Research Output 1987 2020

2008

Heuristics of representativeness, anchoring and adjustment, and leniency: Impact on earnings' forecasts by Australian analysts

Marsden, A., Veeraraghavan, M. & Ye, M., 2008, In : Quarterly Journal of Finance and Accounting. 47, 2, p. 83 - 102 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Incentives for asset growth: The different causes of monthly in-flows and out-flows of surviving managed futures funds

Lajbcygier, P. R. & Shen, Y., 2008, In : Journal of Derivatives & Hedge Funds. 13, 4, p. 287 - 303 17 p.

Research output: Contribution to journalArticleResearchpeer-review

20 Citations (Scopus)

Investors' trading behavior and performance: Online versus non-online equity trading in Korea

Oh, N., Parwada, J. & Walter, T. S., 2008, In : Pacific Basin Finance Journal. 16, 1-2, p. 26 - 43 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Japanese Foreign Direct Investment in Asia: Experience from Sri Lanka

Ratnayake, P. & Edirisuriya, P., 2008, In : Journal of Accounting Business and Management. 15, 2, p. 74 - 93 20 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

Lockup expiration, insider selling and bid-ask spreads

Krishnamurti, C. & Thong, T. Y., 2008, In : International Review of Economics and Finance. 17, 2, p. 230 - 244 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Long-term asymmetry in the USD-DEM spot exchange rate volatility process

Bollen, B. E., 2008, In : Applied Financial Economics Letters. 4, 6, p. 403 - 407 5 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Macroeconomic news, business cycles and Australian financial markets

Fang, V. K. F., Lin, C-T. & Parbhoo, K. M., 2008, In : Asia-Pacific Financial Markets. 15, 3-4, p. 185 - 207 23 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Malaysian bank capital and risk profiles: Causality test

Ahmad, R., Skully, M. T. & Ariff, M., 2008, In : Asian Journal of Business and Accounting. 1, 2, p. 1 - 18 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Mean-variance optimality of a retirement lump sum conversion strategy: Implementation in Australia

Gay, R., 2008, In : Journal of Risk. 10, 4, p. 113 - 134 22 p.

Research output: Contribution to journalArticleResearchpeer-review

47 Citations (Scopus)

Momentum strategies and stock returns: Chinese evidence

Naughton, T., Truong, C. & Veeraraghavan, M., 2008, In : Pacific Basin Finance Journal. 16, 4, p. 476 - 492 17 p.

Research output: Contribution to journalArticleResearchpeer-review

New Economy Equity Offers in Australia: Initial and Seasoned Equity Offers

Murgulov, Z., 2008, 1 ed. Saarbrucken Germany: VDM Verlag. 252 p.

Research output: Book/ReportBookResearchpeer-review

12 Citations (Scopus)

On-market share buybacks, exercisable share options and earnings management

Balachandran, B., Chalmers, K. & Haman, J., 2008, In : Accounting and Finance. 48, 1, p. 25 - 49 25 p.

Research output: Contribution to journalArticleResearchpeer-review

38 Citations (Scopus)

On the linkage between financial risk tolerance and risk aversion

Faff, R., Mulino, D. & Chai, D., 2008, In : Journal of Financial Research. 31, 1, p. 1 - 23 23 p.

Research output: Contribution to journalArticleResearchpeer-review

On the problem of identifying the appropriate price variable to study the price-volume relation

Moosa, I. A. & Al-Deehani, T., 2008, In : International Business Research. 1, 1, p. 61 - 71 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Optimality of a retirement lump sum conversion strategy

Gay, R., 2008, In : Journal of International Finance and Economics - J I F E. 8, 1, p. 23 - 52 30 p.

Research output: Contribution to journalArticleOther

Optimal semiparametric inference for the tail index based on ratios of the largest extremes

Gay, R. & Poskitt, D., 2008, In : Australian and New Zealand Journal of Statistics. 50, 4, p. 361 - 380 20 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Point and figure charting: A computational methodology and trading rule performance in the S & P 500 futures market

Anderson, J. A. & Faff, R., 2008, In : International Review of Financial Analysis. 17, 1, p. 198 - 217 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Predicting exam failure in computational finance

Lajbcygier, P. R. & Sanford, A. D., 2008, In : Advances in Financial Education. 6, Winter, p. 59 - 78 20 p.

Research output: Contribution to journalArticleResearchpeer-review

14 Citations (Scopus)

Price reaction to rights issues in the Indian capital market

Marisetty, V., Marsden, A. & Veeraraghavan, M., 2008, In : Pacific Basin Finance Journal. 16, 3, p. 316 - 340 25 p.

Research output: Contribution to journalArticleResearchpeer-review

Quantification of Operational Risk under Basel II: The Good, Bad and Ugly

Moosa, I. A., 2008, 1st ed. Basingstoke UK: Palgrave Macmillan. 268 p.

Research output: Book/ReportBookResearchpeer-review

13 Citations (Scopus)

Reforms in Thai bank governance: The aftermath of the Asian financial crisis

Pathan, S. T., Skully, M. T. & Wickramanayake, J., 2008, In : International Review of Financial Analysis. 17, 2, p. 345 - 362 18 p.

Research output: Contribution to journalArticleResearchpeer-review

31 Citations (Scopus)

Rights offerings, takeup, renounceability, and underwriting status

Balachandran, B., Faff, R. & Theobald, M. F., 2008, In : Journal of Financial Economics. 89, 2, p. 328 - 346 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Risk and return in carry trade

Moosa, I. A., 2008, In : Journal of Financial Transformation. 22, p. 8 - 13 6 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Serious IFRS defects a trifling matter? Reply to two commentaries on '57 serious defects in "Australian" IFRS'

Haswell, S. & Langfield-Smith, I. A., 2008, In : Australian Accounting Review. 18, 4, p. 294 - 296 3 p.

Research output: Contribution to journalLetterOther

8 Citations (Scopus)

Simulated financial dealing room: Learning discovery and student accountability

Lambert, R. B., Tant, K. G. & Watson, J., 2008, In : Accounting and Finance. 48, 3, p. 461 - 474 14 p.

Research output: Contribution to journalArticleResearchpeer-review

43 Citations (Scopus)

Stochastic dominance analysis of Asian hedge funds

Wong, W-K., Phoon, K. F. & Lean, H. H., 2008, In : Pacific Basin Finance Journal. 16, 3, p. 204 - 223 20 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Style analysis, customized benchmarks, and managed funds: New evidence

Holmes, K. A. & Faff, R., 2008, In : Applied Financial Economics Letters. 4, 4, p. 253 - 258 6 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Style drift and fund performance in up and down markets: Australian evidence

Holmes, K. A. & Faff, R., 2008, In : Applied Financial Economics Letters. 4, 4-6, p. 395 - 398 4 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Systematic liquidity in the long run

Sujoto, C., Kalev, P. S. & Faff, R., 2008, In : Applied Financial Economics Letters. 4, 1-3, p. 187 - 191 5 p.

Research output: Contribution to journalArticleResearchpeer-review

31 Citations (Scopus)

The determinants of bank capital ratios in a developing economy

Ahmad, R., Ariff, M. & Skully, M. T., 2008, In : Asia-Pacific Financial Markets. 15, 3-4, p. 255 - 272 18 p.

Research output: Contribution to journalArticleResearchpeer-review

The effectiveness of casual group learning in introductory finance tutorials

van Mourik, G., Watson, J. & Onsman, A., 2008, In : Journal of Economics and Finance Education. 7, 2, p. 20 - 30 11 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

The effect of interest rate changes on bank stock returns

Vaz, J. J., Ariff, M. & Brooks, R. D., 2008, In : Investment Management and Financial Innovations. 5, 4, p. 221 - 236 16 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

The ex-date impact of special dividend announcements: A note

Balachandran, B., Faff, R. & Nguyen, A. T., 2008, In : International Review of Financial Analysis. 17, 3, p. 635 - 643 9 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

The high technology pecking order in spinoffs and non-spinoffs in the Irish software sector.

Hogan, T. & Hutson, E. R., 2008, New Technology-Based Firms in the New Millennium. Groen, A., Oakey, R., Van de Sijde, P. & Cook, G. (eds.). Emerald Group Publishing Limited, Vol. 6.

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

7 Citations (Scopus)

The impact of securitisation and structural changes of the Australian mortgage markets on bank pricing behaviour

Liu, B. & Skully, M. T., 2008, In : International Journal of Banking, Accounting and Finance. 1, 2, p. 149 - 167 19 p.

Research output: Contribution to journalArticleResearchpeer-review

The impact of the announcement of acquisition of divested assets on buyers' wealth - asset fit and disclosure of funds used: Evidence from the U.K.

Balachandran, B., Faff, R., Love, R. W. & Menon, A., 2008, In : Multinational Finance Journal. 12, 3/4, p. 219 - 240 22 p.

Research output: Contribution to journalArticleResearchpeer-review

The persistence and pricing of earnings, accruals and free cash flows: Australian evidence

Anderson, K. L., Woodhouse, K. L., Ramsay, A. L. & Faff, R., 2008, In : Contabilitate si Informatica de Gestiune. 25, 2008, p. 6 - 24 19 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

The relationship between director independence, reputation and management earnings forecasts

Chan, H., Faff, R., Mather, P. R. & Ramsay, A. L., 2008, In : Corporate Ownership and Control. 6, 2, p. 404 - 419 16 p.

Research output: Contribution to journalArticleResearchpeer-review

28 Citations (Scopus)

The Samuelson hypothesis in futures markets: An analysis using intraday data

Duong, H. N. & Kalev, P. S., 2008, In : Journal of Banking and Finance. 32, 4, p. 489 - 500 12 p.

Research output: Contribution to journalArticleResearchpeer-review

The significance of beta for stock returns in Australian markets

Dempsey, M. J., 2008, In : Investment Management and Financial Innovations. 5, 3, p. 51 - 60 10 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

The stock market reaction to Australian convertible debt issues: New evidence

Fenech, J. P., 2008, In : Investment Management and Financial Innovations. 5, 3, p. 90 - 100 11 p.

Research output: Contribution to journalArticleResearchpeer-review

The views of students outside the United States on the case method of learning

Kester, G. W., Anderson, M. A., Dean, R. A., Ding, D. K., du Plessis, A., Hoover, S. A. & Skully, M. T., 2008, In : Advances in Financial Education. 6, Winter, p. 147 - 160 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Wavelet estimation of asymmetric hedge ratios: Does econometric sophistication boost hedging effectiveness?

Maharaj, E. A., Moosa, I. A., Dark, J. G. & Silvapulle, P., 2008, In : International Journal of Business and Economics. 7, 3, p. 213 - 230 18 p.

Research output: Contribution to journalArticleResearchpeer-review

2007
95 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 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

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

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

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

11 Citations (Scopus)

A note on the relationship between Fama-French risk factors and innovations of ICAPM state variables

In, F. H. & Kim, S., 2007, In : Finance Research Letters. 4, 3, p. 165 - 171 7 p.

Research output: Contribution to journalArticleResearchpeer-review

47 Citations (Scopus)

Are the Fama-French factors proxying default risk?

Gharghori, P., Chan, H. & Faff, R., 2007, In : Australian Journal of Management. 32, 2, p. 223 - 249 27 p.

Research output: Contribution to journalArticleResearchpeer-review