Research Output 1987 2019

2010
3 Citations (Scopus)

The effects of reputation and relationships on lead banks' certification roles

Do, M. & Vu, T., 2010, In : Journal of International Financial Markets, Institutions and Money. 20, 5, p. 475 - 489 15 p.

Research output: Contribution to journalArticleResearchpeer-review

The Financial Services Reform Act and Australian bank risk

Bollen, B. E., Skully, M. T. & Wei, X. T., 2010, In : Banks and Bank Systems. 5, 1, p. 58 - 64 7 p.

Research output: Contribution to journalArticleResearchpeer-review

18 Citations (Scopus)

The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads

Ji, I. & In, F., 2010, In : Journal of International Financial Markets, Institutions and Money. 20, 5, p. 575 - 589 15 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

The influence of time, seasonality and market state on momentum: Insights from the Australian stock market

Phua, V., Chan, H., Faff, R. & Hudson, R., 2010, In : Applied Financial Economics. 20, 20, p. 1547 - 1563 17 p.

Research output: Contribution to journalArticleResearchpeer-review

The investor recognition hypothesis: The New Zealand case

Chai, D. & Choi, D. F. S., 2010, In : Applied Financial Economics. 20, 11, p. 891 - 898 8 p.

Research output: Contribution to journalArticleResearchpeer-review

The problem of pre-tax valuations: A note

Dempsey, M., McKenzie, M. & Partington, G., 2010, In : Journal of Applied Research in Accounting and Finance. 5, 2, p. 10 - 13 4 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

The relationship between mutual fund flows and stock market returns: A comparative empirical analysis

Yangbo, B., Wickramanayake, J., Watson, J. & Tsigos, S., 2010, In : Corporate Ownership and Control. 8, 1, p. 785 - 799 15 p.

Research output: Contribution to journalArticleResearchpeer-review

The role of governance, ICT and bad loans in Australian bank efficiency: An empirical study

Salim, R., Hoque, M. & Suyanto, S., 2010, In : Asia Pacific Journal of Economics and Business. 14, 1, p. 18 - 36 19 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

The security market plane

Bollen, B., 2010, In : Applied Financial Economics. 20, 15, p. 1231 - 1240 10 p.

Research output: Contribution to journalArticleResearchpeer-review

10 Citations (Scopus)

The simultaneous relation between fund flows and returns

Benson, K., Faff, R. & Smith, T., 2010, In : Australian Journal of Management. 35, 1, p. 51 - 68 18 p.

Research output: Contribution to journalArticleResearchpeer-review

The small firm and other confounding effects in asset pricing data: Some evidence from Australian markets

Bollen, B. E. & Dempsey, M. J., 2010, In : Investment Management and Financial Innovations. 7, 4, p. 70 - 76 7 p.

Research output: Contribution to journalArticleResearchpeer-review

The Theory And Empirics of Exchange Rates

Moosa, I. A. & Bhatti, R. H., 2010, 1st ed. Singapore: World Scientific Publishing. 483 p.

Research output: Book/ReportBookResearchpeer-review

1 Citation (Scopus)

Threshold levels, strike price grid, and other market microstructure issues associated with exchange-traded equity options

Maberly, E., Pierce, R. M. & Catania, P., 2010, In : Journal of Futures Markets. 30, 2, p. 188 - 201 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Volatility asymmetry and leverage: Some U.S. evidence

Bissoondoyal-Bheenick, E. & Brooks, R. D., 2010, The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets. Gregoriou, G. N., Hoppe, C. & Wehn, C. S. (eds.). 1st ed. USA: McGraw-Hill Education, p. 115 - 123 9 p.

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

Wealth effects of business takeover announcements: The case of Australian acquirers' shareholders

Perera, G., Wickramanayake, J. & Mehta, A., 2010, In : Corporate Ownership and Control. 8, 1, p. 758 - 771 14 p.

Research output: Contribution to journalArticleResearchpeer-review

2009

A comparison of corporate bankruptcy models in Australia: The Merton vs accounting-`based models

Tanthanongsakkun, S., Pitt, D. & Treepongkaruna, S., 2009, In : Asia-Pacific Journal of Risk and Insurance. 3, 2, p. 93 - 112 20 p.

Research output: Contribution to journalArticleResearchpeer-review

A critical analysis of central bank independence and governance in Australia and Bangladesh

Ahsan, A., Skully, M. T. & Wickramanayake, J., 2009, In : Journal of Administration and Governance. 4, 1, p. 11 - 28 18 p.

Research output: Contribution to journalArticleResearchpeer-review

30 Citations (Scopus)

A new approach to modeling co-movement of international equity markets: Evidence of unconditional copula-based simulation of tail dependence

Sun, W., Rachev, S., Fabozzi, F. J. & Kalev, P. S., 2009, In : Empirical Economics. 36, 1, p. 201 - 229 29 p.

Research output: Contribution to journalArticleResearchpeer-review

29 Citations (Scopus)

Anomalies and stock returns: Australian evidence

Gharghori, P., Veeraraghavan, M. & Lee, R., 2009, In : Accounting and Finance. 49, 3, p. 555 - 576 22 p.

Research output: Contribution to journalArticleResearchpeer-review

14 Citations (Scopus)

Are the Fama-French factors proxying news related to GDP growth? The Australian evidence

Nguyen, P. A., Faff, R. & Gharghori, P., 2009, In : Review of Quantitative Finance and Accounting. 33, 2, p. 141 - 158 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Completing the pensions task: Infrastructure for nationally coordinated private schemes

Gay, R. & Duns, J. C., 2009, In : Journal of Economic and Social Policy. 13, 1, p. 1 - 8 8 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Corporate governance and regulatory reform: Australian evidence

Strydom, M., 2009, In : Investment Management and Financial Innovations. 6, 4, p. 112 - 121 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Corporate sustainability performance and idiosyncratic risk: A global perspective

Lee, D. D. & Faff, R., 2009, In : The Financial Review. 44, 2, p. 213 - 237 25 p.

Research output: Contribution to journalArticleResearchpeer-review

Deal or no deal, that is the question: The impact of increasing stakes and framing effects on decision-making under risk

Brooks, R. D., Faff, R., Mulino, D. & Scheelings, R., 2009, In : International Review of Finance. 9, 1-2, p. 27 - 50 24 p.

Research output: Contribution to journalArticleResearchpeer-review

16 Citations (Scopus)

Default risk and equity returns: Australian evidence

Gharghori, P., Chan, H. & Faff, R., 2009, In : Pacific Basin Finance Journal. 17, 5, p. 580 - 593 14 p.

Research output: Contribution to journalArticleResearchpeer-review

19 Citations (Scopus)

Derivative activities and Asia-Pacific banks' interest rate and exchange rate exposures

Au Yong, H. H., Faff, R. & Chalmers, K., 2009, In : Journal of International Financial Markets, Institutions and Money. 19, 1, p. 16 - 32 17 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Do Australian hedge fund managers possess timing abilities?

Do, M. V., Faff, R. & Veeraraghavan, M., 2009, In : Applied Financial Economics. 19, 1, p. 27 - 38 12 p.

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)

Does risk aversion vary with decision-frame? An empirical test using recent game show data

Mulino, D., Scheelings, R., Brooks, R. D. & Faff, R., 21 Sep 2009, In : Review of Behavioral Finance. 1, 1-2, p. 44-61 18 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

E-Learning Technologies and Evidence-Based Assessment Approaches

Spratt, C. F. & Lajbcygier, P. R., 2009, Hershey New York USA: Information Science Reference. 313 p.

Research output: Book/ReportEdited BookOther

Ethical investments and performance of Islamic banks

Brown, K. E. & Skully, M. T., 2009, In : Journal of Islamic Economics, Banking and Finance. 5, 1, p. 59 - 72 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Examination items in financial mathematics: A Bayesian analysis of Differential Item Functioning (DIF) using Item-Response Theory (IRT)

Sanford, A. D. & Lajbcygier, P. R., 2009, In : Advances in Financial Education. 7, 1 & 2, p. 158 - 182 25 p.

Research output: Contribution to journalArticleResearchpeer-review

Exchange rate regime verification: Has China actually moved from a dollar peg to a basket peg?

Moosa, I. A., Naughton, T. & Li, L., 2009, In : Economia Internazionale (International Economics). 62, 1, p. 41 - 67 27 p.

Research output: Contribution to journalArticleResearchpeer-review

Exchange-traded funds in the Middle East: Opportunities and Challenges in the GCC countries

Al-Abduljader, S. T. & Moosa, I. A., 2009, Exchange-Traded Funds: Conceptual and Practical Investment Approaches. Meziani, A. S. (ed.). London UK: Risk Books, p. 495 - 520 26 p.

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

14 Citations (Scopus)

Fund size, transaction costs and performance: Size matters!

Chan, H. W. H., Faff, R., Gallagher, D. R. & Looi, A., 2009, In : Australian Journal of Management. 34, 1, p. 73 - 96 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Identifying latent classes and differential item functioning in a cohort of e-learning students

Sanford, A. D., Lajbcygier, P. R. & Spratt, C. F., 2009, E-Learning Technologies and Evidence -Based Assessment Approaches. Spratt, C. & Lajbcygier, P. (eds.). Hershey PA USA: Information Science Publishing, p. 195 - 217 23 p.

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

8 Citations (Scopus)

Idiosyncratic volatility and security returns: Australian evidence

Bollen, B. E., Skotnicki, A. A. & Veeraraghavan, M., 2009, In : Applied Financial Economics. 19, 19, p. 1573 - 1579 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Impact of Asian crisis on the long run relationship of East Asian real interest rates

Ji, I. P., 2009, In : Empirical Economics Letters. 8, 10, p. 987 - 992 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Impact of interest rates on loan default: Experience from a developing country

Hoque, M. Z. & Hossain, M. Z., 2009, In : Global Economy and Finance Journal. 2, 1, p. 172 - 186 15 p.

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)

Information and volatility links in the foreign exchange market

Treepongkaruna, S. & Gray, S., 2009, In : Accounting and Finance. 49, 2, p. 385 - 405 21 p.

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)

Intraweek and intraday trade patterns and dynamics

Kalev, P. S. & Pham, T. T. L., 2009, In : Pacific Basin Finance Journal. 17, 5, p. 547 - 564 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Modelling the behaviour of technicians and fundamentalists in the Shanghai stock market

Moosa, I. A. & Li, L., 2009, In : The International Journal of Banking and Finance. 6, 2, p. 1 - 36 36 p.

Research output: Contribution to journalArticleResearchpeer-review

New insights into rights offerings as signals of firm quality: Evidence from Australia

Balachandran, B., Faff, R. & Theobald, M. F., 2009, In : Journal of Applied Corporate Finance. 21, 3, p. 80 - 85 6 p.

Research output: Contribution to journalArticleResearchpeer-review

15 Citations (Scopus)

Nonlinear linkages between financial risk tolerance and demographic characteristics

Faff, R., Hallahan, T. & McKenzie, M., 2009, In : Applied Economics Letters. 16, 13, p. 1329 - 1332 4 p.

Research output: Contribution to journalArticleResearchpeer-review

50 Citations (Scopus)

Oil prices and transport sector returns: An international analysis

Nandha, M. S. & Brooks, R. D., 2009, In : Review of Quantitative Finance and Accounting. 33, 4, p. 393 - 409 17 p.

Research output: Contribution to journalArticleResearchpeer-review

23 Citations (Scopus)

Order aggressiveness of institutional and individual investors

Duong, H. N., Kalev, P. S. & Krishnamurti, C., 2009, In : Pacific Basin Finance Journal. 17, 5, p. 533 - 546 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Preservation of lump sum capital under pension drawdown

Gay, R., 2009, In : JASSA: The Finsia Journal of Applied Finance. 2009, 3, p. 22 - 25 4 p.

Research output: Contribution to journalArticleResearchpeer-review

29 Citations (Scopus)

Random walk and efficiency tests in the Asia-Pacific foreign exchange markets: Evidence from the post-Asian currency crisis data

Azad, A. S., 2009, In : Research in International Business and Finance. 23, 3, p. 322 - 338 17 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Rankings for Australian managed funds: Contrariness and performance index failure

Dempsey, M. J., 2009, In : Journal of Asset Management. 10, 3, p. 138 - 157 20 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

Real interest rate linkages in the Pacific-Basin region

Ji, I. P. & Kim, J., 2009, In : International Review of Economics and Finance. 18, 3, p. 440 - 448 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Regulation of retail financial services

Ralston, D. E., 2009, In : Australian Economic Review. 42, 4, p. 482 - 489 8 p.

Research output: Contribution to journalArticleResearchpeer-review