Research Output 1987 2019

2012
32 Citations (Scopus)

Market power, revenue diversification and bank stability: Evidence from selected South Asian countries

Nguyen, T. N. M., Skully, M. T. & Perera, G. H. S. R., 2012, In : Journal of International Financial Markets, Institutions and Money. 22, 4, p. 897 - 912 16 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

On the cross-methodological validation of bank efficiency assessments

Perera, G. H. S. R. & Skully, M. T., 2012, In : Studies in Economics and Finance. 29, 1, p. 26 - 42 17 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Options trading and the extent that stock prices lead future earnings information

Truong, H. A., 2012, In : Journal of Business Finance and Accounting. 39, 7-8, p. 960 - 996 37 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Panel data approach to identify factors correlated with equity market risk premiums in developed and emerging markets

Ariff, M. & Marisetty, V., 2012, In : Quantitative Finance. 12, 1, p. 107 - 118 12 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

Pensions or property?

Clark, G. L., 2012, In : Environment and Planning A. 44, 5, p. 1185 - 1199 15 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Regional Trade and Economic Integration: Analytical Insights and Policy Options

Das, R. U., Edirisuriya, P. & Swarup, A., 2012, Singapore: World Scientific Publishing. 231 p.

Research output: Book/ReportBookResearchpeer-review

2 Citations (Scopus)

Regulating synthetic securitisation following the global financial crisis

Podolski-Boczar, E., 2012, In : Australian Economic Review. 2012, 45, p. 1 - 14 28 p.

Research output: Contribution to journalArticleResearchpeer-review

Return-based style analysis in Australian funds

Faff, R., Gharghori, P., Ip, H. I. B. & Nguyen, A., 2012, In : Multinational Finance Journal. 16, 3, p. 155 - 188 34 p.

Research output: Contribution to journalArticleResearchpeer-review

33 Citations (Scopus)

Saving for Retirement: Intention, Context, and Behavior

Clark, G. L., Strauss, K. & Knox-Hayes, J., 24 May 2012, New York NY USA: Oxford University Press. 202 p.

Research output: Book/ReportBookResearchpeer-review

Securitization issues and Islamic financial products with reference to sukuk

Skully, M. T., 2012, The Islamic Debt Market for Sukuk Securities: The Theory and Practice of Profit Sharing Investment. Ariff, M., Iqbal, M. & Mohamad, S. (eds.). 1st ed. Cheltenham GL UK: Edward Elgar Publishing, p. 131-143 13 p.

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

Simulated trading environment as a learning tool in corporate finance

Murgulov, Z., 2012, In : Journal of Business Ethics Education. 9, p. 89 - 104 16 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

Taxes, tenders and the design of Australian off-market share repurchases

Brown, C. A. & Davis, K., 2012, In : Accounting and Finance. 52, S1, p. 109 - 135 27 p.

Research output: Contribution to journalArticleResearchpeer-review

The controversy in fundamental indexation: Why both sides of the argument are (mostly) correct

Dempsey, M. J., 2012, In : Journal of Investment Management. 10, 4, p. 54 - 63 10 p.

Research output: Contribution to journalArticleResearchpeer-review

The evolution of the managed funds industry: Investment trusts in nineteenth-century Britain

Hutson, E. R., 2012, Handbook of Research on Stock Market Globalization. Poitras, G. (ed.). 1st ed. Cheltenham UK: Edward Elgar Publishing, p. 137-146 10 p.

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

7 Citations (Scopus)

The impact of a new term auction facility on Libor-OIS spreads and volatility transmission between money and mortgage markets during the subprime crisis

In, F. H., Cui, J. & Maharaj, E. A., 2012, In : Journal of International Money and Finance. 31, 5, p. 1106 - 1125 20 p.

Research output: Contribution to journalArticleResearchpeer-review

The informational content of oil and natural gas prices in energy fund performance

Do, M. V. & Vu, T. B. T., 2012, In : International Journal of Global Energy Issues. 35, 6, p. 465 - 479 15 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

The new era of infrastructure investing

Clark, G. L., Monk, A. H., Orr, R. & Scott, W., May 2012, In : Pensions. 17, 2, p. 103-111 9 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

The options market response to accounting earnings announcements

Truong, H. A., Corrado, C. & Chen, Y., 2012, In : Journal of International Financial Markets, Institutions and Money. 22, 3, p. 423 - 450 28 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

The usefulness of financial statement information in predicting stock returns: New Zealand evidence

Goslin, J., Chai, D. & Gunasekarage, A., 2012, In : Australasian Accounting Business and Finance Journal. 6, 2, p. 51 - 70 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
6 Citations (Scopus)

Time-varying financial stress linkages: Evidence from the LIBOR-OIS spreads

Ji, I. P., 2012, In : Journal of International Financial Markets, Institutions and Money. 22, 4, p. 647 - 657 11 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Tournament behaviour in Malaysian managed funds

Ramiah, V. B., Moosa, I. A., O'Niell, B., Backulja, M., Yacoub, A., Hallahan, T. & Vaz, J. J., 2012, In : International Journal of Managerial Finance. 8, 4, p. 381 - 399 19 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Underpricing of private equity backed, venture capital backed and non-sponsored IPOs

Mogilevsky, V. & Murgulov, Z., 2012, In : Investment Management and Financial Innovations. 9, 3, p. 47 - 59 13 p.

Research output: Contribution to journalArticleResearchpeer-review

2011
5 Citations (Scopus)

A decision model to predict profitability using revised Thompson-Thrall profit ratios in DEA with an application to South Asian banks

Dharmapala, P. S. & Edirisuriya, P., 2011, In : International Journal of Operational Research. 12, 4, p. 407 - 429 23 p.

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)

An analysis of the determinants of bank ratings: Comparison across ratings agencies

Bissoondoyal-Bheenick, E. & Treepongkaruna, S., 2011, In : Australian Journal of Management. 36, 3, p. 405 - 424 20 p.

Research output: Contribution to journalArticleResearchpeer-review

An empirical evaluation of the balanced growth hypothesis: Evidence from Australia

Ji, I. & Park, R., 2011, In : Journal of the Korean Economy. 12, 2, p. 341 - 365 25 p.

Research output: Contribution to journalArticleResearchpeer-review

An empirical investigation between oil prices and the stock price in China and India

Hatemi-J, A., Singh, H. & Nandha, M., 2011, In : Corporate Ownership and Control. 8, 2, p. 163 - 169 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Beta in the Chinese markets: Wanted dead or alive

Bollen, B., Dempsey, M. & Li, L., 2011, In : Corporate Ownership and Control. 8, 4, p. 305 - 312 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Block shareholder identity and firm performance in New Zealand

Boone, N., Colombage, S. & Gunasekarage, A., 2011, In : Pacific Accounting Review. 23, 2, p. 185 - 210 26 p.

Research output: Contribution to journalArticleResearchpeer-review

12 Citations (Scopus)

Block shareholder identity and firm performance in New Zealand

Boone, N., Colombage, S. & Gunasekarage, A., 13 Sep 2011, In : Pacific Accounting Review. 23, 2, p. 185-210 26 p.

Research output: Contribution to journalArticleResearchpeer-review

Comments in response

Clark, G. L., 2011, In : Dialogues in Human Geography. 1, 1, p. 42-45 4 p.

Research output: Contribution to journalReview ArticleOtherpeer-review

1 Citation (Scopus)

Corporate governance and Islamic banks

Skully, M., 2011, The Foundations of Islamic Banking: Theory, Practice and Education. Ariff, M. & Iqbal, M. (eds.). Cheltenham UK: Edward Elgar Publishing, p. 103 - 123 21 p.

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

51 Citations (Scopus)

DEA as a tool for predicting corporate failure and success: A case of bankruptcy assessment

Premachandra, I., Chen, Y. & Watson, J., 2011, In : OMEGA International Journal of Management Science. 39, 6, p. 620 - 626 7 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

Difference of opinion and the cross-section of equity returns: Australian evidence

Gharghori, P., See, Q. & Veeraraghavan, M., 2011, In : Pacific Basin Finance Journal. 19, 4, p. 435 - 446 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Employing high-low price range in forecasting market index volatility

Truong, H., 2011, In : International Research Journal of Applied Finance. 2, 7, p. 739 - 752 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Financial market integration and co-movements among the growth rates: Evidence from South Asian countries

Edirisuriya, P., 2011, In : Corporate Ownership and Control. 8, 2, p. 203 - 216 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Firm-level internationalisation, regionalism and globalisation

Hutson, E. R., Berrill, J. & Sinkovics, R., 2011, London: Palgrave Macmillan. 454 p.

Research output: Book/ReportEdited BookOther

1 Citation (Scopus)

Granger causality in volatility between Australian equity and debt markets: A Bayesian analysis

Sanford, A. D., 2011, In : Corporate Ownership and Control. 9, 1, p. 587 - 596 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Household saving and investing for life-cycle events: Government incentives and insurance bonds

Davis, K., Higgins, R. & Ralston, D., 2011, In : JASSA: The Finsia Journal of Applied Finance. 2, 3, p. 32-37 6 p.

Research output: Contribution to journalArticleResearchpeer-review

19 Citations (Scopus)

Investment horizon effect on asset allocation between value and growth strategies

In, F., Kim, S. & Gencay, R., 2011, In : Economic Modelling. 28, 4, p. 1489 - 1497 9 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

Is trading on earnings surprises a profitable strategy? Canadian evidence

Chudek, M., Truong, H. & Veeraraghavan, M., 2011, In : Journal of International Financial Markets, Institutions and Money. 21, 5, p. 832 - 850 19 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

Low-frequency volatility of yen interest rate swap market in relation to macroeconomic risk

Azad, A., Fang, V. & Wickramanayake, J., 2011, In : International Review of Finance. 11, 3, p. 353 - 390 38 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Mean-reversion in international real interest rates

Kim, J. & Ji, I., 2011, In : Economic Modelling. 28, 4, p. 1959 - 1966 8 p.

Research output: Contribution to journalArticleResearchpeer-review

44 Citations (Scopus)

Myopia and the global financial crisis: Context-specific reasoning, market structure, and institutional governance

Clark, G. L., 2011, In : Dialogues in Human Geography. 1, 1, p. 4-25 22 p.

Research output: Contribution to journalArticleResearchpeer-review

91 Citations (Scopus)

Oil price movements and stock market returns: Evidence from Gulf Cooperation Council (GCC) countries

Mohanty, S., Nandha, M., Turkistani, A. & Alaitani, M., 2011, In : Global Finance Journal. 22, 1, p. 42 - 55 14 p.

Research output: Contribution to journalArticleResearchpeer-review

45 Citations (Scopus)

Oil risk exposure: The case of the U.S. oil and gas sector

Mohanty, S. & Nandha, M., 2011, In : The Financial Review. 46, 1, p. 165 - 191 27 p.

Research output: Contribution to journalArticleResearchpeer-review

16 Citations (Scopus)

Oil shocks and equity returns: An empirical analysis of the US transportation sector

Mohanty, S. & Nandha, M., 2011, In : Review of Pacific Basin Financial Markets and Policies. 14, 1, p. 101 - 128 28 p.

Research output: Contribution to journalArticleResearchpeer-review

14 Citations (Scopus)

Post-earnings announcement abnormal return in the Chinese equity market

Truong, H., 2011, In : Journal of International Financial Markets, Institutions and Money. 21, 5, p. 637 - 661 25 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis

Bissoondoyal-Bheenick, E., Brooks, R., Hum, X. & Treepongkaruna, S., 2011, In : Applied Financial Economics. 21, 13, p. 997 - 1003 7 p.

Research output: Contribution to journalArticleResearchpeer-review

The association between firm characteristics and the use of a comprehensive corporate hedging strategy: An ordered probit analysis

Au Yong, H., Faff, R. & Nguyen, H., 2011, In : Frontiers in Finance and Economics. 8, 1, p. 1 - 16 16 p.

Research output: Contribution to journalArticleResearchpeer-review