Research Output 1987 2020

2004
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

1 Citation (Scopus)

An examination of the impact of AFTA on Southeast Asian foreign direct investment

Scally, A. & Wickramanayake, J., 2004, The Future of Foreign Investment in Southeast Asia. Freeman, N. J. & Bartels, F. L. (eds.). 1 ed. London UK: Routledge Curzon, p. 49-79 31 p.

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

1 Citation (Scopus)

Are price limits priced? Evidence from the Taiwan stock exchange

Naughton, T. & Veeraraghavan, M., 2004, In : Journal of Emerging Market Finance. 3, 3, p. 249 - 267 19 p.

Research output: Contribution to journalArticleResearchpeer-review

A wavelet-based method of variance homogeneity testing of foreign exchange rates

Zhang, C. D., In, F. H. & Farley, A. A., 2004, Proceedings of the 2004 AFAANZ Conference. Gray, P. (ed.). Australia: AFAANZ, p. 1 - 37 37 p.

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

Banking and regulatory reform in postcrisis Asia

Ariff, M. & Skully, M. T., 2004, Global Financial Markets. Issues and Strategies. Ghosh, D. K. & Ariff, M. (eds.). 1 ed. Westport USA: Praeger Publishers, p. 105 - 119 15 p.

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

Beta, small firm effect and security returns: French evidence

Malin, M. & Veeraraghavan, M., 2004, In : Accounting Research Journal. 17, Special Issue, p. 80 - 92 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Contributions of domain knowledge and stacked generalization in AI-based classification models

Wu, W., Lee, V. C. & Tan, T., 2004, Proceedings of the 17th Australian Joint Conference on Artificial Intelligence: Advances in Artificial Intelligence (AI 2004). Webb, G. I. & Yu, X. (eds.). Germany: Springer-Verlag London Ltd., Vol. 3339. p. 1049 - 1054 6 p.

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

Contributions of domain knowledge and stacked generalization in AI-based classification models

Kostenko, W., Lee, V. & Tan, T., 2004, In : Lecture Notes in Computer Science. 3339, p. 1049 - 1054 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Counting, Accounting, Eccounting - Can the profession make the move?

Ratnatunga, J. T., Vaz, J. J. & Ramirez, G., 2004, In : Journal of Applied Management Accounting Research. 2, 1, p. 1 - 12 12 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Credit risks of interest rate swaps: a comparative study of CIR and Monte Carlo simulation approach

Fang, V. K. F. & Lee, V. C. S., 2004, Proceedings of the 5th International Conference on Intelligent Data Engineering and Automated Learning (IDEAL 2004). Yang, Z. R., Everson, R. & Yin, H. (eds.). Germany: Springer-Verlag London Ltd., Vol. 3177. p. 780 - 787 8 p.

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

Dividend protection at a price

Brown, C. A. & Davis, K., 2004, In : Journal of Derivatives. 12, 2, p. 62 - 68 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Economic development indicators as determinants of medal winning at the Sydney Olympics: An extreme bounds analysis

Moosa, I. A. & Smith, L., 2004, In : Australian Economic Papers. 43, 3, p. 288 - 301 14 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Expectation formation mechanisms, profitability of foreign exchange trading and exchange rate volatility

Moosa, I. A. & Shamsuddin, A., 2004, In : Applied Economics. 36, 14, p. 1599 - 1606 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Financial structure, rural credit and supportive institutional framework in Sri Lanka: An empirical analysis

Wickramanayake, J., 1 Dec 2004, In : Savings and Development. 28, 4, p. 339-358 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Financial structure, rural credit and supportive institutional framework in Sri Lanka: An empirical analsysis

Wickramanayake, J., 2004, In : Savings and Development. XXVIII, 4, p. 339 - 358 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Investigating the DEA Malmquist efficiency performance of Islamic banks

Viverita, V., Brown, K. E. & Skully, M. T., 2004, Global Standardisation of Islamic Banking and Finance Through Best Practices of Corporate Governance and Benchmarking: Proceedings of the 2nd International Islamic Banking & Finance Conference. Shanmugam, B. (ed.). Petaling Jaya Malaysia: Monash University, p. 1 - 12 12 p.

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

21 Citations (Scopus)

Is idiosyncratic volatility priced? Evidence from the Shanghai Stock Exchange

Drew, M. E., Naughton, T. & Veeraraghavan, M., 2004, In : International Review of Financial Analysis. 13, 3, p. 349 - 366 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Islamic Banks: A cross-country study of cost efficiency performance

Brown, K. E. & Skully, M. T., 2004, In : Accounting, Commerce & Finance: the Islamic Perspective Journal. 8, 1 & 2, p. 43 - 79 37 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Is there a need for hedging exposure to foreign exchange risk?

Moosa, I. A., 2004, In : Applied Financial Economics. 14, 4, p. 279 - 283 5 p.

Research output: Contribution to journalArticleResearchpeer-review

21 Citations (Scopus)

Macroeconomic influence on the stock market: Evidence from an emerging market in South Asia

Gunasekarage, A., Pisedtasalasai, A. & Power, D. M., 2004, In : Journal of Emerging Market Finance. 3, 3, p. 285 - 304 20 p.

Research output: Contribution to journalArticleResearchpeer-review

On the robustness of the Fama and French multifactor model: Evidence from France, Germany and United Kingdom

Malin, M. & Veeraraghavan, M., 2004, In : International Journal of Business and Economics. 3, 2, p. 155 - 176 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Portfolio investments in australia: 1988-1997

Leong, W. & Wickramanayake, J., 2004, Regional Financial Markets: Issues and Policies. Ghosh, D. K. & Ariff, M. (eds.). USA: Praeger, p. 13 - 32 20 p.

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

Revisiting the unit root hypothesis and structural break: Asia and emerging economies foreign exchange markets

Gan, C., Treepongkaruna, S. & Au Yong, H. H., 2004, In : American Journal of Applied Sciences. 1, 1, p. 36 - 50 15 p.

Research output: Contribution to journalArticleResearchpeer-review

The correlation of stock and bond returns: a comparison between U.S. and Australia

Fang, V. K. F. & Lim, Y. C., 2004, Proceedings of the 2004 AFAANZ Conference. Gray, P. (ed.). Australia: AFAANZ, p. 1 - 21 21 p.

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

The effectiveness of cross-currency hedging

Moosa, I. A., 2004, In : Finance Letters. 2, 1, p. 32 - 37 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Turkey

Bakir, C. & Brown, K. E., 2004, European Fixed Income Markets. Batten, J. A., Fetherston, T. A. & Szilagyi, P. G. (eds.). Chichester England: John Wiley & Sons, p. 431 - 448 18 p.

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

What financial institutions are not disclosing about term annuity products

Gay, R. & Latimer, P. S., 2004, In : Journal of Law and Financial Management. 3, 2, p. 14 - 21 8 p.

Research output: Contribution to journalArticleResearchpeer-review

What is wrong with market-based forecasting of exchange rates?

Moosa, I. A., 2004, In : International Journal of Business and Economics. 3, 2, p. 107 - 121 15 p.

Research output: Contribution to journalArticleResearchpeer-review

2003

Accurate prediction of analyst forecast revisions and stock returns in the emerging Malaysian market: EPS versus non-EPS variables

Ariff, M., Lim, T. K. & Skully, M. T., 2003, In : Global Business and Finance Review. 8, 1, p. 61 - 75 15 p.

Research output: Contribution to journalArticleResearchpeer-review

A comparison of estimators daily realised volatility

Bollen, B. E. & Inder, B. A., 2003, In : Finance Letters. 1, p. 29 - 34 6 p.

Research output: Contribution to journalArticleResearchpeer-review

A cross-country analysis of Islamic bank performance

Brown, K. E. & Skully, M. T., 2003, International Banking Islamic Conference - From Money Lenders to Bankers: Evolution of Islamic Banking in Relation to Judeo Christian and Oriental Banking Traditions. Shanmugam, B. (ed.). Bandar Sunway Malyasia: Monash University Malaysia, p. 1 - 20 20 p.

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

A multidisciplinary perspective on the evolution of corporate investment decision making

Dempsey, M. J., 2003, In : Accounting Accountability and Performance. 9, 1, p. 1 - 33 33 p.

Research output: Contribution to journalArticleResearchpeer-review

13 Citations (Scopus)

An empirical analysis of the Australian dollar swap spreads

Fang, V. K. F. & Muljono, R., 2003, In : Pacific Basin Finance Journal. 11, p. 153 - 173 21 p.

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)

An empirical investigation into long-term climate change in Australia

Lenten, L. & Moosa, I. A., 2003, In : Environmental Modelling and Software. 18, 1, p. 59 - 70 12 p.

Research output: Contribution to journalArticleResearchpeer-review

54 Citations (Scopus)

An investigation into the role of liquidity in asset pricing: Australian evidence

Chan, H. W. H. & Faff, R. W., 2003, In : Pacific Basin Finance Journal. 11, p. 555 - 572 18 p.

Research output: Contribution to journalArticleResearchpeer-review

A reconsideration of the volume-volatility relationship in the futures market for stocks

Moosa, I. A. & Bollen, B. E., 2003, In : Asia Pacific Journal of Economics and Business. 7, 2, p. 78 - 88 11 p.

Research output: Contribution to journalArticleResearchpeer-review

A regional comparative analysis of China's banking system

Brown, K. E. & Skully, M. T., 2003, International Challenges for the Global China: Proceedings. Smyth, R., Tam, O. K. & Zhu, C. (eds.). Clayton Vic Australia: Asian Business and Economics Research Unit, p. 345 - 361 17 p.

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

6 Citations (Scopus)

Assessing the economic significance of return predictability: A research note

Boudry, W. & Gray, P., 1 Dec 2003, In : Journal of Business Finance and Accounting. 30, 9-10, p. 1305-1326 22 p.

Research output: Contribution to journalArticleResearchpeer-review

27 Citations (Scopus)

Beta, firm size, book-to-market equity and stock returns: further evidence from emerging markets

Drew, M. E. & Veeraraghavan, M., 2003, In : Journal of the Asia Pacific Economy. 8, 3, p. 354 - 379 26 p.

Research output: Contribution to journalArticleResearchpeer-review

58 Citations (Scopus)

Bivariate causality between exchange rates and stock prices in South Asia

Smyth, R. L. & Nandha, M. S., 2003, In : Applied Economics Letters. 10, 11, p. 699 - 704 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Cointegration and causality in Australian capital city house prices 1986-2001

Smyth, R. L. & Nandha, M. S., 2003, In : Journal of Economic and Social Policy. 7, 2, p. 35 - 50 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Competitiveness implications for Ireland of EU enlargement

Barry, F., Hannan, A., Hutson, E. R. & Kearney, C., 2003, In : Journal of the Statistical and Social Inquiry Society of Ireland. p. 70-97 28 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
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Dualistic financial structure and changes in informal and formal financing in the rural sector in Sri Lanka

Wickramanayake, J., 2003, International Islamic Banking Conference - "From Money Lenders to Bankers: Evolution of Islamic Banking in Relation to Judeo Christian and Oriental Banking Traditions". Shanmugam, B. (ed.). Bandar Sunway Malaysia: Monash University Publishing, p. 1 - 17 17 p.

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

Firm characteristics and value at risk analysis: A survey of Australian public shareholding companies

Moosa, I. A. & Knight, J., 2003, In : Accounting Research Journal. 16, 1, p. 48 - 57 10 p.

Research output: Contribution to journalArticleResearchpeer-review

60 Citations (Scopus)

Firm size, book-to-market equity and security returns: evidence from the Shanghai Stock Exchange

Drew, M. E., Naughton, T. & Veeraraghavan, M., 2003, In : Australian Journal of Management. 28, 2, p. 119 - 139 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Further evidence on the short-term contrarian investment strategy

Chan, H. W. H., Faff, R. W., Kalev, P. S. & Lee, D. D., 2003, In : Finance Letters. 1, p. 41 - 45 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Governance in financial supervision: the Australian experience in the 1990s

Bakir, C., 2003, Refereed Papers from the 2003 APSA Conference. www.utas.edu.au/government/APSA: Australasian Political Studies Association, p. 1 - 17 17 p.

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

Hedge funds: the case for disclosure regulation

Hutson, E. R. & Donabedian, M., 2003, In : Irish Banking Review. p. 42-58 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File