Research Output 1987 2020

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Chapter (Book)
2018

Is socially responsible investing more risky? Australian evidence

Mackie, E., Palit, I., Veeraraghavan, M. & Watson, J., 2018, Sustainability and Social Responsibility: Regulation and Reporting. Gal, G., Akişik, O. & Wooldridge, W. (eds.). Singapore Singapore: Springer, p. 261-305 45 p. 12. (Accounting, Finance, Sustainability, Governance & Fraud: Theory and Application).

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

2017
1 Citation (Scopus)

Extreme value theory and risk management in electricity markets

Chan, K. F. & Gray, P., 2017, Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications. Longin, F. (ed.). Hoboken NJ USA: John Wiley & Sons, p. 405-425 21 p.

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

Hedge fund replication

Tupitsyn, M. & Lajbcygier, P., 2017, Hedge Funds: Structure, Strategies, and Performance. Baker, H. K. & Filbeck, G. (eds.). 1st ed. Oxford UK: Oxford University Press, p. 460-490 31 p.

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

2016

Behaviour, choice, and British pension policy

Clark, G. L., 1 Jan 2016, Social Policy Review 28: Analysis and Debate in Social Policy, 2016. Fenger, M., Hudson, J. & Needham, C. (eds.). Bristol UK: Policy Press, p. 3-22 20 p.

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

Economic and financial integration in South Asia

Edirisuriya, P. & Gunasekarage, A., 2016, Financial Market Regulations and Legal Challenges in South Asia. Kashyap, A. K. & Tomar, A. S. (eds.). United States: Business Science Reference, p. 298-315 18 p. (Advances in Finance, Accounting, and Economics (AFAE) Book Series).

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

2 Citations (Scopus)

Mutual fund industry performance: A network data envelopment analysis approach

Premachandra, I. M., Zhu, J., Watson, J. & Galagedera, D. U. A., 20 Apr 2016, Data Envelopment Analysis: A Handbook of Empirical Studies and Applications. Zhu, J. (ed.). New York: Springer, p. 165-228 64 p. 7. (International Series in Operations Research & Management Science).

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

Realized volatility of the spread: analysis in the foreign exchange market

Bissoondoyal-Bheenick, E., Brooks, R. D., Treepongkaruna, S. & Wee, M., 2016, Risk Management in Emerging Markets: Issues, Framework, and Modeling. Boubaker, S., Buchannan, B. & Ngyuyen, D. K. (eds.). Bingley UK: Emerald Group Publishing Limited, p. 3-35 33 p.

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

The relationship between screening intensity and performance of socially responsible investment funds

Gharghori, P. & Ooi, E., 2016, Handbook of Environmental and Sustainable Finance. Ramiah, V. & Gregoriou, G. N. (eds.). London UK: Elsevier, p. 335-357 23 p.

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

2015
1 Citation (Scopus)

Stock market impact of sovereign rating changes: Alternative benchmark models

Bissoondoyal-Bheenick, E. & Brooks, R. D., 2015, Emerging Markets and Sovereign Risk. Finch, N. (ed.). Basingstoke UK: Palgrave Macmillan, p. 231-252 22 p.

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

The UK pensions crisis and institutional innovation: Beyond corporatism and neoliberalism

Clark, G. L., 1 Jan 2015, Challenges of Aging: Pensions, Retirement and Generational Justice. Torp, C. (ed.). Basingstoke UK: Palgrave Macmillan, p. 105-132 28 p.

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

2014
1 Citation (Scopus)

Comparative financial development in Asia-Pacific since the Asia crisis

Brown, K. E., Batten, J. A., Skully, M. T. & Nguyen, Y. N., 2014, Handbook of Asian Finance: Financial Markets and Sovereign Wealth Funds - Volume 1. Lee, D., Chuen, K. & Gregoriou, G. N. (eds.). 1st ed. San Diego CA USA: Academic Press, p. 237 - 250 14 p.

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

Evaluation of mutual fund growth and performance in Asia

Brown, K. E., Watson, J., Vaz, J. J. & Skully, M. T., 2014, Handbook of Asian Finance: REITs, Trading, and Fund Performance - Volume 2. Chuen, D. L. K. & Gregoriou, G. N. (eds.). 1st ed. San Diego CA USA: Academic Press, p. 311 - 341 31 p.

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

2 Citations (Scopus)

Individual investors' trading activities and price volatility

Duong, H. N. & Kalev, P. S., 2014, Market Microstructure and Nonlinear Dynamics: Keeping Financial Crisis in Context. Dufrenot, G., Jawadi, F. & Louhichi, W. (eds.). Switzerland: Springer, p. 155 - 188 34 p.

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

Islamic finance in Australia

Skully, M. T., 2014, Risk and Regulation of Islamic Banking. Lewis, M. K., Ariff, M. & Mohamad, S. (eds.). Cheltenham UK: Edward Elgar Publishing, p. 272 - 282 11 p.

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

Pre-trade transparency and the information content of the limit order book

Duong, H. N., Kalev, P. S. & Sun, Y., 2014, Market Microstructure and Nonlinear Dynamics: Keeping Financial Crisis in Context. Dufrenot, G., Jawadi, F. & Louhichi, W. (eds.). Switzerland: Springer, p. 25 - 50 26 p.

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

2013

A Bayesian approach to multivariate state space modelling: A study of a Fama-French asset-pricing model with time-varying regressors

Strickland, C. M. & Gharghori, P., 2013, Case Studies in Bayesian Statistical Modelling and Analysis. Alston, C. L., Mengersen, K. L. & Pettitt, A. N. (eds.). Chichester WSX UK: John Wiley & Sons, p. 252 - 266 15 p.

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

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

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

2012

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

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

2011
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

2010

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

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

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

2009

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

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

The validity of group marks as a proxy for individual learning in e-learning settings

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. 136 - 150 15 p.

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

2008

A practical guide to gold as an investment asset

Cai, C. X., Clacher, I., Faff, R. & Hillier, D., 2008, The Handbook of Commodity Investing. Fabozzi, F. J., Fuss, R. & Kaiser, D. G. (eds.). New Jersey USA: John Wiley & Sons, p. 712 - 735 24 p.

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

Central Bank Independence and Governance: Definitions and Modelling

Ahsan, A., Skully, M. T. & Wickramanayake, J., 2008, Central Banking Governance: Issues and Perspectives. Kumar, R., Jain, B. & Sohani, A. K. (eds.). 1 ed. India: Icfai University Press, p. 12 - 58 47 p.

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

2007

Corporate debt default and developmental role of development banks: A theoretical approach

Hoque, M. Z., 2007, Engagement and Change: Exploring Management, Economic and Finance Implications of a Globalising Environment. Basu, P., O'Neil, G. & Travaglione, A. (eds.). Australia: Australian Academic Press, p. 175 - 182 8 p.

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

1 Citation (Scopus)

Corporate governance: the case of Australian banks

Ariff, M. & Hoque, M. Z., 2007, Corporate Governance in Banking: A Global Perspective. Gup, B. E. (ed.). USA: Edward Elgar Publishing, p. 210 - 233 24 p.

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

Liquidity and market efficiency before and after the introduction of electronic trading at the Sydney Futures Exchange

Burgess, M. & Wickramanayake, J., 2007, Asset Allocation and International Investments. Gregoriou, G. N. (ed.). First ed. Basingstoke UK: Palgrave Macmillan, p. 151 - 182 32 p.

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

15 Citations (Scopus)

Operational efficiency and performance of Islamic banks

Brown, K. E., Hassan, M. K. & Skully, M. T., 2007, Handbook of Islamic Banking. Hassan, M. K. & Lewis, M. K. (eds.). Cheltenham UK: Edward Elgar Publishing, p. 96 - 115 20 p.

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

Price volatility in stocks subject to tender offers

Hutson, E. R., 2007, Mergers and acquisitions: current issues. Neuhauser, K. & Gregoriou, G. (eds.). Palgrave Macmillan, (Finance and Capital Markets).

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

The Australian Stock Market: An empirical investigation

Chan, A. & Wickramanayake, J., 2007, Asset Allocation and International Investments. Gregoriou, G. N. (ed.). First ed. Basingstoke UK: Palgrave Macmillan, p. 114 - 136 23 p.

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

Using "blended learning" to develop tertiary students' skills of critique

Lajbcygier, P. R. & Spratt, C. F., 2007, Integrating Information and Communications Technologies into the Classroom. Tomei, L. (ed.). Hershey PA USA: Information Science Publishing, p. 1 - 18 18 p.

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

2006

Capital structure in new technology-based firms: venture capital-backed versus non-venture capital-backed firms in the Irish software sector

Hogan, T. & Hutson, E. R., 2006, Venture Capital: a European Perspective. Gregoriou, G., Kooli, M. & Kräeussl, R. (eds.). Elsevier

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

Domestic saving and the financing of Arab economic development: A reconsideration of the Feldstein-Horioka puzzle

Moosa, I. A., 2006, Issues in the Design of Development Policies. Ali, A. A. G. (ed.). Safat Kuwait: Arab Planning Institute, p. 43 - 58 16 p.

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

1 Citation (Scopus)

Moments analysis in risk and performance monitoring of funds of hedge funds

Lee, D. K. C., Phoon, K. F. & Wong, C. Y., 2006, Funds of Hedge Funds: Performance, Assessment, Diversification, and Statistical Properties. Gregoriou, G. N. (ed.). Oxford UK: Butterworth-Heinemann, p. 327 - 348 22 p.

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

Romanian financial markets

Skully, M. T. & Brown, K. E., 2006, Emerging European Financial Markets: Independence and Integration Post-Enlargement. Batten, J. A. & Kearney, C. (eds.). 1 ed. Oxford UK: Elsevier, p. 281 - 321 41 p.

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

2 Citations (Scopus)

Romanian Financial Markets11We would sincerely like to thank Surica Rosentuler, Ramona Merce and Corina Ciobanu for helpful comments

Skully, M. & Brown, K., 5 May 2006, Emerging European Financial Markets: Independence and Integration Post-Enlargement. p. 281-321 41 p. (International Finance Review; vol. 6).

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

2 Citations (Scopus)

The distributional characteristics of fund of hedge fund returns

Hutson, E. R., Lynch, M. & Stevenson, M., 2006, Funds of Hedge Funds: Performance, Assessment, Diversification and Statistical Properties. Gregoriou, G. (ed.). Elsevier, (Quantitative Finance Series).

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

What factors determine the use of venture capital?

Hogan, T. & Hutson, E. R., 2006, Entrepreneurship and the Financial Community: Starting Up and Growing New Ventures. Clarysse, B., Roure, J. & Schamp, T. (eds.). Edward Elgar Publishing

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

2005

Impact of globalization and economic development in Asia and Australia

Ariff, M., 2005, Capital markets, globalization and economic development. Gup, B. E. (ed.). First ed. New York USA: Springer, p. 145 - 160 16 p.

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

Investing in hedge funds: risks, returns, and performance measurement

Koh, F. C. C., Koh, W. T. H., Lee, D. K. C. & Phoon, K. F., 2005, Hedge funds: insights in perfomance measurement, risk analysis and portfolio allocation. Gregoriou, G. N., Hubner, G., Papageorgiou, N. & Rouah, F. (eds.). Hoboken USA: John Wiley & Sons, p. 341 - 364 24 p.

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

Regional comparative analysis of China's banking system

Brown, K. E. & Skully, M. T., 2005, China's Business Reforms: Institutional Challenges in a Globalised Economy. Smyth, R., Tam, O. K., Warner, M. & Zhu, C. J. (eds.). 1st ed. Abingdon UK: Routledge Curzon, p. 26-44 19 p.

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

2004
1 Citation (Scopus)
1 Citation (Scopus)

An examination of the impact of AFTA on Southeast Asian foreign direct investment

Scally, A. & Wickramanayake, J., 2004, The Future of Foreign Investment in Southeast Asia. Freeman, N. J. & Bartels, F. L. (eds.). 1 ed. London UK: Routledge Curzon, p. 49-79 31 p.

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