9
H index
9
i10 index
255
Citations
Michael E. Drew : Citation Profile
Griffith University | RESEARCH PRODUCTION: 31 Articles 46 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2001 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michael E. Drew. | Is cited by:
| Cites to:
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Main data
Where Michael E. Drew has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Discussion Papers in Finance / Griffith University, Department of Accounting, Finance and Economics | 15 |
Recent works citing Michael E. Drew (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A Bibliometric Analysis of Climate Investing. (2023). Dash, Ranjan ; Joshi, Girish. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-44. Full description at Econpapers || Download paper |
| 2023 | Commodity momentum: A tale of countries and sectors. (2023). Qiao, Xiao ; Fan, John Hua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851323000053. Full description at Econpapers || Download paper |
| 2023 | Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191. Full description at Econpapers || Download paper |
| 2023 | Understanding the Evolution of Environment, Social and Governance Research: Novel Implications From Bibliometric and Network Analysis. (2023). , Anu ; Zhang, Yifang ; Singh, Amit Kumar. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:2:p:350-386. Full description at Econpapers || Download paper |
| 2023 | Commodity momentum decomposition. (2023). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:198-216. Full description at Econpapers || Download paper |
| 2023 | Probability weighting in commodity futures markets. (2023). Wang, Ying ; Xu, QI ; Yuan, Jun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:516-548. Full description at Econpapers || Download paper |
| 2023 | Wisdom of crowds and commodity pricing. (2023). de Silva, Sanuri ; Binnewies, Sebastian ; Fan, John Hua. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:8:p:1040-1068. Full description at Econpapers || Download paper |
| 2023 | The geopolitical risk premium in the commodity futures market. (2023). Pan, Zheyao ; Liao, Yin ; Cheng, Daxuan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:8:p:1069-1090. Full description at Econpapers || Download paper |
| 2023 | Commodity momentum and reversal: Do they exist, and if so, why?. (2023). Han, Meng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1204-1237. Full description at Econpapers || Download paper |
Works by Michael E. Drew:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2004 | Portability of Superannuation Balances In: Agenda - A Journal of Policy Analysis and Reform. [Full Text][Citation analysis] | article | 0 |
| 2017 | Risk factors in Australian bond returns In: Accounting and Finance. [Full Text][Citation analysis] | article | 1 |
| 2020 | Equity risk versus retirement adequacy: asset allocation solutions for KiwiSaver In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | Equity risk versus retirement adequacy: Asset allocation solutions for KiwiSaver.(2014) In: Discussion Papers in Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2006 | Superannuation: Switching and Roulette Wheels In: Australian Accounting Review. [Full Text][Citation analysis] | article | 2 |
| 2009 | The Puzzle of Financial Reporting and Corporate Short-Termism: A Universal Ownership Perspective In: Australian Accounting Review. [Full Text][Citation analysis] | article | 1 |
| 2010 | The Puzzle of Financial Reporting and Corporate Short- Termism: A Universal Ownership Perspective.(2010) In: Discussion Papers in Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2003 | Principal and Agent Problems in Superannuation Funds In: Australian Economic Review. [Full Text][Citation analysis] | article | 11 |
| 2009 | The Case for Gender-Sensitive Superannuation Plan Design In: Australian Economic Review. [Full Text][Citation analysis] | article | 3 |
| 2009 | The Case for Gender-Sensitive Superannuation Plan Design.(2009) In: Discussion Papers in Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2001 | ASSET SELECTION AND SUPERANNUATION FUND PERFORMANCE: A NOTE FOR TRUSTEES In: Economic Papers. [Full Text][Citation analysis] | article | 7 |
| 2001 | HOT HANDS AND SUPERANNUATION FUND PERFORMANCE: A SECOND NOTE FOR TRUSTEES In: Economic Papers. [Full Text][Citation analysis] | article | 2 |
| 2002 | ASSETS UNDER MANAGEMENT AND SUPERANNUATION FUND PERFORMANCE: A THIRD NOTE FOR TRUSTEES In: Economic Papers. [Full Text][Citation analysis] | article | 2 |
| 2003 | IS THERE A POSITIVE RELATIONSHIP BETWEEN SUPERANNUATION FUND COSTS AND RETURNS? In: Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 2016 | Retirement Adequacy of Indigenous Australians: A Baseline Study In: Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 2015 | The value of tail risk hedging in defined contribution plans: what does history tell us* In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2001 | The Impact of Fund Attrition on Superannuation Returns In: Economic Analysis and Policy. [Full Text][Citation analysis] | article | 5 |
| 2002 | Efficiency with Costly Information: A Study of Australian Wholesale Superannuation Fund Performance In: Economic Analysis and Policy. [Full Text][Citation analysis] | article | 1 |
| 2004 | Is idiosyncratic volatility priced?: Evidence from the Shanghai Stock Exchange In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 16 |
| 2014 | Long-term U.S. infrastructure returns and portfolio selection In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
| 2015 | Combining momentum with reversal in commodity futures In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 50 |
| 2016 | Commodities momentum: A behavioral perspective In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 22 |
| 2010 | The appropriateness of default investment options in defined contribution plans: Australian evidence In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 11 |
| 2009 | The Appropriateness of Default Investment Options in Defined Contribution Plans: Australian Evidence.(2009) In: Discussion Papers in Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2006 | Appropriateness of Default Investment Options in Defined Contribution Plans: The Australian Evidence.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2010 | Establishing additionality: fraud vulnerabilities in the clean development mechanism In: Accounting Research Journal. [Full Text][Citation analysis] | article | 7 |
| 2010 | Establishing additionality: fraud vulnerabilities in the clean development mechanism.(2010) In: Discussion Papers in Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2010 | On the responsible investment disclosure practices of the worlds largest pension funds In: Accounting Research Journal. [Full Text][Citation analysis] | article | 1 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2006 | Idiosyncratic volatility and security returns: evidence from Germany and United Kingdom In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2009 | Dynamic Lifecycle Strategies for Target Date Retirement Funds In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 19 |
| 2010 | Systemic Risk, the TED Spread and Hedge Fund Returns In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 6 |
| 2010 | Ponzimonium: Madoff and the Red Flags of Fraud In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The Identification of Ponzi Schemes: Can a Picture Tell a Thousand Frauds? In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 3 |
| 2012 | 2012-07 The Retirement Risk Zone: A Baseline Study In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 1 |
| 2012 | 2012-08 Regimes in Australian Pension Fund Returns: A Hidden Semi-Markov Approach In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 2012 | 2012-09 Who was Swimming Naked when the Tide went out? Introducing Criminology to the Finance Curriculum In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 1 |
| 2012 | 2012-12 On the Ethics of Short Selling In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Industry-academic partnerships in finance programmes. Cast of CFA-partnered programmes. In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Microscopic momentum in commodity futures In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 2 |
| 2005 | A test of momentum trading strategies in foreign exchange markets: evidence from the G7 In: Global Business and Economics Review. [Full Text][Citation analysis] | article | 3 |
| 2003 | A Review Of Australias Compulsory Superannuation Scheme After A Decade In: Discussion Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Sustainable Retirement: A Look At Consumer Desires In: Discussion Papers Series. [Full Text][Citation analysis] | paper | 0 |
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| 2006 | Small Firm Effect, Liquidity and Security Returns In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 1 |
| 2012 | Sustainable stock indices and long-term portfolio decisions In: Journal of Sustainable Finance & Investment. [Full Text][Citation analysis] | article | 2 |
| 2003 | Beta, Firm Size, Book-to-Market Equity and Stock Returns In: Journal of the Asia Pacific Economy. [Full Text][Citation analysis] | article | 20 |
| 2003 | Returns from investing in Australian equity superannuation funds, 1991--1999 In: The Service Industries Journal. [Full Text][Citation analysis] | article | 5 |
| 2007 | Does Idiosyncratic Volatility Matter? New Zealand Evidence In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] | article | 7 |
| 2016 | The Predictive Performance of Asset Pricing Models: Evidence from the Australian Securities Exchange In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team