Research Output 1987 2020

2009
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

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

136 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

2008
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 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 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

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

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

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

A practical guide to gold as an investment asset

Cai, C. X., Clacher, I., Faff, R. & Hillier, D., 2008, The Handbook of Commodity Investing. Fabozzi, F. J., Fuss, R. & Kaiser, D. G. (eds.). New Jersey USA: John Wiley & Sons, p. 712 - 735 24 p.

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

8 Citations (Scopus)

Are Australian investors smart?

Gharghori, P., Sujoto, C. & Veeraraghavan, M., 2008, In : Australian Journal of Management. 32, 3, p. 525 - 544 20 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Are company size and stock beta, liquidity and idiosyncratic volatility related to stock returns? Australian evidence

Bollen, B. E., Clayton, L., Dempsey, M. J. & Veeraraghavan, M., 2008, In : Investment Management and Financial Innovations. 5, 4(continued), p. 145 - 158 14 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Are stock returns related toshort-term and long-term past returns? Australian evidence

Gharghori, P., Lee, J. & Veeraraghavan, M., 2008, In : Applied Financial Economics Letters. 4, 4, p. 277 - 282 6 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Asia-Pacific banks risk exposures: Pre and post the Asian financial crisis

Au Yong, H. H. & Faff, R., 2008, In : Applied Financial Economics. 18, 6, p. 431 - 449 19 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Asymmetry in the price-volume relation: Evidence based on individual company stocks traded in an emerging stock market

Al-Saad, K. & Moosa, I. A., 2008, In : Applied Financial Economics Letters. 4, 2, p. 151 - 155 5 p.

Research output: Contribution to journalArticleResearchpeer-review

16 Citations (Scopus)

A test of the Samuelson hypothesis using realized range

Kalev, P. S. & Duong, H. N., 2008, In : Journal of Futures Markets. 28, 7, p. 680 - 696 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Central Bank Independence and Governance: Definitions and Modelling

Ahsan, A., Skully, M. T. & Wickramanayake, J., 2008, Central Banking Governance: Issues and Perspectives. Kumar, R., Jain, B. & Sohani, A. K. (eds.). 1 ed. India: Icfai University Press, p. 12 - 58 47 p.

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

Commuters' perceptions of metropolitan train services in Melbourne

Thevathasan, A. & Balachandran, B., 2008, In : Monash Business Review. 4, 3, p. 1 - 13 13 p.

Research output: Contribution to journalArticleResearchpeer-review

36 Citations (Scopus)

Conducting event studies with Asia-Pacific security market data

Corrado, C. & Truong, H. A., 2008, In : Pacific Basin Finance Journal. 16, p. 493 - 521 29 p.

Research output: Contribution to journalArticleResearchpeer-review

Correlated Trading in Concentrated Market

Do, M. V., Tan, G-S. M. & Westerholm, P. J., 2008, In : Journal of International Finance and Economics - J I F E. 8, 4, p. 148 - 163 16 p.

Research output: Contribution to journalArticleResearchpeer-review

185 Citations (Scopus)

Cost and profit efficiency of Chinese banks: A non-parametric analysis

Ariff, M. & Can, V. L., 2008, In : China Economic Review. 19, 2, p. 260 - 273 14 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

Cost of capital equations under the Australian imputation tax system

Dempsey, M. J. & Partington, G., 2008, In : Accounting and Finance. 48, 3, p. 439 - 460 22 p.

Research output: Contribution to journalArticleResearchpeer-review

267 Citations (Scopus)

Does oil move equity prices? A global view

Nandha, M. S. & Faff, R., 2008, In : Energy Economics. 30, 3, p. 986 - 997 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Do zero-cost portfolios have the ability to predict economic growth? Evidence from Hong Kong, South Korea and Taiwan

Davison, F., Marsden, A. & Veeraraghavan, M., 2008, In : International Review of Financial Analysis. 17, 5, p. 1012 - 1028 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Economic growth and unemployment in Arab countries: Is Okun's law valid?

Moosa, I. A., 2008, In : Journal of Development and Economic Policies (English). 10, 2, p. 5 - 24 20 p.

Research output: Contribution to journalArticleResearchpeer-review

13 Citations (Scopus)

Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework

Holmes, K. A. & Faff, R., 2008, In : International Review of Financial Analysis. 17, 5, p. 998 - 1011 14 p.

Research output: Contribution to journalArticleResearchpeer-review

23 Citations (Scopus)

Fifty-seven serious defects in 'Australian' IFRS

Haswell, S. & Langfield-Smith, I. A., 2008, In : Australian Accounting Review. 18, 1, p. 46 - 62 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasting the Chinese Yuan-US dollar exchange rate under the new Chinese exchange rate regime

Moosa, I. A., 2008, In : International Journal of Business and Economics. 7, 1, p. 23 - 35 13 p.

Research output: Contribution to journalArticleResearchpeer-review

40 Citations (Scopus)

Foreign versus local investors: Who knows more? Who makes more?

Kalev, P. S., Nguyen, A. H. & Oh, N., 2008, In : Journal of Banking and Finance. 32, 11, p. 2376 - 2389 14 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Fortune favours the bold? Exploring tournament behavior among Australian superannuation funds

Hallahan, T., Faff, R. & Benson, K., 2008, In : Journal of Financial Services Research. 33, 3, p. 205 - 220 16 p.

Research output: Contribution to journalArticleResearchpeer-review

16 Citations (Scopus)

Fractals in trade duration: Capturing long-range dependence and heavy tailedness in modeling trade duration

Sun, W., Rachev, S., Fabozzi, F. J. & Kalev, P. S., 2008, In : Annals of Finance. 4, 2, p. 217 - 241 25 p.

Research output: Contribution to journalArticleResearchpeer-review

18 Citations (Scopus)

Going negative: What to do with negative book equity stocks

Brown, S., Lajbcygier, P. R. & Li, B., 2008, In : Journal of Portfolio Management. 35, 1, p. 95 - 102 8 p.

Research output: Contribution to journalArticleResearchpeer-review