Research Output 1987 2019

2013
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

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

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

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

14 Citations (Scopus)

Dynamics of CDS spread indexes of US financial sectors

Hammoudeh, S., Nandha, M. S. & Yuan, Y., 2013, In : Applied Economics. 45, 2, p. 213 - 223 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Exploring how short-term overseas study programs impact students' personal growth

Fenech, J. P., Fenech, S. & Birt, J., 2013, In : Australian Journal of Adult Learning. 53, 3, p. 457 - 477 21 p.

Research output: Contribution to journalArticleResearchpeer-review

15 Citations (Scopus)

Financial institutions, information, and investing-at-a-distance

Clark, G. L. & Monk, A. H. B., 2013, In : Environment and Planning A. 45, 6, p. 1318 - 1336 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Hedge funds: Replication and nonlinearities

Tupitsyn, M. & Lajbcygier, P. R., 2013, Alternative Investments: Instruments, Performance, Benchmarks, and Strategies. Baker, H. K. & Filbeck, G. (eds.). Hoboken NJ USA: John Wiley & Sons, p. 541 - 566 26 p.

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

4 Citations (Scopus)

Informed options trading prior to takeovers - Does the regulatory environment matter?

Podolski-Boczar, E., Truong, H. A. & Veeraraghavan, M., 2013, In : Journal of International Financial Markets, Institutions and Money. 27, p. 286 - 305 20 p.

Research output: Contribution to journalArticleResearchpeer-review

16 Citations (Scopus)

Liquidity in asset pricing: New Australian evidence using low-frequency data

Chai, D., Faff, R. & Gharghori, P., 2013, In : Australian Journal of Management. 38, 2, p. 375 - 400 26 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

Mapping financial literacy: Cognition and the environment

Clark, G. L., 2013, In : Geografiska Annaler, Series B: Human Geography. 95, 2, p. 131 - 145 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Mean-reversion in closed-end fund discount: Evidence from half-life

Ji, I. P. & Kim, S., 2013, In : Applied Economics. 45, 32, p. 4503 - 4515 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Oil, oil volatility and airline stocks: A global analysis

Nandha, M. S., Brooks, R. D. & Faff, R., 2013, In : Contabilitate si Informatica de Gestiune. 12, 2, p. 302 - 318 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
11 Citations (Scopus)

Options trading and the cost of equity capital

Naiker, V., Navissi, F. & Truong, H. A., 2013, In : The Accounting Review. 88, 1, p. 261 - 295 35 p.

Research output: Contribution to journalArticleResearchpeer-review

Overconfidence, overreaction and personality

Durand, R. B., Newby, R., Tant, K. G. & Treepongkaruna, S., 2013, In : Review of Behavioral Finance. 5, 2, p. 104 - 133 30 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

Pension plan participant choice: Evidence on defined benefit and defined contribution preferences

Gerrans, P. & Clark, G. L., 2013, In : Journal of Pension Economics and Finance. 12, 4, p. 351 - 378 28 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Pricing innovations in consumption growth: a re-evaluation of the recursive utility model

Xiao, Y., Faff, R., Gharghori, P. & Min, B-K., 2013, In : Journal of Banking and Finance. 37, 11, p. 4465 - 4475 11 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Recent cross-border banking within Europe: International balance sheet perspectives

Batten, J. A., Loncarski, I. & Szilagyi, P., 2013, Global Banking, Financial Markets and Crises. Joen, B. N. & Olivero, M. P. (eds.). 1st ed. Bingley UK: Emerald Group Publishing Limited, p. 15 - 30 16 p.

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

17 Citations (Scopus)

Saints versus Sinners. Does morality matter?

Durand, R. B., Koh, S. K. & Limkriangkrai, M., 2013, In : Journal of International Financial Markets, Institutions and Money. 24, p. 166 - 183 18 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Soft information and economic activity: Evidence from the Beige Book

Sadique, S., In, F. H., Veeraraghavan, M. & Wachtel, P., 2013, In : Journal of Macroeconomics. 37, p. 81 - 92 12 p.

Research output: Contribution to journalArticleResearchpeer-review

33 Citations (Scopus)

Sovereign wealth funds: Legitimacy, governance, and global power

Clark, G. L., Dixon, A. D. & Monk, A. H. B., 21 Jul 2013, Princeton NJ USA: Princeton University Press. 212 p.

Research output: Book/ReportBookResearchpeer-review

1 Citation (Scopus)

Stock price response to S&P 500 index inclusions: Do options listings and options trading volume matter?

Chen, Y., Koutsantony, C., Truong, H. A. & Veeraraghavan, M., 2013, In : Journal of International Financial Markets, Institutions and Money. 23, p. 379 - 401 23 p.

Research output: Contribution to journalArticleResearchpeer-review

The changing international student environment: Changing the academic curriculum in preparing business students for an international workforce

Tant, K., 2013, In : Management in Education. 12, 4, p. 1-12 12 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

The influence of blockownership level and identity on board composition: Evidence from the New Zealand market

Burton, B., Gunasekarage, A. & Kumarasiri, J., 2013, In : Applied Financial Economics. 23, 16, p. 1287 - 1299 13 p.

Research output: Contribution to journalArticleResearchpeer-review

12 Citations (Scopus)

The information content of stock markets around the world: A cultural explanation

Nguyen, N. H. & Truong, H. A., 2013, In : Journal of International Financial Markets, Institutions and Money. 26, p. 1 - 29 29 p.

Research output: Contribution to journalArticleResearchpeer-review

The January effect, does options trading matter?

Truong, H. A., 2013, In : Australian Journal of Management. 38, 1, p. 31 - 48 18 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

The long- and short-run financial impacts of cross listing on Australian firms

Ng, Y. H., Au Yong, H. H. & Faff, R., 2013, In : Australian Journal of Management. 38, 1, p. 81 - 98 18 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)
2 Citations (Scopus)

The poor performance of compulsory saving in Australia: Superannuation and corporate governance

Brown, C. A. & Ralston, D. E., 2013, Reforming the Governance of the Financial Sector. Mayes, D. G. & Wood, G. (eds.). 1st ed. Abingdon UK: Routledge, p. 54-79 26 p.

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

26 Citations (Scopus)

The scope of financial institutions: In-sourcing, outsourcing and off-shoring

Clark, G. L. & Monk, A. H. B., 2013, In : Journal of Economic Geography. 13, 2, p. 279 - 298 20 p.

Research output: Contribution to journalArticleResearchpeer-review

15 Citations (Scopus)

Value versus growth: Australian evidence

Gharghori, P., Stryjkowski, S. & Veeraraghavan, M., 2013, In : Accounting and Finance. 53, 2, p. 393 - 417 25 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

Virtue remains after removing sin: Finding skill amongst socially responsible investment managers

Ooi, E. M. & Lajbcygier, P. R., 2013, In : Journal of Business Ethics. 113, 2, p. 199 - 224 26 p.

Research output: Contribution to journalArticleResearchpeer-review

2012
15 Citations (Scopus)

A Bayesian network structure for operational risk modelling in structured finance operations

Sanford, A. D. & Moosa, I. A., 2012, In : Journal of the Operational Research Society. 63, 4, p. 431 - 444 14 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Acquiring firms' stock holder wealth effects of selected domestic and cross-border takeover bids in China

Tsigos, S., Cheng, Y., Sagaram, J. P. A. & Wickramanayake, J., 2012, In : Academy of Taiwan Business Management Review. 8, 1, p. 8 - 18 11 p.

Research output: Contribution to journalArticleResearchpeer-review

42 Citations (Scopus)

Are pairs trading profits robust to trading costs?

Do, B. H. & Faff, R., 2012, In : Journal of Financial Research. 35, 2, p. 261 - 287 27 p.

Research output: Contribution to journalArticleResearchpeer-review

20 Citations (Scopus)

Bank market power and revenue diversification: Evidence from selected ASEAN countries

Nguyen, T. N. M., Skully, M. T. & Perera, G. H. S. R., 2012, In : Journal of Asian Economics. 23, 6, p. 688 - 700 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Bank profitability: The case of Bangladesh

Sayeed, M. A., Edirisuriya, P. & Hoque, M. Z., 2012, In : International Review of Business Research Papers. 8, 4, p. 157 - 176 20 p.

Research output: Contribution to journalArticleResearchpeer-review

38 Citations (Scopus)

Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition

Premachandra, I. M., Zhu, J., Watson, J. & Galagedera, D. U. A., 2012, In : Journal of Banking and Finance. 36, 12, p. 3302 - 3317 16 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

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

8 Citations (Scopus)

Do sovereign rating changes trigger spillover effects?

Bissoondoyal-Bheenick, E., 2012, In : Research in International Business and Finance. 26, 1, p. 79 - 96 18 p.

Research output: Contribution to journalArticleResearchpeer-review

15 Citations (Scopus)

Do trading volumes explain the persistence of GARCH effects?

Carroll, R. & Kearney, C., 2012, In : Applied Financial Economics. 22, 23, p. 1993 - 2008 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Dynamic currency hedging for international stock portfolios

Opie, W., Brown, C. A. & Dark, J. G., 2012, In : Review of Futures Markets. 20, 4, p. 419 - 455 37 p.

Research output: Contribution to journalArticleResearchpeer-review

76 Citations (Scopus)

Emerging markets research: Trends, issues and future directions

Kearney, C., 2012, In : Emerging Markets Review. 13, 2, p. 159 - 183 25 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Estimating the cost of capital with basis assets

Brown, S., Lajbcygier, P. R. & Wong, W. W., 2012, In : Journal of Banking and Finance. 36, 11, p. 3071 - 3079 9 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

False discoveries in volatility timing of mutual funds

Kim, S. & In, F. H., 2012, In : Journal of Banking and Finance. 36, 7, p. 2083 - 2094 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Financial integration in selected South Asian countries

Perera, A. & Wickramanayake, J., 2012, In : South Asian Journal of Global Business Research. 1, 2, p. 210 - 237 28 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

From corporatism to public utilities: Workplace pensions in the 21st Century

Clark, G. L., 2012, In : Geographical Research. 50, 1, p. 31 - 46 16 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Imputation credits and equity returns

Lajbcygier, P. R. & Wheatley, S., 2012, In : Economic Record. 88, 283, p. 476 - 494 19 p.

Research output: Contribution to journalArticleResearchpeer-review