Research Output 1987 2019

2016

Information in the tails of the distribution of analysts' quarterly earnings forecasts

Truong, C., Shane, P. B. & Zhao, Q., 1 Sep 2016, In : Financial Analysts Journal. 72, 5, p. 84-99 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Investment strategy on retirement savings: An analysis of the experience of fund members

Gerrans, P., Strydom, M., Moulang, C. M. & Feng, J., 2016, In : JASSA: The Finsia Journal of Applied Finance. 2, p. 54-62 9 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Investor’s choice of Shariah compliant ‘replicas’ and original Islamic instruments

Azmat, S., Jalil, M. N., Skully, M. T. & Brown, K. E., 2016, In : Journal of Economic Behavior and Organization. 132, Supplement, p. 4-22 19 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Macroprudential Regulation and Banking Regulation

Davis, K., 1 Mar 2016, In : Australian Economic Review. 49, 1, p. 93-95 3 p.

Research output: Contribution to journalArticleOtherpeer-review

12 Citations (Scopus)

Media-expressed negative tone and firm-level stock returns

Ahmad, K., Han, J. G., Hutson, E., Kearney, C. & Liu, S., 1 Apr 2016, In : Journal of Corporate Finance. 37, p. 152-172 21 p.

Research output: Contribution to journalArticleResearchpeer-review

13 Citations (Scopus)

Modeling leakage in two-stage DEA models: An application to US mutual fund families

Galagedera, D. U. A., Watson, J., Premachandra, I. M. & Chen, Y., 2016, In : OMEGA International Journal of Management Science. 61, p. 62 - 67 6 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Modelling the recovery outcomes for defaulted loans: A survival analysis approach

Fenech, J. P., Yap, Y. K. & Shafik, S., 2016, In : Economics Letters. 145, p. 79-82 4 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Mutual fund industry performance: A network data envelopment analysis approach

Premachandra, I. M., Zhu, J., Watson, J. & Galagedera, D. U. A., 20 Apr 2016, Data Envelopment Analysis: A Handbook of Empirical Studies and Applications. Zhu, J. (ed.). New York: Springer, p. 165-228 64 p. 7. (International Series in Operations Research & Management Science).

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

11 Citations (Scopus)

Myopic loss aversion and stock investments: an empirical study of private investors

Lee, B. & Veld-Merkoulova, J. W., 2016, In : Journal of Banking and Finance. 70, p. 235–246 12 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Operating performance following corporate acquisitions: Does the organisational form of the target matter?

Shams, S. M. M. & Gunasekarage, A., 1 Apr 2016, In : Journal of Contemporary Accounting and Economics. 12, 1, p. 1-14 14 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Partial differential equations for Asian option prices

Brown, C. A., Handley, J., Lin, C-T. & Palmer, K., 2016, In : Quantitative Finance. 16, 3, p. 447-460 14 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Past returns and the perceived Sharpe ratio

Kaplanski, G., Levy, H., Veld, C. H. & Veld-Merkoulova, Y., Mar 2016, In : Journal of Economic Behavior and Organization. 123, p. 149-167 19 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Patterns of functional disability in the oldest adults in China

Fong, J. & Feng, J., 2016, In : Journal of the American Geriatrics Society. 64, 9, p. 1890-1894 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Patterns of voluntary contributions to superannuation: A longitudinal analysis

Feng, J. & Gerrans, P., 2016, In : JASSA: The Finsia Journal of Applied Finance. 2, p. 63-71 9 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Private public distinction of the target and the long run operating performance of acquirers

Shams, S. M. M. & Gunasekarage, A., 1 Feb 2016, In : Pacific Accounting Review. 28, 1, p. 38-58 21 p.

Research output: Contribution to journalArticleResearchpeer-review

23 Citations (Scopus)

Profit Orientation of Microfinance Institutions and Provision of Financial Capital to Business Start-Ups

Shahriar, A. Z. MD., Schwarz, S. & Newman, A. H., 2016, In : International Small Business Journal. 34, 4, p. 532-552 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Realized volatility of the spread: analysis in the foreign exchange market

Bissoondoyal-Bheenick, E., Brooks, R. D., Treepongkaruna, S. & Wee, M., 2016, Risk Management in Emerging Markets: Issues, Framework, and Modeling. Boubaker, S., Buchannan, B. & Ngyuyen, D. K. (eds.). Bingley UK: Emerald Group Publishing Limited, p. 3-35 33 p.

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

6 Citations (Scopus)

Religious beliefs and local government financing, investment, and cash holding decisions

Chen, Y., Murgulov, Z., Rhee, S. G. & Veeraraghavan, M., 1 Sep 2016, In : Journal of Empirical Finance. 38, p. 258-271 14 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Sporting clubs and scandals - Lessons in governance

Phat, T. H., Birt, J., Turner, M. J. & Fenech, J. P., 1 Feb 2016, In : Sport Management Review. 19, 1, p. 69-80 12 p.

Research output: Contribution to journalArticleOtherpeer-review

3 Citations (Scopus)

Stock market liquidity and firm value: an empirical examination of the Australian market

Nguyen, T., Duong, H. N. & Singh, H., 1 Dec 2016, In : International Review of Finance. 16, 4, p. 639-646 8 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

The Australian asset-pricing debate

Durand, R. B., Limkriangkrai, M. & Chai, D., 1 Jun 2016, In : Accounting and Finance. 56, 2, p. 393-421 29 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

The financial implications of supply chain changes

Houston, J. F., Lin, C-Y. & Zhu, Z., 1 Sep 2016, In : Management Science. 62, 9, p. 2520-2542 23 p.

Research output: Contribution to journalArticleResearchpeer-review

18 Citations (Scopus)

The impact of non-interest income on bank risk in Australia

Williams, B., 2016, In : Journal of Banking and Finance. 73, p. 16-37 22 p.

Research output: Contribution to journalArticleResearchpeer-review

The interaction of volatility, volume and skewness: empirical evidence from REITs

Akimov, A., Hutson, E. & Stevenson, S., 2016, In : Journal of Real Estate Portfolio Management. 22, 1, p. 1-17 17 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

The internationalisation of the RMB: New starts, jumps and tipping points

Batten, J. A. & Szilagyi, P. G., 1 Sep 2016, In : Emerging Markets Review. 28, p. 221-238 18 p.

Research output: Contribution to journalArticleResearchpeer-review

16 Citations (Scopus)

The MAX effect: An exploration of risk and mispricing explanations

Zhong, A. & Gray, P., 1 Apr 2016, In : Journal of Banking and Finance. 65, p. 76-90 15 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

The profitability of volatility spread trading on ASX equity options

Do, B. H., Foster, A. & Gray, P., 1 Feb 2016, In : Journal of Futures Markets. 36, 2, p. 107-126 20 p.

Research output: Contribution to journalArticleResearchpeer-review

The relationship between screening intensity and performance of socially responsible investment funds

Gharghori, P. & Ooi, E., 2016, Handbook of Environmental and Sustainable Finance. Ramiah, V. & Gregoriou, G. N. (eds.). London UK: Elsevier, p. 335-357 23 p.

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

3 Citations (Scopus)

What drives the Libor–OIS spread? Evidence from five major currency Libor–OIS spreads

Cui, J., In, F. & Maharaj, E. A., 1 Sep 2016, In : International Review of Economics and Finance. 45, p. 358-375 18 p.

Research output: Contribution to journalArticleResearchpeer-review

26 Citations (Scopus)

Why does the option to stock volume ratio predict stock returns?

Ge, L., Lin, T-C. & Pearson, N. D., 2016, In : Journal of Financial Economics. 120, 3, p. 601 - 622 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Why hedge funds?

Brown, S. J., 1 Nov 2016, In : Financial Analysts Journal. 72, 6, p. 5-7 3 p.

Research output: Contribution to journalEditorialResearchpeer-review

2015
3 Citations (Scopus)

Australian specific bank features and the impact of income diversification on bank performance and risk

Edirisuriya, P., Gunasekarage, A. & Dempsey, M. J., 2015, In : Australian Economic Papers. 54, 2, p. 63 - 87 25 p.

Research output: Contribution to journalArticleResearchpeer-review

10 Citations (Scopus)

Bank diversification, performance and stock market response: Evidence from listed public banks in South Asian countries

Edirisuriya, P., Gunasekarage, A. & Dempsey, M. J., 2015, In : Journal of Asian Economics. 41, p. 69 - 85 17 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Benchmarking superannuation funds based on relative performance

Galagedera, D. U. A. & Watson, J., 2015, In : Applied Economics. 47, 28, p. 2959 - 2973 15 p.

Research output: Contribution to journalArticleResearchpeer-review

19 Citations (Scopus)

Can Islamic banking ever become Islamic?

Azmat, S., Skully, M. T. & Brown, K. E., 2015, In : Pacific Basin Finance Journal. 34, p. 253 - 272 20 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

CEO risk-taking incentives and the cost of equity capital

Chen, Y., Truong, H. A. & Veeraraghavan, M., 2015, In : Journal of Business Finance and Accounting. 42, 7-8, p. 915 - 946 32 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Classification of profitability using DEA and cluster analysis: A transnational comparison of South Asian banks

Dharmapala, P. S. & Edirisuriya, P., 2015, In : International Journal of Information and Decision Sciences. 7, 3, p. 213 - 240 28 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Competition and financial regulation

Davis, K., 2015, In : Australian Economic Review. 48, 2, p. 180 - 185 6 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Directional accuracy, forecasting error and the profitability of currency trading: Model-based evidence

Moosa, I. A. & Vaz, J. J., 2015, In : Applied Economics. 47, 57, p. 6191 - 6199 9 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Do asset backed securities ratings matter on average?

Bissoondoyal-Bheenick, E., Brooks, R. D. & Treepongkaruna, S., 2015, In : Research in International Business and Finance. 33, p. 32 - 43 12 p.

Research output: Contribution to journalArticleResearchpeer-review

18 Citations (Scopus)

Does managerial ability facilitate corporate innovative success?

Chen, Y., Podolski-Boczar, E. & Veeraraghavan, M., 2015, In : Journal of Empirical Finance. 34, p. 313 - 326 14 p.

Research output: Contribution to journalArticleResearchpeer-review

33 Citations (Scopus)

Do happy people make optimistic investors?

Kaplanski, G., Levy, H., Veld, C. H. & Veld-Merkoulova, J. W., 1 Apr 2015, In : Journal of Financial and Quantitative Analysis. 50, 1-2, p. 145-168 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Editorial

Lucey, B., Batten, J. & Cumming, D., 1 Feb 2015, In : Finance Research Letters. 12, p. 1 1 p.

Research output: Contribution to journalEditorialOtherpeer-review

7 Citations (Scopus)

Empirical tests on the liquidity-adjusted capital asset pricing model

Vu, V. H., Chai, D. & Do, M. V., 2015, In : Pacific Basin Finance Journal. 35, p. 73 - 89 17 p.

Research output: Contribution to journalArticleResearchpeer-review

17 Citations (Scopus)

Firm crash risk, information environment, and speed of leverage adjustment

An, Z., Li, D. & Yu, J., 2015, In : Journal of Corporate Finance. 31, p. 132 - 151 20 p.

Research output: Contribution to journalArticleResearchpeer-review

19 Citations (Scopus)

Foreign ownership in emerging stock markets

Batten, J. A. & Vo, X. V., 1 Dec 2015, In : Journal of Multinational Financial Management. 32-33, p. 15-24 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Funding status of defined benefit pension plans and idiosyncratic return volatility

Chen, Y., 2015, In : Journal of Financial Research. 38, 1, p. 35 - 57 23 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Impact of changes in the CSI 300 Index constituents

Wang, C., Murgulov, Z. & Haman, J., 2015, In : Emerging Markets Review. 24, p. 13 - 33 21 p.

Research output: Contribution to journalArticleResearchpeer-review

22 Citations (Scopus)

Informational content of options trading on acquirer announcement return

Chan, K., Ge, L. & Lin, T-C., 2015, In : Journal of Financial and Quantitative Analysis. 50, 5, p. 1057 - 1082 26 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

International swap market contagion and volatility

Azad, A. S., Batten, J. A., Fang, V. K. F. & Wickramanayake, J., 2015, In : Economic Modelling. 47, p. 355 - 371 17 p.

Research output: Contribution to journalArticleResearchpeer-review