Research Output 1987 2019

2017
5 Citations (Scopus)

Is the price of gold to gold mining stocks asymmetric?

Batten, J., Ciner, C., Kosedag, A. & Lucey, B. M., 1 Jan 2017, In : Economic Modelling. 60, p. 402-407 6 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Lender–entrepreneur relationships and credit risk: a global analysis of microfinance institutions

Shahriar, A. Z. M. & Garg, M., 1 Nov 2017, In : International Small Business Journal. 35, 7, p. 829-854 26 p.

Research output: Contribution to journalArticleResearchpeer-review

Liquidity commonality in the secondary corporate loan market

Anthony, J., Docherty, P., Lee, D. & Shamsuddin, A., 1 Dec 2017, In : Economics Letters. 161, p. 10-14 5 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Liquidity shock management: Lessons from Australian banks

Brown, C., Do, V. & Trevarthen, O., 1 Nov 2017, In : Australian Journal of Management. 42, 4, p. 637-652 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Momentum in weekly returns: the role of intermediate-horizon past performance

Chai, D., Limkriangkrai, M. & Ji, P. I., Apr 2017, In : Accounting and Finance. 57, S1, p. 45-68 24 p.

Research output: Contribution to journalArticleResearchpeer-review

13 Citations (Scopus)

Nonparametric panel data model for crude oil and stock market prices in net oil importing countries

Silvapulle, P., Smyth, R., Zhang, X. & Fenech, J-P., Sep 2017, In : Energy Economics. 67, p. 255-267 13 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

Performance of microfinance institutions: does government ideology matter?

Gul, F. A., Podder, J. & Shahriar, A. Z. M., 1 Dec 2017, In : World Development. 100, p. 1-15 15 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

REITs, growth options and beta

Tirtiroglu, D., Nguyen, T. H., Tirtiroglu, E. & Wee, T. C., Oct 2017, In : Journal of Real Estate Finance and Economics. 55, 3, p. 370-394 25 p.

Research output: Contribution to journalArticleResearchpeer-review

Reprint of Economic turmoil and Islamic banking: evidence from the Gulf Cooperation Council

Alqahtani, F., Mayes, D. G. & Brown, K., 1 Apr 2017, In : Pacific Basin Finance Journal. 42, p. 113-125 13 p.

Research output: Contribution to journalArticleOtherpeer-review

5 Citations (Scopus)

Risk regulation, community pressure and the use of management accounting in managing climate change risk: Australian evidence

Kumarasiri, J. & Gunasekarage, A., 1 Jan 2017, In : British Accounting Review. 49, 1, p. 25-38 14 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Sovereign risk and the impact of crisis: evidence from Latin America

Batten, J. A., Gannon, G. L. & Thuraisamy, K. S., Apr 2017, In : Journal of Banking and Finance. 77, p. 328-350 23 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Starting on the wrong foot: Seasonality in mutual fund performance

Brown, S. J., Sotes-Paladino, J., Wang, JG. & Yao, Y., 1 Sep 2017, In : Journal of Banking and Finance. 82, p. 133-150 18 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

Stock liquidity and default risk

Brogaard, J., Li, D. & Xia, Y., Jun 2017, In : Journal of Financial Economics. 124, 3, p. 486-502 17 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Stock price reaction to news: The joint effect of tone and attention on momentum

Huynh, T. D. & Smith, D. R., 2017, In : Journal of Behavioral Finance. 18, 3, p. 304-328 25 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Stylized facts of intraday precious metals

Batten, J., Lucey, B., McGroarty, F., Peat, M. & Urquhart, A., 27 Apr 2017, In : PLoS ONE. 12, 4, 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
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3 Citations (Scopus)

Systemic risk in the European sovereign and banking system

Xu, S., In, F., Forbes, C. & Hwang, I., 3 Apr 2017, In : Quantitative Finance. 17, 4, p. 633-656 24 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Tax avoidance in response to a decline in the funding status of defined benefit pension plans

Chaudhry, N., Au Yong, H. H. & Veld, C., May 2017, In : Journal of International Financial Markets, Institutions and Money. 48, p. 99-116 18 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

The (little) difference that makes all the difference between Islamic and conventional bonds

Azmat, S., Skully, M. & Brown, K., Apr 2017, In : Pacific Basin Finance Journal. 42, p. 46-59 14 p.

Research output: Contribution to journalArticleResearchpeer-review

26 Citations (Scopus)

The dynamic linkages between crude oil and natural gas markets

Batten, J. A., Ciner, C. & Lucey, B. M., 2017, In : Energy Economics. p. 155-170 16 p.

Research output: Contribution to journalArticleResearchpeer-review

The financial performance of socially responsible investments: insights from the intertemporal CAPM

Xiao, Y., Faff, R., Gharghori, P. & Min, B-K., 1 Dec 2017, In : Journal of Business Ethics. 146, 2, p. 353-364 12 p.

Research output: Contribution to journalArticleResearchpeer-review

The information content of special orders

Duong, H. N., Lajbcygier, P. & Vu, V. H., Oct 2017, In : Pacific Basin Finance Journal. 45, p. 68-81 14 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

The rise and grand fall of Sri Lanka’s Mahinda Rajapaksa: the end of an era?

Edirisuriya, P., 1 Apr 2017, In : Asian Survey. 57, 2, p. 211-228 18 p.

Research output: Contribution to journalReview ArticleResearchpeer-review

Towards a self‐funded retirement: will superannuation substitute for the age pension?

Ralston, D. & Feng, J., 2017, In : Australian Tax Forum. 32, 3, p. 607-628 22 p.

Research output: Contribution to journalArticleResearchpeer-review

2016
19 Citations (Scopus)

A better model? An empirical investigation of the Fama–French five-factor model in Australia

Chiah, M., Chai, D., Zhong, A. & Li, S., 1 Dec 2016, In : International Review of Finance. 16, 4, p. 595-638 44 p.

Research output: Contribution to journalArticleResearchpeer-review

Ambiguity, contract, and innovation in financial institutions

Clark, G. L. & Monk, A. H. B., 1 Jun 2016, In : Competition and Change. 20, 3, p. 187-203 17 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Assessing the information content of short-selling metrics using daily disclosures

Comerton-Forde, C., Do, B. H., Gray, P. & Manton, T., 1 Mar 2016, In : Journal of Banking and Finance. 64, p. 188-204 17 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Auditor client specific knowledge and internal control weakness: Some evidence on the role of auditor tenure and geographic distance

Chen, Y., Gul, F. A., Truong, C. & Veeraraghavan, M., 1 Aug 2016, In : Journal of Contemporary Accounting and Economics. 12, 2, p. 121-140 20 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Australian superannuation (pension) fund product ratings and performance: A guide for fund managers

Watson, J., Delaney, J., Dempsey, M. & Wickramanayake, J., May 2016, In : Australian Journal of Management. 41, 2, p. 189-211 22 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

Bank market power, ownership, regional presence and revenue diversification: evidence from Africa

Nguyen, M., Perera, S. & Skully, M., 1 Jun 2016, In : Emerging Markets Review. 27, p. 36-62 27 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

Bank risk shifting and diversification in an emerging market

Batten, J. A. & Vo, X. V., 1 Dec 2016, In : Risk Management. 18, 4, p. 217-235 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Behaviour, choice, and British pension policy

Clark, G. L., 1 Jan 2016, Social Policy Review 28: Analysis and Debate in Social Policy, 2016. Fenger, M., Hudson, J. & Needham, C. (eds.). Bristol UK: Policy Press, p. 3-22 20 p.

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

2 Citations (Scopus)

Carbon Finance: How Carbon and Stock Markets are Affected by Energy Prices and Emissions Regulations

Veld-Merkoulova, J. W. & Viteva, S., 2016, Cham Switzerland: Springer. 134 p.

Research output: Book/ReportBookResearchpeer-review

3 Citations (Scopus)

Cash holdings and bond returns around takeovers

Podolski, E. J., Truong, C. & Veeraraghavan, M., 1 Jul 2016, In : International Review of Financial Analysis. 46, p. 1-11 11 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Classifying Chinese bull and bear markets: Indices and individual stocks

Chi, W., Brooks, R. D., Bissoondoyal-Bheenick, B. & Tang, X., 2016, In : Studies in Economics and Finance. 33, 4, p. 509-531 23 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Co-existence of short-term reversals and momentum in the Australian equity market

Chai, D. & Do, B., 1 Feb 2016, In : Australian Journal of Management. 41, 1, p. 55-76 22 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Cointegration, error correction and exchange rate forecasting

Moosa, I. A. & Vaz, J. J., 2016, In : Journal of International Financial Markets, Institutions and Money. 44, p. 21-34 14 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Cointegration as an explanation for the Meese–Rogoff puzzle

Moosa, I. A. & Vaz, J. J., Mar 2016, In : Applied Economics. 48, 44, p. 4201-4209 9 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Determinants of commercial bank retail interest rate adjustments: Evidence from a panel data model

Perera, A. & Wickramanayake, J., 1 Nov 2016, In : Journal of International Financial Markets, Institutions and Money. 45, p. 1-20 20 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries

Silvapulle, P., Fenech, J. P., Thomas, A. & Brooks, R., 1 Nov 2016, In : Economic Modelling. 58, p. 83-92 10 p.

Research output: Contribution to journalArticleResearchpeer-review

18 Citations (Scopus)

Earnings management, capital structure, and the role of institutional environments

An, Z., Li, D. & Yu, J., 2016, In : Journal of Banking and Finance. 68, p. 131-152 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Economic and financial integration in South Asia

Edirisuriya, P. & Gunasekarage, A., 2016, Financial Market Regulations and Legal Challenges in South Asia. Kashyap, A. K. & Tomar, A. S. (eds.). United States: Business Science Reference, p. 298-315 18 p. (Advances in Finance, Accounting, and Economics (AFAE) Book Series).

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

23 Citations (Scopus)

Economic turmoil and Islamic banking: Evidence from the Gulf Cooperation Council

Alqahtani, F., Mayes, D. G. & Brown, K., 1 Sep 2016, In : Pacific Basin Finance Journal. 39, p. 44-56 13 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

Exposure to Intimate Partner Violence and Repayment of Microcredit: Evidence from Field Experiments in Bangladesh

Shahriar, A. Z. MD., 2016, In : Journal of Banking and Finance. 72, p. 1-14 14 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Factors affecting the birth and fund flows of CTAs

Do, V., Faff, R., Lajbcygier, P., Veeraraghavan, M. & Tupitsyn, M., May 2016, In : Australian Journal of Management. 41, 2, p. 324-352 29 p.

Research output: Contribution to journalArticleResearchpeer-review

Financial deepening and corruption in selected Southeast Asian countries: A comparison with South Asia

Edirisuriya, P., 2016, In : European Journal of East Asian Studies. 15, 1, p. 62-85 24 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Gold and silver manipulation: What can be empirically verified?

Batten, J. A., Lucey, B. M. & Peat, M., 1 Aug 2016, In : Economic Modelling. 56, p. 168-176 9 p.

Research output: Contribution to journalArticleResearchpeer-review

How accurately can convertibles be classified as debt or equity for tax purposes? Evidence from Australia

Fenech, J. P., Fang, V. & Brown, R., 1 Mar 2016, In : Review of Law and Economics. 12, 1, p. 153-164 12 p.

Research output: Contribution to journalArticleResearchpeer-review

How is β related to asset returns?

Bollen, B. & Gharghori, P., 2 May 2016, In : Applied Economics. 48, 21, p. 1925-1935 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Individual and institutional trading volume around firm-specific announcements

Mudalige, P., Kalev, P. S. & Duong, H. N., 1 Aug 2016, In : International Journal of Managerial Finance. 12, 4, p. 422-444 23 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

Individualism, uncertainty avoidance, and earnings momentum in international markets

Dou, P. Y., Truong, C. & Veeraraghavan, M., 1 Jun 2016, In : Contemporary Accounting Research. 33, 2, p. 851-881 31 p.

Research output: Contribution to journalArticleResearchpeer-review