Research Output 1987 2020

2006

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

5 Citations (Scopus)

Australian evidence on student expectations and perceptions of introductory business finance

Balachandran, B., Skully, M. T., Tant, K. G. & Watson, J., 2006, In : Accounting and Finance. 46, 5, p. 697 - 713 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Banking markets in the Asia-Pacific region

Brown, K. E. & Skully, M. T., 2006, In : Monash Business Review. 2, 2, p. 1 - 15 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Capital structure in new technology-based firms: venture capital-backed versus non-venture capital-backed firms in the Irish software sector

Hogan, T. & Hutson, E. R., 2006, Venture Capital: a European Perspective. Gregoriou, G., Kooli, M. & Kräeussl, R. (eds.). Elsevier

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

27 Citations (Scopus)

Competition and structure of South Asian banking: A revenue behaviour approach

Perera, G. H. S. R., Skully, M. T. & Wickramanayake, J., 2006, In : Applied Financial Economics. 16, 11, p. 789 - 801 13 p.

Research output: Contribution to journalArticleResearchpeer-review

44 Citations (Scopus)

Corporate governance in Islamic perspective

Choudhury, M. A. & Hoque, M. Z., 2006, In : Corporate Governance. 6, 2, p. 116 - 128 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Cross-currency hedging as an alternative to forward and money market hedging in an emerging financial market

Moosa, I. A., 2006, In : International Economic and Finance Journal. 1, 1, p. 95 - 106 12 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

Data preprocessing and data parsimony in corporate failure forecast models: evidence from Australian materials industry

Wu, W., Lee, V. C. S. & Tan, T. Y., 2006, In : Accounting and Finance. 46, 2, p. 327 - 345 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Determinants of central bank independence and governance: Problems and policy implications

Ahsan, A., Skully, M. T. & Wickramanayake, J., 2006, In : Journal of Administration and Governance. 1, 1, p. 47 - 67 21 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Does prior mathematics knowledge really lead to variation in elementary statistics performance? evidence from a developing country

Woodward, G. A. & Galagedera, D. U. A., 2006, In : International Journal of Educational Development. 26, 6, p. 631 - 639 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Domestic saving and the financing of Arab economic development: A reconsideration of the Feldstein-Horioka puzzle

Moosa, I. A., 2006, Issues in the Design of Development Policies. Ali, A. A. G. (ed.). Safat Kuwait: Arab Planning Institute, p. 43 - 58 16 p.

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

4 Citations (Scopus)

Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework

Batten, J. A. & In, F. H., 2006, In : Applied Financial Economics. 16, 12, p. 881 - 892 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Entrepreneurial guidance and the role of industrial banks

Hoque, M. Z., 2006, In : Monash Business Review. 2, 2, p. 1 - 9 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Evaluating cost performance of banks in the Asia-Pacific

Brown, K. E. & Skully, M. T., 2006, In : Economic Papers: A Journal of Applied Economics and Policy. 25, 4, p. 61 - 70 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Exchange rate expectation formation in the foreign exchange market when the base currency is pegged to a basket

Moosa, I. A., 2006, In : Middle East Business and Economic Review. 18, 1, p. 48 - 58 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Factors or characteristics? that is the question

Gharghori, P., Chan, H. W-H. & Faff, R., 2006, In : Pacific Accounting Review. 18, 1, p. 21 - 46 26 p.

Research output: Contribution to journalArticleResearchpeer-review

Firm size, beta and stock returns: Evidence from Germany and the United Kingdom

Malin, M. & Veeraraghavan, M., 2006, In : International Economic and Finance Journal. 1, 1, p. 107 - 123 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Funds of hedge funds: not the poor cousins of the hedge fund industry"

Hutson, E. R., 2006, In : Jassa-Journal of the Securities Institute of Australia. 4, p. 22-26 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
12 Citations (Scopus)

Government public policy, regulatory intervention, and their impact on IPO underpricing: The case of Malaysian IPOs

Prasad, D., Vozikis, G. S. & Ariff, M., 2006, In : Journal of Small Business Management. 44, 1, p. 81 - 98 18 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Idiosyncratic volatility and security returns: evidence from Germany and United Kingdom

Drew, M. E., Malin, M., Naughton, T. & Veeraraghavan, M., 2006, In : Studies in Economics and Finance. 23, 2, p. 80 - 93 14 p.

Research output: Contribution to journalArticleResearchpeer-review

30 Citations (Scopus)

In America's thrall: The effects of the US market and US security characteristics on Australian stock returns

Durand, R. B., Limkriangkrai, M. & Smith, G., 2006, In : Accounting and Finance. 46, 4, p. 577 - 603 26 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

Initiation of brokers' recommendations, market predictors and stock returns

Chan, H. W-H., Brown, R. & Ho, Y. K., 2006, In : Journal of Multinational Financial Management. 16, 3, p. 213 - 231 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Investigating the determinants of the decision to engage in a corporate hedging strategy

Au Yong, H. H. & Faff, R., 2006, In : Journal for Studies in Economics and Econometrics. 30, 1, p. 147 - 160 14 p.

Research output: Contribution to journalArticleResearchpeer-review

22 Citations (Scopus)

Investigating the performance of alternative default-risk models: option-based versus accounting-based approaches

Gharghori, P., Chan, H. W-H. & Faff, R., 2006, In : Australian Journal of Management. 31, 2, p. 207 - 234 28 p.

Research output: Contribution to journalArticleResearchpeer-review

Is the price-volume relation asymmetric? Cross sectional evidence from an emerging stock market

Moosa, I. A. & Jader, S. A-A., 2006, In : Investment Management and Financial Innovations. 3, 3, p. 80 - 90 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Learn hands-on

Tant, K., 2006, In : Monash Business Review. 2, 2, p. 7 - 7 1 p.

Research output: Contribution to journalLetterOther

Loan administration and loan repayment performance: A developing country perspective

Hoque, M. Z., 2006, In : Journal of International Business and Economics. 5, 1, p. 168 - 172 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Lump sum retirement and government policy

Gay, R., 2006, In : JASSA: The Finsia Journal of Applied Finance. 3 Spring, 3 Spring, p. 2 - 6 5 p.

Research output: Contribution to journalArticleResearchpeer-review

37 Citations (Scopus)

Macroeconomic variables and stock market interactions: New Zealand evidence

Gan, C., Lee, M., Au Yong, H. H. & Zhang, J., 2006, In : Investment Management and Financial Innovations. 3, 4, p. 89 - 101 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Moments analysis in risk and performance measurement

Lee, K. C., Phoon, K. F. & Wong, C. Y., 2006, In : Journal of Wealth Management. 9, 1, p. 54 - 65 12 p.

Research output: Contribution to journalArticleOther

1 Citation (Scopus)

Moments analysis in risk and performance monitoring of funds of hedge funds

Lee, D. K. C., Phoon, K. F. & Wong, C. Y., 2006, Funds of Hedge Funds: Performance, Assessment, Diversification, and Statistical Properties. Gregoriou, G. N. (ed.). Oxford UK: Butterworth-Heinemann, p. 327 - 348 22 p.

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

32 Citations (Scopus)

Momentum in Australia - A note

Durand, R. B., Limkriangkrai, M. & Smith, G., 2006, In : Australian Journal of Management. 31, 2, p. 355 - 364 10 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Monetary policy, open market operations and New Zealand interest-rate and exchange-rate markets

Lu, X. & In, F. H., 2006, In : Journal of the Asia Pacific Economy. 11, 4, p. 462 - 481 20 p.

Research output: Contribution to journalArticleResearchpeer-review

30 Citations (Scopus)

Multiscale hedge ratio between the Australian stock and futures markets: evidence from wavelet analysis

In, F. H. & Kim, S., 2006, In : Journal of Multinational Financial Management. 16, 4, p. 411 - 423 13 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

On the choice of superannuation funds in Australia

Langford, B. R., Faff, R. W. & Marisetty, V. B., 2006, In : Journal of Financial Services Research. 29, 3, p. 255 - 279 25 p.

Research output: Contribution to journalArticleResearchpeer-review

On the notion of forecasting accuracy as applied to financial decision rules involving exchange rates

Moosa, I. A., 2006, In : Forecasting Letters. 1, 2, p. 5 - 9 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Planning for a successful merger or acquisition: lessons from an Australian study

McDonald, J., Coulthard, M. R. & De Lange, P. A., 2006, In : Journal of Global Business and Technology. 1, 2, p. 1 - 11 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Romanian financial markets

Skully, M. T. & Brown, K. E., 2006, Emerging European Financial Markets: Independence and Integration Post-Enlargement. Batten, J. A. & Kearney, C. (eds.). 1 ed. Oxford UK: Elsevier, p. 281 - 321 41 p.

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

2 Citations (Scopus)

Romanian Financial Markets11We would sincerely like to thank Surica Rosentuler, Ramona Merce and Corina Ciobanu for helpful comments

Skully, M. & Brown, K., 5 May 2006, Emerging European Financial Markets: Independence and Integration Post-Enlargement. p. 281-321 41 p. (International Finance Review; vol. 6).

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

Short-run and long-run oil price sensitivity of equity returns: The South Asian markets

Nandha, M. S. & Faff, R., 2006, In : Review of Applied Economics. 2, 2, p. 229 - 244 16 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Short selling restrictions and market completeness: the Malaysian experience

Lamba, A. S. & Ariff, M., 2006, In : Applied Financial Economics. 16, 5, p. 385 - 393 9 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Small firm effect, liquidity and security returns: Australian evidence

Drew, M. E., Marsden, A. & Veeraraghavan, M., 2006, In : Journal of Emerging Market Finance. 5, 2, p. 135 - 149 15 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

The distributional characteristics of fund of hedge fund returns

Hutson, E. R., Lynch, M. & Stevenson, M., 2006, Funds of Hedge Funds: Performance, Assessment, Diversification and Statistical Properties. Gregoriou, G. (ed.). Elsevier, (Quantitative Finance Series).

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

112 Citations (Scopus)

The hedge ratio and the empirical relationship between the stock and futures markets: a new approach using wavelet analysis

In, F. H. & Kim, S., 2006, In : Journal of Business. 79, 2, p. 799 - 820 22 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

The information content of the term structure of interest rates

Kalev, P. S. & Inder, B. A., 2006, In : Applied Economics. 38, 1, p. 33 - 45 13 p.

Research output: Contribution to journalArticleResearchpeer-review

15 Citations (Scopus)

The intraday price behaviour of Australian and New Zealand cross-listed stocks

Lok, E. C. F. & Kalev, P. S., 2006, In : International Review of Financial Analysis. 15, 4-5, p. 377 - 397 21 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

The performance and diversification benefits of funds of hedge funds

Denvir, E. & Hutson, E. R., 2006, In : Journal of International Financial Markets, Institutions and Money. 16, 1, p. 4-22 19 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

The relation between key events in the development phase and the financial structure of NTBFs in the software sector

Hogan, T. & Hutson, E. R., 2006, In : International Entrepreneurship and Management Journal. 2, 2, p. 227-243 17 p.

Research output: Contribution to journalArticleResearchpeer-review

The role of multi-purpose co-operatives in rural development in Sri Lanka: A case study of Kurunegala District

Ranathilaka, M. B., Shiratake, Y. & Edirisuriya, P., 2006, In : Asia-Pacific Journal of Rural Development. 16, 2, p. 35 - 56 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Volatility transmissions between stock and bond markets: Evidence from Japan and the U.S.

Fang, V. K. F., Lim, Y-C. & Lin, C-T., 2006, In : International Journal of Information Technology. 12, 6, p. 120 - 128 9 p.

Research output: Contribution to journalArticleResearchpeer-review