Research Output 1987 2019

2018
4 Citations (Scopus)

Gender differences in entrepreneurial propensity: evidence from matrilineal and patriarchal societies

Shahriar, A. Z. M., Nov 2018, In : Journal of Business Venturing. 33, 6, p. 762-779 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Herding in analysts’ recommendations: The role of media

Frijns, B. & Huynh, T. D., 1 Jun 2018, In : Journal of Banking and Finance. 91, p. 1-18 18 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Individual and peer effects in retirement savings investment choices

Gerrans, P., Moulang, C., Feng, J. & Strydom, M., 1 Feb 2018, In : Pacific Basin Finance Journal. 47, p. 150-165 16 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Individualism and stock price crash risk

An, Z., Chen, Z., Li, D. & Xing, L., 2018, In : Journal of International Business Studies. 49, 9, p. 1208-1236 29 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Institutional trading and asset pricing

Frijns, B., Huynh, T. D., Tourani-Rad, A. & Westerholm, P. J., 1 Apr 2018, In : Journal of Banking and Finance. 89, p. 59-77 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Internal governance does matter to equity returns but much more so during “flights to quality”

Brooke, P., Docherty, P., Psaros, J. & Seamer, M., 2018, In : Journal of Applied Corporate Finance. 30, 1, p. 39-52 14 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Investor myopia and the momentum premium across international equity markets

Docherty, P. & Hurst, G., Dec 2018, In : Journal of Financial and Quantitative Analysis. 53, 6, p. 2465-2490 26 p.

Research output: Contribution to journalArticleResearchpeer-review

Is socially responsible investing more risky? Australian evidence

Mackie, E., Palit, I., Veeraraghavan, M. & Watson, J., 2018, Sustainability and Social Responsibility: Regulation and Reporting. Gal, G., Akişik, O. & Wooldridge, W. (eds.). Singapore Singapore: Springer, p. 261-305 45 p. 12. (Accounting, Finance, Sustainability, Governance & Fraud: Theory and Application).

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

4 Citations (Scopus)

Limits to arbitrage and the MAX anomaly in advanced emerging markets

Seif, M., Docherty, P. & Shamsuddin, A., Sep 2018, In : Emerging Markets Review. 36, p. 95-109 15 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

New evidence on sovereign to corporate credit rating spill-overs

Hill, P., Bissoondoyal-Bheenick, E. & Faff, R., 1 Jan 2018, In : International Review of Financial Analysis. 55, p. 209-225 17 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Option mispricing around nontrading periods

Jones, C. S. & Shemesh, J., 1 Apr 2018, In : Journal of Finance. 73, 2, p. 861-900 40 p.

Research output: Contribution to journalArticleResearchpeer-review

The additional cost of hedging in foreign currency loans

Do, V. & Vu, T., 1 May 2018, In : Australian Journal of Management. 43, 2, p. 305-327 23 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

The association between dividend payout and firm growth: Australian evidence

Dempsey, M., Gunasekarage, A. & Truong, T. T., Apr 2018, (Accepted/In press) In : Accounting and Finance. 32 p.

Research output: Contribution to journalArticleResearchpeer-review

The effect of anonymity on price efficiency: evidence from the removal of broker identities

Duong, H. N., Lajbcygier, P., Lu, J. S. & Vu, V. H., 1 Oct 2018, In : Pacific Basin Finance Journal. 51, p. 95-107 13 p.

Research output: Contribution to journalArticleResearchpeer-review

The global financial crisis and the mutual fund flow–performance relationship

Wang, Y., Watson, J. & Wickramanayake, J., 1 Nov 2018, In : World Economy. 41, 11, p. 3172-3193 22 p.

Research output: Contribution to journalArticleResearchpeer-review

The impact of illiquidity on firm-level crash risk and the role of media independence: international evidence

An, Z., Gao, W., Li, D. & Zhu, F., 1 Dec 2018, In : International Review of Finance. 18, 4, p. 547-593 47 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

The profitability of trading NOA and accruals: one effect or two?

Gray, P., Liao, I. S. & Strydom, M., 1 Jul 2018, In : International Review of Financial Analysis. 58, p. 211-224 14 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Value-creation through spin-offs: Australian evidence

Chai, D., Lin, Z. & Veld, C., 1 Aug 2018, In : Australian Journal of Management. 43, 3, p. 353-372 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Volatility jumps and macroeconomic news announcements

Chan, K. F. & Gray, P., 1 Aug 2018, In : Journal of Futures Markets. 38, 8, p. 881-897 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Volatility spillover between the US, Chinese and Australian stock markets

Bissoondoyal-Bheenick, E., Brooks, R., Chi, W. & Do, H. X., 1 May 2018, In : Australian Journal of Management. 43, 2, p. 263-285 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Volume shocks and stock returns: an alternative test

Zhong, A., Chai, D., Li, B. & Chiah, M., 1 Apr 2018, In : Pacific Basin Finance Journal. 48, p. 1-16 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Voluntary retirement savings: The case of Australia

Feng, J., 2018, In : Journal of Family and Economic Issues. 39, 1, p. 2-18 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Watch your basket - to determine CEO compensation

Galpin, N., Jung, H. W. H., Moore, L. & Volkova, E., 23 Jul 2018, (Accepted/In press) In : Financial Management. 27 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Wealth effects of seasoned equity offerings: a meta-analysis

Veld, C., Verwijmeren, P. & Zabolotnyuk, Y., 1 Jan 2018, (Accepted/In press) In : International Review of Finance. 55 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

When Kamay met Hill: Organisational ethics in practice

Batten, J. A., Loncarski, I. & Szilagyi, P. G., 2018, In : Journal of Business Ethics. 147, 4, p. 779-992 14 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Why do firms issue convertible bonds?

Dong, M., Dutordoir, M. & Veld, C., 1 Jan 2018, In : Critical Finance Review. 7, 1, p. 111-164 54 p.

Research output: Contribution to journalArticleResearchpeer-review

2017

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

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

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

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

1 Citation (Scopus)

Bank market power, asset liquidity and funding liquidity: International evidence

Nguyen, M., Perera, S. & Skully, M., 1 Nov 2017, In : International Review of Financial Analysis. 54, p. 23-38 16 p.

Research output: Contribution to journalArticleResearchpeer-review

17 Citations (Scopus)

Bank ownership, regulation and efficiency: Perspectives from the Middle East and North Africa (MENA) Region

Haque, F. & Brown, K. E., 1 Jan 2017, In : International Review of Economics and Finance. 47, p. 273-293 21 p.

Research output: Contribution to journalArticleResearchpeer-review

19 Citations (Scopus)

Can stock market investors hedge energy risk? Evidence from Asia

Batten, J. A., Kinateder, H., Szilagyi, P. & Wagner, N., 2017, In : Energy Economics. 66, p. 559-570 12 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Conditional asset pricing in international equity markets

Huynh, T. D., 1 May 2017, In : International Review of Economics and Finance. 49, p. 168-189 22 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

Cross-correlations between RMB exchange rate and international commodity markets

Lu, X., Li, J., Zhou, Y. & Qian, Y., 15 Nov 2017, In : Physica A: Statistical Mechanics and its Applications. 486, p. 168-182 15 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Do financial analysts play a role in shaping the rival response of target firms? International evidence

Li, D., Chen, Z., An, Z. & Murong, M., Aug 2017, In : Journal of Corporate Finance. 45, p. 841-860 20 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Do progressive social norms affect economic outcomes? Evidence from corporate takeovers

Chen, Y., Podolski, E. J., Rhee, S. G. & Veeraraghavan, M., 1 Mar 2017, In : Journal of Empirical Finance. 41, p. 76-95 20 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

Do scheduled macroeconomic announcements influence energy price jumps?

Chan, K. F. & Gray, P., 1 Jan 2017, In : Journal of Futures Markets. 37, 1, p. 71-89 19 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

Drivers of external equity funding in small high-tech ventures

Hogan, T., Hutson, E. & Drnevich, P., 1 Apr 2017, In : Journal of Small Business Management. 55, 2, p. 236-253 18 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Environmental, social, and governance (ESG) profiles, stock returns, and financial policy: Australian evidence

Limkriangkrai, M., Koh, S. K. & Durand, R. B., Sep 2017, In : International Review of Finance. 17, 3, p. 461-471 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Evaluating the credibility of voluntary internal controls certification

Garg, M., Gul, F. A. & Wickramanayake, J., 2017, In : Journal of International Accounting Research. 16, 3, p. 91-117 27 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Extreme value theory and risk management in electricity markets

Chan, K. F. & Gray, P., 2017, Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications. Longin, F. (ed.). Hoboken NJ USA: John Wiley & Sons, p. 405-425 21 p.

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

Financial deepening, economic growth and corruption: the case of Islamic banking

Edirisuriya, P., 2017, In : Review of Economics & Finance. 8, 2, 16 p., 1923-7529-2017-02-01-16.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File

Hedge fund replication

Tupitsyn, M. & Lajbcygier, P., 2017, Hedge Funds: Structure, Strategies, and Performance. Baker, H. K. & Filbeck, G. (eds.). 1st ed. Oxford UK: Oxford University Press, p. 460-490 31 p.

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

3 Citations (Scopus)

How does the funding status of defined benefit pension plans affect investment decisions of firms in the United States?

Chaudhry, N., Au Yong, H. H. & Veld, C., Jan 2017, In : Journal of Business Finance and Accounting. 44, 1-2, p. 196-235 40 p.

Research output: Contribution to journalArticleResearchpeer-review

12 Citations (Scopus)

Informed trading around stock split announcements: evidence from the option market

Gharghori, P., Maberly, E. D. & Nguyen, A., Apr 2017, In : Journal of Financial and Quantitative Analysis. 52, 2, p. 705-735 31 p.

Research output: Contribution to journalArticleResearchpeer-review

19 Citations (Scopus)

Is economic uncertainty priced in the cross-section of stock returns?

Bali, T. G., Brown, S. J. & Tang, Y., 1 Dec 2017, In : Journal of Financial Economics. 126, 3, p. 471-489 19 p.

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)

Islamic bank efficiency compared to conventional banks during the global crisis in the GCC region

Alqahtani, F., Mayes, D. G. & Brown, K., Nov 2017, In : Journal of International Financial Markets, Institutions and Money. 51, p. 58-74 17 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Is the price of gold to gold mining stocks asymmetric?

Batten, J., Ciner, C., Kosedag, A. & Lucey, B. M., 1 Jan 2017, In : Economic Modelling. 60, p. 402-407 6 p.

Research output: Contribution to journalArticleResearchpeer-review