)

Oil risk exposure: The case of the U.S. oil and gas sector

Mohanty, S. & Nandha, M., 2011, In : The Financial Review. 46, 1, p. 165 - 191 27 p.

Research output: Contribution to journalArticleResearchpeer-review

16 Citations (Scopus)

Oil shocks and equity returns: An empirical analysis of the US transportation sector

Mohanty, S. & Nandha, M., 2011, In : Review of Pacific Basin Financial Markets and Policies. 14, 1, p. 101 - 128 28 p.

Research output: Contribution to journalArticleResearchpeer-review

15 Citations (Scopus)

Post-earnings announcement abnormal return in the Chinese equity market

Truong, H., 2011, In : Journal of International Financial Markets, Institutions and Money. 21, 5, p. 637 - 661 25 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis

Bissoondoyal-Bheenick, E., Brooks, R., Hum, X. & Treepongkaruna, S., 2011, In : Applied Financial Economics. 21, 13, p. 997 - 1003 7 p.

Research output: Contribution to journalArticleResearchpeer-review

The association between firm characteristics and the use of a comprehensive corporate hedging strategy: An ordered probit analysis

Au Yong, H., Faff, R. & Nguyen, H., 2011, In : Frontiers in Finance and Economics. 8, 1, p. 1 - 16 16 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

The collapse of Pasminco: Misjudgment, misfortune and miscalculation

Brown, C. & Ma, J., 2011, In : Australian Journal of Management. 36, 2, p. 287 - 312 26 p.

Research output: Contribution to journalArticleResearchpeer-review

The financial profiles of takeover target firms and their takeover predictability: Australian evidence

Cai, S., Balachandran, B. & Dempsey, M., 2011, In : Corporate Ownership and Control. 8, 3, p. 567 - 584 18 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

The impact of Asian crisis on market integration: Evidence from East Asian real interest rates

Ji, I., 2011, In : Applied Economics Letters. 18, 3, p. 245 - 249 5 p.

Research output: Contribution to journalArticleResearchpeer-review