Research Output 1987 2019

10-K filing content and SEO flotation costs

Sheikhbahaei, A., Di Iorio, A., Balachandran, B. & Duong, H. N., 3 Jul 2017, European Financial Management Association: 2017 Annual Meetings . Triantafillou, A. (ed.). Norfolk VA USA: European Financial Management Association, 41 p.

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

1 Citation (Scopus)

A bargaining approach to currency collars

Lien, D. & Moosa, I. A., 2004, In : Research in International Business and Finance. 18, 3, p. 229 - 236 8 p.

Research output: Contribution to journalArticleResearchpeer-review

A Bayesian approach to multivariate state space modelling: A study of a Fama-French asset-pricing model with time-varying regressors

Strickland, C. M. & Gharghori, P., 2013, Case Studies in Bayesian Statistical Modelling and Analysis. Alston, C. L., Mengersen, K. L. & Pettitt, A. N. (eds.). Chichester WSX UK: John Wiley & Sons, p. 252 - 266 15 p.

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

15 Citations (Scopus)

A Bayesian network structure for operational risk modelling in structured finance operations

Sanford, A. D. & Moosa, I. A., 2012, In : Journal of the Operational Research Society. 63, 4, p. 431 - 444 14 p.

Research output: Contribution to journalArticleResearchpeer-review

19 Citations (Scopus)

A better model? An empirical investigation of the Fama–French five-factor model in Australia

Chiah, M., Chai, D., Zhong, A. & Li, S., 1 Dec 2016, In : International Review of Finance. 16, 4, p. 595-638 44 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Accumulation of financial resources in Asian economies

Kui Wai Li, W. L. & Skully, M. T., 1 Jan 1992, In : Savings & Development. 16, 3, p. 225-241 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Accurate prediction of analyst forecast revisions and stock returns in the emerging Malaysian market: EPS versus non-EPS variables

Ariff, M., Lim, T. K. & Skully, M. T., 2003, In : Global Business and Finance Review. 8, 1, p. 61 - 75 15 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

A closer look at barrier exchange options

Brown, C. A., Handley, J. C. & Palmer, K., 2013, In : Journal of Futures Markets. 33, 1, p. 29 - 43 15 p.

Research output: Contribution to journalArticleResearchpeer-review

33 Citations (Scopus)

A closer look at the size and value premium in emerging markets: evidence from the Kuala Lumpur Stock Exchange

Drew, M. E. & Veeraraghavan, M., 2002, In : Asian Economic Journal. 16, 4, p. 337 - 351 15 p.

Research output: Contribution to journalArticleResearchpeer-review

94 Citations (Scopus)

A combined spectroscopic and functional MRI investigation of the dorsal anterior cingulate region in opiate addiction

Yücel, M., Lubman, D. I., Harrison, B. J., Fornito, A., Allen, N. B., Wellard, R. M., Roffel, K., Clarke, K., Wood, S. J. & Forman, S. D., 2007, In : Molecular Psychiatry. 12, 7, p. 691 1 p.

Research output: Contribution to journalArticleResearchpeer-review

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 comparison of estimators daily realised volatility

Bollen, B. E. & Inder, B. A., 2003, In : Finance Letters. 1, p. 29 - 34 6 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

A comparison of the forecasting ability of immediate price impact models

Pham, M. C., Duong, H. N. & Lajbcygier, P., Dec 2017, In : Journal of Forecasting. 36, 8, p. 898-918 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Acquiring firms' stock holder wealth effects of selected domestic and cross-border takeover bids in China

Tsigos, S., Cheng, Y., Sagaram, J. P. A. & Wickramanayake, J., 2012, In : Academy of Taiwan Business Management Review. 8, 1, p. 8 - 18 11 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

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 cross-country analysis of Islamic bank performance

Brown, K. E. & Skully, M. T., 2003, International Banking Islamic Conference - From Money Lenders to Bankers: Evolution of Islamic Banking in Relation to Judeo Christian and Oriental Banking Traditions. Shanmugam, B. (ed.). Bandar Sunway Malyasia: Monash University Malaysia, p. 1 - 20 20 p.

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

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

10 Citations (Scopus)

A few good (wo)men? Gender diversity on Australian boards

Strydom, M., Au Yong, H. H. & Rankin, M., 1 Aug 2017, In : Australian Journal of Management. 42, 3, p. 404-427 24 p.

Research output: Contribution to journalArticleResearchpeer-review

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

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 hybrid operational technique for hedging transaction exposure to foreign exchange risk

Moosa, I. A., 2007, In : Economia Internazionale (International Economics). 60, 4, p. 517 - 540 24 p.

Research output: Contribution to journalArticleResearchpeer-review

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

20 Citations (Scopus)

A lottery-demand-based explanation of the beta anomaly

Bali, T., Brown, S. J., Murray, S. & Tang, Y., 1 Dec 2017, In : Journal of Financial and Quantitative Analysis. 52, 6, p. 2369-2397 29 p.

Research output: Contribution to journalArticleResearchpeer-review

Alternative investments: Definition, importance and risks

Skully, M. T., 2007, In : JASSA: The Finsia Journal of Applied Finance. 2007, 3, p. 35 - 39 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Ambiguity, contract, and innovation in financial institutions

Clark, G. L. & Monk, A. H. B., 1 Jun 2016, In : Competition and Change. 20, 3, p. 187-203 17 p.

Research output: Contribution to journalArticleResearchpeer-review

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

A multidisciplinary perspective on the evolution of corporate investment decision making

Dempsey, M. J., 2003, In : Accounting Accountability and Performance. 9, 1, p. 1 - 33 33 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

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

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

An efficient market? Going public in London, 1891–1911

Fjesme, S., Galpin, N. & Moore, L., Aug 2019, In : Economic History Review. 72, 3, p. 1008-1027 20 p.

Research output: Contribution to journalArticleResearchpeer-review

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

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

13 Citations (Scopus)

An empirical analysis of the Australian dollar swap spreads

Fang, V. K. F. & Muljono, R., 2003, In : Pacific Basin Finance Journal. 11, p. 153 - 173 21 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

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 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

11 Citations (Scopus)

An empirical investigation into long-term climate change in Australia

Lenten, L. & Moosa, I. A., 2003, In : Environmental Modelling and Software. 18, 1, p. 59 - 70 12 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

An empirical study of the world price of sustainability

Xiao, Y., Faff, R., Gharghori, P. & Lee, D. D., 2013, In : Journal of Business Ethics. 114, 2, p. 297 - 310 14 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

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

8 Citations (Scopus)

An examination of Australian gold mining firms' exposure over the collapse of gold price in the late 1990s

Fang, V. K. F., Lin, C-T. & Poon, W., 2007, In : International Journal of Accounting and Information Management. 15, 2, p. 37 - 49 13 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

2 Citations (Scopus)

An examination of conditional asset pricing models in the Australian equities market

Nguyen, A. H., Faff, R. & Gharghori, P., 2007, In : Applied Financial Economics Letters. 3, 5, p. 307 - 312 6 p.

Research output: Contribution to journalArticleResearchpeer-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

An experiment on the efficiency of bilateral exchange under incomplete markets

Rud, O. A., Rabanal, J. P. & Sharifova, M., Mar 2019, In : Games and Economic Behavior. 114, p. 253-267 15 p.

Research output: Contribution to journalArticleResearchpeer-review

An Introduction to Wavelet Theory in Finance: A Wavelet Multiscale Approach

In, F. H. & Kim, S., 2013, 1st ed. Singapore: World Scientific Publishing. 204 p.

Research output: Book/ReportBookResearchpeer-review