21
H index
56
i10 index
2051
Citations
Monash University | 21 H index 56 i10 index 2051 Citations RESEARCH PRODUCTION: 158 Articles 30 Papers 4 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Robert Brooks. | Is cited by: | Cites to: |
Year | Title of citing document |
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2024 | Twitter sentiments and stock indices returns with reference to nifty energy indices of India. (2024). Selvam, Murugesan ; Santhoshkumar, Sakthivel. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(638):y:2024:i:1(638):p:125-136. Full description at Econpapers || Download paper |
2024 | Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059. Full description at Econpapers || Download paper |
2025 | How low-cost AI universal approximators reshape market efficiency. (2025). Morone, Flaviano ; Barucca, Paolo. In: Papers. RePEc:arx:papers:2501.07489. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | How does liberalization affect emerging stock markets? Theories and empirical evidence. (2024). Hoang, Bao Trung ; Mateus, Cesario. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:877-898. Full description at Econpapers || Download paper |
2024 | Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean. (2024). Mohaddes, Kamiar ; Klusak, P ; Doherty-Bigara, J ; Burke, M ; Agarwala, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2420. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512. Full description at Econpapers || Download paper |
2024 | Spillover effects of external economic shocks on African sovereign bonds. (2024). Xiao, Hao ; Tang, Xiaoyang ; Lin, Jie. In: China Economic Review. RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x24001275. Full description at Econpapers || Download paper |
2024 | Discrepancy and cross-regional bias in sovereign credit ratings: Analyzing the role of public debt. (2024). Nguimkeu, Pierre ; Tatoutchoup, Didier ; ben Hmiden, Oussama ; Avele, Donatien. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004121. Full description at Econpapers || Download paper |
2024 | Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001. Full description at Econpapers || Download paper |
2024 | Conditional CAPM relationships in standard and accounting risk approaches. (2024). Abdou, Hussein A ; Markowski, Lesaw ; Ziarko, Anna Rutkowska. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000482. Full description at Econpapers || Download paper |
2024 | How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis. (2024). Yao, Yinhong ; Chen, Xiuwen ; Huang, Shenwei ; Wang, Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001426. Full description at Econpapers || Download paper |
2024 | Texas water markets: Understanding their trends, drivers, and future potential. (2024). Garmany, Kyle ; Arima, Eugenio ; Garrick, Dustin ; Wight, Charles. In: Ecological Economics. RePEc:eee:ecolec:v:224:y:2024:i:c:s0921800924001563. Full description at Econpapers || Download paper |
2024 | Evolving efficiency of the BRICS markets. (2024). Yu, Gennady ; Taylor, David R ; Kulikova, Maria V. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s093936252300105x. Full description at Econpapers || Download paper |
2024 | Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Faizliev, Alexey ; Balash, Vladimir. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004. Full description at Econpapers || Download paper |
2024 | The propagation effect of climate risks on global stock markets: Evidence from the time and space domains. (2024). Cao, Hong ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001531. Full description at Econpapers || Download paper |
2024 | Do climate risks affect dirty–clean energy stock price dynamic correlations?. (2024). Wu, Zhige ; Tang, Yixuan ; Li, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004213. Full description at Econpapers || Download paper |
2024 | Extreme spillovers across carbon and energy markets: A multiscale higher-order moment analysis. (2024). Chu, Wen-Jun ; Zhou, P ; Fan, Li-Wei. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005413. Full description at Econpapers || Download paper |
2024 | COVID-19, the Russian-Ukrainian conflict and the extreme spillovers between fossil energy, electricity, and carbon markets. (2024). Lin, Boqiang ; Cai, Sijie ; Que, Dingfei ; Ye, Yingjin ; Wang, Chonghao. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s036054422403175x. Full description at Econpapers || Download paper |
2024 | Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350. Full description at Econpapers || Download paper |
2024 | Towards sustainable development: How does ESG performance promotes corporate green transformation. (2024). Hao, Yukai ; Chu, Erming ; Wang, Zhen. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004982. Full description at Econpapers || Download paper |
2024 | Have shifts in investor tastes led the market portfolio to capture ESG preferences?. (2024). Alonso-Conde, Ana B ; Rojo-Suarez, Javier. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005355. Full description at Econpapers || Download paper |
2024 | Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024. Full description at Econpapers || Download paper |
2024 | Recession-proof marketing? Unraveling the impact of advertising efficiency on stock volatility. (2024). Rasul, Tareq ; Al-Gamrh, Bakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s105752192400019x. Full description at Econpapers || Download paper |
2024 | Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Luo, Jiawen ; Zhang, Zhendong. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462. Full description at Econpapers || Download paper |
2024 | Asymmetric post earnings announcement drift and order flow imbalance: The impact on stock market returns. (2024). Wu, HE ; Gregoriou, Andros ; Zhang, Sijia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002485. Full description at Econpapers || Download paper |
2024 | Connectedness in the global banking market network: Implications for risk management and financial policy. (2024). Sepulveda, Sandra M ; Muoz, Jorge A ; Araya, Ivan E ; Cornejo, Edinson E ; Veloso, Carmen L ; Delgado, Carlos L. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004022. Full description at Econpapers || Download paper |
2024 | Spillover relationships between international crude oil markets and global energy stock markets under the influence of geopolitical risks: New evidence. (2024). Liang, Chao ; Luo, Keyu ; Yang, Shuangpeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004794. Full description at Econpapers || Download paper |
2024 | How does entrepreneurship promote corporate ESG performance?. (2024). Chen, Ning ; Tian, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004897. Full description at Econpapers || Download paper |
2024 | Return prediction: A tree-based conditional sort approach with firm characteristics. (2024). Zhang, Yuan ; Wang, Nianling. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011984. Full description at Econpapers || Download paper |
2024 | Evolution of stock market efficiency in Europe: Evidence from measuring periods of inefficiency. (2024). Geissel, S ; Bock, J. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001594. Full description at Econpapers || Download paper |
2024 | The impact of the percentage of female directors on corporate ESG score. (2024). Yang, Wenqi ; Li, Shanshan ; Fan, Yiyi. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324004069. Full description at Econpapers || Download paper |
2024 | Exploring market efficiency levels: A powerful approach based on a gamma distribution. (2024). Hajizadeh, Ehsan ; Askari, Abolfazl. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400761x. Full description at Econpapers || Download paper |
2024 | Measuring dynamic spillovers between crude oil and grain commodity markets: A comparative analysis of demand and supply shocks. (2024). Chen, Zhenling ; Cherif, Houda Hadj ; Ni, Guohua. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007785. Full description at Econpapers || Download paper |
2024 | The impact of global uncertainties on the spillover among the European carbon market, the Chinese oil futures market, and the international oil futures market. (2024). Zhu, Yulin ; Zheng, Yan ; Cui, NA ; Liu, Hong. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009218. Full description at Econpapers || Download paper |
2024 | Risk management and corporate ESG performance: The mediating effect of financial performance. (2024). Li, Jiali ; Cui, Zixuan ; Ding, Liuqi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324013035. Full description at Econpapers || Download paper |
2024 | Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187. Full description at Econpapers || Download paper |
2024 | Political legitimacy and CSR reporting: Evidence from non-SOEs in China. (2024). Luo, Tianpei ; Jun, Aelee ; Song, Siwen ; Ma, Shiguang. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000140. Full description at Econpapers || Download paper |
2024 | Outward foreign investment performance, digital transformation, and ESG performance: Evidence from China. (2024). Chen, Yifan ; Abbassi, Wajih ; Khurram, Muhammad Usman. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000358. Full description at Econpapers || Download paper |
2024 | Political uncertainty and macro-financial dynamics in the BRICS. (2024). JAWADI, Fredj ; Pondie, Thierry M. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000465. Full description at Econpapers || Download paper |
2024 | From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations. (2024). Urom, Christian ; Mzoughi, Hela ; Benkraiem, Ramzi ; Abid, Ilyes. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000143. Full description at Econpapers || Download paper |
2024 | Global climate policy uncertainty and financial markets. (2024). Zhang, Dayong ; Ji, Qiang ; Zhai, Pengxiang ; Ma, Dandan ; Fan, Ying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124001136. Full description at Econpapers || Download paper |
2024 | A more sustainable future: Can politically connected CEOs spur the nexus between ESG performance and firm financial performance?. (2024). Qi, Baolei ; Marie, Mohamed ; Elnahass, Marwa ; Elgammal, Mohammed. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001227. Full description at Econpapers || Download paper |
2024 | Influence of Ukraine invasion by Russia on Turkish markets. (2024). Tanrivermi, Yesim ; Salami, Monsurat Ayojimi. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000609. Full description at Econpapers || Download paper |
2024 | The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises. (2024). Assaf, Rima ; Al-Nassar, Nassar S ; Makram, Beljid ; Chaibi, Anis. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005701. Full description at Econpapers || Download paper |
2024 | Tail connectedness: Measuring the volatility connectedness network of equity markets during crises. (2024). Yao, Wenying ; Liu, Junli ; Cheng, Tingting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x2400249x. Full description at Econpapers || Download paper |
2024 | Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks. (2024). Selmi, Refk ; Mensi, Walid ; Alomari, Mohammed ; Kang, Sang Hoon ; Ko, Hee-Un. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:210-228. Full description at Econpapers || Download paper |
2024 | NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict. (2024). Okorie, David ; Mazur, Mieszko ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:126-151. Full description at Econpapers || Download paper |
2024 | Green finance and environmental, social, and governance performance. (2024). Yu, Wenzhe ; Qian, Shuitu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1185-1202. Full description at Econpapers || Download paper |
2024 | Transmission process and determinants of sovereign credit contagions: Global evidence. (2024). Lien, Donald ; Chen, Chun-Da. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:552-567. Full description at Econpapers || Download paper |
2024 | Asymmetric effect of trading volume on realized volatility. (2024). Maki, Daiki. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003800. Full description at Econpapers || Download paper |
2024 | Banking FinTech and stock market volatility? The BIZUM case. (2024). Arenas, Laura ; Vizuete-Luciano, Emili ; Gil-Lafuente, Anna Maria. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002320. Full description at Econpapers || Download paper |
2024 | Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index. (2024). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002411. Full description at Econpapers || Download paper |
2024 | ESG rating, board faultlines, and corporate performance. (2024). Ao, Zhiming ; Ji, Xinru ; Chen, Xiaoxu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pb:s0275531924003234. Full description at Econpapers || Download paper |
2025 | Are stock markets efficient with respect to the Google search volume index? A robustness check of the literature studies. (2025). de Peretti, Christian ; Ghaddab, Sarra ; Belkacem, Lotfi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003672. Full description at Econpapers || Download paper |
2025 | Risk spillovers and diversification benefits between crude oil and agricultural commodity futures markets. (2025). Mensi, Walid ; Vo, Xuan Vinh ; Gemici, Eray ; Gk, Remzi ; Ur, Mobeen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003726. Full description at Econpapers || Download paper |
2024 | Airline stock market performance and political relations: A cross-quantilogram analysis of Chinese and US carriers. (2024). Cai, Yifei ; Wu, Yanrui ; Zhang, Yahua ; Chang, Tsangyao. In: Transport Policy. RePEc:eee:trapol:v:155:y:2024:i:c:p:124-149. Full description at Econpapers || Download paper |
2024 | Dynamic Connectedness Among Alternative and Conventional Energy ETFs Based on the TVP-VAR Approach. (2024). Górka, Joanna ; Grka, Joanna ; Kuziak, Katarzyna. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:23:p:5929-:d:1529737. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Underwriting in the Australian IPO markets: Determinants and pricing. (2024). Veeraraghavan, Madhu ; Rhee, Ghon S ; Marsden, Alastair ; Murgulov, Zoltan. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:3:p:403-427. Full description at Econpapers || Download paper |
2024 | Effects of Country Risk Shocks on the South African Bond Market Performance Under Changing Regimes. (2024). Obalade, Adefemi A ; Muzindutsi, Paul-Francois. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:1:p:137-149. Full description at Econpapers || Download paper |
2024 | Impact of the Local and the Global Crises on Stock Market Efficiency. (2024). Bhatia, Madhur. In: Millennial Asia. RePEc:sae:millen:v:15:y:2024:i:4:p:572-596. Full description at Econpapers || Download paper |
2025 | Asymmetric risk contagion effect of the interaction between the real economy and the financial sector—an analysis based on the domestic commodity price index. (2025). Yonghui, Quan ; Wenlong, Miao. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00735-y. Full description at Econpapers || Download paper |
2024 | Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Zhai, Jia ; Shi, Shimeng. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667. Full description at Econpapers || Download paper |
2024 | Informer in Algorithmic Investment Strategies on High Frequency Bitcoin Data. (2024). Ślepaczuk, Robert ; Stefaniuk, Filip. In: Working Papers. RePEc:war:wpaper:2024-27. Full description at Econpapers || Download paper |
2024 | Corporate governance, social responsibility and sustainability commitments by banks: Impacts on credit risk and performance. (2024). Ngamvilaikorn, Kittima ; Lhaopadchan, Suntharee ; Treepongkaruna, Sirimon. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:6:p:5109-5121. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Risky times: Seasonality and event risk of commodities. (2024). Boos, Dominik. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:767-783. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | The Effect of the Introduction of the Euro on Asymmetric Stock Market Returns Volatility Across the Euro-Zone In: Journal of Accounting and Management Information Systems. [Full Text][Citation analysis] | article | 0 |
2013 | Oil, Oil Volatility and Airline Stocks: A Global Analysis In: Journal of Accounting and Management Information Systems. [Full Text][Citation analysis] | article | 0 |
2023 | Risk Analysis of Pension Fund Investment Choices In: Abacus. [Full Text][Citation analysis] | article | 0 |
1991 | A Social Loss Approach to Testing the Efficiency of Australian Financial Futures. In: Australian Economic Papers. [Citation analysis] | article | 0 |
1995 | Financial Market Deregulation and Bank Risk: Testing for Beta Instability. In: Australian Economic Papers. [Citation analysis] | article | 8 |
1995 | Financial Market Deregulation and Bank Risk: Testing for Beta Instability..(1995) In: Melbourne - Centre in Finance. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
1996 | Forecast Error and Social Loss Approaches to Testing the Efficiency of Australian Financial Futures. In: Australian Economic Papers. [Citation analysis] | article | 0 |
1997 | Financial Deregulation and Relative Risk of Australian Industry. In: Australian Economic Papers. [Citation analysis] | article | 3 |
2000 | Modelling the Equity Beta Risk of Australian Financial Sector Companies In: Australian Economic Papers. [Full Text][Citation analysis] | article | 21 |
2002 | INVESTIGATING THE “BOUNCE-BACK” HYPOTHESIS AFTER THE ASIAN CRISIS In: Economic Papers. [Full Text][Citation analysis] | article | 1 |
2004 | HOW MUCH R&D SHOULD AUSTRALIA UNDERTAKE? In: Economic Papers. [Full Text][Citation analysis] | article | 1 |
2004 | ARC LINKAGE PROJECTS AND RESEARCH-INTENSIVE ORGANIZATIONS: ARE RESEARCH-INTENSIVE ORGANIZATIONS LIKELY TO PARTICIPATE? In: Economic Papers. [Full Text][Citation analysis] | article | 0 |
2004 | THE PRICE OF DISCRIMINATION: AN ECONOMIC ANALYSIS OF THE HUMAN RIGHTS AND EQUAL OPPORTUNITY COMMISSION RULINGS 1985–2000 In: Economic Papers. [Full Text][Citation analysis] | article | 0 |
2006 | THE INITIAL IMPACTS OF A MATCHED SAVINGS PROGRAM: THE SAVER PLUS PROGRAM In: Economic Papers. [Full Text][Citation analysis] | article | 2 |
2006 | FUNDING THE NON-PROFIT WELFARE SECTOR: EXPLAINING CHANGING FUNDING SOURCES 1960–1999 In: Economic Papers. [Full Text][Citation analysis] | article | 0 |
2015 | Do TV Viewers Value Uncertainty of Outcome? Evidence from the Australian Football League In: The Economic Record. [Full Text][Citation analysis] | article | 9 |
2018 | Decomposition of systematic and total risk variations in emerging markets In: International Finance. [Full Text][Citation analysis] | article | 0 |
2009 | Deal or No Deal, That is the Question: The Impact of Increasing Stakes and Framing Effects on Decision‐Making under Risk In: International Review of Finance. [Full Text][Citation analysis] | article | 11 |
2015 | Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 10 |
2011 | THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE In: Journal of Economic Surveys. [Citation analysis] | article | 178 |
2010 | WHY DO EMERGING STOCK MARKETS EXPERIENCE MORE PERSISTENT PRICE DEVIATIONS FROM A RANDOM WALK OVER TIME? A COUNTRY-LEVEL ANALYSIS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 17 |
2007 | Underpricing, Risk Management, Hot Issue and Crowding out Effects: Evidence from the Australian Resources Sector Initital Public Offerings In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2004 | R&D, Agency Costs and Capital Structure: International Evidence In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 2 |
2004 | Alternative Beta Risk Estimators in Emerging Markets: The Latin American Case. In: Econometric Society 2004 Australasian Meetings. [Citation analysis] | paper | 0 |
2004 | Dividend taxation and Corporate investment: A comparative study between the classical system and imputation system of dividend taxation in the United States and Australia. In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 11 |
2008 | Dividend taxation and corporate investment: a comparative study between the classical system and imputation system of dividend taxation in the United States and Australia.(2008) In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2014 | Price leadership and information transmission in Australian water allocation markets In: Agricultural Water Management. [Full Text][Citation analysis] | article | 9 |
2008 | Efficiency gains from water markets: Empirical analysis of Watermove in Australia In: Agricultural Water Management. [Full Text][Citation analysis] | article | 41 |
2007 | Asia/Pacific Regional Trade Agreements: An empirical study In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 12 |
2009 | Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 11 |
2023 | ESG and firm performance: The role of size and media channels In: Economic Modelling. [Full Text][Citation analysis] | article | 15 |
2002 | New evidence on the impact of financial leverage on beta risk: A time-series approach In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 12 |
2016 | Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 17 |
2024 | Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2012 | Inflated ordered outcomes In: Economics Letters. [Full Text][Citation analysis] | article | 17 |
2012 | Inflated Ordered Outcomes.(2012) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2013 | Generalized impulse response analysis in a fractionally integrated vector autoregressive model In: Economics Letters. [Full Text][Citation analysis] | article | 13 |
2009 | A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 24 |
1993 | Alternative point-optimal tests for regression coefficient stability In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
2012 | The roles of news and volatility in stock market correlations during the global financial crisis In: Emerging Markets Review. [Full Text][Citation analysis] | article | 26 |
2007 | Power arch modelling of the volatility of emerging equity markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 26 |
2022 | Does oil impact gold during COVID-19 and three other recent crises? In: Energy Economics. [Full Text][Citation analysis] | article | 9 |
2022 | Risk transmission from the oil market to Islamic and conventional banks in oil-exporting and oil-importing countries In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
2023 | The nexus between oil and airline stock returns: Does time frequency matter? In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
2017 | Dynamic spillover between commodities and commodity currencies during United States Q.E. In: Energy Economics. [Full Text][Citation analysis] | article | 15 |
2020 | Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets In: Energy Economics. [Full Text][Citation analysis] | article | 11 |
2015 | Cooperation, defection and resistance in Nazi Germany In: Explorations in Economic History. [Full Text][Citation analysis] | article | 1 |
2008 | Financial crisis and stock market efficiency: Empirical evidence from Asian countries In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 117 |
2008 | Underpricing of Chinese A-share IPOs and short-run underperformance under the approval system from 2001 to 2005 In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 28 |
2009 | Duration of IPOs between offering and listing: Cox proportional hazard models--Evidence for Chinese A-share IPOs In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
2014 | The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
2014 | How does trading volume affect financial return distributions? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 11 |
2020 | Dynamic volatility spillover effects between oil and agricultural products In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 44 |
2019 | Dynamic Volatility Spillover Effect between Oil and Agricultural Products.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
2021 | Do currency exchange rates impact gold prices? New evidence from the ongoing COVID-19 period In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
2022 | What drives cross-market correlations during the United States Q.E.? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
2023 | Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
1999 | Mean reversion and the forecasting of country betas: a note In: Global Finance Journal. [Full Text][Citation analysis] | article | 3 |
2006 | Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches In: Global Finance Journal. [Full Text][Citation analysis] | article | 27 |
2005 | Determinants of Sovereign Ratings: A Comparison of Case-Based Reasoning and Ordered Probit Approaches.(2005) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2015 | Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis In: Global Finance Journal. [Full Text][Citation analysis] | article | 16 |
2001 | GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 12 |
2004 | Do you really want to ask an underwriter how much money you should leave on the table? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
2008 | Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 31 |
2011 | Effects of the open policy on the dependence between the Chinese A stock market and other equity markets: An industry sector perspective In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 12 |
2014 | Banking crises: Identifying dates and determinants In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 17 |
1997 | The impact of exchange rate volatility on German-US trade flows In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 87 |
1997 | An examination of the effects of major political change on stock market volatility: the South African experience In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 14 |
1997 | An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience..(1997) In: Melbourne - Centre in Finance. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
1997 | A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 9 |
2004 | The national market impact of sovereign rating changes In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 132 |
2010 | Variations in sovereign credit quality assessments across rating agencies In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 84 |
2010 | Erratum to Variations in sovereign credit quality assessments across rating agencies [J. Bank. Finance 34 (2010) 1327-1343] In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2011 | Asset market linkages: Evidence from financial, commodity and real estate assets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 178 |
2003 | Sudden changes in property rights: the case of Australian native title In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
2000 | Modeling Australias country risk: a country beta approach In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 12 |
2000 | A multi-country study of power ARCH models and national stock market returns In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 46 |
2010 | Testing conditional asset pricing models: An emerging market perspective In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 21 |
2008 | Testing Conditional Asset Pricing Models: An Emerging Market Perspective.(2008) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2012 | Realized dual-betas for leading Australian stocks: An evaluation of the estimation methods and the effect of the sampling interval In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
2007 | Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 12 |
2007 | Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 13 |
1994 | Beta stability and portfolio formation In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 18 |
1995 | Beta stability and portfolio formation.(1995) In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
1994 | Beta Stability and Portfolio Formation..(1994) In: Melbourne - Centre in Finance. [Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2015 | The credit risk–return puzzle: Impact of credit rating announcements in Australia and Japan In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 7 |
2019 | Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 39 |
2020 | Investor-herding and risk-profiles: A State-Space model-based assessment In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 2 |
2020 | Investor-herding and risk-profiles: A State-Space Model-based Assessment.(2020) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
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 |
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 |
2009 | Do realized betas exhibit up/down market tendencies? In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 7 |
2010 | Detecting hot and cold cycles using a Markov regime switching model--Evidence from the Chinese A-share IPO market In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 16 |
2015 | Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 10 |
2016 | Stock and currency market linkages: New evidence from realized spillovers in higher moments In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 28 |
2019 | Asymmetric relationship between order imbalance and realized volatility: Evidence from the Australian market In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 8 |
2008 | The underpricing of gold mining initial public offerings In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 4 |
2010 | Does volume help in predicting stock returns? An analysis of the Australian market In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 4 |
2015 | Do asset backed securities ratings matter on average? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 5 |
2005 | Putting Their Money Where Their Mouth Is: The Importance of Shareholder Directors Post Listing In: Accounting Research Journal. [Full Text][Citation analysis] | article | 0 |
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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 |
2016 | Classifying Chinese bull and bear markets: indices and individual stocks In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
1993 | The Robustness of Point Optional Testing for Rosenberg Random Regression Co-Efficients. In: Melbourne - Centre in Finance. [Citation analysis] | paper | 0 |
1994 | The Unbiased Prediction Hypothesis in Futures Markets: A Varying Coefficient Approach. In: Melbourne - Centre in Finance. [Citation analysis] | paper | 0 |
1994 | The Unbiased Prediction Hypothesis in Futures Markets: A Varying Coefficient Approach..(1994) In: RMIT - Centre Finance. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1995 | Autocorrelations, Returns and Australian Financial Futures. In: Melbourne - Centre in Finance. [Citation analysis] | paper | 2 |
1995 | Autocorrelations, returns and Australian financial futures.(1995) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
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 |
1996 | The Stability of ARCH Models Across Australian Financial Markets. 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 | 17 |
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: 17 | article | |
1998 | A Multi-Country of Power ARCH Models and National Stock Market Returns. In: Melbourne - Centre in Finance. [Citation analysis] | paper | 0 |
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2019 | Investor Attention and Stock Market Activities: New Evidence from Panel Data In: IJFS. [Full Text][Citation analysis] | article | 9 |
2023 | A New Measure for Idiosyncratic Risk Based on Decomposition Method In: JRFM. [Full Text][Citation analysis] | article | 1 |
2014 | A Generalized Approach to Measure Market Timing Skills of Fund Managers: Theory and Evidence In: International Journal of Risk and Contingency Management (IJRCM). [Full Text][Citation analysis] | article | 0 |
2008 | The Factors Influencing Saving in a Matched Savings Program: Goals, Knowledge of Payment Instruments, and Other Behavior In: Journal of Family and Economic Issues. [Full Text][Citation analysis] | article | 20 |
2006 | The Pricing of Property Trust IPOs in Australia In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 4 |
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 |
2004 | Initial Public Offerings in Australia 1994 to 1999, Recent Evidence of Underpricing and Underperformance In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 9 |
2009 | Oil prices and transport sector returns: an international analysis In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 66 |
2011 | Underwriter reputation and underpricing: evidence from the Australian IPO market In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 16 |
2007 | The Pricing and Underwriting Costs of Japanese REIT IPOs In: Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2008 | The Pricing and Underwriting Costs of Japanese REIT IPOs.(2008) In: Journal of Property Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2011 | Underpricing of Chinese Initial Public Offerings In: Chinese Economy. [Full Text][Citation analysis] | article | 7 |
2022 | Asymmetric effect of FEARS Sentiment on Stock Returns: Short-sale constraints, limits to arbitrage, and behavioural biases In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
2009 | The effects of centrally determined water prices on irrigation water demand: evidence from the Victorian State Rivers and Water Supply Commission, 1908-1984 In: Monash Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | The Impact of Patenting Activity on the Financial Performance of Malaysian Firms In: Monash Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2014 | The impact of patenting activity on the financial performance of Malaysian firms.(2014) In: Journal of the Asia Pacific Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
1994 | Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 1 |
2005 | An Analysis of Watermove Water Markets In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2008 | Multivariate tests of asset pricing: Simulation evidence from an emerging market In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 4 |
2010 | Multivariate tests of asset pricing: simulation evidence from an emerging market.(2010) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2014 | Thai Financial Markets and Political Change In: Journal of Financial Management, Markets and Institutions. [Full Text][Citation analysis] | article | 1 |
2015 | Stock Market Impact of Sovereign Rating Changes: Alternative Benchmark Models In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2007 | Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2007 | Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2007 | An Inflated Ordered Probit Model of Monetary Policy: Evidence from MPC Voting Data In: MPRA Paper. [Full Text][Citation analysis] | paper | 12 |
2023 | Do Oil Shocks Affect Financial Stress? Evidence from Oil-Exporting and -Importing Countries In: American Business Review. [Full Text][Citation analysis] | article | 0 |
2012 | Do trading hours affect volatility links in the foreign exchange market? In: Australian Journal of Management. [Full Text][Citation analysis] | article | 4 |
2016 | The impact of HR political skill in the HRM and organisational performance relationship In: Australian Journal of Management. [Full Text][Citation analysis] | article | 2 |
2016 | Concurrent momentum and contrarian strategies in the Australian stock market In: Australian Journal of Management. [Full Text][Citation analysis] | article | 9 |
2014 | Concurrent momentum and contrarian strategies in the Australian stock market.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2018 | Volatility spillover between the US, Chinese and Australian stock markets In: Australian Journal of Management. [Full Text][Citation analysis] | article | 5 |
2012 | Player Salaries and Revenues in the Australian Football League 2001€“2009: Theory and Evidence In: The Economic and Labour Relations Review. [Full Text][Citation analysis] | article | 0 |
2012 | Conditional Relation between Systematic Risk and Returns in the Conventional and Downside Frameworks: Evidence from the Indonesian Market In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 6 |
2013 | Second Place Is First of the Losers In: Journal of Sports Economics. [Full Text][Citation analysis] | article | 13 |
2024 | Vale1 Ross Booth (1952€“2024) In: Journal of Sports Economics. [Full Text][Citation analysis] | article | 0 |
2023 | Asset allocation of Australian superannuation funds: a markov regime switching approach In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
2022 | Jump Connectedness in the European Foreign Exchange Market In: Contributions to Economics. [Citation analysis] | chapter | 0 |
2011 | Violence in the Australian Football League: Good or Bad? In: Sports Economics, Management, and Policy. [Citation analysis] | chapter | 0 |
2006 | A citation analysis of ARC Discovery and Linkage grant investigators in economics and finance In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2009 | Market depth in an illiquid market: applying the VNET concept to Victorian water markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
2009 | On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process: a further note In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
2021 | Superstars and “The Voice” In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
1997 | A note on beta forecasting In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
1997 | Beta stability and monthly seasonal effects: evidence from the Australian capital market In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
1998 | Is there a common response in Australian bilateral exchange rates following current account announcements? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
1998 | The nature and extent of revisions to Australian macroeconomic data In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
1999 | International diversification of the funds management industry In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
1999 | Variance ratio testing of the Australian forward foreign exchange market In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
1999 | Autocorrelations, returns and Australian stock indices In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2000 | The Sydney Olympic Games announcement and Australian stock market reaction In: Applied Economics Letters. [Full Text][Citation analysis] | article | 28 |
2000 | Australian industry beta risk, the choice of market index and business cycles In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
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 |
2003 | Returns and volatility on the Chinese stock markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 17 |
2004 | Correlations, integration and Hansen-Jagannathan bounds In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2004 | Stakeholder representation on the boards of Australian initial public offerings In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
2004 | Censoring and its impact on multivariate testing of the Capital Asset Pricing Model In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
2005 | Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 5 |
2005 | The stock market impact of German reunification: international evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
2007 | The target cash rate and its impact on investment asset returns in Australia In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
2008 | Relationship between downside risk and return: new evidence through a multiscaling approach In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
2008 | Untangling demand curves from information effects: evidence from Australian index adjustments In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2009 | Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests In: Applied Financial Economics. [Full Text][Citation analysis] | article | 9 |
2009 | A duration analysis of the time from prospectus to listing for Australian initial public offerings In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
2011 | Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
1997 | The stability of ARCH models across Australian financial futures markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
2013 | Price clustering in Australian water markets In: Applied Economics. [Full Text][Citation analysis] | article | 13 |
2002 | An ordered response model of test cricket performance In: Applied Economics. [Full Text][Citation analysis] | article | 14 |
2003 | Financial characteristics of Australian initial public offerings from 1994 to 1999 In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2011 | The demand for creative arts in regional Victoria, Australia In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
2006 | Factors Influencing Money Left on the Table by Property Trust IPO Issuers In: Journal of Property Research. [Full Text][Citation analysis] | article | 2 |
2007 | Country risk and the estimation of asset return distributions In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
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2024 | Structural breaks and GARCH models of exchange rate volatility: Re‐examination and extension In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
1998 | Returns and volatility in the Kuala Lumpur crude In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
2010 | Underpricing, Risk Management, Hot Issue and Crowding out Effects: Evidence From the Australian Resources Sector Initial Public Offerings In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] | article | 5 |
2007 | Differences in Underpricing Returns Between REIT IPOs and Industrial Company IPOs In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team