Research Output 1987 2020

2008

Commuters' perceptions of metropolitan train services in Melbourne

Thevathasan, A. & Balachandran, B., 2008, In : Monash Business Review. 4, 3, p. 1 - 13 13 p.

Research output: Contribution to journalArticleResearchpeer-review

36 Citations (Scopus)

Conducting event studies with Asia-Pacific security market data

Corrado, C. & Truong, H. A., 2008, In : Pacific Basin Finance Journal. 16, p. 493 - 521 29 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

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

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

Do zero-cost portfolios have the ability to predict economic growth? Evidence from Hong Kong, South Korea and Taiwan

Davison, F., Marsden, A. & Veeraraghavan, M., 2008, In : International Review of Financial Analysis. 17, 5, p. 1012 - 1028 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Economic growth and unemployment in Arab countries: Is Okun's law valid?

Moosa, I. A., 2008, In : Journal of Development and Economic Policies (English). 10, 2, p. 5 - 24 20 p.

Research output: Contribution to journalArticleResearchpeer-review

13 Citations (Scopus)

Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework

Holmes, K. A. & Faff, R., 2008, In : International Review of Financial Analysis. 17, 5, p. 998 - 1011 14 p.

Research output: Contribution to journalArticleResearchpeer-review

23 Citations (Scopus)

Fifty-seven serious defects in 'Australian' IFRS

Haswell, S. & Langfield-Smith, I. A., 2008, In : Australian Accounting Review. 18, 1, p. 46 - 62 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasting the Chinese Yuan-US dollar exchange rate under the new Chinese exchange rate regime

Moosa, I. A., 2008, In : International Journal of Business and Economics. 7, 1, p. 23 - 35 13 p.

Research output: Contribution to journalArticleResearchpeer-review

40 Citations (Scopus)

Foreign versus local investors: Who knows more? Who makes more?

Kalev, P. S., Nguyen, A. H. & Oh, N., 2008, In : Journal of Banking and Finance. 32, 11, p. 2376 - 2389 14 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Fortune favours the bold? Exploring tournament behavior among Australian superannuation funds

Hallahan, T., Faff, R. & Benson, K., 2008, In : Journal of Financial Services Research. 33, 3, p. 205 - 220 16 p.

Research output: Contribution to journalArticleResearchpeer-review

16 Citations (Scopus)

Fractals in trade duration: Capturing long-range dependence and heavy tailedness in modeling trade duration

Sun, W., Rachev, S., Fabozzi, F. J. & Kalev, P. S., 2008, In : Annals of Finance. 4, 2, p. 217 - 241 25 p.

Research output: Contribution to journalArticleResearchpeer-review

18 Citations (Scopus)

Going negative: What to do with negative book equity stocks

Brown, S., Lajbcygier, P. R. & Li, B., 2008, In : Journal of Portfolio Management. 35, 1, p. 95 - 102 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Heuristics of representativeness, anchoring and adjustment, and leniency: Impact on earnings' forecasts by Australian analysts

Marsden, A., Veeraraghavan, M. & Ye, M., 2008, In : Quarterly Journal of Finance and Accounting. 47, 2, p. 83 - 102 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Incentives for asset growth: The different causes of monthly in-flows and out-flows of surviving managed futures funds

Lajbcygier, P. R. & Shen, Y., 2008, In : Journal of Derivatives & Hedge Funds. 13, 4, p. 287 - 303 17 p.

Research output: Contribution to journalArticleResearchpeer-review

20 Citations (Scopus)

Investors' trading behavior and performance: Online versus non-online equity trading in Korea

Oh, N., Parwada, J. & Walter, T. S., 2008, In : Pacific Basin Finance Journal. 16, 1-2, p. 26 - 43 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Japanese Foreign Direct Investment in Asia: Experience from Sri Lanka

Ratnayake, P. & Edirisuriya, P., 2008, In : Journal of Accounting Business and Management. 15, 2, p. 74 - 93 20 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

Lockup expiration, insider selling and bid-ask spreads

Krishnamurti, C. & Thong, T. Y., 2008, In : International Review of Economics and Finance. 17, 2, p. 230 - 244 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Long-term asymmetry in the USD-DEM spot exchange rate volatility process

Bollen, B. E., 2008, In : Applied Financial Economics Letters. 4, 6, p. 403 - 407 5 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Macroeconomic news, business cycles and Australian financial markets

Fang, V. K. F., Lin, C-T. & Parbhoo, K. M., 2008, In : Asia-Pacific Financial Markets. 15, 3-4, p. 185 - 207 23 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Malaysian bank capital and risk profiles: Causality test

Ahmad, R., Skully, M. T. & Ariff, M., 2008, In : Asian Journal of Business and Accounting. 1, 2, p. 1 - 18 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Mean-variance optimality of a retirement lump sum conversion strategy: Implementation in Australia

Gay, R., 2008, In : Journal of Risk. 10, 4, p. 113 - 134 22 p.

Research output: Contribution to journalArticleResearchpeer-review

47 Citations (Scopus)

Momentum strategies and stock returns: Chinese evidence

Naughton, T., Truong, C. & Veeraraghavan, M., 2008, In : Pacific Basin Finance Journal. 16, 4, p. 476 - 492 17 p.

Research output: Contribution to journalArticleResearchpeer-review

New Economy Equity Offers in Australia: Initial and Seasoned Equity Offers

Murgulov, Z., 2008, 1 ed. Saarbrucken Germany: VDM Verlag. 252 p.

Research output: Book/ReportBookResearchpeer-review

12 Citations (Scopus)

On-market share buybacks, exercisable share options and earnings management

Balachandran, B., Chalmers, K. & Haman, J., 2008, In : Accounting and Finance. 48, 1, p. 25 - 49 25 p.

Research output: Contribution to journalArticleResearchpeer-review

38 Citations (Scopus)

On the linkage between financial risk tolerance and risk aversion

Faff, R., Mulino, D. & Chai, D., 2008, In : Journal of Financial Research. 31, 1, p. 1 - 23 23 p.

Research output: Contribution to journalArticleResearchpeer-review

On the problem of identifying the appropriate price variable to study the price-volume relation

Moosa, I. A. & Al-Deehani, T., 2008, In : International Business Research. 1, 1, p. 61 - 71 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Optimality of a retirement lump sum conversion strategy

Gay, R., 2008, In : Journal of International Finance and Economics - J I F E. 8, 1, p. 23 - 52 30 p.

Research output: Contribution to journalArticleOther

Optimal semiparametric inference for the tail index based on ratios of the largest extremes

Gay, R. & Poskitt, D., 2008, In : Australian and New Zealand Journal of Statistics. 50, 4, p. 361 - 380 20 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Point and figure charting: A computational methodology and trading rule performance in the S & P 500 futures market

Anderson, J. A. & Faff, R., 2008, In : International Review of Financial Analysis. 17, 1, p. 198 - 217 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Predicting exam failure in computational finance

Lajbcygier, P. R. & Sanford, A. D., 2008, In : Advances in Financial Education. 6, Winter, p. 59 - 78 20 p.

Research output: Contribution to journalArticleResearchpeer-review

14 Citations (Scopus)

Price reaction to rights issues in the Indian capital market

Marisetty, V., Marsden, A. & Veeraraghavan, M., 2008, In : Pacific Basin Finance Journal. 16, 3, p. 316 - 340 25 p.

Research output: Contribution to journalArticleResearchpeer-review

Quantification of Operational Risk under Basel II: The Good, Bad and Ugly

Moosa, I. A., 2008, 1st ed. Basingstoke UK: Palgrave Macmillan. 268 p.

Research output: Book/ReportBookResearchpeer-review

13 Citations (Scopus)

Reforms in Thai bank governance: The aftermath of the Asian financial crisis

Pathan, S. T., Skully, M. T. & Wickramanayake, J., 2008, In : International Review of Financial Analysis. 17, 2, p. 345 - 362 18 p.

Research output: Contribution to journalArticleResearchpeer-review

31 Citations (Scopus)

Rights offerings, takeup, renounceability, and underwriting status

Balachandran, B., Faff, R. & Theobald, M. F., 2008, In : Journal of Financial Economics. 89, 2, p. 328 - 346 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Risk and return in carry trade

Moosa, I. A., 2008, In : Journal of Financial Transformation. 22, p. 8 - 13 6 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Serious IFRS defects a trifling matter? Reply to two commentaries on '57 serious defects in "Australian" IFRS'

Haswell, S. & Langfield-Smith, I. A., 2008, In : Australian Accounting Review. 18, 4, p. 294 - 296 3 p.

Research output: Contribution to journalLetterOther

8 Citations (Scopus)

Simulated financial dealing room: Learning discovery and student accountability

Lambert, R. B., Tant, K. G. & Watson, J., 2008, In : Accounting and Finance. 48, 3, p. 461 - 474 14 p.

Research output: Contribution to journalArticleResearchpeer-review

43 Citations (Scopus)

Stochastic dominance analysis of Asian hedge funds

Wong, W-K., Phoon, K. F. & Lean, H. H., 2008, In : Pacific Basin Finance Journal. 16, 3, p. 204 - 223 20 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Style analysis, customized benchmarks, and managed funds: New evidence

Holmes, K. A. & Faff, R., 2008, In : Applied Financial Economics Letters. 4, 4, p. 253 - 258 6 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Style drift and fund performance in up and down markets: Australian evidence

Holmes, K. A. & Faff, R., 2008, In : Applied Financial Economics Letters. 4, 4-6, p. 395 - 398 4 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Systematic liquidity in the long run

Sujoto, C., Kalev, P. S. & Faff, R., 2008, In : Applied Financial Economics Letters. 4, 1-3, p. 187 - 191 5 p.

Research output: Contribution to journalArticleResearchpeer-review

31 Citations (Scopus)

The determinants of bank capital ratios in a developing economy

Ahmad, R., Ariff, M. & Skully, M. T., 2008, In : Asia-Pacific Financial Markets. 15, 3-4, p. 255 - 272 18 p.

Research output: Contribution to journalArticleResearchpeer-review

The effectiveness of casual group learning in introductory finance tutorials

van Mourik, G., Watson, J. & Onsman, A., 2008, In : Journal of Economics and Finance Education. 7, 2, p. 20 - 30 11 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

The effect of interest rate changes on bank stock returns

Vaz, J. J., Ariff, M. & Brooks, R. D., 2008, In : Investment Management and Financial Innovations. 5, 4, p. 221 - 236 16 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

The ex-date impact of special dividend announcements: A note

Balachandran, B., Faff, R. & Nguyen, A. T., 2008, In : International Review of Financial Analysis. 17, 3, p. 635 - 643 9 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

The high technology pecking order in spinoffs and non-spinoffs in the Irish software sector.

Hogan, T. & Hutson, E. R., 2008, New Technology-Based Firms in the New Millennium. Groen, A., Oakey, R., Van de Sijde, P. & Cook, G. (eds.). Emerald Group Publishing Limited, Vol. 6.

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