Research Output 1987 2019

2005
15 Citations (Scopus)

An empirical analysis of hedge fund performance: the case of Australian hedge funds industry

Do, M. V., Faff, R. & Wickramanayake, J., 2005, In : Journal of Multinational Financial Management. 15, 4-5, p. 377 - 393 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Announcements of bonus share options: signalling of the quality of firms

Balachandran, B., Faff, R. & Jong, L. H., 2005, In : Global Finance Journal. 16, 2, p. 180 - 190 11 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Asia Pacific banks' derivative and risk management disclosures

Au Yong, H. H., Chalmers, K. & Faff, R., 2005, In : Asian Review of Accounting. 13, 1, p. 15 - 44 30 p.

Research output: Contribution to journalArticleResearchpeer-review

Asset pricing and the illiquidity premium

Chan, H. W-H. & Faff, R. W., 2005, In : The Financial Review. 40, 4, p. 429 - 458 30 p.

Research output: Contribution to journalArticleResearchpeer-review

179 Citations (Scopus)

Banking efficiency in China: application of DEA to pre- and post-deregulation eras: 1993-2000

Chen, X., Skully, M. T. & Brown, K. E., 2005, In : China Economic Review. 16, 3, p. 229 - 245 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Can the choice of interpolation method explain the difference between swap prices and futures prices?

Brown, R. & Fang, V. K. F., 2005, In : Accounting and Finance. 45, 2, p. 199 - 216 18 p.

Research output: Contribution to journalArticleResearchpeer-review

52 Citations (Scopus)

Capital structure in new technology-based firms: Evidence from the Irish software sector

Hogan, T. & Hutson, E. R., 2005, In : Global Finance Journal. 15, 3, p. 369-387 18 p.

Research output: Contribution to journalArticleResearchpeer-review

12 Citations (Scopus)

Contrarian investment strategies, extrapolation and risk in Australia

Tan, J. & Wickramanayake, J., 2005, In : Journal of Accounting and Finance. 19, 2, p. 3 - 38 36 p.

Research output: Contribution to journalArticleResearchpeer-review

Corporate governance and Australian bank stock prices

Doucouliagos, H. & Hoque, M. Z., 2005, In : Journal of Business and Policy Research. 1, 1, p. 33 - 53 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Cost efficiencies in the management of superannuation funds in Australia

Malhotra, D. K., Marisetty, V. & Ariff, M., 2005, In : International Journal of Finance. 17, 3, p. 3603 - 3621 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Exchange Rate Regimes: Fixed, Flexible or Something in Between?

Moosa, I. A., 2005, First ed. Basingstoke UK: Palgrave Macmillan. 267 p.

Research output: Book/ReportBookResearchpeer-review

1 Citation (Scopus)

Expectations and equilibrium in high-grade Australian bond markets

In, F. H. & Batten, J. A., 2005, In : Review of Pacific Basin Financial Markets and Policies. 8, 4, p. 573 - 592 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Financial centers in the Asia-Pacific region: an empirical study on Australia, Hong Kong, Japan and Singapore

Sagaram, J. P. A. & Wickramanayake, J., 2005, In : Banca Nazionale del Lavoro. Quarterly Review. LVIII, 232, p. 21 - 52 32 p.

Research output: Contribution to journalArticleResearchpeer-review

23 Citations (Scopus)

Financing transport infrastructure: For whom the road tolls

Brown, C. A., 2005, In : Australian Economic Review. 38, 4, p. 431 - 438 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Floor versus screen trading: distinctions for practitioners

Chng, M. T., 2005, In : Corporate Finance Review. 9, 6, p. 5 - 18 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Guided industrial credit

Hoque, M. Z., 2005, In : International Review of Business Research Papers. 1, 1, p. 1 - 15 15 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Human progress in south Asia: a multifaceted analysis

Perera, G. H. S. R., Skully, M. T. & Wickramanayake, J., 2005, In : South Asia: Journal of South Asian studies. 28, 3, p. 437 - 456 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Impact of globalization and economic development in Asia and Australia

Ariff, M., 2005, Capital markets, globalization and economic development. Gup, B. E. (ed.). First ed. New York USA: Springer, p. 145 - 160 16 p.

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

Impact of oil price on stock market returns: evidence from South Asian markets

Nandha, M. S. & Faff, R., 2005, In : ICFAI Journal of Applied Economics. 11, 8, p. 5 - 20 16 p.

Research output: Contribution to journalArticleResearchpeer-review

International mergers and acquisitions: an Australian study on post agreement integration

McDonald, J., Coulthard, M. R. & De Lange, P. A., 2005, Proceedings of the Australia and New Zealand International Business Academy (ANZIBA) Conference 2005. Alam, Q. (ed.). Melbourne Vic Australia: Monash University Publishing, p. 1 - 25 25 p.

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

7 Citations (Scopus)

Introducing non-linear dynamics to the two-regime market model: evidence

Woodward, G. A. & Marisetty, V. B., 2005, In : Quarterly Review of Economics and Finance. 45, 4-5, p. 559 - 581 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Investing in hedge funds: risks, returns, and performance measurement

Koh, F. C. C., Koh, W. T. H., Lee, D. K. C. & Phoon, K. F., 2005, Hedge funds: insights in perfomance measurement, risk analysis and portfolio allocation. Gregoriou, G. N., Hubner, G., Papageorgiou, N. & Rouah, F. (eds.). Hoboken USA: John Wiley & Sons, p. 341 - 364 24 p.

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

Liberalization and Growth in Asia: 21st Century Challenges

Ariff, M. & Khalid, A. M., 2005, 1st ed. Cheltenham UK: Edward Elgar Publishing. 423 p.

Research output: Book/ReportBookResearchpeer-review

Measuring the summary informativeness of orders and trades

Chng, M. T., 2005, In : Review of Futures Markets. 14, 2, p. 247 - 283 37 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Merger arbitrage and the interaction between target and bidder stocks during takeover bids.

Hutson, E. R. & Kearney, C., 2005, In : Research in International Business and Finance. 19, 1, p. 1-26 27 p.

Research output: Contribution to journalArticleResearchpeer-review

18 Citations (Scopus)

Multihorizon sharpe ratios

Kim, S. & In, F. H., 2005, In : Journal of Portfolio Management. 31, 2, p. 105 - 111 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Negative gearing and housing affordability for first home buyers

Wyatt, K. J., McDonald, J. & Nandha, M. S., 2005, In : Journal of Australian Taxation. 8, 1, p. 150 - 180 31 p.

Research output: Contribution to journalArticleResearchpeer-review

Novel Measures Of Style Drift For Mutual Funds Classified According To Fuzzy C-Means

Burns Jr, R. T. (ed.), Choo, T. J., Graham Jr, J. E. (ed.) & Lajbcygier, P. R., 2005, p. 73 - 80. 8 p.

Research output: Contribution to conferenceOtherOther

Off-market share buybacks: the current debate in Australia

Wyatt, K. J. & McDonald, J., 2005, In : New Zealand Journal of Taxation Law and Policy. 11, 3, p. 293 - 298 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Predicting power of financial variables: evidence from Australia

Edirisuriya, P., 2005, In : International Review of Business Research Papers. 1, 1, p. 1 - 17 17 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Predictive power of forward rates: evidence from Malaysian Government Securities (MGS) market

Heng, N. V., Nassir, A. M., Ariff, M. & Mohamad, S., 2005, In : Investment Management and Financial Innovations. 2, p. 61 - 71 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Premium calculations for fat-tailed risk

Gay, R., 2005, In : ASTIN Bulletin. 35, 1, p. 163 - 188 26 p.

Research output: Contribution to journalArticleResearchpeer-review

Pricing of equities in China: evidence from the Shanghai Stock Exchange

Drew, M. E., Naughton, T. & Veeraraghavan, M., 2005, In : Managerial Finance. 31, 12, p. 46 - 57 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Rating integrated governance: conceptual issues

Coghill, K. A., Tam, O. K., Ariff, M. & Neesham, C., 2005, Integrated governance: linking up government, business and civil society: Proceedings. Coghill, K. (ed.). Caulfield Vic Australia: Monah University, p. 1 - 14 14 p.

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

Regional comparative analysis of China's banking system

Brown, K. E. & Skully, M. T., 2005, China's Business Reforms: Institutional Challenges in a Globalised Economy. Smyth, R., Tam, O. K., Warner, M. & Zhu, C. J. (eds.). 1st ed. Abingdon UK: Routledge Curzon, p. 26-44 19 p.

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

Revisiting share market efficiency: evidence from the New Zealand, Australia, US and Japan stock indices

Gan, C., Lee, M., Au Yong, H. H. & Zhang, J., 2005, In : American Journal of Applied Sciences. 2, 5, p. 996 - 1002 7 p.

Research output: Contribution to journalArticleResearchpeer-review

23 Citations (Scopus)

Seasonality in stock returns: Evidence from an emerging market

Al-Saad, K. & Moosa, I. A., 2005, In : Applied Financial Economics. 15, p. 63 - 71 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Setting premiums for the largest heavy-tailed claims

Gay, R., 2005, In : Australian Actuarial Journal. 11, 3, p. 489 - 530 42 p.

Research output: Contribution to journalArticleResearchpeer-review

Share returns after large one-day price drops

Chai, D. & Gunasekarage, A., 2005, In : The Institute of Finance Professionals New Zealand Inc. (INFINZ) Journal. May 2005, 2, p. 18 - 23 6 p.

Research output: Contribution to journalArticleOther

9 Citations (Scopus)

The determinants of mortgage yield spread differentials: securitization

Liu, B. & Skully, M. T., 2005, In : Journal of Multinational Financial Management. 15, 4-5, p. 314 - 333 20 p.

Research output: Contribution to journalArticleResearchpeer-review

10 Citations (Scopus)

The early managed funds industry: investment trusts in 19th century Britain

Hutson, E. R., 2005, In : International Review of Financial Analysis. 14, 4, p. 439-454 16 p.

Research output: Contribution to journalArticleResearchpeer-review

The importance of strategic planning and due diligence in mergers and acquisitions: an Australian perspective

McDonald, J., Coulthard, M. R. & De Lange, P. A., 2005, Global markets in dynamic environments: making positive connections through strategy, technology and knowledge. Delener, N. & Chao, C. (eds.). USA: Global Business and Technology Association, p. 801 - 808 8 p.

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

The performance of Indian commercial banks (1995-2002)

Galagedera, D. U. A. & Edirisuriya, P., 2005, In : South Asian Journal of Management. 12, 4, p. 52 - 74 23 p.

Research output: Contribution to journalArticleResearchpeer-review

103 Citations (Scopus)

The relationship between stock returns and inflation: new evidence from wavelet analysis

Kim, S. & In, F. H., 2005, In : Journal of Empirical Finance. 12, 3, p. 435 - 444 10 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Volatility transmission between stock and bond markets: evidence from US and Australia

Fang, V. K. F., Lee, V. C-S. & Lim, Y. C., 2005, Proceedings of the 6th International Conference on Intelligent Data Engineering and Automated Learning (IDEAL 2005). Gallagher, M., Hogan, J. & Maire, F. (eds.). Germany: Springer-Verlag London Ltd., Vol. 3578. p. 580 - 587 8 p.

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

7 Citations (Scopus)

What factors determine the use of venture capital? evidence from the Irish software sector.

Hogan, T. & Hutson, E. R., 2005, In : Venture Capital. 7, 3, p. 259-283 25 p.

Research output: Contribution to journalArticleResearchpeer-review

2004
1 Citation (Scopus)

A bargaining approach to currency collars

Lien, D. & Moosa, I. A., 2004, In : Research in International Business and Finance. 18, 3, p. 229 - 236 8 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

An empirical analysis of Australian superannuation fund expenses

Malhotra, D. K., Martin, R. & Marisetty, V., 2004, In : Review of Pacific Basin Financial Markets and Policies. 7, 4, p. 451 - 469 19 p.

Research output: Contribution to journalArticleResearchpeer-review

12 Citations (Scopus)

An empirical examination of the Post Keynesian view of forward exchange rates

Moosa, I. A., 2004, In : Journal of Post Keynesian Economics. 26, 3, p. 395 - 418 24 p.

Research output: Contribution to journalArticleResearchpeer-review

An evaluation of X-efficiency and scale economies of banks in selected South East Asian countries: 1997-2001

Tsigos, S. & Wickramanayake, J., 2004, Roads to Sustainable Asian Economic Prosperity: Proceedings of the 12th Annual Conference on Pacific Basin Finance, Economics, Accounting and Business. Lee, C. (ed.). Bangkok Thailand: UTCC, p. 1 - 37 37 p.

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