34
H index
118
i10 index
4780
Citations
University of Queensland | 34 H index 118 i10 index 4780 Citations RESEARCH PRODUCTION: 322 Articles 15 Papers 3 Chapters EDITOR: Series edited 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 william faff. | Is cited by: | Cites to: |
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2024 | The Impact of Market Liquidity on The Stock Returns During the COVID-19 Outbreak: New Evidence from Vietnam. (2024). Thanh, Hai Phan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:1:p:75-95. Full description at Econpapers || Download paper | |
2025 | Does Gender Diversity Moderate the Relationship Between Corporate Social Responsibility and Financial Distress in European Firms?. (2025). Kachouri, Maali ; Youssef, Yosra Bida. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:24:y:2024:i:1:p:173-202. Full description at Econpapers || Download paper | |
2025 | Model-free Analysis of Dynamic Trading Strategies. (2025). Xu, Renyuan ; Cont, Rama ; Ananova, Anna. In: Papers. RePEc:arx:papers:2011.02870. Full description at Econpapers || Download paper | |
2024 | Detecting data-driven robust statistical arbitrage strategies with deep neural networks. (2024). Sester, Julian ; Yin, Daiying ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2203.03179. Full description at Econpapers || Download paper | |
2024 | A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2024). Fanelli, Viviana ; Rotondi, Francesco ; Fontana, Claudio. In: Papers. RePEc:arx:papers:2309.00875. Full description at Econpapers || Download paper | |
2024 | Monte Carlo Simulation for Trading Under a L\evy-Driven Mean-Reverting Framework. (2024). Leung, Tim ; Lu, Kevin W. In: Papers. RePEc:arx:papers:2309.05512. Full description at Econpapers || Download paper | |
2024 | Optimal Entry and Exit with Signature in Statistical Arbitrage. (2024). Chakraborty, Prakash ; Lee, Kiseop ; Ning, Boming. In: Papers. RePEc:arx:papers:2309.16008. Full description at Econpapers || Download paper | |
2025 | SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: Papers. RePEc:arx:papers:2401.06249. Full description at Econpapers || Download paper | |
2024 | Are Charter Value and Supervision Aligned? A Segmentation Analysis. (2024). Lozano-Vivas, Ana ; Duran, Miguel ; Aparicio, Juan ; Pastor, Jesus T. In: Papers. RePEc:arx:papers:2401.12274. Full description at Econpapers || Download paper | |
2024 | Pairs Trading Using a Novel Graphical Matching Approach. (2024). Zaman, Tauhid ; Qureshi, Khizar. In: Papers. RePEc:arx:papers:2403.07998. Full description at Econpapers || Download paper | |
2024 | Advanced Statistical Arbitrage with Reinforcement Learning. (2024). Lee, Kiseop ; Ning, Boming. In: Papers. RePEc:arx:papers:2403.12180. Full description at Econpapers || Download paper | |
2024 | Modelling and Forecasting Energy Market Volatility Using GARCH and Machine Learning Approach. (2024). Chung, Seulki. In: Papers. RePEc:arx:papers:2405.19849. Full description at Econpapers || Download paper | |
2024 | Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market. (2024). Ślepaczuk, Robert ; Korniejczuk, Adam. In: Papers. RePEc:arx:papers:2406.10695. Full description at Econpapers || Download paper | |
2024 | NeuralBeta: Estimating Beta Using Deep Learning. (2024). Liu, Yuxin ; Lin, Jimin ; Gopal, Achintya. In: Papers. RePEc:arx:papers:2408.01387. Full description at Econpapers || Download paper | |
2024 | Does ESG Consistently Promote the Corporate Financial Performance? A Study of the Global Cruise Industry. (2024). Wu, Yuechen. In: Papers. RePEc:arx:papers:2409.00758. Full description at Econpapers || Download paper | |
2025 | What drives strategic Corporate Social Responsibility?. (2025). Bji, Rania ; Yousfi, Ouidad. In: Journal of Economic Analysis. RePEc:bba:j00001:v:4:y:2025:i:1:p:83-106:d:344. Full description at Econpapers || Download paper | |
2024 | Crisis Capital: Private Placements During COVID‐19. (2024). Foley, Sean ; Svec, Jiri ; Bi, Edward ; Aspris, Angelo. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:3:p:607-626. Full description at Econpapers || Download paper | |
2024 | Employer ratings in social media and firm performance: Evidence from an explainable machine learning approach. (2024). Ranta, Mikko ; Ylinen, Mika. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:247-276. Full description at Econpapers || Download paper | |
2024 | Higher‐order moments and asset pricing in the Australian stock market. (2024). Ahadzie, Richard Mawulawoe ; Jeyasreedharan, Nagaratnam. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:75-128. Full description at Econpapers || Download paper | |
2024 | The impact of organisation capital on inventory efficiency. (2024). Li, Tongxia ; Lu, Chun ; Xu, Lei. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3751-3779. Full description at Econpapers || Download paper | |
2024 | An examination of the characteristics versus covariance debate for contemporary asset‐pricing models: Australian evidence. (2024). Gray, Philip ; Limkriangkrai, Manapon ; Xu, Wenyuan. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3781-3802. Full description at Econpapers || Download paper | |
2024 | Walking on the gender tightrope: Unlocking ESG potential through CEOs dynamic capabilities and strategic board composition. (2024). Heubeck, Tim. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:2020-2039. Full description at Econpapers || Download paper | |
2024 | CEO hubris and corporate carbon footprint: The role of gender diversity. (2024). Kwabi, Frank ; Fulgence, Samuel ; Adamolekun, Gbenga. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:8102-8125. Full description at Econpapers || Download paper | |
2024 | Determinants of corporate leverage and sustainability of small and medium‐sized enterprises: The case of commercial companies in Ecuador. (2024). Ponce, Herenia Gutirrez. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:8319-8331. Full description at Econpapers || Download paper | |
2024 | The interplay of cash flow uncertainty and firm life cycle on sustainability disclosure. (2024). Shiljas, K ; Kumar, Dilip. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:8471-8492. Full description at Econpapers || Download paper | |
2024 | Corporate fraud, political connections, and media bias: Evidence from China. (2024). Song, Victor ; Li, Qian ; Wang, Jiamin ; Lai, Chenmeng. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:319-353. Full description at Econpapers || Download paper | |
2024 | CEO overcaution and capital structure choices. (2024). Brooks, Chris ; Rocciolo, Francesco ; Gheno, Andrea. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:719-743. Full description at Econpapers || Download paper | |
2024 | Portfolio Allocation, Risk Aversion, and Digital Literacy Among the European Elderly. (2024). Monica, Raileanu Szeles ; Adrian-Gabriel, Enescu. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:18:y:2024:i:1:p:16:n:1018. Full description at Econpapers || Download paper | |
2025 | Corporate Governance, Bank Stability and Risk-Taking: Differences Between Conventional and Islamic Banks. (2025). Awdeh, Ali ; Ghaithaa, El Mokdad. In: Review of Middle East Economics and Finance. RePEc:bpj:rmeecf:v:21:y:2025:i:1:p:1-41:n:1004. Full description at Econpapers || Download paper | |
2024 | Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean. (2024). Mohaddes, Kamiar ; Klusak, P ; Burke, M ; Agarwala, M ; Doherty-Bigara, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2420. Full description at Econpapers || Download paper | |
2024 | Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean. (2024). Mohaddes, Kamiar ; Klusak, P ; Burke, M ; Agarwala, M ; Doherty-Bigara, J. In: Janeway Institute Working Papers. RePEc:cam:camjip:2414. Full description at Econpapers || Download paper | |
2024 | Volatility Spillover: Garch Analysis of S&P 500s Influence on Precious Metals. (2024). Grubisic, Zoran ; Lazic, Milena ; Duran, Edo. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:13:y:2024:i:2:p:187-211. Full description at Econpapers || Download paper | |
2025 | Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667. Full description at Econpapers || Download paper | |
2024 | Liquidity on Eurozone stock markets: A non-linear approach. (2024). Seyte, Franoise ; Souiki, Boumediene. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01064. Full description at Econpapers || Download paper | |
2025 | Gender diversity and firm value: Evidence from an emerging market. (2025). Bao, Vu Gia ; Phan, Quynh Trang. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00273. Full description at Econpapers || Download paper | |
2024 | Social capital, CSR, and stock markets around the world. (2024). Na, Haejung ; Kim, Soonho. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00354. Full description at Econpapers || Download paper | |
2024 | Comparative Analysis of the Volatility Structures of the Stock Prices of Energy Companies Traded on the Kazakhstan Stock Exchange and International Gold and Oil Prices. (2024). Baibulekova, Lyailya ; Myrzabekkyzy, Kundyz ; Kassymbekova, Gulzhakhan ; Lukhmanova, Gulnar ; Issayeva, Gulmira ; Pazilov, Galimzhan A ; Sultanova, Zamzagul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-4. Full description at Econpapers || Download paper | |
2024 | An Applied Study of the Symmetric and Asymmetric Impact of Oil Prices and International Financial Markets on Economic Growth in Iraq. (2024). KAMEL, HELALI ; Aloulou, Rima ; Kalai, Maha ; Jabbar, Ahmed Younis ; Khaleel, Moustfa Ismael. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-7. Full description at Econpapers || Download paper | |
2024 | Which ESG+F dimension matters most to retail investors? An experimental study on financial decisions and future generations. (2024). Benuzzi, Matteo ; Klaser, Klaudijo ; Bax, Karoline. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000965. Full description at Econpapers || Download paper | |
2024 | Long-term institutional investors and climate change news Beta. (2024). Masum, Abdullah-Al ; Hossain, Ashrafee ; Benkraiem, Ramzi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s092911992400155x. Full description at Econpapers || Download paper | |
2024 | Labor dynamics and unions: An empirical analysis through Okuns Law. (2024). Zambrano-Monserrate, Manuel. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:613-628. 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 ; ben Hmiden, Oussama ; Avele, Donatien ; Tatoutchoup, Didier. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004121. Full description at Econpapers || Download paper | |
2024 | Impact of ESG preferences on investments and emissions in a DSGE framework. (2024). Bian, Yuxiang ; Xiong, Xiong ; Wang, Ren. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000877. Full description at Econpapers || Download paper | |
2024 | The spillover and contagion effects of sovereign risk on stock markets. (2024). Simo-Kengne, Beatrice Desiree ; Gnagne, Pascal Xavier ; Manguzvane, Mathias Mandla. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002785. Full description at Econpapers || Download paper | |
2024 | Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839. Full description at Econpapers || Download paper | |
2024 | CEO overconfidence, risk-taking, and firm value: Influence of incentive compensation and financial constraints. (2024). Tang, Hui-Wen ; Chang, Chong-Chuo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001572. Full description at Econpapers || Download paper | |
2024 | The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Hu, Zinan ; Borjigin, Sumuya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391. Full description at Econpapers || Download paper | |
2024 | Does swing pricing reduce investment funds’ liquidity risk in times of market stress? – Evidence from the March-2020 episode. (2024). Fong, Tom Pak-Wing ; Wong, Joe Ho-Yeung ; Wu, Gabriel Shui-Tang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000433. Full description at Econpapers || Download paper | |
2024 | Addressing the financial impact of natural disasters in the era of climate change. (2024). Orlando, Giuseppe ; Bufalo, Michele ; Ceci, Claudia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000779. Full description at Econpapers || Download paper | |
2024 | Oil price volatility and changes in corporate debt: An empirical study in the Indian landscape. (2024). Tiwari, Aviral ; Hammoudeh, Shawkat ; Tripathi, Nitya Nand ; Raj, Asha Binu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001128. Full description at Econpapers || Download paper | |
2024 | Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets. (2024). Koczar, Monika W ; Jareo, Francisco ; Escribano, Ana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001724. Full description at Econpapers || Download paper | |
2024 | Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748. Full description at Econpapers || Download paper | |
2025 | Spatial linkages of positive feedback trading among the stock index futures markets. (2025). Mu, Lijie ; Liu, Shuyi ; Tian, Shuxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002407. Full description at Econpapers || Download paper | |
2025 | Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns. (2025). Zhang, Zhikai ; Zhao, Xinyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002468. Full description at Econpapers || Download paper | |
2024 | Is the digital economy an effective tool for decreasing energy vulnerability? A global case. (2024). Dong, Kangyin ; Liu, Yang ; Wang, Jianda. In: Ecological Economics. RePEc:eee:ecolec:v:216:y:2024:i:c:s0921800923002914. Full description at Econpapers || Download paper | |
2024 | Carbon assurance, corporate capital structure, and debt maturity: Global evidence. (2024). Bakry, Walid ; Datt, Rina ; Alnori, Faisal ; Bugshan, Abdullah. In: Economics Letters. RePEc:eee:ecolet:v:245:y:2024:i:c:s0165176524005512. Full description at Econpapers || Download paper | |
2024 | Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective. (2024). Zhu, Ziwei ; Wang, Weichen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003494. Full description at Econpapers || Download paper | |
2024 | Measuring tail risk. (2024). Prokopczuk, Marcel ; Dierkes, Maik ; Hollstein, Fabian ; Wursig, Christoph Matthias. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001155. Full description at Econpapers || Download paper | |
2024 | Volatility connectedness and its determinants of global energy stock markets. (2024). Wang, XU ; Cong, Xiaoping ; Xie, Qichang ; Luo, Chao. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000153. Full description at Econpapers || Download paper | |
2024 | The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533. Full description at Econpapers || Download paper | |
2024 | Stock market connectedness during an energy crisis: Evidence from South Africa. (2024). French, Joseph ; Tita, Anthanasius F ; Obalade, Adefemi A ; Lawrence, Babatunde. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s156601412400089x. Full description at Econpapers || Download paper | |
2024 | Carbon dioxide and asset pricing: Evidence from international stock markets. (2024). Chen, Zhuo ; Tao, Libin ; Liu, Jinyu ; Lu, Andrea. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001287. Full description at Econpapers || Download paper | |
2024 | Energy price uncertainty, environmental policy, and firm investment: A dynamic modeling approach. (2024). Deng, Zhengxing ; Hao, YU. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000148. Full description at Econpapers || Download paper | |
2024 | Faking for fortune: Emissions trading schemes and corporate greenwashing in China. (2024). Tan, Ruipeng ; Cai, Qijun ; Pan, Lulu. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000276. Full description at Econpapers || Download paper | |
2024 | Religious atmosphere, seismic impact, and corporate charitable donations in China. (2024). Jia, Zhehao ; Shi, Yujing ; Wang, Shuoxiang ; Huang, Ruixian ; Li, Danyang. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s014098832400077x. Full description at Econpapers || Download paper | |
2024 | Shanghai oil futures prices and firms investment decisions: Evidence from Chinese manufacturing firms. (2024). Wang, Ziqi ; Li, Rongrong ; Kong, Qunxi. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002688. Full description at Econpapers || Download paper | |
2024 | Greening the future: How mergers and acquisitions in China tackle carbon challenges. (2024). Suardi, Sandy ; Han, Yikai ; Ding, Mingfa ; Cui, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400433x. Full description at Econpapers || Download paper | |
2024 | Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584. Full description at Econpapers || Download paper | |
2024 | The importance of green patents for CDS pricing: The role of environmental disclosures. (2024). Rahman, Sohanur. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006133. Full description at Econpapers || Download paper | |
2024 | Dancing between threats and conflicts: How Chinese energy companies invest amidst global geopolitical risks. (2024). Huang, Zhuo ; Ye, Chengfang ; Lai, Fujun ; Li, Yunzhong. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006157. Full description at Econpapers || Download paper | |
2024 | Time-varying effects of structural oil price shocks on financial market uncertainty. (2024). Liang, Ziwei ; Geng, Jiang-Bo ; Yang, Junqi. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006182. Full description at Econpapers || Download paper | |
2024 | Exploring the risk dynamics of US green energy stocks: A green time-varying beta approach. (2024). Chakrabarti, Gagari ; Sen, Chitrakalpa. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006595. Full description at Econpapers || Download paper | |
2024 | Geopolitical risk and energy price crash risk. (2024). Apergis, Nicholas ; Fahmy, Hany. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006832. Full description at Econpapers || Download paper | |
2024 | How financial derivatives affect energy firms ESG. (2024). Xiong, Mengxu ; Xiang, Junyi ; Liu, Chen. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007370. Full description at Econpapers || Download paper | |
2025 | Performance of energy ETFs and climate risks. (2025). Nguyen, Minh Nhat ; Li, Youwei ; Liu, Rui Peng. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007400. Full description at Econpapers || Download paper | |
2025 | Assessing the influence of unplanned oil supply outages on airline stock connectedness. (2025). Cai, Yifei ; Zhang, Yahua ; Xu, Yuchao. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008545. Full description at Econpapers || Download paper | |
2024 | Production of energy from renewable sources and financial performance of European utilities: A panel-data analysis. (2024). Anzalone, Giuseppe A ; Dorigoni, Susanna. In: Energy Policy. RePEc:eee:enepol:v:194:y:2024:i:c:s0301421524003434. Full description at Econpapers || Download paper | |
2024 | Extreme risk contagions among fossil energy companies in China: Insights from a multilayer dynamic network analysis. (2024). Xu, Zihan ; Xing, Xiaoyun ; Deng, Jing. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224021194. Full description at Econpapers || Download paper | |
2025 | The transmission of coal price shock to Chinese industry: Sub-sectors and regions heterogeneity. (2025). Lin, Boqiang ; Lan, Tianxu. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225001136. Full description at Econpapers || Download paper | |
2024 | ESG and debt structure: Is the nature of this relationship nonlinear?. (2024). Li, Weiwei ; Padmanabhan, Prasad ; Huang, Chia-Hsing. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005434. 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). Soski, Tomasz ; Kara, Marta ; 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 | Employment protection and environmental corporate social responsibility: Evidence from China. (2024). Chiang, Yao-Min ; Liu, Haiming. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000103. Full description at Econpapers || Download paper | |
2024 | Country-level heterogeneity in foreign institutional investment horizons and firm value. (2024). Mian, Rehman U ; Rahim, Imad. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000127. Full description at Econpapers || Download paper | |
2024 | Stock liquidity effect on leverage: The role of debt security, financial constraint, and risk around the global financial crisis and Covid-19 pandemic. (2024). Zhao, Ruoyun ; Armanious, Amir. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000255. Full description at Econpapers || Download paper | |
2024 | Do ‘Lehman Sisters’ work in China? Women on boards and bank risk. (2024). Huang, Yichu ; Fan, Yaoyao ; Ly, Kim Cuong ; Fang, Feifei. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000619. Full description at Econpapers || Download paper | |
2024 | Data breach disclosures and stock price crash risk: Evidence from data breach notification laws. (2024). Silveri, Sabatino ; Cao, Hung ; Phan, Hieu V. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000966. Full description at Econpapers || Download paper | |
2024 | Does a consistently capitalized R&D ratio improve information effects of capitalized development expenditures?. (2024). Cho, Joe ; Kim, Heejung. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001467. Full description at Econpapers || Download paper | |
2024 | CEO overconfidence and the informativeness of bank stock prices. (2024). Le, Anh-Tuan ; Lin, Kun-Li ; Doan, Anh-Tuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001625. Full description at Econpapers || Download paper | |
2024 | Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765. Full description at Econpapers || Download paper | |
2024 | Do commodity futures have a steering effect on the spot stock market in China? New evidence from volatility forecasting. (2024). Liao, Yin ; Ma, Feng ; Lu, Fei ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001947. Full description at Econpapers || Download paper | |
2024 | Asymmetric post earnings announcement drift and order flow imbalance: The impact on stock market returns. (2024). Zhang, Sijia ; Wu, HE ; Gregoriou, Andros. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002485. Full description at Econpapers || Download paper | |
2024 | Speculative culture and corporate greenwashing: Evidence from China. (2024). Ke, Yubing ; Sun, Lingxia ; Wang, Jianye ; Liu, Huifen. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400379x. Full description at Econpapers || Download paper | |
2024 | Multiscale quantile dependence between Chinas green bond and green equity: Fresh evidence from higher-order moment perspective. (2024). Zhang, Yongmin ; Yang, Xiaomei ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004174. Full description at Econpapers || Download paper | |
2024 | Cash is queen? Impact of gender-diverse boards on firms cash holdings during COVID-19. (2024). Utham, Vinay ; Elamer, Ahmed A. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004228. Full description at Econpapers || Download paper | |
2024 | What drives stock returns across countries? Insights from machine learning models. (2024). Zaremba, Adam ; Cakici, Nusret. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005015. Full description at Econpapers || Download paper | |
2024 | Stock price spillovers from foreign institutional investor divestment: Evidence from BlackRocks closure of the China Flexible Equity Fund. (2024). Pan, Changchun ; Song, Yuhang ; Jin, Long. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006264. Full description at Econpapers || Download paper | |
2025 | Responsible investing: Upside potential and downside protection?. (2025). Gao, Yumeng ; Prokopczuk, Marcel ; Rouxelin, Florent ; Wuersig, Christoph. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924006860. Full description at Econpapers || Download paper | |
2025 | Which corporate leaders matter to financial markets?. (2025). Philipps, Collin S ; Ratliff, David J. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007129. Full description at Econpapers || Download paper | |
2025 | Intelligent manufacturing and corporate green transformation. (2025). Cai, Xiaotong ; Lin, Peiyang ; Wang, Rui. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007282. Full description at Econpapers || Download paper | |
2025 | Behind in time, behind in the game – time zone affects trading aggressiveness. (2025). Lepone, Grace ; Gautam, Anil. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007440. Full description at Econpapers || Download paper | |
2025 | International evidence on the relationship between fraud tolerance and stock price crash risk. (2025). Askarzadeh, Alireza ; Yung, Kenneth. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007853. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2010 | Liquidity and stock returns in Japan: New evidence In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 31 |
2010 | Asymmetry in return and volatility spillover between equity and bond markets in Australia In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 55 |
2010 | Financial constraints and stock returns -- Evidence from Australia In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 11 |
2012 | Corporate philanthropy: Insights from the 2008 Wenchuan Earthquake in China In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 36 |
2014 | Disciplinary tools and bank risk exposure In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 19 |
1994 | Beta stability and portfolio formation In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 14 |
1995 | Beta stability and portfolio formation.(1995) In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
1994 | Beta Stability and Portfolio Formation..(1994) In: Melbourne - Centre in Finance. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2015 | Corporate governance, firm value and risk: Past, present, and future In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 23 |
2015 | Injecting liquidity into liquidity research In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 6 |
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 | 21 |
2018 | New evidence on national culture and bank capital structure In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 35 |
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 | 4 |
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 | 17 |
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 | 17 |
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 | 15 |
2021 | Political connections and media slant In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 5 |
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 | 9 |
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 |
2011 | Women and risk tolerance in an aging world In: International Journal of Accounting & Information Management. [Full Text][Citation analysis] | article | 1 |
2013 | Do high and low‐ranked sustainability stocks perform differently? In: International Journal of Accounting & Information Management. [Full Text][Citation analysis] | article | 0 |
2014 | The role of board gender on the profitability of insider trading In: International Journal of Accounting & Information Management. [Full Text][Citation analysis] | article | 0 |
2024 | Examining the Indonesian dual banking system: an exploration of market discipline indicators In: International Journal of Managerial Finance. [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 |
2023 | Pitching business school researcher profiles In: Journal of Accounting Literature. [Full Text][Citation analysis] | article | 0 |
2024 | Corporate governance and liquidity creation in a duality banking system In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 0 |
2004 | What’s in a Name? Evidence on Corporate Name Changes from the Australian Capital Market In: Pacific Accounting Review. [Full Text][Citation analysis] | article | 1 |
2006 | Factors or Characteristics? That is the Question In: Pacific Accounting Review. [Full Text][Citation analysis] | article | 1 |
2007 | Management earnings forecasts in a continuous disclosure environment In: Pacific Accounting Review. [Full Text][Citation analysis] | article | 0 |
2009 | Testing for asymmetric effects in the accrual anomaly using piecewise linear regressions In: Pacific Accounting Review. [Full Text][Citation analysis] | article | 0 |
1997 | A GENERALISED METHOD OF MOMENTS TEST OF MEAN VARIANCE EFFICIENCY IN THE AUSTRALIAN STOCK MARKET In: Pacific Accounting Review. [Full Text][Citation analysis] | article | 0 |
2000 | A Test of a Two‐Factor ‘Market and Oil’ Pricing Model In: Pacific Accounting Review. [Full Text][Citation analysis] | article | 0 |
2001 | An Empirical Investigation of the Cross‐Industry Variation in Mean Reversion of Australian Stock Betas In: Pacific Accounting Review. [Full Text][Citation analysis] | article | 0 |
2003 | An Investigation of the Relationship between Stated Fund Management Policy and Market Timing Ability In: Pacific Accounting Review. [Full Text][Citation analysis] | article | 0 |
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 | 2 |
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 | 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 |
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 | 13 |
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 | 14 |
2008 | Evidence of feedback trading with Markov switching regimes In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 13 |
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 | 9 |
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 | 0 |
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 | 33 |
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 | 20 |
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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 | 61 |
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 | 43 |
2002 | On The Determinants of Derivative Usage by Australian Companies In: Australian Journal of Management. [Full Text][Citation analysis] | article | 37 |
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 | 8 |
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 | 20 |
2007 | Are the Fama-French Factors Proxying Default Risk? In: Australian Journal of Management. [Full Text][Citation analysis] | article | 30 |
2007 | Do Derivatives Have a Role in the Risk-Shifting Behaviour of Fund Managers? In: Australian Journal of Management. [Full Text][Citation analysis] | article | 6 |
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 | 57 |
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 | 8 |
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 | 29 |
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 | 1 |
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 | 11 |
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 | 11 |
2016 | A contemporary view of corporate finance theory, empirical evidence and practice In: Australian Journal of Management. [Full Text][Citation analysis] | article | 7 |
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 |
2021 | Does board independence constrain insider opportunism? In: Australian Journal of Management. [Full Text][Citation analysis] | article | 2 |
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 | 20 |
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 | 11 |
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 | 3 |
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 |
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 | 4 |
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 | 2 |
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 | 2 |
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 | 10 |
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 | 5 |
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 | 8 |
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 | 15 |
2021 | Institutional ownership and corporate risk-taking in Japanese listed firms In: Applied Economics. [Full Text][Citation analysis] | article | 13 |
2024 | Are there any safe haven assets against oil price falls? In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2024 | When Investors Can Talk to Firms, Is It a Meaningful Conversation? Evidence from Investor Postings on Interactive Platforms In: European Accounting Review. [Full Text][Citation analysis] | article | 1 |
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 | 51 |
2007 | An examination of conditional asset pricing models in the Australian equities market In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 0 |
2008 | Systematic liquidity in the long run In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 0 |
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 | 1 |
1998 | A Test of a Two-Factor APT Based on the Quadratic Market Model: International Evidence In: Studies in Economics and Econometrics. [Full Text][Citation analysis] | article | 0 |
1999 | Extra-Market Sensitivity to a Gold Price Factor: Evidence From National Market Portfolios In: Studies in Economics and Econometrics. [Full Text][Citation analysis] | article | 0 |
2002 | Are Returns in the International Economy Explained by a Single or Multi-Factor Structure? In: Studies in Economics and Econometrics. [Full Text][Citation analysis] | article | 0 |
2004 | Does Undercapitalisation Help Explain Why Futures Speculators Lose Money? In: Studies in Economics and Econometrics. [Full Text][Citation analysis] | article | 0 |
2005 | A Simple Test of the ‘Risk Class Hypothesis’ In: Studies in Economics and Econometrics. [Full Text][Citation analysis] | article | 0 |
2006 | Investigating the Determinants of the Decision to Engage In a Corporate Hedging Strategy In: Studies in Economics and Econometrics. [Full Text][Citation analysis] | article | 0 |
2008 | An Examination of Commonality in Liquidity: New Evidence from the Australian Stock Exchange In: Studies in Economics and Econometrics. [Full Text][Citation analysis] | article | 0 |
2001 | Taxation and Blacks Zero-Beta Strategy Revisited In: Financial Analysts Journal. [Full Text][Citation analysis] | article | 0 |
2006 | Do Precious Metals Shine? An Investment Perspective In: Financial Analysts Journal. [Full Text][Citation analysis] | article | 32 |
2010 | Does Simple Pairs Trading Still Work? In: Financial Analysts Journal. [Full Text][Citation analysis] | article | 10 |
2019 | Trusting Clients’ Financial Risk Tolerance Survey Scores In: Financial Analysts Journal. [Full Text][Citation analysis] | article | 2 |
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 | 18 |
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 | 1 |
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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