Research Output 1987 2020

2003

International Financial Operations: Arbitrage, Hedging, Speculation, Financing and Investment

Moosa, I. A., 2003, First ed. New York: Palgrave Macmillan. 362 p.

Research output: Book/ReportBookResearchpeer-review

4 Citations (Scopus)

Lending procedures and the viability-social objectives conflict in credit unions

Ralston, D. E. & Wright, A., 2003, In : International Journal of Bank Marketing. 21, 6, p. 304 - 311 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Links among interest rate swap markets: US, UK and Japan

In, F. H., Brown, R. L. & Fang, V. K. F., 2003, In : Journal of Fixed Income. 13, p. 84 - 95 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Measuring productive efficiency of stock exchanges using price adjustment coefficients

Marisetty, V., 2003, In : International Review of Finance. 4, 1-2, p. 79 - 99 21 p.

Research output: Contribution to journalArticleResearchpeer-review

13 Citations (Scopus)

Modeling volatility and changes in the swap spread

In, F. H., Brown, R. L. & Fang, V. K. F., 2003, In : International Review of Financial Analysis. 12, p. 545 - 561 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Prudential regulation and competition in banking

Brown, C. A. & Davis, K., 2003, Regulation and Market Access. Sidorenko, A. & Findlay, C. (eds.). 1st ed. Canberra ACT Australia: Asia Pacific Press, p. 190 - 206 17 p.

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

Quasi-maximum likelihood estimates of Kiwi short-term interest rate

Treepongkaruna, S., 2003, In : Applied Economics Letters. 10, p. 937 - 942 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Risk-adjusted discount rates and projects of unequal lives

Brown, C. A. & Burrows, G., 2003, In : Australian Accounting Review. 13, 29, p. 57 - 65 9 p.

Research output: Contribution to journalArticleResearchpeer-review

28 Citations (Scopus)

Short-Term Autocorrelation in Australian Equities

Gaunt, C. & Gray, P., 1 Jan 2003, In : Australian Journal of Management. 28, 1, p. 97-117 21 p.

Research output: Contribution to journalArticleResearchpeer-review

25 Citations (Scopus)

Short-term contrarian investingis it profitable? ... yes and no

Lee, D. D., Chan, H. W. H., Faff, R. W. & Kalev, P. S., 2003, In : Journal of Multinational Financial Management. 13, p. 385 - 404 20 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Short-term interest rate models: valuing interest rate derivatives using a Monte-Carlo approach

Treepongkaruna, S. & Gray, S., 2003, In : Accounting and Finance. 43, 2, p. 211 - 259 49 p.

Research output: Contribution to journalArticleResearchpeer-review

Stock market interdependence: Evidence from Australia

Chong, L., Drew, M. E. & Veeraraghavan, M., 2003, In : Pacific Accounting Review. 15, 2, p. 51 - 76 26 p.

Research output: Contribution to journalArticleResearchpeer-review

Testing the expectations hypothesis for interest rate term structure: some Australian evidence

Fang, V. K. F. & Lee, V. C. S., 2003, Proceedings of the International Conference on Computational Science and Its Applications (ICCSA 2003). Kumar, V., Gavrilova, M. L., Tan, C. K. & L'Ecuyer, P. (eds.). NY USA: Springer-Verlag London Ltd., Vol. 2669. p. 189 - 198 10 p.

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

The business, economic, and policy implications of E-commerce: Lessons for MENA countries

Moosa, I. A., 2003, Challenges and Reforms of Economic Regulation in MENA Countires. Limam, I. (ed.). 1 ed. Cairo: The American University in Cairo Press, p. 107 - 128 22 p.

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

The 'exoteric' politics of bank mergers in Australia

Bakir, C., 2003, 2003 Hawaii International Conference on Business - Conference Proceedings. Burge, A. (ed.). Hawaii USA: Hawaii International Conferences, p. 1 - 41 41 p.

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

56 Citations (Scopus)

The relationship between financial variables and real economic activity: evidence from spectral and wavelet analyses

Kim, S. & In, F. H., 2003, In : Studies in Nonlinear Dynamics and Econometrics. 7, 4, p. 1 - 16 16 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

The role of fundamentalists and technicians in the foreign exchange market when the domestic currency is pegged to a basket

Moosa, I. A. & Al-Loughani, N. E., 2003, In : Applied Financial Economics. 13, 2, p. 79 - 84 6 p.

Research output: Contribution to journalArticleResearchpeer-review

The sensitivity of the optimal hedge ratio to model specification

Moosa, I. A., 2003, In : Finance Letters. 1, 1, p. 15 - 20 6 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

UK interim and final dividend reductions: a note on price reaction

Balachandran, B., 2003, In : European Journal of Finance. 9, p. 379 - 390 12 p.

Research output: Contribution to journalArticleResearchpeer-review

43 Citations (Scopus)

Underpricing, stock allocation, ownership structure and post-listing liquidity of newly listed firms

Pham, P. K., Kalev, P. S. & Steen, A. B., 2003, In : Journal of Banking and Finance. 27, 5, p. 919 - 947 29 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

What drives the term and risk structure of Japanese bonds?

In, F. H., Batten, J. & Kim, S., 2003, In : Quarterly Review of Economics and Finance. 43, 6, p. 518 - 541 24 p.

Research output: Contribution to journalArticleResearchpeer-review

13 Citations (Scopus)

Who needs a review of the financial system in Australia? The case of the Wallis inquiry

Bakir, C., 2003, In : Australian Journal of Political Science. 38, 3, p. 511 - 534 24 p.

Research output: Contribution to journalArticleResearchpeer-review

2002
33 Citations (Scopus)

A closer look at the size and value premium in emerging markets: evidence from the Kuala Lumpur Stock Exchange

Drew, M. E. & Veeraraghavan, M., 2002, In : Asian Economic Journal. 16, 4, p. 337 - 351 15 p.

Research output: Contribution to journalArticleResearchpeer-review

A test of the Fama-French three factor model in the Australian equity market

Drew, M. E. & Veeraraghavan, M., 2002, In : Accounting Accountability and Performance. 8, 1, p. 77 - 92 16 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

A test of the news model of exchange rates

Moosa, I. A., 2002, In : Review of World Economics. 138, 4, p. 694 - 710 17 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

A test of the Post Keynesian hypothesis on expectation formation in the foreign exchange market

Moosa, I. A., 2002, In : Journal of Post Keynesian Economics. 24, 3, p. 443 - 457 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Australia's takeover rules: how good are they?

Hutson, E. R., 2002, In : Jassa-Journal of the Securities Institute of Australia. 4, p. 33-37 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
3 Citations (Scopus)

Bayesian estimation of financial models

Gray, P., 1 Jan 2002, In : Accounting and Finance. 42, 2, p. 111-130 20 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Credit risk: The case of First Interstate Bankcorp

Brown, C. A. & Wang, S., 17 Jul 2002, In : International Review of Financial Analysis. 11, 2, p. 229-248 20 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Cross-country evidence on the ability of the nominal interest rate to predict inflation

Moosa, I. A. & Kwiecien, J., 2002, In : Japanese Economic Review. 53, 4, p. 478 - 495 18 p.

Research output: Contribution to journalArticleResearchpeer-review

26 Citations (Scopus)

Demand estimation in the presence of stochastic trend and seasonality: The case of meat demand in the United Kingdom

Fraser, I. & Moosa, I. A., 2002, In : American Journal of Agricultural Economics. 84, 1, p. 83 - 89 7 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Efficiency with costly information: A study of Australian wholesale superannuation fund performance

Drew, M. E., Stanford, J. D. & Veeraraghavan, M., 2002, In : Economic Analysis and Policy. 32, 1, p. 35 - 47 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Foreign Direct Investment: Theory, Evidence and Practice

Moosa, I. A., 2002, First ed. Basingstoke UK: Palgrave Macmillan. 311 p.

Research output: Book/ReportBookResearchpeer-review

Idiosyncratic volatility and security returns: Evidence from the Asian region

Drew, M. E. & Veeraraghavan, M., 2002, In : International Quarterly Journal of Finance. 2, 1-4, p. 1 - 13 13 p.

Research output: Contribution to journalArticleResearchpeer-review

14 Citations (Scopus)

Modelling the trend and seasonals within an AIDS model of the demand for alcoholic beverages in the United Kingdom

Moosa, I. A. & Baxter, J. L., 2002, In : Journal of Applied Econometrics. 17, 2, p. 95 - 106 12 p.

Research output: Contribution to journalArticleResearchpeer-review

20 Citations (Scopus)

Price discovery and risk transfer in the crude oil futures market: Some structural time series evidence

Moosa, I. A., 2002, In : Economic Notes. 31, 1, p. 155 - 165 11 p.

Research output: Contribution to journalArticleResearchpeer-review

17 Citations (Scopus)

Relative performance of dynamic portfolio insurance strategies: Australian evidence

Do, B. H., 2002, In : Accounting and Finance. 42, 3, p. 279 - 296 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Selecting Australian equity superannuation funds: A retail investor's perspective

Drew, M. E., Stanford, J. D. & Veeraraghavan, M., 2002, In : Journal of Financial Services Marketing. 7, 2, p. 115 - 128 14 p.

Research output: Contribution to journalArticleResearchpeer-review

27 Citations (Scopus)

Skewness and kurtosis implied by option prices: A correction

Brown, C. A. & Robinson, D. M., 1 Jan 2002, In : Journal of Financial Research. 25, 2, p. 279-282 4 p.

Research output: Contribution to journalArticleResearchpeer-review

The choice of foreign exchange hedging techniques: An international study

Faff, R. & Marshall, A., 2002, Financial Risk and Financial Risk Management. Batten, J. A. & Fetherston, T. A. (eds.). Netherlands: JAI Press, p. 137 - 172 36 p.

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

1 Citation (Scopus)

The nature of market growth, risk, and return

Dempsey, M. J., 2002, In : Financial Analysts Journal. 58, 3, p. 45 - 59 15 p.

Research output: Contribution to journalArticleResearchpeer-review

16 Citations (Scopus)

The pricing of foreign exchange risk in the Australian equities market

Di Iorio, A. & Faff, R., 2002, In : Pacific Basin Finance Journal. 10, 1, p. 77 - 95 19 p.

Research output: Contribution to journalArticleResearchpeer-review

2001

A test of a new dynamic CAPM

Faff, R., Brooks, R. D. & Tan, P. F., 2001, Advances in Investment Analysis and Portfolio Management Volume 8. Lee, C. F. (ed.). Oxford: Elsevier, p. 133 - 159 27 p.

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

2 Citations (Scopus)

Investor tax rationality and the relationship between dividend yields and equity returns: an explanatory note

Dempsey, M. J., 2001, In : Journal of Banking and Finance. 25, 9, p. 1681 - 1686 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Is hedging a speculative activity?

Moosa, I. A., 2001, In : Atlantic Economic Journal. 29, 2, p. 240 - 240 1 p.

Research output: Contribution to journalArticleResearchpeer-review

Is there a maturity effect in the price of the S & P 500 futures contract?

Moosa, I. A. & Bollen, B. E., 2001, In : Applied Economics Letters. 8, 11, p. 693 - 695 3 p.

Research output: Contribution to journalArticleResearchpeer-review

Modelling and forecasting the KD exchange rates

Moosa, I. A., 2001, In : Middle East Business and Economic Review. 13, 2, p. 39 - 49 11 p.

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)

Real-time cost management of aircraft operations

Burrows, G., Brown, C. A., Thom, T. W., King, J. M. C. & Frearson, J., 1 Jan 2001, In : Management Accounting Research. 12, 3, p. 281-298 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Some empirical evidence on the cyclical behavior of oil consumption

Moosa, I. A., 2001, In : Journal of Energy and Development. 27, 1, p. 1 - 14 14 p.

Research output: Contribution to journalArticleResearchpeer-review

The IMF and the new international financial architecture

Hutson, E. R. & Kearney, C., 2001, Beyond the Asian Crisis: Pathways to Sustainable Growth. Chowdhury, A. & Islam, I. (eds.). Edward Elgar Publishing

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