Research Output 1987 2019

2011
1 Citation (Scopus)

The collapse of Pasminco: Misjudgment, misfortune and miscalculation

Brown, C. & Ma, J., 2011, In : Australian Journal of Management. 36, 2, p. 287 - 312 26 p.

Research output: Contribution to journalArticleResearchpeer-review

The financial profiles of takeover target firms and their takeover predictability: Australian evidence

Cai, S., Balachandran, B. & Dempsey, M., 2011, In : Corporate Ownership and Control. 8, 3, p. 567 - 584 18 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

The impact of Asian crisis on market integration: Evidence from East Asian real interest rates

Ji, I., 2011, In : Applied Economics Letters. 18, 3, p. 245 - 249 5 p.

Research output: Contribution to journalArticleResearchpeer-review

The pension separation theorem

Gay, R., 2011, In : Investment Management and Financial Innovations. 8, 1, p. 19 - 30 12 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

The value of Morningstar ratings: evidence using stochastic data envelopment analysis

Watson, J., Wickramanayake, J. & Premachandra, I., 18 Jan 2011, In : Managerial Finance. 37, 2, p. 94-116 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Using Black-Scholes to determine an optimal funding term

Gay, R., 2011, In : Managerial Finance. 37, 11, p. 985 - 994 10 p.

Research output: Contribution to journalArticleResearchpeer-review

2010
11 Citations (Scopus)

A longer look at the asymmetric dependence between hedge funds and the equity market

Kang, B., In, F., Kim, G. & Kim, T., 2010, In : Journal of Financial and Quantitative Analysis. 45, 3, p. 763 - 789 27 p.

Research output: Contribution to journalArticleResearchpeer-review

17 Citations (Scopus)

Are price limits really bad for equity markets?

Deb, S., Kalev, P. & Marisetty, V., 2010, In : Journal of Banking and Finance. 34, 10, p. 2462 - 2471 10 p.

Research output: Contribution to journalArticleResearchpeer-review

25 Citations (Scopus)

Asymmetry in return and volatility spillover between equity and bond markets in Australia

Dean, W. G., Faff, R. & Loudon, G. F., 2010, In : Pacific Basin Finance Journal. 18, 3, p. 272 - 289 18 p.

Research output: Contribution to journalArticleResearchpeer-review

A test of the news model of stock price determination in an emerging market: The case of Kuwait

Moosa, I. A. & Al-Abduljader, S. T., 2010, In : Applied Financial Economics. 20, 5, p. 397 - 405 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Audit committee and equity return: The case of Australian firms

Azam, M. N., Hoque, M. Z. & Yeasmin, M., 2010, In : International Review of Business Research Papers. 6, 4, p. 202 - 208 7 p.

Research output: Contribution to journalArticleResearchpeer-review

12 Citations (Scopus)

Bank market concentration and interest spreads: South Asian evidence

Perera, G. H. S. R., Skully, M. T. & Wickramanayake, J., 2010, In : International Journal of Emerging Markets. 5, 1, p. 23 - 37 15 p.

Research output: Contribution to journalArticleResearchpeer-review

19 Citations (Scopus)

Basel II as a casualty of the global financial crisis

Moosa, I. A., 2010, In : Journal of Banking Regulation. 11, 2, p. 95 - 114 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Block shareholder identity and firm performance in New Zealand

Boone, N., Colombage, S. & Gunasekarage, A., 2010, p. 1 - 37. 37 p.

Research output: Contribution to conferenceOtherOther

6 Citations (Scopus)

Corporate usage of financial derivatives, information asymmetry, and insider trading

Nguyen, H., Faff, R. & Hodgson, A., 2010, In : Journal of Futures Markets. 30, 1, p. 25 - 47 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Does climatic seasonality produce seasonality in stock returns? Evidence from an emerging stock market

Moosa, I., 2010, In : Journal of Applied Business and Economics. 11, 2, p. 120 - 128 9 p.

Research output: Contribution to journalArticleResearchpeer-review

64 Citations (Scopus)

Does simple pairs trading still work?

Do, B. & Faff, R., 2010, In : Financial Analysts Journal. 66, 4, p. 83 - 95 13 p.

Research output: Contribution to journalArticleResearchpeer-review

10 Citations (Scopus)

Does the type of derivative instrument used by companies impact firm value?

Nguyen, H. & Faff, R., 2010, In : Applied Economics Letters. 17, 7, p. 681 - 683 3 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Does volume help in predicting stock returns? An analysis of the Australian market

Bissoondoyal-Bheenick, E. & Brooks, R. D., 2010, In : Research in International Business and Finance. 24, 2, p. 146 - 157 12 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Effects of securitization on mortgage yield spreads in Australia

Liu, B., Skully, M. & Tan, T., 2010, In : International Research Journal of Finance and Economics. 50, p. 72 - 79 8 p.

Research output: Contribution to journalArticleResearchpeer-review

68 Citations (Scopus)

Efficiency of microfinance institutions: A data envelopment analysis

Haq, M., Skully, M. T. & Pathan, S. T., 2010, In : Asia-Pacific Financial Markets. 17, 1, p. 63 - 97 35 p.

Research output: Contribution to journalArticleResearchpeer-review

50 Citations (Scopus)

Endogenously structured boards of directors in banks

Pathan, S. T. & Skully, M. T., 2010, In : Journal of Banking and Finance. 34, 7, p. 1590 - 1606 17 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Exchange traded contracts for difference: Design, pricing, and effects

Brown, C., Dark, J. & Davis, K., 2010, In : Journal of Futures Markets. 30, 12, p. 1108 - 1149 42 p.

Research output: Contribution to journalArticleResearchpeer-review

Exit market liquidity and venture capitalists' investment behaviour: Evidence from Australia, Canada and the United Kingdom

Perera, G., Bertsch, T. & Wickramanayake, J., 2010, In : Corporate Ownership and Control. 8, 1, p. 743 - 757 15 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Explaining mispricing with Fama-French factors: New evidence from the multiscaling approach

In, F. H., Kim, S. & Faff, R., 2010, In : Applied Financial Economics. 20, 4, p. 323 - 330 8 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Financial constraints and stock returns - Evidence from Australia

Chan, H. W-H., Chang, X., Faff, R. & Wong, G., 2010, In : Pacific Basin Finance Journal. 18, 3, p. 306 - 318 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Financial deregulation, trade and co-movements among the GDP growth rates: Evidence from South Asian countries

Piyadasa, E., 2010, 2010 International Conference on Management Science and Engineering, ICMSE 2010. p. 719-729 11 p. 5719880

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

31 Citations (Scopus)

Group affiliation and the performance of IPOs in the Indian stock market

Marisetty, V. & Subrahmanyam, M. G., 2010, In : Journal of Financial Markets. 13, 1, p. 196 - 223 28 p.

Research output: Contribution to journalArticleResearchpeer-review

How useful is the stage model theory in explaining the capital structure of venture capital-backed and non-venture capital-backed firms?

Hogan, T. & Hutson, E. R., 2010, New Technology Based Firms in the New Millennium. Oakey, R., Groen, A., Cook, G. & Van der Sijde, P. (eds.). Emerald Group Publishing Limited, Vol. 8.

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

26 Citations (Scopus)

Human nature, the environment, and behaviour: Explaining the scope and geographical scale of financial decision-making

Clark, G., 2010, In : Geografiska Annaler, Series B: Human Geography. 92, 2, p. 159 - 173 15 p.

Research output: Contribution to journalArticleResearchpeer-review

35 Citations (Scopus)

Information content of IPO grading

Deb, S. & Marisetty, V., 2010, In : Journal of Banking and Finance. 34, 9, p. 2294 - 2305 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Investing into the abyss: The continued misclassification of multi-sector managed funds

Watson, J., Allen, N., Phoon, K. & Wickramanayake, J., 2010, In : Corporate Ownership and Control. 8, 1, p. 600 - 623 24 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Joint rating announcements by the three leading agencies: An analysis of realized volatility in Asian FX markets

Bissoondoyal-Bheenick, E., Brooks, R., Hum, S. & Treepongkaruna, S., 2010, 2010 International Conference on Management Science and Engineering, ICMSE 2010. p. 1076-1083 8 p. 5719931

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

29 Citations (Scopus)

Liquidity and stock returns in Japan: New evidence

Chang, Y. Y., Faff, R. & Hwang, C-Y., 2010, In : Pacific Basin Finance Journal. 18, 1, p. 90 - 115 26 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Managed investment scheme regulation: Lessons from the Great Southern failure

Brown, C. A., Trusler, C. & Davis, K., 2010, In : JASSA: The Finsia Journal of Applied Finance. 2010, 2, p. 23 - 28 6 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Migration and its contribution to the size and value premiums: Australian evidence

Gharghori, P., Hamzah, Y. & Veeraraghavan, M., 2010, In : Journal of International Financial Markets, Institutions and Money. 20, 2, p. 177 - 196 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Modern Option Pricing: Improving Option Pricing with Modern Statistical Techniques

Lajbcygier, P., 2010, 1st ed. Saarbrucken Germany: Lambert Academic Publishing. 667 p.

Research output: Book/ReportBookOther

21 Citations (Scopus)

New evidence on the relation between stock liquidity and measures of trading activity

Chai, D., Faff, R. & Gharghori, P., 2010, In : International Review of Financial Analysis. 19, 3, p. 181 - 192 12 p.

Research output: Contribution to journalArticleResearchpeer-review

33 Citations (Scopus)

Oil shocks and stock returns: The case of the Central and Eastern European (CEE) oil and gas sectors

Mohanty, S., Nandha, M. & Bota, G., 2010, In : Emerging Markets Review. 11, 4, p. 358 - 372 15 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Performance persistence in hedge funds: Australian evidence

Do, M., Faff, R. & Veeraraghavan, M., 2010, In : Journal of International Financial Markets, Institutions and Money. 20, 4, p. 346 - 362 17 p.

Research output: Contribution to journalArticleResearchpeer-review

13 Citations (Scopus)

Portfolio allocation and the investment horizon: A multiscaling approach

Kim, S. & In, F. H., 2010, In : Quantitative Finance. 10, 4, p. 443 - 453 11 p.

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)

Post earnings announcement drift and the roles of drift-enhanced factors in New Zealand

Truong, H. A., 2010, In : Pacific Basin Finance Journal. 18, 2, p. 139 - 157 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Rating skewness spillovers in equity and currency markets: Evidence from the Pacific Rim

Treepongkaruna, S. & Wu, E., 2010, Emerging Markets: Performance, Analysis and Innovation. Gregoriou, G. N. (ed.). 1st ed. Boca Raton FL USA: CRC Press, p. 457 - 473 17 p.

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

Regional Economic Engagements and The Free Trade Agreements: Analytical Insights and Policy Options

Das, R., Edirisuriya, P. & Swarup, A., 2010, 1st ed. Singapore: World Scientific Publishing. 225 p.

Research output: Book/ReportBookResearchpeer-review

27 Citations (Scopus)

State-dominant and non-state-dominant ownership concentration and firm performance: Evidence from China

Hess, K., Gunasekarage, A. & Hovey, M., 2010, In : International Journal of Managerial Finance. 6, 4, p. 264 - 289 26 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Strategic timing of earnings announcements?

Truong, H., 2010, In : Accounting and Finance. 50, 3, p. 719 - 738 20 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Style analysis and dominant index timing: An application to Australian multi-sector managed funds

Holmes, K. A., Faff, R. & Clacher, I., 2010, In : Applied Financial Economics. 20, 4, p. 293 - 301 9 p.

Research output: Contribution to journalArticleResearchpeer-review

19 Citations (Scopus)

Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks

Hammoudeh, S., Yuan, Y., Chiang, T. C-N. & Nandha, M. S., 2010, In : Energy Policy. 38, 8, p. 3922 - 3932 11 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Testing seasonality in the liquidity-return relation: Japanese evidence

Chang, Y., Faff, R. & Hwang, C-Y., 2010, In : Applied Economics Letters. 17, 10, p. 951 - 954 4 p.

Research output: Contribution to journalArticleResearchpeer-review

12 Citations (Scopus)

The book-to-market equity ratio as a proxy for risk: Evidence from Australian markets

Dempsey, M. J., 2010, In : Australian Journal of Management. 35, 1, p. 7 - 21 15 p.

Research output: Contribution to journalArticleResearchpeer-review