Research Output 1987 2019

2014
1 Citation (Scopus)

Individual investors' trading activities and price volatility

Duong, H. N. & Kalev, P. S., 2014, Market Microstructure and Nonlinear Dynamics: Keeping Financial Crisis in Context. Dufrenot, G., Jawadi, F. & Louhichi, W. (eds.). Switzerland: Springer, p. 155 - 188 34 p.

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

4 Citations (Scopus)

Information asymmetry, trade size, and the dynamic volume-return relation: Evidence from the Australian Securities Exchange

Sun, Y., Duong, H. N. & Singh, H., 2014, In : The Financial Review. 49, 3, p. 539 - 564 26 p.

Research output: Contribution to journalArticleResearchpeer-review

Introduction to risk management post financial crisis: A period of monetary easing

Batten, J. A. & Wagner, N. F., 2014, In : Contemporary Studies in Economic and Financial Analysis. 96, p. 3-13 11 p.

Research output: Contribution to journalArticleOtherpeer-review

Islamic finance in Australia

Skully, M. T., 2014, Risk and Regulation of Islamic Banking. Lewis, M. K., Ariff, M. & Mohamad, S. (eds.). Cheltenham UK: Edward Elgar Publishing, p. 272 - 282 11 p.

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

18 Citations (Scopus)

Issuer's choice of Islamic bond type

Azmat, S., Skully, M. T. & Brown, K. E., 2014, In : Pacific Basin Finance Journal. 28, p. 122 - 135 14 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Is the accrual anomaly robust to firm-level analysis?

Strydom, M., Skully, M. T. & Veeraraghavan, M., 2014, In : International Review of Financial Analysis. 34, p. 157 - 165 9 p.

Research output: Contribution to journalArticleResearchpeer-review

20 Citations (Scopus)

Liquidity and return relationships in an emerging market

Batten, J. A. & Vo, X., 2014, In : Emerging Markets Finance and Trade. 50, 1, p. 5 - 21 17 p.

Research output: Contribution to journalArticleResearchpeer-review

20 Citations (Scopus)

Local gambling preferences and corporate innovative success

Chen, Y., Podolski-Boczar, E., Rhee, S. & Veeraraghavan, M., 2014, In : Journal of Financial and Quantitative Analysis. 49, 1, p. 77 - 106 30 p.

Research output: Contribution to journalArticleResearchpeer-review

Market discipline and deposit guarantee: Evidence from Australian banks

Yan, X., Skully, M. T., Avram, K. J. & Vu, T. B. T., 2014, In : International Review of Finance. 14, 3, p. 431 - 457 27 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Market power, credit risk, revenue diversification and bank stability in selected ASEAN countries

Ovi, N. Z., Perera, G. H. S. R. & Colombage, S. R. N., 2014, In : South East Asia Research. 22, 3, p. 399 - 416 18 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

Modelling the dependence structures of Australian iTraxx CDS index

Fenech, J. P., Vosgha, H. & Shafik, S., 2014, In : Applied Economics. 46, 4, p. 420 - 431 12 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

Momentum effect in Australian equities: Revisit, armed with short-selling ban and risk factors

Li, B., Stork, T., Chai, D., Ee, M. S. & Ang, H. N., 2014, In : Pacific Basin Finance Journal. 27, p. 19 - 31 13 p.

Research output: Contribution to journalArticleResearchpeer-review

16 Citations (Scopus)

Multifractality and value-at-risk forecasting of exchange rates

Batten, J. A., Kinateder, H. & Wagner, N., 2014, In : Physica A: Statistical Mechanics and its Applications. 401, p. 71 - 81 11 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Non-nested tests of a GDP-augmented Fama-French model versus a conditional Fama-French model in the Australian stock market

Faff, R., Gharghori, P. & Nguyen, A., 2014, In : International Review of Economics and Finance. 29, p. 627 - 638 12 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Off-market buybacks in Australia: Evidence of abnormal trading around key dates

Au Yong, H. H., Brown, C. A. & Ho, C. C. Y., 2014, In : International Review of Finance. 14, 4, p. 551 - 585 35 p.

Research output: Contribution to journalArticleResearchpeer-review

16 Citations (Scopus)

Oil price risk exposure: The case of the U.S. travel and leisure industry

Mohanty, S., Nandha, M. S., Habis, E. & Juhabi, E., 2014, In : Energy Economics. 41, p. 117 - 124 8 p.

Research output: Contribution to journalArticleResearchpeer-review

50 Citations (Scopus)

On the economic determinants of the gold-inflation relation

Batten, J. A., Ciner, C. & Lucey, B., 2014, In : Resources Policy. 41, p. 101 - 108 8 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

On timing ability in Australian managed funds

In, F. H., Kim, S. & Ji, P. I., 2014, In : Australian Journal of Management. 39, 1, p. 93 - 106 14 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

Options trading volume and stock price response to earnings announcements

Truong, H. A. & Corrado, C. J., 2014, In : Review of Accounting Studies. 19, 1, p. 161 - 209 49 p.

Research output: Contribution to journalArticleResearchpeer-review

Pre-trade transparency and the information content of the limit order book

Duong, H. N., Kalev, P. S. & Sun, Y., 2014, Market Microstructure and Nonlinear Dynamics: Keeping Financial Crisis in Context. Dufrenot, G., Jawadi, F. & Louhichi, W. (eds.). Switzerland: Springer, p. 25 - 50 26 p.

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

2 Citations (Scopus)

Rating spillover effects on the stock markets

Bissoondoyal-Bheenick, E., Brooks, R. D. & Treepongkaruna, S., 2014, In : Journal of Multinational Financial Management. 25-26, p. 51 - 63 13 p.

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)

Roepke lecture in economic geography-Financial literacy in context

Clark, G. L., 2014, In : Economic Geography. 90, 1, p. 1 - 23 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Seasonality in momentum profitability

Zhong, A., Limkriangkrai, M. & Gray, P. K., 2014, In : JASSA: The Finsia Journal of Applied Finance. 2014, 2, p. 6 - 10 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Should Australian syndicated loan contracts be standardised?

Vu, T. & Do, V., Apr 2014, In : JASSA: The Finsia Journal of Applied Finance. 1, p. 19-23

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

State and local pension fund governance and the process of contracting for investment services: The scope of diversity and the problem of embeddedness

Clark, G. L. & Monk, A. H. B., 2014, In : Territory, Politics, Governance. 2, 2, p. 150-172 23 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Stock market spread trading: Argentina and Brazil stock indexes

Batten, J. A., Szilagyi, P. & Wong, M., 2014, In : Emerging Markets Finance and Trade. 50, S3, p. 61 - 76 16 p.

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)

Stock weighting and nontrading bias in estimated portfolio returns

Gray, P. K., 2014, In : Accounting and Finance. 54, 2, p. 467 - 503 37 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

Target's organisational form and returns to Australian bidders in cross-border acquisitions

Colombage, S. R. N., Gunasekarage, A. & Shams, S. M. M., 2014, In : Accounting and Finance. 54, 4, p. 1063 - 1091 29 p.

Research output: Contribution to journalArticleResearchpeer-review

95 Citations (Scopus)

Textual sentiment in finance: A survey of methods and models

Kearney, C. & Liu, S., 2014, In : International Review of Financial Analysis. 33, p. 171 - 185 15 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

The behavioral basis of sell-side analysts' herding

Durand, R. B., Limkriangkrai, M. & Fung, L., 2014, In : Journal of Contemporary Accounting and Economics. 10, 3, p. 176 - 190 15 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

The effect of superannuation tax incentives on salary sacrifice participation

Feng, J., 2014, In : Economic Record. 90, S1, p. 59 - 73 15 p.

Research output: Contribution to journalArticleResearchpeer-review

10 Citations (Scopus)

The forecasting accuracy of implied volatility from ECX carbon options

Viteva, S., Veld-Merkoulova, Y. & Campbell, K., 2014, In : Energy Economics. 45, p. 475 - 484 10 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

The geography of investment management contracts: The UK, Europe, and the global financial services industry

Clark, G. L. & Monk, A. H. B., 2014, In : Environment and Planning A. 46, 3, p. 531 - 549 19 p.

Research output: Contribution to journalArticleResearchpeer-review

The relation between market liquidity and anonymity in the presence of tick size constraints

Brown, C. A., Choo, A. K. & Pinder, S., 2014, In : Journal of Futures Markets. 34, 1, p. 56 - 73 18 p.

Research output: Contribution to journalArticleResearchpeer-review

The risk implication of Sarbanes-Oxley Act of 2002: An empirical examination of the US financial services industry

Haq, M., Pathan, S. T. & Hoque, M. Z., 2014, In : Applied Financial Economics. 24, 15, p. 1005 - 1015 11 p.

Research output: Contribution to journalArticleResearchpeer-review

16 Citations (Scopus)

The Shariah compliance challenge in Islamic bond markets

Azmat, S., Skully, M. T. & Brown, K. E., 2014, In : Pacific Basin Finance Journal. 28, p. 47 - 57 11 p.

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)

Trading volume, realized volatility and jumps in the Australian stock market

Shahzad, H., Duong, H. N., Kalev, P. S. & Singh, H., 2014, In : Journal of International Financial Markets, Institutions and Money. 31, p. 414 - 430 17 p.

Research output: Contribution to journalArticleResearchpeer-review

15 Citations (Scopus)

Unchecked manipulations, price-volume relationship and market efficiency: Evidence from emerging markets

Azad, A. S., Azmat, S., Fang, V. K. F. & Edirisuriya, P., 2014, In : Research in International Business and Finance. 30, p. 51 - 71 21 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Value relevance of human capital based disclosures: Moderating effects of labor productivity, investor sentiment, analyst coverage and audit quality

Samudhram, A., Stewart, E. B., Wickramanayake, J. & Sinnakkannu, J., 2014, In : Advances in Accounting : a Research Annual. 30, 2, p. 338 - 353 16 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

What drives executive stock option backdating?

Veld, C. H. & Wu, B., 2014, In : Journal of Business Finance and Accounting. 41, 7-8, p. 1042 - 1070 29 p.

Research output: Contribution to journalArticleResearchpeer-review

2013

A Bayesian approach to multivariate state space modelling: A study of a Fama-French asset-pricing model with time-varying regressors

Strickland, C. M. & Gharghori, P., 2013, Case Studies in Bayesian Statistical Modelling and Analysis. Alston, C. L., Mengersen, K. L. & Pettitt, A. N. (eds.). Chichester WSX UK: John Wiley & Sons, p. 252 - 266 15 p.

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

A closer look at barrier exchange options

Brown, C. A., Handley, J. C. & Palmer, K., 2013, In : Journal of Futures Markets. 33, 1, p. 29 - 43 15 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

An empirical study of the world price of sustainability

Xiao, Y., Faff, R., Gharghori, P. & Lee, D. D., 2013, In : Journal of Business Ethics. 114, 2, p. 297 - 310 14 p.

Research output: Contribution to journalArticleResearchpeer-review

An Introduction to Wavelet Theory in Finance: A Wavelet Multiscale Approach

In, F. H. & Kim, S., 2013, 1st ed. Singapore: World Scientific Publishing. 204 p.

Research output: Book/ReportBookResearchpeer-review

5 Citations (Scopus)

Anonymity and order submissions

Duong, H. N. & Kalev, P. S., 2013, In : Pacific Basin Finance Journal. 25, p. 101 - 118 18 p.

Research output: Contribution to journalArticleResearchpeer-review

13 Citations (Scopus)

Board committee meetings and firm financial performance: An investigation of Australian companies

Hoque, M. Z., Islam, R. & Azam, M. N., 2013, In : International Review of Finance. 13, 4, p. 503 - 528 26 p.

Research output: Contribution to journalArticleResearchpeer-review

Brief technical note: A Markov chain approach to measure investment rating migrations

Fenech, J. P., Yap, Y. K. & Shafik, S., 2013, In : Australasian Accounting Business and Finance Journal. 7, 3, p. 145 - 154 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
1 Citation (Scopus)

Business education in Asia and Australasia: Recent trends and future prospects

Kearney, C., 2013, In : Journal of Teaching in International Business. 24, 3-4, p. 214 - 227 14 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

Central bank financial strength and inflation: Is there a robust link?

Perera, A., Ralston, D. E. & Wickramanayake, J., 2013, In : Journal of Financial Stability. 9, 3, p. 399 - 414 16 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Consistent cash flow valuation with tax-deductible debt: A clarification

Dempsey, M. J., 2013, In : European Financial Management. 19, 4, p. 830 - 836 7 p.

Research output: Contribution to journalArticleResearchpeer-review