Research Output 1959 2020

2010

The stock exchange of Mauritius: A study of segmentation versus integration at the regional and global level

Suntah, N. & Brooks, R., 2010, In : African Journal of Accounting, Economics, Finance and Banking Research. 6, 6, p. 32 - 41 10 p.

Research output: Contribution to journalArticleResearchpeer-review

The vector innovations structural time series framework: A simple approach to multivariate forecasting

de Silva, A. J., Hyndman, R. & Snyder, R., 2010, In : Statistical Modelling. 10, 4, p. 353 - 374 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Underpricing, risk management, hot issue and crowding out effects: Evidence from the Australian resources sector initial public offerings

Nguyen, H., Dimovski, W. & Brooks, R., 2010, In : Review of Pacific Basin Financial Markets and Policies. 13, 3, p. 333 - 361 29 p.

Research output: Contribution to journalArticleResearchpeer-review

Using functional data analysis models to estimate future time trends in age-specific breast cancer mortality for the United States and England-Wales

Erbas, B., Akram, M., Gertig, D., English, D. R., Hopper, J. L., Kavanagh, A. M. & Hyndman, R. J., 2010, In : Journal of Epidemiology. 20, 2, p. 159 - 165 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Variations in sovereign credit quality assessments across rating agencies

Hill, P., Brooks, R. D. & Faff, R., 2010, In : Journal of Banking and Finance. 34, 6, p. 1327 - 1343 17 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

Wavelet-based fuzzy clustering of time series

Maharaj, E., D'Urso, P. & Galagedera, D., 2010, In : Journal of Classification. 27, 2, p. 231 - 275 45 p.

Research output: Contribution to journalArticleResearchpeer-review

Welcome message from the chairs ISMS 2010

Al-Dabass, D., Pantelous, A., Tawfik, H., Nagar, A., Abraham, A. & Zobel, R., 2010, In : ISMS 2010 - UKSim/AMSS 1st International Conference on Intelligent Systems, Modelling and Simulation. 5416043.

Research output: Contribution to journalEditorialOtherpeer-review

What do the bingers drink? Micro-unit evidence on negative externalities and drinker characteristics of alcohol consumption by beverage types

Srivastava, P. D. & Zhao, X., 2010, In : Economic Papers: A Journal of Applied Economics and Policy. 29, 2, p. 229 - 250 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Why do emerging stock markets experience more persistent price deviations from a random walk over time? A country-level analysis

Lim, K. & Brooks, R. D., 2010, In : Macroeconomic Dynamics. 14, S1, p. 3-41 39 p.

Research output: Contribution to journalArticleResearchpeer-review

2009

Accounting for Sri Lanka's expenditure inequality 1980-2002: Regression-based decomposition approaches

Gunatilaka, R. S. & Chotikapanich, D., 2009, In : Review of Income and Wealth. 55, 4, p. 882 - 906 25 p.

Research output: Contribution to journalArticleResearchpeer-review

A conditional dependence adjusted weights of evidence model

Deng, M., 2009, In : Natural Resources Research. 18, 4, p. 249 - 258 10 p.

Research output: Contribution to journalArticleResearchpeer-review

A duration analysis of the time from prospectus to listing for Australian initial public offerings

Brooks, R. D., Fry, T. R. L., Dimovski, W. & Mihajilo, S., 2009, In : Applied Financial Economics. 19, 3, p. 183 - 190 8 p.

Research output: Contribution to journalArticleResearchpeer-review

A multivariate innovations state space Beveridge-Nelson decomposition

de Silva, A. J., Hyndman, R. J. & Snyder, R. D., 2009, In : Economic Modelling. 26, 5, p. 1067 - 1074 8 p.

Research output: Contribution to journalArticleResearchpeer-review

An analytical framework for explaining relative performance of CAPM beta and downside beta

Galagedera, D. U. A., 2009, In : International Journal of Theoretical and Applied Finance. 12, 3, p. 341 - 358 18 p.

Research output: Contribution to journalArticleResearchpeer-review

A power hungry generation

Smith, S. & Deng, M., 2009, Australian and New Zealand Marketing Academy (ANZMAC) 2009 Sustainable Management and Marketing Conference. Tojib, D. (ed.). Melbourne Vic Australia: ANZMAC, p. 1 - 7 7 p.

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

Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests

Lim, K-P. & Brooks, R. D., 2009, In : Applied Financial Economics. 19, 2, p. 147 - 155 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Assessing the magnitude of the concentration parameter in a simultaneous equations model

Poskitt, D. & Skeels, C. L., 2009, In : Econometrics Journal. 12, 1, p. 26 - 44 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Autocorrelation-based fuzzy clustering of time series

D'Urso, P. & Maharaj, E. A., 2009, In : Fuzzy Sets and Systems. 160, 24, p. 3565 - 3589 25 p.

Research output: Contribution to journalArticleResearchpeer-review

Automatic variance ratio test under conditional heteroskedasticity

Kim, J. H., 2009, In : Finance Research Letters. 6, 3, p. 179 - 185 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Characteristics of companies in voluntary administration

Herzberg, A., Bender, M. R. & Gordon-Brown, L. N., 2009, In : Keeping Good Companies. 61, 5, p. 260 - 265 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Chronic diseases and labour force participation in Australia

Zhang, X., Zhao, X. & Harris, A. H., 2009, In : Journal of Health Economics. 28, 1, p. 91 - 108 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Climate change impacts and adaptation in Bangladesh: An agent-based approach

Angus, S., Parris, B. W. & Hassani Mahmooei, B., 2009, Proceedings of the 18th IMACS World Congress and MODSIM09 International Congress on Modelling and Simulation. Anderssen, R. S., Braddock, R. D. & Newham, L. T. H. (eds.). www.mssanz.org.au/modsim09: Modelling and Simulation Society of Australia and New Zealand, p. 2720 - 2726 7 p.

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

Current measures to protect e-consumers' privacy in Australia

Ha, T. T. H., Coghill, K. A. & Maharaj, E. A., 2009, Online Consumer Protection: Theories of Human Relativism. Chen, K. & Fadlalla, A. (eds.). Hershey PA USA: Information Science Publishing, p. 123-150 28 p.

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

Designing adaptive artificial agents for an economic production and conflict model

Hassani Mahmooei, B. & Parris, B. W., 2009, Artificial Life: Borrowing from Biology. Korb, K., Randall, M. & Hendtlass, T. (eds.). Heidelberg Germany: Springer-Verlag London Ltd., p. 179 - 190 12 p.

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

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

Does the option market produce superior forecasts of noise-corrected volatility measures?

Martin, G. M., Reidy, A. & Wright, J. D., 2009, In : Journal of Applied Econometrics. 24, 1, p. 77 - 104 28 p.

Research output: Contribution to journalArticleResearchpeer-review

Do realized betas exhibit up/down market tendencies?

Woodward, G. & Brooks, R. D., 2009, In : International Review of Economics and Finance. 18, 3, p. 511 - 519 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Duration of IPOs between offering and listing: Cox proportional hazard models-Evidence for Chinese A-share IPOs

Guo, H. & Brooks, R. D., 2009, In : International Review of Financial Analysis. 18, 5, p. 239 - 249 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Early childhood education and care in urban China: The importance of parental choice

Nyland, B., Nyland, C. & Maharaj, E. A., 2009, In : Early Child Development and Care. 179, 4, p. 517 - 528 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Economics and Marijuana: Consumption, Pricing and Legalisation

Clements, K. & Zhao, X., 2009, Cambridge UK: Cambridge University Press. 440 p.

Research output: Book/ReportBookResearchpeer-review

Economic significance of downside risk in developed and emerging markets

Galagedera, D. U. A., 2009, In : Applied Economics Letters. 16, 16, p. 1627 - 1632 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Effective global regularity and empirical modelling of direct, inverse, and mixed demand systems

McLaren, K. R. & Wong, G. K. K., 2009, In : Canadian Journal of Economics. 42, 2, p. 749 - 770 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Efficiency and productivity of the US banking industry, 1998-2005: Evidence from the Fourier cost function satisfying global regularity conditions

Feng, G. & Serletis, A., 2009, In : Journal of Applied Econometrics. 24, 1, p. 105 - 138 34 p.

Research output: Contribution to journalArticleResearchpeer-review

Efficiency tests of the UK financial futures markets and the impact of electronic trading systems: A note on relative market efficiency

Lim, K-P., 2009, In : Applied Economics Letters. 16, 11, p. 1129 - 1132 4 p.

Research output: Contribution to journalArticleResearchpeer-review

Exponential smoothing and non-negative data

Akram, M., Hyndman, R. J. & Ord, J. K., 2009, In : Australian and New Zealand Journal of Statistics. 51, 4, p. 415 - 432 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Extending the GGobi pipeline from R: RRapid prototyping of interactive visualizations

Lawrence, M., Wickham, H., Cook, D., Hofmann, H. & Swayne, D. F., May 2009, In : Computational Statistics. 24, 2, p. 195-205 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Financial hardship and financial literacy: A case study from the Gippsland region

Tennant, J. K., Wright, J. D. & Jackson, D. J., 2009, In : JASSA: The Finsia Journal of Applied Finance. 2009, 2, p. 10 - 15 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasting functional time series

Hyndman, R. J. & Shang, H. L., 2009, In : Journal of the Korean Statistical Society. 38, 3, p. 199 - 211 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasting the wind generation using a two-stage network based on meteorological information

Fan, S., Liao, J. R., Yokoyama, R., Chen, L. & Lee, W-J., 2009, In : IEEE Transactions on Energy Conversion. 24, 2, p. 474 - 482 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Heteroskedasticity-robust testing for a fractional unit root

Kew, H. Y. & Harris, D. C., 2009, In : Econometric Theory. 25, 6, p. 1734 - 1753 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Hierarchical forecasts for Australian domestic tourism

Athanasopoulos, G., Ahmed, R. A. & Hyndman, R. J., 2009, In : International Journal of Forecasting. 25, 1, p. 146 - 166 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Incorporating a tracking signal into a state space model

Snyder, R. D. & Koehler, A. B., 2009, In : International Journal of Forecasting. 25, 3, p. 526 - 530 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Incorporating exploratory methods using dynamic graphics into multivariate statistics classes: Curriculum development

Cook, D., 2009, Quality Research in Literacy and Science Education: International Perspectives and Gold Standards. Springer, p. 337-355 19 p.

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

Intergenerational homelessness and the intergenerational use of homelessness services

Flatau, P., Eardley, T., Spooner, C. & Forbes, C. S., 2009, 119 ed. Australia: Australian Housing and Urban Research Institute. 26 p.

Research output: Book/ReportCommissioned ReportResearchpeer-review

Market depth in an illiquid market: Applying the VNET concept to Victorian water markets

Brooks, R. D., Harris, E. M. & Joymungul, Y., 2009, In : Applied Economics Letters. 16, 13, p. 1361 - 1364 4 p.

Research output: Contribution to journalArticleResearchpeer-review

Mental Illness and its effects on labour market outcomes

Cornwell, K. A., Forbes, C. S., Inder, B. A. & Meadows, G. N., 2009, In : Journal of Mental Health Policy and Economics. 12, 3, p. 107 - 118 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Modelling time-varying downside risk

Galagedera, D. U. A. & Jaapar, A., 2009, In : The I C F A I Journal of Financial Economics. 7, 1, p. 36 - 51 16 p.

Research output: Contribution to journalArticleResearchpeer-review