Research Output 1987 2020

2005

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

2006
8 Citations (Scopus)

A note on the relationship between industry returns and inflation through a multiscaling approach

Kim, S. & In, F. H., 2006, In : Finance Research Letters. 3, 1, p. 73 - 78 6 p.

Research output: Contribution to journalArticleResearchpeer-review

A survey of value-at-risk and its role in the banking industry

Ball, J. & Fang, V. K. F., 2006, In : Journal of Financial Education. 32, Winter, p. 1 - 31 31 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Australian evidence on student expectations and perceptions of introductory business finance

Balachandran, B., Skully, M. T., Tant, K. G. & Watson, J., 2006, In : Accounting and Finance. 46, 5, p. 697 - 713 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Banking markets in the Asia-Pacific region

Brown, K. E. & Skully, M. T., 2006, In : Monash Business Review. 2, 2, p. 1 - 15 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Capital structure in new technology-based firms: venture capital-backed versus non-venture capital-backed firms in the Irish software sector

Hogan, T. & Hutson, E. R., 2006, Venture Capital: a European Perspective. Gregoriou, G., Kooli, M. & Kräeussl, R. (eds.). Elsevier

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

27 Citations (Scopus)

Competition and structure of South Asian banking: A revenue behaviour approach

Perera, G. H. S. R., Skully, M. T. & Wickramanayake, J., 2006, In : Applied Financial Economics. 16, 11, p. 789 - 801 13 p.

Research output: Contribution to journalArticleResearchpeer-review

44 Citations (Scopus)

Corporate governance in Islamic perspective

Choudhury, M. A. & Hoque, M. Z., 2006, In : Corporate Governance. 6, 2, p. 116 - 128 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Cross-currency hedging as an alternative to forward and money market hedging in an emerging financial market

Moosa, I. A., 2006, In : International Economic and Finance Journal. 1, 1, p. 95 - 106 12 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

Data preprocessing and data parsimony in corporate failure forecast models: evidence from Australian materials industry

Wu, W., Lee, V. C. S. & Tan, T. Y., 2006, In : Accounting and Finance. 46, 2, p. 327 - 345 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Determinants of central bank independence and governance: Problems and policy implications

Ahsan, A., Skully, M. T. & Wickramanayake, J., 2006, In : Journal of Administration and Governance. 1, 1, p. 47 - 67 21 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Does prior mathematics knowledge really lead to variation in elementary statistics performance? evidence from a developing country

Woodward, G. A. & Galagedera, D. U. A., 2006, In : International Journal of Educational Development. 26, 6, p. 631 - 639 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Domestic saving and the financing of Arab economic development: A reconsideration of the Feldstein-Horioka puzzle

Moosa, I. A., 2006, Issues in the Design of Development Policies. Ali, A. A. G. (ed.). Safat Kuwait: Arab Planning Institute, p. 43 - 58 16 p.

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

4 Citations (Scopus)

Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework

Batten, J. A. & In, F. H., 2006, In : Applied Financial Economics. 16, 12, p. 881 - 892 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Entrepreneurial guidance and the role of industrial banks

Hoque, M. Z., 2006, In : Monash Business Review. 2, 2, p. 1 - 9 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Evaluating cost performance of banks in the Asia-Pacific

Brown, K. E. & Skully, M. T., 2006, In : Economic Papers: A Journal of Applied Economics and Policy. 25, 4, p. 61 - 70 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Exchange rate expectation formation in the foreign exchange market when the base currency is pegged to a basket

Moosa, I. A., 2006, In : Middle East Business and Economic Review. 18, 1, p. 48 - 58 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Factors or characteristics? that is the question

Gharghori, P., Chan, H. W-H. & Faff, R., 2006, In : Pacific Accounting Review. 18, 1, p. 21 - 46 26 p.

Research output: Contribution to journalArticleResearchpeer-review

Firm size, beta and stock returns: Evidence from Germany and the United Kingdom

Malin, M. & Veeraraghavan, M., 2006, In : International Economic and Finance Journal. 1, 1, p. 107 - 123 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Funds of hedge funds: not the poor cousins of the hedge fund industry"

Hutson, E. R., 2006, In : Jassa-Journal of the Securities Institute of Australia. 4, p. 22-26 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
12 Citations (Scopus)

Government public policy, regulatory intervention, and their impact on IPO underpricing: The case of Malaysian IPOs

Prasad, D., Vozikis, G. S. & Ariff, M., 2006, In : Journal of Small Business Management. 44, 1, p. 81 - 98 18 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Idiosyncratic volatility and security returns: evidence from Germany and United Kingdom

Drew, M. E., Malin, M., Naughton, T. & Veeraraghavan, M., 2006, In : Studies in Economics and Finance. 23, 2, p. 80 - 93 14 p.

Research output: Contribution to journalArticleResearchpeer-review

30 Citations (Scopus)

In America's thrall: The effects of the US market and US security characteristics on Australian stock returns

Durand, R. B., Limkriangkrai, M. & Smith, G., 2006, In : Accounting and Finance. 46, 4, p. 577 - 603 26 p.

Research output: Contribution to journalArticleResearchpeer-review