Research Output 1987 2020

2006
9 Citations (Scopus)

Initiation of brokers' recommendations, market predictors and stock returns

Chan, H. W-H., Brown, R. & Ho, Y. K., 2006, In : Journal of Multinational Financial Management. 16, 3, p. 213 - 231 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Investigating the determinants of the decision to engage in a corporate hedging strategy

Au Yong, H. H. & Faff, R., 2006, In : Journal for Studies in Economics and Econometrics. 30, 1, p. 147 - 160 14 p.

Research output: Contribution to journalArticleResearchpeer-review

22 Citations (Scopus)

Investigating the performance of alternative default-risk models: option-based versus accounting-based approaches

Gharghori, P., Chan, H. W-H. & Faff, R., 2006, In : Australian Journal of Management. 31, 2, p. 207 - 234 28 p.

Research output: Contribution to journalArticleResearchpeer-review

Is the price-volume relation asymmetric? Cross sectional evidence from an emerging stock market

Moosa, I. A. & Jader, S. A-A., 2006, In : Investment Management and Financial Innovations. 3, 3, p. 80 - 90 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Learn hands-on

Tant, K., 2006, In : Monash Business Review. 2, 2, p. 7 - 7 1 p.

Research output: Contribution to journalLetterOther

Loan administration and loan repayment performance: A developing country perspective

Hoque, M. Z., 2006, In : Journal of International Business and Economics. 5, 1, p. 168 - 172 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Lump sum retirement and government policy

Gay, R., 2006, In : JASSA: The Finsia Journal of Applied Finance. 3 Spring, 3 Spring, p. 2 - 6 5 p.

Research output: Contribution to journalArticleResearchpeer-review

37 Citations (Scopus)

Macroeconomic variables and stock market interactions: New Zealand evidence

Gan, C., Lee, M., Au Yong, H. H. & Zhang, J., 2006, In : Investment Management and Financial Innovations. 3, 4, p. 89 - 101 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Moments analysis in risk and performance measurement

Lee, K. C., Phoon, K. F. & Wong, C. Y., 2006, In : Journal of Wealth Management. 9, 1, p. 54 - 65 12 p.

Research output: Contribution to journalArticleOther

1 Citation (Scopus)

Moments analysis in risk and performance monitoring of funds of hedge funds

Lee, D. K. C., Phoon, K. F. & Wong, C. Y., 2006, Funds of Hedge Funds: Performance, Assessment, Diversification, and Statistical Properties. Gregoriou, G. N. (ed.). Oxford UK: Butterworth-Heinemann, p. 327 - 348 22 p.

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

32 Citations (Scopus)

Momentum in Australia - A note

Durand, R. B., Limkriangkrai, M. & Smith, G., 2006, In : Australian Journal of Management. 31, 2, p. 355 - 364 10 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Monetary policy, open market operations and New Zealand interest-rate and exchange-rate markets

Lu, X. & In, F. H., 2006, In : Journal of the Asia Pacific Economy. 11, 4, p. 462 - 481 20 p.

Research output: Contribution to journalArticleResearchpeer-review

30 Citations (Scopus)

Multiscale hedge ratio between the Australian stock and futures markets: evidence from wavelet analysis

In, F. H. & Kim, S., 2006, In : Journal of Multinational Financial Management. 16, 4, p. 411 - 423 13 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

On the choice of superannuation funds in Australia

Langford, B. R., Faff, R. W. & Marisetty, V. B., 2006, In : Journal of Financial Services Research. 29, 3, p. 255 - 279 25 p.

Research output: Contribution to journalArticleResearchpeer-review

On the notion of forecasting accuracy as applied to financial decision rules involving exchange rates

Moosa, I. A., 2006, In : Forecasting Letters. 1, 2, p. 5 - 9 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Planning for a successful merger or acquisition: lessons from an Australian study

McDonald, J., Coulthard, M. R. & De Lange, P. A., 2006, In : Journal of Global Business and Technology. 1, 2, p. 1 - 11 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Romanian financial markets

Skully, M. T. & Brown, K. E., 2006, Emerging European Financial Markets: Independence and Integration Post-Enlargement. Batten, J. A. & Kearney, C. (eds.). 1 ed. Oxford UK: Elsevier, p. 281 - 321 41 p.

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

2 Citations (Scopus)

Romanian Financial Markets11We would sincerely like to thank Surica Rosentuler, Ramona Merce and Corina Ciobanu for helpful comments

Skully, M. & Brown, K., 5 May 2006, Emerging European Financial Markets: Independence and Integration Post-Enlargement. p. 281-321 41 p. (International Finance Review; vol. 6).

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

Short-run and long-run oil price sensitivity of equity returns: The South Asian markets

Nandha, M. S. & Faff, R., 2006, In : Review of Applied Economics. 2, 2, p. 229 - 244 16 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Short selling restrictions and market completeness: the Malaysian experience

Lamba, A. S. & Ariff, M., 2006, In : Applied Financial Economics. 16, 5, p. 385 - 393 9 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Small firm effect, liquidity and security returns: Australian evidence

Drew, M. E., Marsden, A. & Veeraraghavan, M., 2006, In : Journal of Emerging Market Finance. 5, 2, p. 135 - 149 15 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

The distributional characteristics of fund of hedge fund returns

Hutson, E. R., Lynch, M. & Stevenson, M., 2006, Funds of Hedge Funds: Performance, Assessment, Diversification and Statistical Properties. Gregoriou, G. (ed.). Elsevier, (Quantitative Finance Series).

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

112 Citations (Scopus)

The hedge ratio and the empirical relationship between the stock and futures markets: a new approach using wavelet analysis

In, F. H. & Kim, S., 2006, In : Journal of Business. 79, 2, p. 799 - 820 22 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

The information content of the term structure of interest rates

Kalev, P. S. & Inder, B. A., 2006, In : Applied Economics. 38, 1, p. 33 - 45 13 p.

Research output: Contribution to journalArticleResearchpeer-review

15 Citations (Scopus)

The intraday price behaviour of Australian and New Zealand cross-listed stocks

Lok, E. C. F. & Kalev, P. S., 2006, In : International Review of Financial Analysis. 15, 4-5, p. 377 - 397 21 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

The performance and diversification benefits of funds of hedge funds

Denvir, E. & Hutson, E. R., 2006, In : Journal of International Financial Markets, Institutions and Money. 16, 1, p. 4-22 19 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

The relation between key events in the development phase and the financial structure of NTBFs in the software sector

Hogan, T. & Hutson, E. R., 2006, In : International Entrepreneurship and Management Journal. 2, 2, p. 227-243 17 p.

Research output: Contribution to journalArticleResearchpeer-review

The role of multi-purpose co-operatives in rural development in Sri Lanka: A case study of Kurunegala District

Ranathilaka, M. B., Shiratake, Y. & Edirisuriya, P., 2006, In : Asia-Pacific Journal of Rural Development. 16, 2, p. 35 - 56 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Volatility transmissions between stock and bond markets: Evidence from Japan and the U.S.

Fang, V. K. F., Lim, Y-C. & Lin, C-T., 2006, In : International Journal of Information Technology. 12, 6, p. 120 - 128 9 p.

Research output: Contribution to journalArticleResearchpeer-review

What factors determine the use of venture capital?

Hogan, T. & Hutson, E. R., 2006, Entrepreneurship and the Financial Community: Starting Up and Growing New Ventures. Clarysse, B., Roure, J. & Schamp, T. (eds.). Edward Elgar Publishing

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

2007
95 Citations (Scopus)

A combined spectroscopic and functional MRI investigation of the dorsal anterior cingulate region in opiate addiction

Yücel, M., Lubman, D. I., Harrison, B. J., Fornito, A., Allen, N. B., Wellard, R. M., Roffel, K., Clarke, K., Wood, S. J. & Forman, S. D., 2007, In : Molecular Psychiatry. 12, 7, p. 691 1 p.

Research output: Contribution to journalArticleResearchpeer-review

A hybrid operational technique for hedging transaction exposure to foreign exchange risk

Moosa, I. A., 2007, In : Economia Internazionale (International Economics). 60, 4, p. 517 - 540 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Alternative investments: Definition, importance and risks

Skully, M. T., 2007, In : JASSA: The Finsia Journal of Applied Finance. 2007, 3, p. 35 - 39 5 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

An examination of Australian gold mining firms' exposure over the collapse of gold price in the late 1990s

Fang, V. K. F., Lin, C-T. & Poon, W., 2007, In : International Journal of Accounting and Information Management. 15, 2, p. 37 - 49 13 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

An examination of conditional asset pricing models in the Australian equities market

Nguyen, A. H., Faff, R. & Gharghori, P., 2007, In : Applied Financial Economics Letters. 3, 5, p. 307 - 312 6 p.

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)

A note on the relationship between Fama-French risk factors and innovations of ICAPM state variables

In, F. H. & Kim, S., 2007, In : Finance Research Letters. 4, 3, p. 165 - 171 7 p.

Research output: Contribution to journalArticleResearchpeer-review

47 Citations (Scopus)

Are the Fama-French factors proxying default risk?

Gharghori, P., Chan, H. & Faff, R., 2007, In : Australian Journal of Management. 32, 2, p. 223 - 249 27 p.

Research output: Contribution to journalArticleResearchpeer-review

A threshold cointegration approach to the stock prices-inflation puzzle

Hoque, H. A. A. B., Silvapulle, P. & Moosa, I. A., 2007, In : International Journal of Economic Perspectives. 1, 2, p. 83 - 101 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Australian banks' disclosure of operational risk

Avram, K. J. & Skully, M. T., 2007, In : Monash Business Review. 3, 2, p. 1 - 9 9 p.

Research output: Contribution to journalArticleResearchpeer-review

42 Citations (Scopus)

Board size, independence and performance: An analysis of Thai banks

Pathan, S. T., Skully, M. T. & Wickramanayake, J., 2007, In : Asia-Pacific Financial Markets. 14, 3, p. 211 - 227 17 p.

Research output: Contribution to journalArticleResearchpeer-review

13 Citations (Scopus)

Causal and dynamic relationships among stock returns, return volatility and trading volume: Evidence from emerging markets in South-East Asia

Pisedtasalasai, A. & Gunasekarage, A., 2007, In : Asia-Pacific Financial Markets. 14, 4, p. 277 - 297 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Corporate debt default and developmental role of development banks: A theoretical approach

Hoque, M. Z., 2007, Engagement and Change: Exploring Management, Economic and Finance Implications of a Globalising Environment. Basu, P., O'Neil, G. & Travaglione, A. (eds.). Australia: Australian Academic Press, p. 175 - 182 8 p.

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

1 Citation (Scopus)

Corporate governance: the case of Australian banks

Ariff, M. & Hoque, M. Z., 2007, Corporate Governance in Banking: A Global Perspective. Gup, B. E. (ed.). USA: Edward Elgar Publishing, p. 210 - 233 24 p.

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

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

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

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

Do momentum strategies work? Australian evidence

Drew, M. E., Veeraraghavan, M. & Ye, M., 2007, In : Managerial Finance. 33, 10, p. 772 - 787 16 p.

Research output: Contribution to journalArticleResearchpeer-review

13 Citations (Scopus)

Effects of financial constraints on corporate policies in Australia

Chang, X., Tan, T. J., Wong, G. L-B. & Zhang, H., 2007, In : Accounting and Finance. 47, 1, p. 85 - 108 24 p.

Research output: Contribution to journalArticleResearchpeer-review