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Research Output 2002 2016

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2016
2 Citations (Scopus)

Assessing the information content of short-selling metrics using daily disclosures

Comerton-Forde, C., Do, B. H., Gray, P. & Manton, T., 1 Mar 2016, In : Journal of Banking and Finance. 64, p. 188-204 17 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Co-existence of short-term reversals and momentum in the Australian equity market

Chai, D. & Do, B., 1 Feb 2016, In : Australian Journal of Management. 41, 1, p. 55-76 22 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

The profitability of volatility spread trading on ASX equity options

Do, B. H., Foster, A. & Gray, P., 1 Feb 2016, In : Journal of Futures Markets. 36, 2, p. 107-126 20 p.

Research output: Contribution to journalArticleResearchpeer-review

2015
8 Citations (Scopus)

Liquidity provision and informed trading by individual investors

Tian, X., Do, B. H., Duong, H. N. & Kalev, P. S., 2015, In : Pacific Basin Finance Journal. 35, p. 143 - 162 20 p.

Research output: Contribution to journalArticleResearchpeer-review

2012
45 Citations (Scopus)

Are pairs trading profits robust to trading costs?

Do, B. H. & Faff, R., 2012, In : Journal of Financial Research. 35, 2, p. 261 - 287 27 p.

Research output: Contribution to journalArticleResearchpeer-review

10 Citations (Scopus)

Does the 2008 short sale ban affect the enforcement of the Law of One Price? Evidence from Australia

Do, B. H., Do, M. V. & Chai, D., 2012, In : Accounting and Finance. 52, 1, p. 117 - 144 28 p.

Research output: Contribution to journalArticleResearchpeer-review

2010
66 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

2004
16 Citations (Scopus)

Do futures-based strategies enhance dynamic portfolio insurance?

Do, B. H. & Faff, R., 2004, In : Journal of Futures Markets. 24, 6, p. 591 - 608 18 p.

Research output: Contribution to journalArticleResearchpeer-review

2002
17 Citations (Scopus)

Relative performance of dynamic portfolio insurance strategies: Australian evidence

Do, B. H., 2002, In : Accounting and Finance. 42, 3, p. 279 - 296 18 p.

Research output: Contribution to journalArticleResearchpeer-review