Research Output 1987 2019

2015
10 Citations (Scopus)

Introduction: The Euro crisis and the future of Europe

Christopherson, S., Clark, G. L. & Whiteman, J., 1 Sep 2015, In : Journal of Economic Geography. 15, 5, p. 843-853 11 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Investor protection and market liquidity revisited

Shi, X. F., Dempsey, M. J., Duong, H. N. & Kalev, P. S., 2015, In : Corporate Governance: The International Journal of Business in Society. 15, 4, p. 517 - 529 13 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Is Fundamental Indexation able to time the market? Evidence from the Dow Jones Industrial Average and the Russell 1000

Chen, S. D., Dempsey, M. J. & Lajbcygier, P. R., 2015, In : Journal of International Financial Markets, Institutions and Money. 37, p. 162 - 177 16 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Liquidity provision and informed trading by individual investors

Tian, X., Do, B. H., Duong, H. N. & Kalev, P. S., 2015, In : Pacific Basin Finance Journal. 35, p. 143 - 162 20 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Loan default correlation using an Archimedean copula approach: A case for recalibration

Fenech, J. P., Vosgha, H. & Shafik, S., 2015, In : Economic Modelling. 47, p. 340 - 354 15 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Local versus foreign banks: A home market advantage in loan syndications

Vu, T. B. T., Do, M. V. & Skully, M. T., 2015, In : International Review of Financial Analysis. 37, p. 29 - 39 11 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Multinational firms׳ entry and productivity: Some aggregate implications of firm-level heterogeneity

Contessi, S., Dec 2015, In : Journal of Economic Dynamics and Control. 61, p. 61-80 20 p.

Research output: Contribution to journalArticleResearchpeer-review

47 Citations (Scopus)

National culture and corporate cash holdings around the world

Chen, Y., Dou, P. Y., Rhee, S., Truong, H. A. & Veeraraghavan, M., 2015, In : Journal of Banking and Finance. 50, p. 1 - 18 18 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Operational risk modelling and organizational learning in structured finance operations: A Bayesian network approach

Sanford, A. D. & Moosa, I. A., 2015, In : Journal of the Operational Research Society. 66, 1, p. 86 - 115 30 p.

Research output: Contribution to journalArticleResearchpeer-review

Principles-based versus rules-based auditing standards: The effect of the transition from AS2 to AS5

Sin, F. Y., Moroney, R. A. & Strydom, M., 2015, In : International Journal of Auditing. 19, 3, p. 282 - 294 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Regulatory change in Australia and New Zealand following the global financial crisis

Brown, C. A., Davis, K. & Mayes, D., 2015, In : Journal of Financial Economic Policy. 7, 1, p. 8 - 28 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Selection of borrowing partners in joint liability-based microcredit: Evidence from framed field experiments in Bangladesh

Chakravarty, S. & Shahriar, A. Z., 2015, In : Entrepreneurship: Theory and Practice. 39, 1, p. 129 - 144 16 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Should emerging market investors buy commodities?

Batten, J. A., Szilagyi, P. & Wagner, N., 2015, In : Applied Economics. 47, 39, p. 4228 - 4246 19 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Stock liquidity and managerial short-termism

Chen, Y., Rhee, S., Veeraraghavan, M. & Zolotoy, L., 2015, In : Journal of Banking and Finance. 60, p. 44 - 59 16 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

Stock market expectations and risk aversion of individual investors

Lee, B., Rosenthal, L., Veld, C. H. & Veld-Merkoulova, J. W., 2015, In : International Review of Financial Analysis. 40, p. 122 - 131 10 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Stock market impact of sovereign rating changes: Alternative benchmark models

Bissoondoyal-Bheenick, E. & Brooks, R. D., 2015, Emerging Markets and Sovereign Risk. Finch, N. (ed.). Basingstoke UK: Palgrave Macmillan, p. 231-252 22 p.

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

7 Citations (Scopus)

Testing the mixture of distributions hypothesis on target stocks

Carroll, R. & Kearney, C., 2015, In : Journal of International Financial Markets, Institutions and Money. 39, p. 1 - 14 14 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

The credit risk-return puzzle: Impact of credit rating announcements in Australia and Japan

Bissoondoyal-Bheenick, E. & Brooks, R. D., 2015, In : Pacific Basin Finance Journal. 35, p. 37 - 55 19 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

The dividend substitution hypothesis: Australian evidence

Brown, C. A., Handley, J. C. & O'Day, J. W., 2015, In : Abacus. 51, 1, p. 37 - 62 26 p.

Research output: Contribution to journalArticleResearchpeer-review

75 Citations (Scopus)

The financial economics of gold - A survey

O'Connor, F., Lucey, B., Batten, J. A. & Baur, D., 2015, In : International Review of Financial Analysis. 41, p. 186 - 205 20 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

The geography of the European central bank: Form, functions and legitimacy

Clark, G. L., 2015, In : Journal of Economic Geography. 15, 5, p. 855-881 27 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

The global financial crisis and its impact on Australian bank risk

Bollen, B. E., Skully, M. T., Tripe, D. & Wei, X. T., 2015, In : International Review of Finance. 15, 1, p. 89 - 111 23 p.

Research output: Contribution to journalArticleResearchpeer-review

The predictive power of financial variables: New evidence from Australia

Edirisuriya, P., 2015, In : Australasian Accounting Business and Finance Journal. 9, 1, p. 57 - 70 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access

The UK pensions crisis and institutional innovation: Beyond corporatism and neoliberalism

Clark, G. L., 1 Jan 2015, Challenges of Aging: Pensions, Retirement and Generational Justice. Torp, C. (ed.). Basingstoke UK: Palgrave Macmillan, p. 105-132 28 p.

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

3 Citations (Scopus)

The value of saints and the price of sin

Koh, S. K., Durand, R. B. & Limkriangkrai, M., 2015, In : Pacific Basin Finance Journal. 35, p. 56 - 72 17 p.

Research output: Contribution to journalArticleResearchpeer-review

The viability of alternative indexation when including all costs

Lajbcygier, P. R. & Sojka, J., 2015, In : International Review of Financial Analysis. 38, p. 109 - 141 33 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Time varying Asian stock market integration

Batten, J. A., Morgan, P. J. & Szilagyi, P., 2015, In : Singapore Economic Review. 60, 1, p. 1 - 24 24 p.

Research output: Contribution to journalArticleResearchpeer-review

What determines the yen swap spread?

Azad, A. S., Batten, J. A. & Fang, V. K. F., 2015, In : International Review of Financial Analysis. 40, p. 1 - 13 13 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

What explains the value premium? The case of adjustment costs, operating leverage and financial leverage

Cao, V. N., 2015, In : Journal of Banking and Finance. 59, p. 350 - 366 17 p.

Research output: Contribution to journalArticleResearchpeer-review

37 Citations (Scopus)

Which precious metals spill over on which, when and why? Some evidence

Batten, J. A., Ciner, C. & Lucey, B., 2015, In : Applied Economics Letters. 22, 6, p. 466 - 473 8 p.

Research output: Contribution to journalArticleResearchpeer-review

16 Citations (Scopus)

Why is equity order flow so persistent?

Toth, B., Palit, I., Lillo, F. & Farmer, J. D., 2015, In : Journal of Economic Dynamics and Control. 51, p. 218 - 239 22 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Why is it so difficult to outperform the random walk? An application of the Meese-Rogoff puzzle to stock prices

Moosa, I. A. & Vaz, J. J., 2015, In : Applied Economics. 47, 4, p. 398 - 407 10 p.

Research output: Contribution to journalArticleResearchpeer-review

2014
13 Citations (Scopus)

Anomalies, risk adjustment and seasonality: Australian evidence

Zhong, A., Limkriangkrai, M. & Gray, P. K., 2014, In : International Review of Financial Analysis. 35, p. 207 - 218 12 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Anonymity and the information content of the limit order book

Duong, H. N. & Kalev, P. S., 2014, In : Journal of International Financial Markets, Institutions and Money. 30, p. 205 - 219 15 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

Banking crises: Identifying dates and determinants

Jutasompakorn, P., Brooks, R. D., Brown, C. A. & Treepongkaruna, S., 2014, In : Journal of International Financial Markets, Institutions and Money. 32, p. 150 - 166 17 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Can the Chinese banking system continue to grow without sacrificing loan quality?

Fenech, J. P., Yap, Y. K. & Shafik, S., 2014, In : Journal of International Financial Markets, Institutions and Money. 31, p. 315 - 330 16 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Comparative financial development in Asia-Pacific since the Asia crisis

Brown, K. E., Batten, J. A., Skully, M. T. & Nguyen, Y. N., 2014, Handbook of Asian Finance: Financial Markets and Sovereign Wealth Funds - Volume 1. Lee, D., Chuen, K. & Gregoriou, G. N. (eds.). 1st ed. San Diego CA USA: Academic Press, p. 237 - 250 14 p.

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

8 Citations (Scopus)

Competition of socially responsible and conventional mutual funds and its impact on fund performance

In, F. H., Kim, M., Park, J., Kim, S. & Kim, T. S., 2014, In : Journal of Banking and Finance. 44, p. 160 - 176 17 p.

Research output: Contribution to journalArticleResearchpeer-review

12 Citations (Scopus)

Concordance in global office market cycles

Stevenson, S., Akimov, A., Hutson, E. R. & Krystalogianni, A., 2014, In : Regional Studies. 48, 3, p. 456 - 470 15 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

Convertible bond pricing models

Batten, J. A., Khaw, K. L. H. & Young, M., 2014, In : Journal of Economic Surveys. 28, 5, p. 775 - 803 29 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

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

Evaluation of mutual fund growth and performance in Asia

Brown, K. E., Watson, J., Vaz, J. J. & Skully, M. T., 2014, Handbook of Asian Finance: REITs, Trading, and Fund Performance - Volume 2. Chuen, D. L. K. & Gregoriou, G. N. (eds.). 1st ed. San Diego CA USA: Academic Press, p. 311 - 341 31 p.

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

12 Citations (Scopus)

Exchange rate regimes and foreign exchange exposure: The case of emerging market firms

Ye, M., Hutson, E. R. & Muckley, C., 2014, In : Emerging Markets Review. 21, p. 156 - 182 27 p.

Research output: Contribution to journalArticleResearchpeer-review

Facilitating international education through overseas study programs: An Australian business school perspective

Fenech, J. P., Fenech, S. & Birt, J., 2014, In : International Journal of Pedagogies and Learning. 9, 3, p. 299 - 313 15 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

False discoveries in the performance of Australian managed funds

Kim, S., In, F. H., Ji, P. I. & Park, J., 2014, In : Pacific Basin Finance Journal. 26, p. 244 - 256 13 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Financial Literacy in Context: A Rejoinder

Clark, G. L., Jan 2014, In : Economic Geography. 90, 1, p. 29-31 3 p.

Research output: Contribution to journalComment / DebateOtherpeer-review

18 Citations (Scopus)

Foreign exchange exposure and multinationality

Hutson, E. R. & Laing, E., 2014, In : Journal of Banking and Finance. 43, p. 97 - 113 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Franking credits and market reactions: Evidence from the Australian convertible security market

Fenech, J. P., Skully, M. T. & Han, X., 2014, In : Journal of International Financial Markets, Institutions and Money. 32, p. 1 - 19 19 p.

Research output: Contribution to journalArticleResearchpeer-review

10 Citations (Scopus)