Research Output 1987 2020

2007

Australian banks' disclosure of operational risk

Avram, K. J. & Skully, M. T., 2007, In : Monash Business Review. 3, 2, p. 1 - 9 9 p.

Research output: Contribution to journalArticleResearchpeer-review

42 Citations (Scopus)

Board size, independence and performance: An analysis of Thai banks

Pathan, S. T., Skully, M. T. & Wickramanayake, J., 2007, In : Asia-Pacific Financial Markets. 14, 3, p. 211 - 227 17 p.

Research output: Contribution to journalArticleResearchpeer-review

13 Citations (Scopus)

Causal and dynamic relationships among stock returns, return volatility and trading volume: Evidence from emerging markets in South-East Asia

Pisedtasalasai, A. & Gunasekarage, A., 2007, In : Asia-Pacific Financial Markets. 14, 4, p. 277 - 297 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Corporate debt default and developmental role of development banks: A theoretical approach

Hoque, M. Z., 2007, Engagement and Change: Exploring Management, Economic and Finance Implications of a Globalising Environment. Basu, P., O'Neil, G. & Travaglione, A. (eds.). Australia: Australian Academic Press, p. 175 - 182 8 p.

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

1 Citation (Scopus)

Corporate governance: the case of Australian banks

Ariff, M. & Hoque, M. Z., 2007, Corporate Governance in Banking: A Global Perspective. Gup, B. E. (ed.). USA: Edward Elgar Publishing, p. 210 - 233 24 p.

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

14 Citations (Scopus)

Customer retention by banks in New Zealand

Cohen, D. A., Gan, C., Au Yong, H. H. & Chong, E., 2007, In : Banks and Bank Systems. 2, 1, p. 40 - 55 16 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Determination of asset prices with an investment-specific technology model: Implications for the equity premium puzzle

In, F. H. & Yoon, J. H., 2007, In : Journal of Economic Dynamics and Control. 31, 8, p. 2637 - 2658 22 p.

Research output: Contribution to journalArticleResearchpeer-review

10 Citations (Scopus)

Do derivatives have a role in the risk-shifting behaviour of fund managers?

Benson, K., Faff, R. & Nowland, J., 2007, In : Australian Journal of Management. 32, 2, p. 271 - 292 22 p.

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)

Does idiosyncratic volatility matter? New Zealand evidence

Drew, M. E., Marsden, A. & Veeraraghavan, M., 2007, In : Review of Pacific Basin Financial Markets and Policies. 10, 3, p. 289 - 308 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Do momentum strategies work? Australian evidence

Drew, M. E., Veeraraghavan, M. & Ye, M., 2007, In : Managerial Finance. 33, 10, p. 772 - 787 16 p.

Research output: Contribution to journalArticleResearchpeer-review

12 Citations (Scopus)

Effects of financial constraints on corporate policies in Australia

Chang, X., Tan, T. J., Wong, G. L-B. & Zhang, H., 2007, In : Accounting and Finance. 47, 1, p. 85 - 108 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Effects of financial sector reforms in Sri Lanka: Evidence from the banking sector

Edirisuriya, P., 2007, In : Asia Pacific Journal of Finance and Banking Research. 1, 1, p. 42 - 57 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Efficiency analysis of Islamic banks in Africa, Asia and the Middle East

Viverita, V., Brown, K. E. & Skully, M. T., 2007, In : Review of Islamic Economics. 11, 2, p. 5 - 16 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Evolutionary finance simulation of long term equity portfolio management system

Lee, V. C-S., Tan, T. Y. & Kwok, T., 2007, Proceedings of the 2007 International Conference on Service Systems and Service Management. Chen, J. (ed.). China: IEEE, Institute of Electrical and Electronics Engineers, p. 369 - 374 6 p.

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

Exploring the clinical notes of pathology ordering by Australian general practitioners: A text mining perspective

Sprague Jr, R. H. (ed.), Zhuang, Z. Y., Amarasiri, R., Churilov, L., Alahakoon, D. & Sikaris, K., 2007, p. 1 - 10. 10 p.

Research output: Contribution to conferenceOtherOther

Factors determining mergers of banks in Malaysia's banking sector reform

Ahmad, R., Ariff, M. & Skully, M. T., 2007, In : Multinational Finance Journal. 11, 1/2, p. 1 - 31 31 p.

Research output: Contribution to journalArticleResearchpeer-review

16 Citations (Scopus)

Forecasting stock index volatility: Comparing implied volatility and the intraday high-low price range

Corrado, C. & Truong, H. A., 2007, In : Journal of Financial Research. 30, 2, p. 201 - 215 15 p.

Research output: Contribution to journalArticleResearchpeer-review

18 Citations (Scopus)

Hedging effectiveness and futures contract maturity: The case of NYMEX crude oil futures

Ripple, R. D. & Moosa, I. A., 2007, In : Applied Financial Economics. 17, 9, p. 683 - 689 7 p.

Research output: Contribution to journalArticleResearchpeer-review

20 Citations (Scopus)

How smart is money? An investigation into investor behaviour in the Australian managed fund industry

Gharghori, P., Mudumba, S. & Veeraraghavan, M., 2007, In : Pacific Basin Finance Journal. 15, 5, p. 494 - 513 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Islamic banking: A variation of conventional banking?

Ariff, M., 2007, In : Monash Business Review. 3, 1, p. 1 - 8 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Islamic banks from a global perspective

Brown, K. E. & Skully, M. T., 2007, In : Journal of Islamic Economics, Banking and Finance. 3, 2, p. 105 - 128 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Liquidity and market efficiency before and after the introduction of electronic trading at the Sydney Futures Exchange

Burgess, M. & Wickramanayake, J., 2007, Asset Allocation and International Investments. Gregoriou, G. N. (ed.). First ed. Basingstoke UK: Palgrave Macmillan, p. 151 - 182 32 p.

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

7 Citations (Scopus)

Neoclassical versus Post Keynesian models of exchange rate determination: A comparison based on nonnested model selection tests and predictive accuracy

Moosa, I. A., 2007, In : Journal of Post Keynesian Economics. 30, 2, p. 169 - 185 17 p.

Research output: Contribution to journalArticleResearchpeer-review

50 Citations (Scopus)

On the relationship between changes in stock prices and bond yields in the G7 countries: Wavelet analysis

Kim, S. & In, F. H., 2007, In : Journal of International Financial Markets, Institutions and Money. 17, 2, p. 167 - 179 13 p.

Research output: Contribution to journalArticleResearchpeer-review

15 Citations (Scopus)

Operational efficiency and performance of Islamic banks

Brown, K. E., Hassan, M. K. & Skully, M. T., 2007, Handbook of Islamic Banking. Hassan, M. K. & Lewis, M. K. (eds.). Cheltenham UK: Edward Elgar Publishing, p. 96 - 115 20 p.

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

14 Citations (Scopus)

Operational risk: A survey

Moosa, I. A., 2007, In : Financial Markets, Institutions and Instruments. 16, 4, p. 167 - 200 34 p.

Research output: Contribution to journalArticleResearchpeer-review

Operational Risk Management

Moosa, I. A., 2007, 1 ed. Basingstoke Hampshire UK: Palgrave Macmillan. 255 p.

Research output: Book/ReportBookResearchpeer-review

Post merger and acquisition integration issues: An Australian study

De Lange, P. A., McDonald, J. & Coulthard, M. R., 2007, In : Monash Business Review. 3, 1, p. 1 - 12 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Predicting asymmetric monthly fund flows for hedge funds

Dunis, C. (ed.), Lajbcygier, P. R., Dempster, M. (ed.), Shen, Y., Girardin, E. (ed.) & Peguin-Feissolle, A. (ed.), 2007, p. 1 - 24. 24 p.

Research output: Contribution to conferenceOtherOther

Price volatility in stocks subject to tender offers

Hutson, E. R., 2007, Mergers and acquisitions: current issues. Neuhauser, K. & Gregoriou, G. (eds.). Palgrave Macmillan, (Finance and Capital Markets).

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

Proposed depositor protection in Australia

Ng, K., Brown, K. E. & Avram, K. J., 2007, In : Monash Business Review. 3, 2, p. 1 - 4 4 p.

Research output: Contribution to journalArticleOther

30 Citations (Scopus)

Relations between mutual fund flows and stock market returns in Korea

Oh, N. & Parwada, J., 2007, In : Journal of International Financial Markets, Institutions and Money. 17, 2, p. 140 - 151 12 p.

Research output: Contribution to journalArticleResearchpeer-review

54 Citations (Scopus)

Systematic risk, and oil price and exchange rate sensitivities in Asia-Pacific stock markets

Nandha, M. S. & Hammoudeh, S., 2007, In : Research in International Business and Finance. 21, 2, p. 326 - 341 16 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

The announcement effects of off-market share repurchases in Australia

Brown, C. A., 2007, In : Australian Journal of Management. 32, 2, p. 369 - 385 17 p.

Research output: Contribution to journalArticleResearchpeer-review

The Australian Stock Market: An empirical investigation

Chan, A. & Wickramanayake, J., 2007, Asset Allocation and International Investments. Gregoriou, G. N. (ed.). First ed. Basingstoke UK: Palgrave Macmillan, p. 114 - 136 23 p.

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

41 Citations (Scopus)

The influence of the degree of state ownership and the ownership concentration on the performance of listed Chinese companies

Gunasekarage, A., Hess, K. & Hu, A. J., 2007, In : Research in International Business and Finance. 21, 3, p. 379 - 395 17 p.

Research output: Contribution to journalArticleResearchpeer-review

The Profitability of Trading Rules and Volatility in Emerging Financial Markets

Moosa, I. A. & Al-Muraikhi, H., 2007, 1 ed. Hyderabad India: Icfai University Press. 224 p.

Research output: Book/ReportBookResearchpeer-review

4 Citations (Scopus)

The real impact of stock market mispricing - Evidence from Australia

Chang, X., Tam, L. H. K., Tan, T. J. & Wong, G. L-B., 2007, In : Pacific Basin Finance Journal. 15, 4, p. 388 - 408 21 p.

Research output: Contribution to journalArticleResearchpeer-review

23 Citations (Scopus)

The relation between R&D intensity and future market returns: Does expensing versus capitalization matter?

Chan, H. W-H., Faff, R., Gharghori, P. & Ho, Y. K., 2007, In : Review of Quantitative Finance and Accounting. 29, 1, p. 25 - 51 27 p.

Research output: Contribution to journalArticleResearchpeer-review

The rise and rise of operational risk

Moosa, I. A., 2007, In : Management Online REview. Nov 2007, p. 1 - 11 11 p.

Research output: Contribution to journalArticleResearchpeer-review

The role of technicians and fundamentalists in the Korean stock market

Moosa, I. A., Choi, J-S. & Choe, C., 2007, In : Journal of Accounting and Finance. p. 89 - 98 10 p.

Research output: Contribution to journalArticleOther

The vanishing January effect

Moosa, I. A., 2007, In : International Research Journal of Finance and Economics. January, 7, p. 92 - 103 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Using "blended learning" to develop tertiary students' skills of critique

Lajbcygier, P. R. & Spratt, C. F., 2007, Integrating Information and Communications Technologies into the Classroom. Tomei, L. (ed.). Hershey PA USA: Information Science Publishing, p. 1 - 18 18 p.

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

Using the gap statistic to find the correct number of mutual fund styles

Lajbcygier, P. R., 2007, In : Economic & Financial Modelling. 14, 3, p. 103 - 137 35 p.

Research output: Contribution to journalArticleResearchpeer-review

Volatility linkages and spillovers in stock and bond markets: some international evidence

Fang, V. K. F., Lin, C-T. & Lee, V. C-S., 2007, In : Journal of International Finance and Economics - J I F E. 7, 1, p. 1 - 10 10 p.

Research output: Contribution to journalArticleResearchpeer-review

19 Citations (Scopus)

Volatility spillovers across international swap markets: The US, Japan, and the UK

In, F. H., 2007, In : Journal of International Money and Finance. 26, 3, p. 329 - 341 13 p.

Research output: Contribution to journalArticleResearchpeer-review

2006
8 Citations (Scopus)

A note on the relationship between industry returns and inflation through a multiscaling approach

Kim, S. & In, F. H., 2006, In : Finance Research Letters. 3, 1, p. 73 - 78 6 p.

Research output: Contribution to journalArticleResearchpeer-review

A survey of value-at-risk and its role in the banking industry

Ball, J. & Fang, V. K. F., 2006, In : Journal of Financial Education. 32, Winter, p. 1 - 31 31 p.

Research output: Contribution to journalArticleResearchpeer-review