32
H index
103
i10 index
4240
Citations
University of Queensland | 32 H index 103 i10 index 4240 Citations RESEARCH PRODUCTION: 299 Articles 14 Papers 3 Chapters EDITOR: Series edited RESEARCH ACTIVITY: 29 years (1993 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pfa127 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with robert william faff. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Post-Print / HAL | 2 |
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2023 | Sektorowe zró?nicowanie efektu interwa?u akcji spó?ek z GPW w dobie pandemii COVID-19. (2023). Lisicki, Bartomiej. In: Ekonomista. RePEc:aoq:ekonom:y:2023:i:2:p:174-194. Full description at Econpapers || Download paper | |
2023 | Excursion Risk. (2020). Cont, Rama ; Ananova, Anna ; Xu, Renyuan. In: Papers. RePEc:arx:papers:2011.02870. Full description at Econpapers || Download paper | |
2023 | Detecting data-driven robust statistical arbitrage strategies with deep neural networks. (2022). Neufeld, Ariel ; Yin, Daiying ; Sester, Julian. In: Papers. RePEc:arx:papers:2203.03179. Full description at Econpapers || Download paper | |
2023 | Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning. (2023). Huang, Jimin ; Lai, Yanzhao ; Peng, Min ; Xie, Qianqian ; Zhang, Boyi. In: Papers. RePEc:arx:papers:2301.10724. Full description at Econpapers || Download paper | |
2023 | A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2023). Rotondi, Francesco ; Fontana, Claudio ; Fanelli, Viviana. In: Papers. RePEc:arx:papers:2309.00875. Full description at Econpapers || Download paper | |
2023 | Monte Carlo Simulation for Trading Under a L\evy-Driven Mean-Reverting Framework. (2023). Lu, Kevin W ; Leung, Tim. In: Papers. RePEc:arx:papers:2309.05512. Full description at Econpapers || Download paper | |
2023 | Optimal Entry and Exit with Signature in Statistical Arbitrage. (2023). Lee, Kiseop ; Chakraborty, Prakash ; Ning, Boming. In: Papers. RePEc:arx:papers:2309.16008. Full description at Econpapers || Download paper | |
2023 | Risk Analysis of Pension Fund Investment Choices. (2023). Do, Hung Xuan ; Brooks, Robert ; Bissoondoyalbheenick, Emawtee. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:3:p:872-898. Full description at Econpapers || Download paper | |
2023 | Speculative trading preferences of retail investor birth cohorts. (2023). Wright, Danika ; Westerholm, Joakim ; Lepone, Grace. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:555-574. Full description at Econpapers || Download paper | |
2023 | Meta?analysis of the impact of financial constraints on firm performance. (2023). van Zijl, Tony ; Houqe, Muhammad Nurul ; Ahamed, Fatematuz Tamanna. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:1671-1707. Full description at Econpapers || Download paper | |
2023 | Capital and labour distortion in China: a systematic literature review using HistCite. (2023). Liang, Yidan. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:1759-1784. Full description at Econpapers || Download paper | |
2023 | Local social environment and the speed of leverage adjustment. (2023). Lu, Chun ; Li, Tongxia. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:1919-1952. Full description at Econpapers || Download paper | |
2023 | Customer concentration, leverage adjustments, and firm value. (2023). Li, Junfeng ; Wu, Kai ; Liu, Xiaoxing ; Ur, Obaid. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2035-2079. Full description at Econpapers || Download paper | |
2023 | CEO overconfidence and the tone of press release. (2023). Gong, Rong. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2081-2108. Full description at Econpapers || Download paper | |
2023 | Toxic chemical releases and idiosyncratic return volatility: A prospect theory perspective. (2023). Zaman, Rashid ; Nadeem, Muhammad ; Bahadar, Stephen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2109-2143. Full description at Econpapers || Download paper | |
2023 | Earnings communication conferences and post?earnings?announcement drift: Evidence from China. (2023). Su, Yunpeng ; Liu, Yifang ; Yang, Baochen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2145-2185. Full description at Econpapers || Download paper | |
2023 | Difference of opinion among investors versus analysts. (2023). Wu, Wenfeng ; Cao, Zhiqi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2347-2381. Full description at Econpapers || Download paper | |
2023 | Former auditors on the audit committee and earnings management: Evidence from African banks. (2023). Slimi, Imen ; Mnif, Yosra. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2383-2420. Full description at Econpapers || Download paper | |
2023 | State?owned capital and corporate social responsibility of private?holding companies: evidence from China. (2023). Wang, Jenny Jing ; Gu, Lishi ; Zhang, Tao. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1101-1120. Full description at Econpapers || Download paper | |
2023 | Corporate green innovation and stock liquidity in China. (2023). Jiang, Kangqi ; Xiao, YU ; Chen, Zhongfei. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1381-1415. Full description at Econpapers || Download paper | |
2023 | Social media information dissemination and corporate bad news hoarding. (2023). Feng, Lingbing ; He, Feng. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1503-1532. Full description at Econpapers || Download paper | |
2023 | Classifying responsible investors: Identifying clusters of Ontario investors. (2023). Piscitelli, Anthony. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:94:y:2023:i:4:p:1133-1144. Full description at Econpapers || Download paper | |
2023 | Advisory or monitoring role in ESG scenario: Which women directors are more influential in the Italian context?. (2023). Paolone, Francesco ; Cambrea, Domenico Rocco ; Cucari, Nicola. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:7:p:4299-4314. Full description at Econpapers || Download paper | |
2023 | Microstructure and asset pricing: An insight on African frontier stock markets. (2023). Nchofoung, Tii ; Hikouatcha, Prince ; Tchoffo, Pierre Ghislain ; Bidias, Hans Patrick ; Njamen, Arsene Aurelien. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:944-987. Full description at Econpapers || Download paper | |
2023 | Institutional investors corporate site visits and corporate investment efficiency. (2023). Xiao, HE. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:359-392. Full description at Econpapers || Download paper | |
2023 | Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436. Full description at Econpapers || Download paper | |
2023 | Bank systemic risk: An analysis of the sovereign rating ceiling policy and rating downgrades. (2023). Pham, Thu Phuong ; Zurbruegg, Ralf ; Wasi, Md Abdul. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:1-2:p:411-440. Full description at Econpapers || Download paper | |
2023 | The role of bank lenders in firm leverage adjustments. (2023). Chen, Kai ; Zhu, Feifei ; Gao, Wenlian. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:63-97. Full description at Econpapers || Download paper | |
2023 | Preferred habitat investors in the green bond market. (2023). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:773. Full description at Econpapers || Download paper | |
2023 | Window dressing of regulatory metrics: evidence from repo markets. (2023). Waibel, Martin ; Grill, Michael ; Behn, Markus ; Bassi, Claudio. In: Working Paper Series. RePEc:ecb:ecbwps:20232771. Full description at Econpapers || Download paper | |
2023 | Momentum in Low Carbon and Fossil Fuel Free Equity Investing. (2023). Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-51. Full description at Econpapers || Download paper | |
2023 | The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models. (2023). Akdeniz, Coskun ; Huyuguzel, Gul Serife ; Kosedagli, Begum Yurteri ; Catik, Nazif A ; Helmi, Mohamad Husam. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-45. Full description at Econpapers || Download paper | |
2023 | Prosocial CEOs and the cost of debt: Evidence from syndicated loan contracts. (2023). Zhang, Wenqiao ; Yang, Haoyi ; Xu, Liang ; Liu, Chunbo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001596. Full description at Econpapers || Download paper | |
2023 | On dividend policy and market valuations of Australia’s listed electricity utilities: Regulated vs. merchant. (2023). Simshauser, Paul. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:696-715. Full description at Econpapers || Download paper | |
2023 | Does national culture impact trade credit provision of SMEs?. (2023). Ly, Kim Cuong ; Hoang, Cong Huan ; Zhang, Xuan ; Xiao, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001001. Full description at Econpapers || Download paper | |
2023 | Are activist hedge funds good business advisors?. (2023). Desrousseaux, Luc. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001475. Full description at Econpapers || Download paper | |
2023 | Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092. Full description at Econpapers || Download paper | |
2023 | Hedge fund performance persistence under different business cycles and stock market regimes. (2023). Tolikas, Konstantinos ; Andrikopoulos, Athanasios ; Stafylas, Dimitrios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002017. Full description at Econpapers || Download paper | |
2023 | Analyzing quantile spillover effects among international financial markets. (2023). Pan, NA ; Liu, Tangyong ; Wang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000049. Full description at Econpapers || Download paper | |
2023 | Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165. Full description at Econpapers || Download paper | |
2023 | Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels. (2023). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s106294082300058x. Full description at Econpapers || Download paper | |
2023 | Natural disasters, investor sentiments and stock market reactions: Evidence from Turkey–Syria earthquakes. (2023). Oyekola, Olayinka ; Adigun, Rasheed ; Dosumu, Oluwatoyin Esther ; Lawal, Rodiat ; Sakariyahu, Rilwan. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001787. Full description at Econpapers || Download paper | |
2023 | Pairs trading via unsupervised learning. (2023). Wei, Alenson Jun ; He, Zhaodong ; Han, Chulwoo. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:929-947. Full description at Econpapers || Download paper | |
2023 | Margin trading and spillover effects: Evidence from the Chinese stock markets. (2023). Ye, Qing ; Zhou, Shengjie. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000109. Full description at Econpapers || Download paper | |
2023 | COVID-19 and the quantile connectedness between energy and metal markets. (2023). Umar, Zaghum ; Teplova, Tamara ; Pham, Linh ; Ghosh, Bikramaditya. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005497. Full description at Econpapers || Download paper | |
2023 | The nexus between oil and airline stock returns: Does time frequency matter?. (2023). Brooks, Robert ; Do, Hung Xuan ; Pham, Son D ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005734. Full description at Econpapers || Download paper | |
2023 | Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953. Full description at Econpapers || Download paper | |
2023 | Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119. Full description at Econpapers || Download paper | |
2023 | Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272. Full description at Econpapers || Download paper | |
2023 | Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300035x. Full description at Econpapers || Download paper | |
2023 | The systemic risk of US oil and natural gas companies. (2023). Panzica, Roberto ; Fontini, Fulvio ; Caporin, Massimiliano. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001482. Full description at Econpapers || Download paper | |
2023 | Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694. Full description at Econpapers || Download paper | |
2023 | Does green improve portfolio optimisation?. (2023). Moussa, Faten ; Boubaker, Sabri ; Banerjee, Ameet Kumar ; Akhtaruzzaman, MD. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003298. Full description at Econpapers || Download paper | |
2023 | Network connectedness between Chinas crude oil futures and sector stock indices. (2023). Fan, Ying ; Liu, Bing-Yue ; Wang, Zi-Xin. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003468. Full description at Econpapers || Download paper | |
2023 | Response of mineral market to renewable energy production in the USA: Where lies the sustainable energy future. (2023). Sinha, Avik ; Abbas, Shujaat ; Shah, Muhammad Ibrahim ; Saha, Tanaya. In: Energy Policy. RePEc:eee:enepol:v:182:y:2023:i:c:s0301421523003348. Full description at Econpapers || Download paper | |
2023 | Heterogeneous impacts of oil prices on Chinas stock market: Based on a new decomposition method. (2023). Ai, Chunrong ; Xu, Jie ; Liu, Feng. In: Energy. RePEc:eee:energy:v:268:y:2023:i:c:s0360544223000385. Full description at Econpapers || Download paper | |
2023 | The impact of oil price shocks on energy stocks from the perspective of investor attention. (2023). Hongyu, Wei ; Yiran, Zhao ; Xiaotian, Sun ; Anjian, Wang ; Jinsheng, Zhou ; Xiangyun, Gao ; Jingjian, SI. In: Energy. RePEc:eee:energy:v:278:y:2023:i:pb:s0360544223013816. Full description at Econpapers || Download paper | |
2023 | Foreign institutional investment horizon and earnings management: Evidence from around the world. (2023). Mian, Affan ; Irfan, Saadia. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300025x. Full description at Econpapers || Download paper | |
2023 | Unemployment beta and the cross-section of stock returns: Evidence from Australia. (2023). Huynh, Nhan. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000388. Full description at Econpapers || Download paper | |
2023 | U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging. (2023). Lee, Chien-Chiang ; Tiwari, Aviral Kumar ; Nasreen, Samia ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000303. Full description at Econpapers || Download paper | |
2023 | Do green bond and green stock markets boom and bust together? Evidence from China. (2023). Dai, Liang ; Guo, Dawei ; Su, Xianfang. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002600. Full description at Econpapers || Download paper | |
2023 | Does sentiment affect stock returns? A meta-analysis across survey-based measures. (2023). Badura, Ondej ; Bajzik, Josef ; Gric, Zuzana. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002892. Full description at Econpapers || Download paper | |
2023 | Domestic macroeconomic determinants of precious metals prices in developed and emerging economies: An international analysis of the long and short run. (2023). O'Connor, Fergal ; Usman, Hafiz Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003290. Full description at Econpapers || Download paper | |
2023 | Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Goutte, Stéphane ; Xidonas, Panos. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003745. Full description at Econpapers || Download paper | |
2023 | Regional social capital and stock price crash risk: Evidence from the US. (2023). Zadeh, Mohammad Hendijani. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s154461232200602x. Full description at Econpapers || Download paper | |
2023 | The effect of earnings management on bank efficiency: Evidence from ECB-supervised banks. (2023). Murteira, Jose ; Augusto, Mario ; Proena, Catarina. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006274. Full description at Econpapers || Download paper | |
2023 | “Not all climate risks are alike”: Heterogeneous responses of financial firms to natural disasters in China. (2023). Zhang, Dayong ; Ji, Qiang ; Guo, Kun ; Chen, Yajie. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007140. Full description at Econpapers || Download paper | |
2023 | Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic. (2023). Zhao, Jing ; Zhang, Xuan ; Xu, Liao. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000490. Full description at Econpapers || Download paper | |
2023 | Do labor mobility restrictions affect debt maturity?. (2023). Cheng, Mingying ; Huang, HE ; Ee, Mong Shan. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000219. Full description at Econpapers || Download paper | |
2023 | Top executive gender, corporate culture, and the value of corporate cash holdings. (2023). Toscano, Francesca ; Doan, Trang ; Datta, Sudip. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000542. Full description at Econpapers || Download paper | |
2023 | Equity market response to natural disasters: Does firms corporate social responsibility make difference?. (2023). Alam, Md Samsul ; Chowdhury, Hasibul ; Malik, Ihtisham A. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s104402832200103x. Full description at Econpapers || Download paper | |
2023 | Cultural values of parent bank board members and lending by foreign subsidiaries: The moderating role of personal traits. (2023). Kozowski, Ukasz ; Kowalewski, Oskar ; Jackowicz, Krzysztof ; Hasan, Iftekhar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000045. Full description at Econpapers || Download paper | |
2023 | How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices. (2023). Urjasz, Szczepan ; Karkowska, Renata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000367. Full description at Econpapers || Download paper | |
2023 | Crisis sentiment and banks’ stock price crash risk: A missing piece of the puzzle?. (2023). Anastasiou, Dimitris ; Krokida, Styliani Iris ; Katsafados, Apostolos ; Tzomakas, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000744. Full description at Econpapers || Download paper | |
2023 | Credit ratings and firm innovation: Evidence from sovereign downgrades. (2023). Yang, Shijie ; Wang, Rui. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002990. Full description at Econpapers || Download paper | |
2023 | Capital structure and reversible bargaining tools: Evidence from union-sponsored shareholder proposals. (2023). Romec, Arthur ; Matta, Rafael ; di Giuli, Alberta. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000201. Full description at Econpapers || Download paper | |
2023 | CSR-contingent executive compensation contracts. (2023). Minor, Dylan ; Li, Zhichuan ; Ikram, Atif. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426619302304. Full description at Econpapers || Download paper | |
2023 | Investment decisions and financial leverage under a potential entry threat. (2023). Kamoto, Shinsuke. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001498. Full description at Econpapers || Download paper | |
2023 | Firm life cycle and cost of debt. (2023). Tresl, Jiri ; Lobo, Gerald J ; Hasan, Mostafa Monzur ; Bowler, Blake ; Amin, Abu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001693. Full description at Econpapers || Download paper | |
2023 | Informal care, older people, and COVID-19: Evidence from the UK. (2023). Nicodemo, Catia ; Moscone, Francesco ; Madia, Joan E. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:205:y:2023:i:c:p:468-488. Full description at Econpapers || Download paper | |
2023 | Gender and willingness to compete for high stakes. (2023). van Dolder, Dennie ; van den Assem, Martijn J ; Buser, Thomas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:206:y:2023:i:c:p:350-370. Full description at Econpapers || Download paper | |
2023 | Changes in risk attitudes vary across domains throughout the life course. (2023). schröder, carsten ; Murray, Neil ; Schroder, Carsten ; Neyse, Levent. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:534-563. Full description at Econpapers || Download paper | |
2023 | Facial attractiveness and CEO compensation: Evidence from the banking industry. (2023). Vahamaa, Sami ; Ranta, Mikko ; Ahmed, Shaker. In: Journal of Economics and Business. RePEc:eee:jebusi:v:123:y:2023:i:c:s0148619522000510. Full description at Econpapers || Download paper | |
2023 | Information spillover in Chinese hybrid IPO auctions. (2023). Mu, Shaolong ; Hoque, Hafiz. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s026156062200170x. Full description at Econpapers || Download paper | |
2023 | Do adjustment costs influence firms’ target adjustment speeds? International evidence from share repurchase legalization. (2023). Gamage, Charith B. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001760. Full description at Econpapers || Download paper | |
2023 | Competition and bank dividends. (2023). Yilmaz, Muhammed H ; Sobiech, Anna L ; Scholtens, Bert ; Che, Edie Erman ; Chronopoulos, Dimitris K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000992. Full description at Econpapers || Download paper | |
2023 | Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642. Full description at Econpapers || Download paper | |
2023 | Quantile dependencies and connectedness between stock and precious metals markets. (2023). Kang, Sang Hoon ; McIver, Ron P ; Maitra, Debasish ; Jain, Prachi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000411. Full description at Econpapers || Download paper | |
2023 | Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities. (2023). Yoon, Seong-Min ; Hussain, Syed Jawad ; Ur, Mobeen ; Hernandez, Jose Arreola ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420722007292. Full description at Econpapers || Download paper | |
2023 | Dependence and risk management of portfolios of metals and agricultural commodity futures. (2023). Mensi, Walid ; Hanif, Waqas ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Bensaida, Ahmed ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002787. Full description at Econpapers || Download paper | |
2023 | On the similarities between precious metals, precious metal stocks and equities – International evidence for gold and silver. (2023). Dar, Arif ; Bhanja, Niyati ; Paul, Manas. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003409. Full description at Econpapers || Download paper | |
2023 | Shock transmission between crude oil prices and stock markets. (2023). Esparcia, Carlos ; Jareo, Francisco ; Koczar, Monika W ; Escribano, Ana. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004658. Full description at Econpapers || Download paper | |
2023 | Impact of energy intensity, green economy, and natural resources development to achieve sustainable economic growth in Asian countries. (2023). He, Jia ; Huang, Weiting. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004373. Full description at Econpapers || Download paper | |
2023 | Heterogeneity in shareholder activism: Evidence from Japan. (2023). Nishikawa, Takeshi ; Nguyen, Nga ; Gillan, Stuart L. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x2200186x. Full description at Econpapers || Download paper | |
2023 | The beta anomaly in the Australian stock market and the lottery demand. (2023). Veron, Jose Francisco ; Bradrania, Reza. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001986. Full description at Econpapers || Download paper | |
2023 | Modernising operational risk management in financial institutions via data-driven causal factors analysis: A pre-registered report. (2023). Vanstone, Bruce J ; Stern, Steven ; Gepp, Adrian ; Bilson, Christopher ; Cornwell, Nikki. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002013. Full description at Econpapers || Download paper | |
2023 | Corporate social responsibility and insider trading profitability: Evidence from an emerging market. (2023). Li, Haomin ; Wang, Yan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002062. Full description at Econpapers || Download paper | |
2023 | The impact of the pitching research framework on AFAANZ grant applications. (2023). Bui, Binh ; Moses, Olayinka ; Mehrotra, Vishal ; Gill, Chelsea. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002281. Full description at Econpapers || Download paper | |
2023 | A shock to CEOs external environment: terrorist attacks and CEO pay. (2023). Yang, Jin Sug ; Ghannam, Samir ; Bedford, Anna ; Bachmann, Rebecca L. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x2300001x. Full description at Econpapers || Download paper | |
2023 | ESG performance and loan contracting in an emerging market. (2023). Wu, Hao ; Song, Yunling ; Shi, Bingjie ; Qian, Kun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000392. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Accounting and Finance |
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2017 | Are excess cash holdings more valuable to firms in times of crisis? Financial constraints and governance matters In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 18 |
2018 | New evidence on national culture and bank capital structure In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 26 |
2019 | Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 1 |
1997 | Testing the conditional CAPM and the effect of intervaling: A note In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 16 |
1998 | The empirical relationship between aggregate consumption and security prices in Australia In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 3 |
1998 | An investigation into the extent of beta instability in the Singapore stock market In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 8 |
1999 | Interest rate risk of Australian financial sector companies in a period of regulatory change In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 16 |
2000 | Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. banks In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 10 |
2006 | Foreign debt and financial hedging: Evidence from Australia In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 16 |
2007 | Exchange rate exposure, foreign currency derivatives and the introduction of the euro: French evidence In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 11 |
2014 | Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 3 |
2019 | Predicting corporate bankruptcy: What matters? In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 13 |
2021 | Political connections and media slant In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Realized moments and the cross-sectional stock returns around earnings announcements In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
2019 | Merger and acquisition research in the Asia-Pacific region: A review of the evidence and future directions In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 4 |
2005 | Asia Pacific banks derivative and risk management disclosures In: Asian Review of Accounting. [Full Text][Citation analysis] | article | 0 |
2005 | Profitability of Trading Rules in Futures Markets In: Accounting Research Journal. [Full Text][Citation analysis] | article | 2 |
2009 | The effects of forecast specificity on the asymmetric short?window share market response to management earnings forecasts In: Accounting Research Journal. [Full Text][Citation analysis] | article | 1 |
2010 | The equity and efficiency of the Australian share market with respect to director trading In: Accounting Research Journal. [Full Text][Citation analysis] | article | 6 |
2016 | Further evidence on idiosyncratic risk and REIT pricing: a cross-country analysis In: Accounting Research Journal. [Full Text][Citation analysis] | article | 0 |
2021 | Informational content of options around analyst recommendations In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 0 |
2007 | The relationship between implied volatility and autocorrelation In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 6 |
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2009 | Does Risk Aversion Vary with Decision?Frame? An Empirical Test Using Recent Game Show Data In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 4 |
2020 | A Liquidity Redistribution Effect in Intercorporate Lending: Evidence from Private Firms in Poland In: European Research Studies Journal. [Full Text][Citation analysis] | article | 1 |
1996 | Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period. In: Melbourne - Centre in Finance. [Citation analysis] | paper | 0 |
1998 | Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange. In: Melbourne - Centre in Finance. [Citation analysis] | paper | 15 |
2001 | Power ARCH modelling of commodity futures data on the London Metal Exchange.(2001) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
1998 | A Multi-Country of Power ARCH Models and National Stock Market Returns. In: Melbourne - Centre in Finance. [Citation analysis] | paper | 0 |
2022 | Effects of institutional investor ownership on innovation In: International Journal of Corporate Governance. [Full Text][Citation analysis] | article | 0 |
2013 | An Empirical Study of the World Price of Sustainability In: Journal of Business Ethics. [Full Text][Citation analysis] | article | 11 |
2017 | The Financial Performance of Socially Responsible Investments: Insights from the Intertemporal CAPM In: Journal of Business Ethics. [Full Text][Citation analysis] | article | 6 |
2005 | Pension Plan Investment Management Mandates: An Empirical Analysis of Manager Selection In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 6 |
2006 | On the Choice of Superannuation Funds in Australia In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 6 |
2008 | Fortune Favours the Bold? Exploring Tournament Behavior among Australian Superannuation Funds In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 3 |
2012 | Location Decisions of Domestic and Foreign-Affiliated Financial Advisors: Australian Evidence In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 0 |
2000 | U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 7 |
2006 | Modelling return and conditional volatility exposures in global stock markets In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 5 |
2006 | An integrated multi-model credit rating system for private firms In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 10 |
2007 | The relation between R&D intensity and future market returns: does expensing versus capitalization matter? In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 10 |
2008 | Evidence of feedback trading with Markov switching regimes In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 11 |
2008 | Analysing the performance of managed funds using the wavelet multiscaling method In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 6 |
2009 | Are the Fama–French factors proxying news related to GDP growth? The Australian evidence In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 8 |
2019 | Adopting a Structured Abstract Design to More Effectively Catch Reader Attention: An Application of the Pitching Research® Framework In: Capital Markets Review. [Full Text][Citation analysis] | article | 3 |
1996 | The Nature and Extent of Beta Instability In the Kuala Lumpur Stock Market In: Capital Markets Review. [Full Text][Citation analysis] | article | 1 |
2008 | The Impact of the Announcement of Acquisition of Divested Assets on Buyers’ Wealth - Asset Fit and Disclosure of Funds Used: Evidence from the U.K. In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 0 |
2012 | Return-based Style Analysis in Australian Funds In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 2 |
2001 | The Effect of Intervaling on the Foreign Exchange Exposure of Australian Stock Returns In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 9 |
2004 | Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 11 |
2005 | MODELING THE RISK AND RETURN RELATION CONDITIONAL ON MARKET VOLATILITY AND MARKET CONDITIONS.(2005) In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2014 | Is there a Banking Risk Premium in the US Stock Market? In: Journal of Financial Management, Markets and Institutions. [Full Text][Citation analysis] | article | 1 |
2015 | Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis In: Review of Finance. [Full Text][Citation analysis] | article | 31 |
2005 | International evidence on the determinants of foreign exchange rate exposure of multinational corporations In: Journal of International Business Studies. [Full Text][Citation analysis] | article | 18 |
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2003 | Capital Market Integration and Industrial Structure: The Case of Australia, Canada and the United States In: Journal of Economic Integration. [Citation analysis] | article | 6 |
1993 | A Multivariate Test of an Equilibrium APT with Time Varying Risk Premia in the Australian Equity Market In: Australian Journal of Management. [Full Text][Citation analysis] | article | 0 |
1998 | Time†Varying Beta Risk of Australian Industry Portfolios: A Comparison of Modelling Techniques In: Australian Journal of Management. [Full Text][Citation analysis] | article | 56 |
2000 | Beta and Return: Implications of Australias Dividend Imputation Tax System In: Australian Journal of Management. [Full Text][Citation analysis] | article | 3 |
2001 | An Examination of the Fama and French Three-Factor Model Using Commercially Available Factors In: Australian Journal of Management. [Full Text][Citation analysis] | article | 42 |
2002 | On The Determinants of Derivative Usage by Australian Companies In: Australian Journal of Management. [Full Text][Citation analysis] | article | 36 |
2003 | Further Evidence on the Corporate Use of Derivatives in Australia: The Case of Foreign Currency and Interest Rate Instruments In: Australian Journal of Management. [Full Text][Citation analysis] | article | 16 |
2005 | Tactical Asset Allocation: Australian Evidence In: Australian Journal of Management. [Full Text][Citation analysis] | article | 7 |
2006 | Investigating the Performance of Alternative Default-Risk Models: Option-Based Versus Accounting-Based Approaches In: Australian Journal of Management. [Full Text][Citation analysis] | article | 19 |
2007 | Are the Fama-French Factors Proxying Default Risk? In: Australian Journal of Management. [Full Text][Citation analysis] | article | 29 |
2007 | Do Derivatives Have a Role in the Risk-Shifting Behaviour of Fund Managers? In: Australian Journal of Management. [Full Text][Citation analysis] | article | 5 |
2009 | Revisiting the Vexing Question: Does Superior Corporate Social Performance Lead to Improved Financial Performance? In: Australian Journal of Management. [Full Text][Citation analysis] | article | 48 |
2009 | Fund Size, Transaction Costs and Performance: Size Matters! In: Australian Journal of Management. [Full Text][Citation analysis] | article | 8 |
2010 | The simultaneous relation between fund flows and returns In: Australian Journal of Management. [Full Text][Citation analysis] | article | 6 |
2011 | Is default risk priced in Australian equity? Exploring the role of the business cycle In: Australian Journal of Management. [Full Text][Citation analysis] | article | 9 |
2011 | The asymmetric impact of consumer sentiment announcements on Australian foreign exchange rates In: Australian Journal of Management. [Full Text][Citation analysis] | article | 3 |
2012 | Determinants of bond spreads: evidence from credit derivatives of Australian firms In: Australian Journal of Management. [Full Text][Citation analysis] | article | 2 |
2012 | Profiling socially responsible investors: Australian evidence In: Australian Journal of Management. [Full Text][Citation analysis] | article | 25 |
2013 | The long- and short-run financial impacts of cross listing on Australian firms In: Australian Journal of Management. [Full Text][Citation analysis] | article | 0 |
2013 | A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data In: Australian Journal of Management. [Full Text][Citation analysis] | article | 0 |
2013 | Liquidity in asset pricing: New Australian evidence using low-frequency data In: Australian Journal of Management. [Full Text][Citation analysis] | article | 18 |
2014 | Market discipline and bank risk taking In: Australian Journal of Management. [Full Text][Citation analysis] | article | 9 |
2016 | Factors affecting the birth and fund flows of CTAs In: Australian Journal of Management. [Full Text][Citation analysis] | article | 0 |
2016 | Financial constraints and dividend policy In: Australian Journal of Management. [Full Text][Citation analysis] | article | 9 |
2016 | A contemporary view of corporate finance theory, empirical evidence and practice In: Australian Journal of Management. [Full Text][Citation analysis] | article | 6 |
2017 | The complementary role of cross-sectional and time-series information in forecasting stock returns In: Australian Journal of Management. [Full Text][Citation analysis] | article | 0 |
2022 | Effects of incentive pay on systemic risk: evidence from CEO compensation and CoVar In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2015 | Profiling Ethical Investors In: International Series in Operations Research & Management Science. [Citation analysis] | chapter | 1 |
2022 | Industry market reaction to natural disasters: do firm characteristics and disaster magnitude matter? In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. [Full Text][Citation analysis] | article | 1 |
2019 | Conceptual Framework for Lending Money Outside Business Groups: Evidence from Poland In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 0 |
2011 | Accounting Competencies and the Changing Role of Accountants in Emerging Economies: The Case of Romania In: Accounting in Europe. [Full Text][Citation analysis] | article | 11 |
2003 | Global industry betas In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2009 | Nonlinear linkages between financial risk tolerance and demographic characteristics In: Applied Economics Letters. [Full Text][Citation analysis] | article | 16 |
2010 | Testing seasonality in the liquidity-return relation: Japanese evidence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2010 | Does the type of derivative instrument used by companies impact firm value? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 9 |
1997 | Bank exposures to interest-rate risk: the case of the Australian banking industry In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
1997 | A note on beta forecasting In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
1997 | Beta stability and monthly seasonal effects: evidence from the Australian capital market In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
1998 | Consumption versus market betas of Australian industry portfolios In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
1999 | An international market model and exchange rate risk: Australian evidence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
1999 | Some additional Australian evidence on the day-of-the-week effect In: Applied Economics Letters. [Full Text][Citation analysis] | article | 18 |
2007 | An examination of conditional asset pricing models in the Australian equities market In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 2 |
2008 | Systematic liquidity in the long run In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 2 |
2008 | Style analysis, customized benchmarks, and managed funds: new evidence In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 0 |
2008 | Style drift and fund performance in up and down markets: Australian evidence In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 2 |
2000 | Australian industry beta risk, the choice of market index and business cycles In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
2001 | Induced persistence or reversals in fund performance?: the effect of survivorship bias In: Applied Financial Economics. [Full Text][Citation analysis] | article | 11 |
2001 | Testing a two factor APT model on Australian industry equity portfolios: the effect of intervaling In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2004 | Maximizing futures returns using fixed fraction asset allocation In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2004 | Correlations, integration and Hansen-Jagannathan bounds In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2004 | A simple test of the Fama and French model using daily data: Australian evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 41 |
2004 | Censoring and its impact on multivariate testing of the Capital Asset Pricing Model In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
2004 | Investigating performance benchmarks in the context of international trusts: Australian evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
2005 | Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
2005 | The stock market impact of German reunification: international evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2007 | Asia-Pacific banks risk exposures: pre and post the Asian financial crisis In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
2009 | Do Australian hedge fund managers possess timing abilities? In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2009 | Trading volume and information asymmetry: routine versus nonroutine earnings announcements in Australia In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
2010 | Are firms hedging or speculating? The relationship between financial derivatives and firm risk In: Applied Financial Economics. [Full Text][Citation analysis] | article | 8 |
2010 | The influence of time, seasonality and market state on momentum: insights from the Australian stock market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
2010 | Style analysis and dominant index timing: an application to Australian multi-sector managed funds In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2010 | Explaining mispricing with Fama-French factors: new evidence from the multiscaling approach In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2011 | Feedback trading and the behavioural ICAPM: multivariate evidence across international equity and bond markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
1997 | A further examination of the effect of diversification on the stability of portfolio betas In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
1998 | A multifactor model of gold industry stock returns: evidence from the Australian equity market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 44 |
2013 | Diminishing marginal returns from R&D investment: evidence from manufacturing firms In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
1999 | An examination of the relationship between Australian industry equity returns and expected inflation In: Applied Economics. [Full Text][Citation analysis] | article | 8 |
2002 | An ordered response model of test cricket performance In: Applied Economics. [Full Text][Citation analysis] | article | 16 |
2021 | Institutional ownership and corporate risk-taking in Japanese listed firms In: Applied Economics. [Full Text][Citation analysis] | article | 9 |
2006 | Forecasting stock market volatility: Further international evidence In: The European Journal of Finance. [Full Text][Citation analysis] | article | 14 |
2019 | Financial markets, innovation and regulation In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
2002 | Time varying country risk: an assessment of alternative modelling techniques In: The European Journal of Finance. [Full Text][Citation analysis] | article | 22 |
2016 | The profitability of pairs trading strategies: distance, cointegration and copula methods In: Quantitative Finance. [Full Text][Citation analysis] | article | 43 |
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2002 | The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study In: The Journal of Business. [Full Text][Citation analysis] | article | 10 |
2001 | New insights into the impact of the introduction of futures trading on stock price volatility In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 17 |
2004 | Do futures?based strategies enhance dynamic portfolio insurance? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 6 |
2010 | Corporate usage of financial derivatives, information asymmetry, and insider trading In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
2022 | Nonlinear limits to arbitrage In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
2005 | An Investigation of Conditional Autocorrelation and Cross-Autocorrelation in Emerging Markets In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] | article | 4 |
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