Research Output 1987 2020

Article
6 Citations (Scopus)

Corporate usage of financial derivatives, information asymmetry, and insider trading

Nguyen, H., Faff, R. & Hodgson, A., 2010, In : Journal of Futures Markets. 30, 1, p. 25 - 47 23 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Corporate yield spreads and real interest rates

Batten, J. A., Jacoby, G. & Liao, R. C., 2014, In : International Review of Financial Analysis. 34, p. 89 - 100 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Correlated Trading in Concentrated Market

Do, M. V., Tan, G-S. M. & Westerholm, P. J., 2008, In : Journal of International Finance and Economics - J I F E. 8, 4, p. 148 - 163 16 p.

Research output: Contribution to journalArticleResearchpeer-review

184 Citations (Scopus)

Cost and profit efficiency of Chinese banks: A non-parametric analysis

Ariff, M. & Can, V. L., 2008, In : China Economic Review. 19, 2, p. 260 - 273 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Cost efficiencies in the management of superannuation funds in Australia

Malhotra, D. K., Marisetty, V. & Ariff, M., 2005, In : International Journal of Finance. 17, 3, p. 3603 - 3621 19 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

Cost of capital equations under the Australian imputation tax system

Dempsey, M. J. & Partington, G., 2008, In : Accounting and Finance. 48, 3, p. 439 - 460 22 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

Credit Cards: Transactional Convenience or Debt-Trap?

Brown, S., Veld, C. & Veld-Merkoulova, Y., 1 Jan 2018, (Accepted/In press) In : International Review of Finance. 28 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

10 Citations (Scopus)

Credit risk in Islamic joint venture bond

Azmat, S., Skully, M. T. & Brown, K. E., 2014, In : Journal of Economic Behavior and Organization. 103, p. S129 - S145 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Credit unions in Hong Kong

Skully, M. T. & Ho, R. Y. W., 1 Jan 1993, In : Savings & Development. 17, 1, p. 61-75 15 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

Cross-correlations between RMB exchange rate and international commodity markets

Lu, X., Li, J., Zhou, Y. & Qian, Y., 15 Nov 2017, In : Physica A: Statistical Mechanics and its Applications. 486, p. 168-182 15 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

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

14 Citations (Scopus)

Customer retention by banks in New Zealand

Cohen, D. A., Gan, C., Au Yong, H. H. & Chong, E., 2007, In : Banks and Bank Systems. 2, 1, p. 40 - 55 16 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

51 Citations (Scopus)

DEA as a tool for predicting corporate failure and success: A case of bankruptcy assessment

Premachandra, I., Chen, Y. & Watson, J., 2011, In : OMEGA International Journal of Management Science. 39, 6, p. 620 - 626 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Deal or no deal, that is the question: The impact of increasing stakes and framing effects on decision-making under risk

Brooks, R. D., Faff, R., Mulino, D. & Scheelings, R., 2009, In : International Review of Finance. 9, 1-2, p. 27 - 50 24 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Deep neural networks understand investors better

Mahmoudi, N., Docherty, P. & Moscato, P., 1 Aug 2018, In : Decision Support Systems. 112, p. 23-34 12 p.

Research output: Contribution to journalArticleResearchpeer-review

16 Citations (Scopus)

Default risk and equity returns: Australian evidence

Gharghori, P., Chan, H. & Faff, R., 2009, In : Pacific Basin Finance Journal. 17, 5, p. 580 - 593 14 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

19 Citations (Scopus)

Derivative activities and Asia-Pacific banks' interest rate and exchange rate exposures

Au Yong, H. H., Faff, R. & Chalmers, K., 2009, In : Journal of International Financial Markets, Institutions and Money. 19, 1, p. 16 - 32 17 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

Determinants of commercial bank profitability: South Asian evidence

Perera, G. H. S. R., Skully, M. T. & Bashir, Z., 2013, In : Asian Journal of Finance and Accounting. 5, 1, p. 365 - 380 16 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

Determinants of military expenditure in Sri Lanka

Edirisuriya, P., 1 Jan 1997, In : South Asia: Journal of South Asia Studies. 20, p. 255-267 13 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

24 Citations (Scopus)

Determinants of the performance of Japanese financial institutions in Australia 1987-1992

Williams, B., 1 Jan 1996, In : Applied Economics. 28, 9, p. 1153-1165 13 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Determination of asset prices with an investment-specific technology model: Implications for the equity premium puzzle

In, F. H. & Yoon, J. H., 2007, In : Journal of Economic Dynamics and Control. 31, 8, p. 2637 - 2658 22 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

Difference of opinion and the cross-section of equity returns: Australian evidence

Gharghori, P., See, Q. & Veeraraghavan, M., 2011, In : Pacific Basin Finance Journal. 19, 4, p. 435 - 446 12 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

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

5 Citations (Scopus)

Dividend reductions, the timing of dividend payments and information content

Balachandran, B., Krishnamurti, C., Theobald, M. F. & Vidanapathirana, B., 2012, In : Journal of Corporate Finance. 18, 5, p. 1232 - 1247 16 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

5 Citations (Scopus)

Do Australian hedge fund managers possess timing abilities?

Do, M. V., Faff, R. & Veeraraghavan, M., 2009, In : Applied Financial Economics. 19, 1, p. 27 - 38 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Do country-specific shocks matter? Evidence from Australia and high income countries

Ji, I. P., 2013, In : Applied Economics. 45, 6, p. 729 - 739 11 p.

Research output: Contribution to journalArticleResearchpeer-review

10 Citations (Scopus)

Do derivatives have a role in the risk-shifting behaviour of fund managers?

Benson, K., Faff, R. & Nowland, J., 2007, In : Australian Journal of Management. 32, 2, p. 271 - 292 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Does climatic seasonality produce seasonality in stock returns? Evidence from an emerging stock market

Moosa, I., 2010, In : Journal of Applied Business and Economics. 11, 2, p. 120 - 128 9 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Does exposure to foreign competition affect stock liquidity? Evidence from industry-level import data

Atawnah, N., Balachandran, B., Duong, H. N. & Podolski, E. J., 1 Jun 2018, In : Journal of Financial Markets. 39, p. 44-67 24 p.

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)

Does idiosyncratic volatility matter? New Zealand evidence

Drew, M. E., Marsden, A. & Veeraraghavan, M., 2007, In : Review of Pacific Basin Financial Markets and Policies. 10, 3, p. 289 - 308 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Does individualistic culture impact operational risk?

An, Z., Cao, Z., Chen, Z. & Li, D., 2019, (Accepted/In press) In : European Financial Management. 31 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Does intraday technical trading have predictive power in precious metal markets?

Batten, J. A., Lucey, B. M., McGroarty, F., Peat, M. & Urquhart, A., Jan 2018, In : Journal of International Financial Markets, Institutions and Money. 52, p. 102-113 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

267 Citations (Scopus)

Does oil move equity prices? A global view

Nandha, M. S. & Faff, R., 2008, In : Energy Economics. 30, 3, p. 986 - 997 12 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

11 Citations (Scopus)

Does risk aversion vary with decision-frame? An empirical test using recent game show data

Mulino, D., Scheelings, R., Brooks, R. D. & Faff, R., 21 Sep 2009, In : Review of Behavioral Finance. 1, 1-2, p. 44-61 18 p.

Research output: Contribution to journalArticleResearchpeer-review

66 Citations (Scopus)

Does simple pairs trading still work?

Do, B. & Faff, R., 2010, In : Financial Analysts Journal. 66, 4, p. 83 - 95 13 p.

Research output: Contribution to journalArticleResearchpeer-review

10 Citations (Scopus)

Does the 2008 short sale ban affect the enforcement of the Law of One Price? Evidence from Australia

Do, B. H., Do, M. V. & Chai, D., 2012, In : Accounting and Finance. 52, 1, p. 117 - 144 28 p.

Research output: Contribution to journalArticleResearchpeer-review

13 Citations (Scopus)

Does the organisational form of the target influence market reaction to acquisition announcements? Australian evidence

Shams, S. M. M., Gunasekarage, A. & Colombage, S. R. N., 2013, In : Pacific Basin Finance Journal. 24, p. 89 - 108 20 p.

Research output: Contribution to journalArticleResearchpeer-review