Michael E. Drew : Citation Profile


Are you Michael E. Drew?

Griffith University

9

H index

9

i10 index

254

Citations

RESEARCH PRODUCTION:

28

Articles

46

Papers

RESEARCH ACTIVITY:

   16 years (2001 - 2017). See details.
   Cites by year: 15
   Journals where Michael E. Drew has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 19 (6.96 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdr17
   Updated: 2024-01-16    RAS profile: 2020-07-07    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael E. Drew.

Is cited by:

Worthington, Andrew (9)

Plastun, Alex (7)

Caporale, Guglielmo Maria (6)

Phillips, Peter (6)

Zaremba, Adam (6)

Thorp, Susan (5)

Demirer, Riza (5)

Gil-Alana, Luis (5)

Roca, Eduardo (3)

Bianchi, Robert (3)

Fuertes, Ana-Maria (3)

Cites to:

Fama, Eugene (61)

French, Kenneth (55)

Campbell, John (38)

Stanford, Jon (26)

Titman, Sheridan (21)

Stambaugh, Robert (15)

Sharpe, William (13)

Shleifer, Andrei (12)

Grinblatt, Mark (12)

Keim, Donald (12)

faff, robert (12)

Main data


Where Michael E. Drew has published?


Journals with more than one article published# docs
Economic Papers5
Journal of Banking & Finance3
Australian Economic Review2
Australian Accounting Review2
Accounting Research Journal2
Economic Analysis and Policy2
Review of Pacific Basin Financial Markets and Policies (RPBFMP)2

Working Papers Series with more than one paper published# docs
Discussion Papers in Finance / Griffith University, Department of Accounting, Finance and Economics15

Recent works citing Michael E. Drew (2024 and 2023)


YearTitle of citing document
2023A Bibliometric Analysis of Climate Investing. (2023). Dash, Ranjan ; Joshi, Girish. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-44.

Full description at Econpapers || Download paper

2023Commodity momentum: A tale of countries and sectors. (2023). Qiao, Xiao ; Fan, John Hua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851323000053.

Full description at Econpapers || Download paper

2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

Full description at Econpapers || Download paper

2023Understanding the Evolution of Environment, Social and Governance Research: Novel Implications From Bibliometric and Network Analysis. (2023). , Anu ; Zhang, Yifang ; Singh, Amit Kumar. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:2:p:350-386.

Full description at Econpapers || Download paper

2023Commodity momentum decomposition. (2023). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:198-216.

Full description at Econpapers || Download paper

2023Probability weighting in commodity futures markets. (2023). Wang, Ying ; Xu, QI ; Yuan, Jun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:516-548.

Full description at Econpapers || Download paper

2023Wisdom of crowds and commodity pricing. (2023). de Silva, Sanuri ; Binnewies, Sebastian ; Fan, John Hua. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:8:p:1040-1068.

Full description at Econpapers || Download paper

2023The geopolitical risk premium in the commodity futures market. (2023). Pan, Zheyao ; Liao, Yin ; Cheng, Daxuan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:8:p:1069-1090.

Full description at Econpapers || Download paper

2023Commodity momentum and reversal: Do they exist, and if so, why?. (2023). Han, Meng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1204-1237.

Full description at Econpapers || Download paper

Works by Michael E. Drew:


YearTitleTypeCited
2004Portability of Superannuation Balances In: Agenda - A Journal of Policy Analysis and Reform.
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article0
2017Risk factors in Australian bond returns In: Accounting and Finance.
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article1
2006Superannuation: Switching and Roulette Wheels In: Australian Accounting Review.
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article2
2009The Puzzle of Financial Reporting and Corporate Short-Termism: A Universal Ownership Perspective In: Australian Accounting Review.
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article1
2010The Puzzle of Financial Reporting and Corporate Short- Termism: A Universal Ownership Perspective.(2010) In: Discussion Papers in Finance.
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This paper has nother version. Agregated cites: 1
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2003Principal and Agent Problems in Superannuation Funds In: Australian Economic Review.
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article11
2009The Case for Gender?Sensitive Superannuation Plan Design In: Australian Economic Review.
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article3
2009The Case for Gender-Sensitive Superannuation Plan Design.(2009) In: Discussion Papers in Finance.
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This paper has nother version. Agregated cites: 3
paper
2001ASSET SELECTION AND SUPERANNUATION FUND PERFORMANCE: A NOTE FOR TRUSTEES In: Economic Papers.
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article7
2001HOT HANDS AND SUPERANNUATION FUND PERFORMANCE: A SECOND NOTE FOR TRUSTEES In: Economic Papers.
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article2
2002ASSETS UNDER MANAGEMENT AND SUPERANNUATION FUND PERFORMANCE: A THIRD NOTE FOR TRUSTEES In: Economic Papers.
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article2
2003IS THERE A POSITIVE RELATIONSHIP BETWEEN SUPERANNUATION FUND COSTS AND RETURNS? In: Economic Papers.
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article1
2016Retirement Adequacy of Indigenous Australians: A Baseline Study In: Economic Papers.
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article1
2015The value of tail risk hedging in defined contribution plans: what does history tell us* In: Journal of Pension Economics and Finance.
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article0
2001The Impact of Fund Attrition on Superannuation Returns In: Economic Analysis and Policy.
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article5
2002Efficiency with Costly Information: A Study of Australian Wholesale Superannuation Fund Performance In: Economic Analysis and Policy.
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article1
2004Is idiosyncratic volatility priced?: Evidence from the Shanghai Stock Exchange In: International Review of Financial Analysis.
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article16
2014Long-term U.S. infrastructure returns and portfolio selection In: Journal of Banking & Finance.
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article12
2015Combining momentum with reversal in commodity futures In: Journal of Banking & Finance.
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article48
2016Commodities momentum: A behavioral perspective In: Journal of Banking & Finance.
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article21
2010The appropriateness of default investment options in defined contribution plans: Australian evidence In: Pacific-Basin Finance Journal.
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article12
2009The Appropriateness of Default Investment Options in Defined Contribution Plans: Australian Evidence.(2009) In: Discussion Papers in Finance.
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This paper has nother version. Agregated cites: 12
paper
2006Appropriateness of Default Investment Options in Defined Contribution Plans: The Australian Evidence.(2006) In: MPRA Paper.
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This paper has nother version. Agregated cites: 12
paper
2010Establishing additionality: fraud vulnerabilities in the clean development mechanism In: Accounting Research Journal.
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article7
2010Establishing additionality: fraud vulnerabilities in the clean development mechanism.(2010) In: Discussion Papers in Finance.
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paper
2010On the responsible investment disclosure practices of the worlds largest pension funds In: Accounting Research Journal.
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article1
2009Dynamic Lifecycle Strategies for Target Date Retirement Funds In: Discussion Papers in Finance.
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paper20
2010Systemic Risk, the TED Spread and Hedge Fund Returns In: Discussion Papers in Finance.
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paper6
2010Ponzimonium: Madoff and the Red Flags of Fraud In: Discussion Papers in Finance.
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2010The Identification of Ponzi Schemes: Can a Picture Tell a Thousand Frauds? In: Discussion Papers in Finance.
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20122012-07 The Retirement Risk Zone: A Baseline Study In: Discussion Papers in Finance.
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paper2
20122012-08 Regimes in Australian Pension Fund Returns: A Hidden Semi-Markov Approach In: Discussion Papers in Finance.
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20122012-09 Who was Swimming Naked when the Tide went out? Introducing Criminology to the Finance Curriculum In: Discussion Papers in Finance.
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20122012-12 On the Ethics of Short Selling In: Discussion Papers in Finance.
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2013Industry-academic partnerships in finance programmes. Cast of CFA-partnered programmes. In: Discussion Papers in Finance.
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2014Equity risk versus retirement adequacy: Asset allocation solutions for KiwiSaver In: Discussion Papers in Finance.
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2015Microscopic momentum in commodity futures In: Discussion Papers in Finance.
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paper2
2005A test of momentum trading strategies in foreign exchange markets: evidence from the G7 In: Global Business and Economics Review.
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article3
2003A Review Of Australias Compulsory Superannuation Scheme After A Decade In: Discussion Papers Series.
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2003Sustainable Retirement: A Look At Consumer Desires In: Discussion Papers Series.
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2006Small Firm Effect, Liquidity and Security Returns In: Journal of Emerging Market Finance.
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2012Sustainable stock indices and long-term portfolio decisions In: Journal of Sustainable Finance & Investment.
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2003Beta, Firm Size, Book-to-Market Equity and Stock Returns In: Journal of the Asia Pacific Economy.
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2003Returns from investing in Australian equity superannuation funds, 1991--1999 In: The Service Industries Journal.
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2007Does Idiosyncratic Volatility Matter? New Zealand Evidence In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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2016The Predictive Performance of Asset Pricing Models: Evidence from the Australian Securities Exchange In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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