Research Output 1987 2019

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Conference Paper
2019

Revealing high-frequency trading provision of liquidity with visualization

Hirsch, M., Cook, D., Lajbcygier, P. & Hyndman, R., 2019, Proceedings of the 2nd International Conference on Software Engineering and Information Management (ICSIM 2019). Budiardjo, E. K. & Sbihi, M. (eds.). 1st ed. New York NY USA: Association for Computing Machinery (ACM), p. 157-165 9 p. (ACM International Conference Proceeding Series).

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

2017

10-K filing content and SEO flotation costs

Sheikhbahaei, A., Di Iorio, A., Balachandran, B. & Duong, H. N., 3 Jul 2017, European Financial Management Association: 2017 Annual Meetings . Triantafillou, A. (ed.). Norfolk VA USA: European Financial Management Association, 41 p.

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

2010

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

2007

Evolutionary finance simulation of long term equity portfolio management system

Lee, V. C-S., Tan, T. Y. & Kwok, T., 2007, Proceedings of the 2007 International Conference on Service Systems and Service Management. Chen, J. (ed.). China: IEEE, Institute of Electrical and Electronics Engineers, p. 369 - 374 6 p.

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

2005

International mergers and acquisitions: an Australian study on post agreement integration

McDonald, J., Coulthard, M. R. & De Lange, P. A., 2005, Proceedings of the Australia and New Zealand International Business Academy (ANZIBA) Conference 2005. Alam, Q. (ed.). Melbourne Vic Australia: Monash University Publishing, p. 1 - 25 25 p.

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

Rating integrated governance: conceptual issues

Coghill, K. A., Tam, O. K., Ariff, M. & Neesham, C., 2005, Integrated governance: linking up government, business and civil society: Proceedings. Coghill, K. (ed.). Caulfield Vic Australia: Monah University, p. 1 - 14 14 p.

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

The importance of strategic planning and due diligence in mergers and acquisitions: an Australian perspective

McDonald, J., Coulthard, M. R. & De Lange, P. A., 2005, Global markets in dynamic environments: making positive connections through strategy, technology and knowledge. Delener, N. & Chao, C. (eds.). USA: Global Business and Technology Association, p. 801 - 808 8 p.

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

Volatility transmission between stock and bond markets: evidence from US and Australia

Fang, V. K. F., Lee, V. C-S. & Lim, Y. C., 2005, Proceedings of the 6th International Conference on Intelligent Data Engineering and Automated Learning (IDEAL 2005). Gallagher, M., Hogan, J. & Maire, F. (eds.). Germany: Springer-Verlag London Ltd., Vol. 3578. p. 580 - 587 8 p.

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

2004

An evaluation of X-efficiency and scale economies of banks in selected South East Asian countries: 1997-2001

Tsigos, S. & Wickramanayake, J., 2004, Roads to Sustainable Asian Economic Prosperity: Proceedings of the 12th Annual Conference on Pacific Basin Finance, Economics, Accounting and Business. Lee, C. (ed.). Bangkok Thailand: UTCC, p. 1 - 37 37 p.

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

A wavelet-based method of variance homogeneity testing of foreign exchange rates

Zhang, C. D., In, F. H. & Farley, A. A., 2004, Proceedings of the 2004 AFAANZ Conference. Gray, P. (ed.). Australia: AFAANZ, p. 1 - 37 37 p.

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

Contributions of domain knowledge and stacked generalization in AI-based classification models

Wu, W., Lee, V. C. & Tan, T., 2004, Proceedings of the 17th Australian Joint Conference on Artificial Intelligence: Advances in Artificial Intelligence (AI 2004). Webb, G. I. & Yu, X. (eds.). Germany: Springer-Verlag London Ltd., Vol. 3339. p. 1049 - 1054 6 p.

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

Credit risks of interest rate swaps: a comparative study of CIR and Monte Carlo simulation approach

Fang, V. K. F. & Lee, V. C. S., 2004, Proceedings of the 5th International Conference on Intelligent Data Engineering and Automated Learning (IDEAL 2004). Yang, Z. R., Everson, R. & Yin, H. (eds.). Germany: Springer-Verlag London Ltd., Vol. 3177. p. 780 - 787 8 p.

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

Investigating the DEA Malmquist efficiency performance of Islamic banks

Viverita, V., Brown, K. E. & Skully, M. T., 2004, Global Standardisation of Islamic Banking and Finance Through Best Practices of Corporate Governance and Benchmarking: Proceedings of the 2nd International Islamic Banking & Finance Conference. Shanmugam, B. (ed.). Petaling Jaya Malaysia: Monash University, p. 1 - 12 12 p.

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

The correlation of stock and bond returns: a comparison between U.S. and Australia

Fang, V. K. F. & Lim, Y. C., 2004, Proceedings of the 2004 AFAANZ Conference. Gray, P. (ed.). Australia: AFAANZ, p. 1 - 21 21 p.

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

2003

A cross-country analysis of Islamic bank performance

Brown, K. E. & Skully, M. T., 2003, International Banking Islamic Conference - From Money Lenders to Bankers: Evolution of Islamic Banking in Relation to Judeo Christian and Oriental Banking Traditions. Shanmugam, B. (ed.). Bandar Sunway Malyasia: Monash University Malaysia, p. 1 - 20 20 p.

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

A regional comparative analysis of China's banking system

Brown, K. E. & Skully, M. T., 2003, International Challenges for the Global China: Proceedings. Smyth, R., Tam, O. K. & Zhu, C. (eds.). Clayton Vic Australia: Asian Business and Economics Research Unit, p. 345 - 361 17 p.

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

Dualistic financial structure and changes in informal and formal financing in the rural sector in Sri Lanka

Wickramanayake, J., 2003, International Islamic Banking Conference - "From Money Lenders to Bankers: Evolution of Islamic Banking in Relation to Judeo Christian and Oriental Banking Traditions". Shanmugam, B. (ed.). Bandar Sunway Malaysia: Monash University Publishing, p. 1 - 17 17 p.

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

Governance in financial supervision: the Australian experience in the 1990s

Bakir, C., 2003, Refereed Papers from the 2003 APSA Conference. www.utas.edu.au/government/APSA: Australasian Political Studies Association, p. 1 - 17 17 p.

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

Testing the expectations hypothesis for interest rate term structure: some Australian evidence

Fang, V. K. F. & Lee, V. C. S., 2003, Proceedings of the International Conference on Computational Science and Its Applications (ICCSA 2003). Kumar, V., Gavrilova, M. L., Tan, C. K. & L'Ecuyer, P. (eds.). NY USA: Springer-Verlag London Ltd., Vol. 2669. p. 189 - 198 10 p.

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

The 'exoteric' politics of bank mergers in Australia

Bakir, C., 2003, 2003 Hawaii International Conference on Business - Conference Proceedings. Burge, A. (ed.). Hawaii USA: Hawaii International Conferences, p. 1 - 41 41 p.

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