31
H index
105
i10 index
4224
Citations
University of Queensland | 31 H index 105 i10 index 4224 Citations RESEARCH PRODUCTION: 302 Articles 14 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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2022 | Do Sustainability Risks Affect Credit Ratings? Evidence from European Banks. (2022). Giraldez-Puig, Pilar ; Samaniego-Medina, Reyes . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:24:y:2022:i:61:p:720. Full description at Econpapers || Download paper | |
2022 | Pitching Research for Research-Enabled Students: Reflections on My Experience as A “Test Pilot†Of the Inspir2es “Internship†Initiative. (2022). Li, Yitong. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:21:y:2022:i:4:p:631-654. Full description at Econpapers || Download paper | |
2023 | Sektorowe zró?nicowanie efektu interwa?u akcji spó?ek z GPW w dobie pandemii COVID-19. (2023). Lisicki, Bartomiej. In: Ekonomista. RePEc:aoq:ekonom:y:2023:i:2:p:174-194. Full description at Econpapers || Download paper | |
2022 | Estimation of Ornstein-Uhlenbeck Process Using Ultra-High-Frequency Data with Application to Intraday Pairs Trading Strategy. (2018). Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:1811.09312. Full description at Econpapers || Download paper | |
2023 | Excursion Risk. (2020). Cont, Rama ; Ananova, Anna ; Xu, Renyuan. In: Papers. RePEc:arx:papers:2011.02870. Full description at Econpapers || Download paper | |
2022 | Deep Learning Statistical Arbitrage. (2021). Pelger, Markus ; Guijarro-Ordonez, Jorge ; Zanotti, Greg. In: Papers. RePEc:arx:papers:2106.04028. Full description at Econpapers || Download paper | |
2023 | Detecting data-driven robust statistical arbitrage strategies with deep neural networks. (2022). Neufeld, Ariel ; Yin, Daiying ; Sester, Julian. In: Papers. RePEc:arx:papers:2203.03179. Full description at Econpapers || Download paper | |
2022 | Index Tracking via Learning to Predict Market Sensitivities. (2022). Choi, Yongmin ; Kim, Jeonghun ; Hong, Yoonsik. In: Papers. RePEc:arx:papers:2209.00780. Full description at Econpapers || Download paper | |
2023 | Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning. (2023). Huang, Jimin ; Lai, Yanzhao ; Peng, Min ; Xie, Qianqian ; Zhang, Boyi. In: Papers. RePEc:arx:papers:2301.10724. Full description at Econpapers || Download paper | |
2023 | A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2023). Rotondi, Francesco ; Fontana, Claudio ; Fanelli, Viviana. In: Papers. RePEc:arx:papers:2309.00875. Full description at Econpapers || Download paper | |
2023 | Monte Carlo Simulation for Trading Under a L\evy-Driven Mean-Reverting Framework. (2023). Lu, Kevin W ; Leung, Tim. In: Papers. RePEc:arx:papers:2309.05512. Full description at Econpapers || Download paper | |
2022 | Hierarchical political power and the value of cash holdings. (2022). Talavera, Oleksandr ; Zhang, Mao ; Yin, Shuxing ; Liu, Jia. In: Discussion Papers. RePEc:bir:birmec:22-03. Full description at Econpapers || Download paper | |
2023 | Risk Analysis of Pension Fund Investment Choices. (2023). Do, Hung Xuan ; Brooks, Robert ; Bissoondoyalbheenick, Emawtee. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:3:p:872-898. Full description at Econpapers || Download paper | |
2022 | Assessing the usefulness of daily and monthly asset?pricing factors for Australian equities. (2022). Zhong, Angel ; Gray, Philip. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:181-211. Full description at Econpapers || Download paper | |
2022 | Does board gender diversity reduce ‘CEO luck’?. (2022). Jiraporn, Pornsit ; Treepongkaruna, Sirimon ; Jaroenjitrkam, Anutchanat ; Ongsakul, Viput. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:243-260. Full description at Econpapers || Download paper | |
2022 | Corporate reputation risk and cash holdings. (2022). Zhao, Ruoyun (Lucy) ; Habib, Ahsan ; Hasan, Mostafa Monzur. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:667-707. Full description at Econpapers || Download paper | |
2022 | Institutional trading in stock market anomalies in Australia. (2022). Zhong, Angel. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:893-930. Full description at Econpapers || Download paper | |
2022 | Corporate vote trading in Australia. (2022). Chewie, Tze Chuan ; Li, Tongxia. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1065-1105. Full description at Econpapers || Download paper | |
2022 | Cognitive functioning, financial literacy, and judgment in older age. (2022). Earl, Joanne Kaa ; Asher, Anthony ; Gerrans, Paul. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1637-1674. Full description at Econpapers || Download paper | |
2023 | Speculative trading preferences of retail investor birth cohorts. (2023). Wright, Danika ; Westerholm, Joakim ; Lepone, Grace. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:555-574. Full description at Econpapers || Download paper | |
2023 | Meta?analysis of the impact of financial constraints on firm performance. (2023). van Zijl, Tony ; Houqe, Muhammad Nurul ; Ahamed, Fatematuz Tamanna. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:1671-1707. Full description at Econpapers || Download paper | |
2023 | Capital and labour distortion in China: a systematic literature review using HistCite. (2023). Liang, Yidan. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:1759-1784. Full description at Econpapers || Download paper | |
2023 | Local social environment and the speed of leverage adjustment. (2023). Lu, Chun ; Li, Tongxia. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:1919-1952. Full description at Econpapers || Download paper | |
2023 | Customer concentration, leverage adjustments, and firm value. (2023). Li, Junfeng ; Wu, Kai ; Liu, Xiaoxing ; Ur, Obaid. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2035-2079. Full description at Econpapers || Download paper | |
2023 | CEO overconfidence and the tone of press release. (2023). Gong, Rong. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2081-2108. Full description at Econpapers || Download paper | |
2023 | Toxic chemical releases and idiosyncratic return volatility: A prospect theory perspective. (2023). Zaman, Rashid ; Nadeem, Muhammad ; Bahadar, Stephen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2109-2143. Full description at Econpapers || Download paper | |
2023 | Earnings communication conferences and post?earnings?announcement drift: Evidence from China. (2023). Su, Yunpeng ; Liu, Yifang ; Yang, Baochen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2145-2185. Full description at Econpapers || Download paper | |
2023 | Difference of opinion among investors versus analysts. (2023). Wu, Wenfeng ; Cao, Zhiqi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2347-2381. Full description at Econpapers || Download paper | |
2023 | Former auditors on the audit committee and earnings management: Evidence from African banks. (2023). Slimi, Imen ; Mnif, Yosra. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2383-2420. Full description at Econpapers || Download paper | |
2023 | State?owned capital and corporate social responsibility of private?holding companies: evidence from China. (2023). Wang, Jenny Jing ; Gu, Lishi ; Zhang, Tao. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1101-1120. Full description at Econpapers || Download paper | |
2023 | Corporate green innovation and stock liquidity in China. (2023). Jiang, Kangqi ; Xiao, YU ; Chen, Zhongfei. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1381-1415. Full description at Econpapers || Download paper | |
2023 | Social media information dissemination and corporate bad news hoarding. (2023). Feng, Lingbing ; He, Feng. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1503-1532. Full description at Econpapers || Download paper | |
2022 | Foreign institutional ownership and bank performance: Evidence from Tunisia. (2022). Othmani, Hidaya. In: African Development Review. RePEc:bla:afrdev:v:34:y:2022:i:1:p:42-53. Full description at Econpapers || Download paper | |
2022 | Financial innovation regulations and firm performance: Evidence from Chinese listed firms. (2022). Yang, Minhua. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:1:p:24-41. Full description at Econpapers || Download paper | |
2022 | Innovation information disclosure and stock price crash risk?based supervision and insurance effect path analysis. (2022). Xiao, Xiang ; Yu, Ziqin. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:3:p:534-590. Full description at Econpapers || Download paper | |
2022 | Examining the interaction of sustainable innovation activity and the life cycle of small high?tech enterprises. (2022). Alola, Andrew ; Podshivalova, Maria V ; Vaisman, Elena D. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:3:p:1018-1029. Full description at Econpapers || Download paper | |
2022 | Founder CEOs and corporate environmental violations: Evidence from S&P 1500 firms. (2022). Acharya, Keshab ; Abebe, Michael A. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:3:p:1204-1219. Full description at Econpapers || Download paper | |
2022 | The effect of corporate environmental, social and governance disclosure on cash holdings: Life?cycle perspective. (2022). Nadarajah, Sivathaasan ; Liu, Benjamin ; Atif, Muhammad. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:5:p:2193-2212. Full description at Econpapers || Download paper | |
2022 | Why dont asset managers accelerate ESG investing? A sentiment analysis based on 13,000 messages from finance professionals. (2022). Zeidan, Rodrigo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:7:p:3028-3039. Full description at Econpapers || Download paper | |
2022 | Are boards ‘substitute’ or ‘complement’ dividend payout? Econometric evidence for Indian banks. (2022). Gulati, Rachita ; Bhatia, Madhur. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:2:n:e12198. Full description at Econpapers || Download paper | |
2022 | The cross?sectional return predictability of employment growth: A liquidity risk explanation. (2022). Luo, DI ; Liu, Weimin ; Zhao, Huainan ; Park, Seyoung. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:155-178. Full description at Econpapers || Download paper | |
2022 | Environmental uncertainty and corporate cash holdings: The moderating role of CEO ability. (2022). Habib, Ahsan ; Magerakis, Efstathios. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:3:p:402-432. Full description at Econpapers || Download paper | |
2023 | Institutional investors corporate site visits and corporate investment efficiency. (2023). Xiao, HE. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:359-392. Full description at Econpapers || Download paper | |
2023 | Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436. Full description at Econpapers || Download paper | |
2022 | Does corporate governance have a differential effect on downside and upside risk?. (2022). Je, Jen ; Liu, Benjamin ; Ali, Searat. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:9-10:p:1642-1695. Full description at Econpapers || Download paper | |
2023 | Bank systemic risk: An analysis of the sovereign rating ceiling policy and rating downgrades. (2023). Pham, Thu Phuong ; Zurbruegg, Ralf ; Wasi, Md Abdul. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:1-2:p:411-440. Full description at Econpapers || Download paper | |
2022 | Rare Disasters, Financial Development, and Sovereign Debt. (2022). Yang, Jinqiang ; Wang, Neng ; Rebelo, Sergio. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:5:p:2719-2764. Full description at Econpapers || Download paper | |
2022 | CEO overconfidence and debt covenant violations. (2022). Danso, Albert ; Lartey, Theophilus. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:1:p:162-199. Full description at Econpapers || Download paper | |
2023 | The role of bank lenders in firm leverage adjustments. (2023). Chen, Kai ; Zhu, Feifei ; Gao, Wenlian. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:63-97. Full description at Econpapers || Download paper | |
2022 | The Innovation and Reporting Consequences of Financial Regulation for Young Life?Cycle Firms. (2022). Valentine, Kristen ; Lewiswestern, Melissa F ; Allen, Abigail. In: Journal of Accounting Research. RePEc:bla:joares:v:60:y:2022:i:1:p:45-95. Full description at Econpapers || Download paper | |
2022 | FEAR Index, city characteristics, and housing returns. (2022). Saydometov, Sergiy ; Sabherwal, Sanjiv ; Aroul, Ramya Rajajagadeesan. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:173-205. Full description at Econpapers || Download paper | |
2022 | Managing bank liquidity hoarding during uncertain times : The role of board gender diversity. (2022). Weill, Laurent ; Garanina, Tatiana ; Davydov, Denis. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2022_011. Full description at Econpapers || Download paper | |
2022 | Post-pandemic inflation: Phillips Curve, trends, drivers and lessons. (2022). Catiforis, Christos. In: Economic Bulletin. RePEc:bog:econbl:y:2022:i:55:p:43-65. Full description at Econpapers || Download paper | |
2022 | Proposals for the reform of EU fiscal rules. (2022). Palaiodimos, Georgios ; Ventouris, Nikos. In: Economic Bulletin. RePEc:bog:econbl:y:2022:i:55:p:67-81. Full description at Econpapers || Download paper | |
2022 | Skills, management practices and technology adoption in Greek manufacturing firms. (2022). Petroulakis, Filippos ; Karadimitropoulou, Aikaterini ; Dellis, Konstantinos ; Caloghirou, Yannis ; Anyfantaki, Sofia. In: Economic Bulletin. RePEc:bog:econbl:y:2022:i:55:p:7-42. Full description at Econpapers || Download paper | |
2022 | Green finance in Europe: actors and challenges. (2022). Paisiou, Katerina ; Migiakis, Petros ; Anyfantaki, Sofia. In: Economic Bulletin. RePEc:bog:econbl:y:2022:i:55:p:83-105. Full description at Econpapers || Download paper | |
2022 | On dividends and market valuations of Australia’s listed electricity utilities: regulated vs. merchant. (2022). Simshauser, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2229. Full description at Econpapers || Download paper | |
2022 | Culture of Individualism and Uncertainty Avoidance in the G20 Countries’ Industries: An Analysis of Capital Structure and Performance. (2022). de Carvalho, Luciano Castro ; da Silva, Tarcisio Pedro ; de Lima, Gleice Carvalho ; Panosso, Oderson. In: Revista Finanzas y Politica Economica. RePEc:col:000443:020555. Full description at Econpapers || Download paper | |
2023 | Preferred habitat investors in the green bond market. (2023). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:773. Full description at Econpapers || Download paper | |
2022 | It’s not time to make a change: sovereign fragility and the corporate credit risk. (2022). Zaghini, Andrea ; Fornari, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20222740. Full description at Econpapers || Download paper | |
2023 | Window dressing of regulatory metrics: evidence from repo markets. (2023). Waibel, Martin ; Grill, Michael ; Behn, Markus ; Bassi, Claudio. In: Working Paper Series. RePEc:ecb:ecbwps:20232771. Full description at Econpapers || Download paper | |
2022 | Investment Risk Tolerance amongst South African University Students in the Vaal Triangle Area. (2022). Bothma, Elizabeth ; Ferreira, Lorainne ; Ferreira-Schenk, Sune ; Evangelou, Antonios. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-01-03. Full description at Econpapers || Download paper | |
2022 | On the Effectiveness of Stock Index Futures for Tail Risk Protection. (2022). Zouari, Hammadi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-03-5. Full description at Econpapers || Download paper | |
2022 | Optimal Cash Ratio and Adjustment Speed Across Different Firm Characteristics. (2022). Farouk, Mohamed ; Dawood, Aly ; Otaify, Mahmoud. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-03-9. Full description at Econpapers || Download paper | |
2022 | Constructing a Model for Domain-specific Risk-taking, Life Satisfaction and Risk Tolerance of Investors. (2022). Ferreira-Schenk, Sune ; Dickason-Koekemoer, Zandri. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-04-11. Full description at Econpapers || Download paper | |
2022 | Psychological and Behavioural Drivers of Short-Term Investment Intentions. (2022). Dickason-Koekemoer, Zandri ; Ferreira-Schenk, Sune ; van Heerden, Wilme ; Mankuroane, Evodia. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-04-3. Full description at Econpapers || Download paper | |
2022 | Volatility Spillover between Stock Returns and Oil Prices during the Covid-19 Pandemic in ASEAN. (2022). , Supriyanto ; Alexandri, Mohammad Benny. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-16. Full description at Econpapers || Download paper | |
2022 | Firm life cycle and financial statement comparability. (2022). Ranasinghe, Dinithi ; Habib, Ahsan ; Biswas, Pallab Kumar. In: Advances in accounting. RePEc:eee:advacc:v:58:y:2022:i:c:s088261102200027x. Full description at Econpapers || Download paper | |
2022 | Board characteristics and efficiency of value added by banks: Evidence from an emerging economy. (2022). Nidugala, Ganesh Kumar ; Pant, Abhay . In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s104900782200015x. Full description at Econpapers || Download paper | |
2022 | Do external labor market incentives improve labor investment efficiency?. (2022). Zheng, Jiayi ; Tan, Kelvin ; Hossain, Ashrafee ; Chowdhury, Hasibul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000168. Full description at Econpapers || Download paper | |
2022 | Corporate sexual orientation equality policies and the cost of equity capital. (2022). Marwick, Trevor ; Cheung, Adrian ; Hasan, Mostafa Monzur. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000247. Full description at Econpapers || Download paper | |
2022 | Are boards risk management committees associated with firms’ environmental performance?. (2022). Li, Zhongtian ; Jia, Jing ; de Villiers, Charl. In: The British Accounting Review. RePEc:eee:bracre:v:54:y:2022:i:1:s0890838921000925. Full description at Econpapers || Download paper | |
2022 | Why are distressed firms acquisitive?. (2022). Zhang, Eden Quxian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002480. Full description at Econpapers || Download paper | |
2022 | Non-financial corporations and systemic risk. (2022). Wosser, Michael ; O'Connor, Thomas ; Flavin, Thomas ; Dungey, Mardi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002510. Full description at Econpapers || Download paper | |
2022 | Board gender diversity and responsible banking during the COVID-19 pandemic. (2022). Yildiz, Yilmaz ; YilmazYildiz, ; Ozkan, Aydin ; Nanteza, Aziidah ; Kara, Alper. In: Journal of Corporate Finance. RePEc:eee:corfin:v:74:y:2022:i:c:s0929119922000566. Full description at Econpapers || Download paper | |
2022 | Mind the sovereign ceiling on corporate performance. (2022). Zhang, Lambert ; Wu, Eliza ; To, Thomas Y. In: Journal of Corporate Finance. RePEc:eee:corfin:v:75:y:2022:i:c:s0929119922000967. Full description at Econpapers || Download paper | |
2022 | Individualism, formal institutional environments, and bank capital decisions. (2022). TARAZI, Amine ; Bitar, Mohammad. In: Journal of Corporate Finance. RePEc:eee:corfin:v:76:y:2022:i:c:s0929119922000876. Full description at Econpapers || Download paper | |
2022 | CEO overconfidence and bondholder wealth effects: Evidence from mergers and acquisitions. (2022). Nie, Wei-Ying ; Ho, Po-Hsin ; Chen, Sheng-Syan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119922001213. Full description at Econpapers || Download paper | |
2023 | Prosocial CEOs and the cost of debt: Evidence from syndicated loan contracts. (2023). Zhang, Wenqiao ; Yang, Haoyi ; Xu, Liang ; Liu, Chunbo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001596. Full description at Econpapers || Download paper | |
2022 | Exposure to transit migration: Public attitudes and entrepreneurship. (2022). Guriev, Sergei ; Aksoy, Cevat Giray ; Ajzenman, Nicolas. In: Journal of Development Economics. RePEc:eee:deveco:v:158:y:2022:i:c:s0304387822000608. Full description at Econpapers || Download paper | |
2022 | Oil price shocks and the hedging benefit of airline investments. (2022). Güntner, Jochen ; Ohlinger, Peter ; Guntner, Jochen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922002111. Full description at Econpapers || Download paper | |
2022 | Sustainable behaviors and firm performance: The role of financial constraints’ alleviation. (2022). Lucey, Brian M ; Zhang, Dongyang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:220-233. Full description at Econpapers || Download paper | |
2022 | Modern health pandemic crises and stock price crash risk. (2022). Pan, Zikui ; Zhao, Chenfang ; Yao, Chia-Ling ; Ho, Kung-Cheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:448-463. Full description at Econpapers || Download paper | |
2022 | The roles of oil shocks and geopolitical uncertainties on China’s green bond returns. (2022). Li, Ding ; Tang, Huayun ; Lee, Chi-Chuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:494-505. Full description at Econpapers || Download paper | |
2022 | The asymmetric effects of international oil prices, oil price uncertainty and income on urban residents’ consumption in China. (2022). Zhang, Rui ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:789-805. Full description at Econpapers || Download paper | |
2022 | The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic. (2022). Liu, Min. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:288-309. Full description at Econpapers || Download paper | |
2022 | Do oil price shocks have any implications for stock return momentum?. (2022). Kang, Sanghoon ; Maitra, Debasish ; Dash, Saumya Ranjan ; Balakumar, Suganya. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:637-663. Full description at Econpapers || Download paper | |
2022 | Board gender diversity and bank risks: Evidence from Australia. (2022). Mishra, Anil V ; Daly, Kevin ; Liu, Jacie Jia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:1040-1052. Full description at Econpapers || Download paper | |
2022 | Nationalization of private enterprises and default risk: Evidence from mixed-ownership reform in China. (2022). Li, Wanli ; Huang, Qing ; Ran, Maosheng ; Wang, Jinbo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:534-553. Full description at Econpapers || Download paper | |
2022 | Environmental regulation and firm capital structure dynamics. (2022). Xiao, HE. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:770-787. Full description at Econpapers || Download paper | |
2023 | On dividend policy and market valuations of Australia’s listed electricity utilities: Regulated vs. merchant. (2023). Simshauser, Paul. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:696-715. Full description at Econpapers || Download paper | |
2022 | Business strategy, corporate social responsibility, and within-firm pay gap. (2022). Zhu, Ling ; Jiang, Fan ; Kong, Xiao Wei. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002923. Full description at Econpapers || Download paper | |
2022 | Heterogeneity in speed of adjustment using finite mixture models. (2022). Harris, Mark ; Khoo, Joye ; Greene, William H ; Durand, Robert B. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003023. Full description at Econpapers || Download paper | |
2022 | The power and influence of rating agencies with insights into their misuse. (2022). Sun, Haokun ; Basu, Kaushik. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000098. Full description at Econpapers || Download paper | |
2022 | Does systematic risk change when markets close? An analysis using stocks’ beta. (2022). Insana, Alessandra. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000281. Full description at Econpapers || Download paper | |
2022 | Board attributes, hedging activities and exchange rate risk: Multi-country firm-level evidence. (2022). Sikarwar, Ekta. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000463. Full description at Econpapers || Download paper | |
2022 | The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds sectors. (2022). Peng, Cheng ; Wang, Gangjin ; Su, Xiaojian ; Deng, Chao. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001419. Full description at Econpapers || Download paper | |
2022 | When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis. (2022). Wang, Deqing ; Lv, Tao ; Ding, Zhihua ; Zhang, Huiying ; Liu, Zhenhua. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001870. Full description at Econpapers || Download paper | |
2022 | Natural disasters, trade credit, and firm performance. (2022). Anderson, Hamish ; Wang, Qing Sophie ; Chen, Lihan ; Lai, Shaojie. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s026499932200267x. Full description at Econpapers || Download paper | |
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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 and Information Management. [Full Text][Citation analysis] | article | 14 |
2013 | Do high and low-ranked sustainability stocks perform differently? In: International Journal of Accounting and Information Management. [Full Text][Citation analysis] | article | 13 |
2014 | The role of board gender on the profitability of insider trading In: International Journal of Accounting and Information Management. [Full Text][Citation analysis] | article | 1 |
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2009 | Does Risk Aversion Vary with Decision?Frame? An Empirical Test Using Recent Game Show Data In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 4 |
2020 | A Liquidity Redistribution Effect in Intercorporate Lending: Evidence from Private Firms in Poland In: European Research Studies Journal. [Full Text][Citation analysis] | article | 1 |
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1998 | Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange. In: Melbourne - Centre in Finance. [Citation analysis] | paper | 15 |
2001 | Power ARCH modelling of commodity futures data on the London Metal Exchange.(2001) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
1998 | A Multi-Country of Power ARCH Models and National Stock Market Returns. In: Melbourne - Centre in Finance. [Citation analysis] | paper | 0 |
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2013 | An Empirical Study of the World Price of Sustainability In: Journal of Business Ethics. [Full Text][Citation analysis] | article | 11 |
2017 | The Financial Performance of Socially Responsible Investments: Insights from the Intertemporal CAPM In: Journal of Business Ethics. [Full Text][Citation analysis] | article | 5 |
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 |
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2007 | The relation between R&D intensity and future market returns: does expensing versus capitalization matter? In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 10 |
2008 | Evidence of feedback trading with Markov switching regimes In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 11 |
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2009 | Are the Fama–French factors proxying news related to GDP growth? The Australian evidence In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 8 |
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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 another version. Agregated cites: 11 | article | |
2014 | Is there a Banking Risk Premium in the US Stock Market? In: Journal of Financial Management, Markets and Institutions. [Full Text][Citation analysis] | article | 1 |
2015 | Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis In: Review of Finance. [Full Text][Citation analysis] | article | 31 |
2005 | International evidence on the determinants of foreign exchange rate exposure of multinational corporations In: Journal of International Business Studies. [Full Text][Citation analysis] | article | 17 |
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1998 | Time†Varying Beta Risk of Australian Industry Portfolios: A Comparison of Modelling Techniques In: Australian Journal of Management. [Full Text][Citation analysis] | article | 56 |
2000 | Beta and Return: Implications of Australias Dividend Imputation Tax System In: Australian Journal of Management. [Full Text][Citation analysis] | article | 3 |
2001 | An Examination of the Fama and French Three-Factor Model Using Commercially Available Factors In: Australian Journal of Management. [Full Text][Citation analysis] | article | 42 |
2002 | On The Determinants of Derivative Usage by Australian Companies In: Australian Journal of Management. [Full Text][Citation analysis] | article | 36 |
2003 | Further Evidence on the Corporate Use of Derivatives in Australia: The Case of Foreign Currency and Interest Rate Instruments In: Australian Journal of Management. [Full Text][Citation analysis] | article | 16 |
2005 | Tactical Asset Allocation: Australian Evidence In: Australian Journal of Management. [Full Text][Citation analysis] | article | 7 |
2006 | Investigating the Performance of Alternative Default-Risk Models: Option-Based Versus Accounting-Based Approaches In: Australian Journal of Management. [Full Text][Citation analysis] | article | 19 |
2007 | Are the Fama-French Factors Proxying Default Risk? In: Australian Journal of Management. [Full Text][Citation analysis] | article | 29 |
2007 | Do Derivatives Have a Role in the Risk-Shifting Behaviour of Fund Managers? In: Australian Journal of Management. [Full Text][Citation analysis] | article | 5 |
2009 | Revisiting the Vexing Question: Does Superior Corporate Social Performance Lead to Improved Financial Performance? In: Australian Journal of Management. [Full Text][Citation analysis] | article | 48 |
2009 | Fund Size, Transaction Costs and Performance: Size Matters! In: Australian Journal of Management. [Full Text][Citation analysis] | article | 8 |
2010 | The simultaneous relation between fund flows and returns In: Australian Journal of Management. [Full Text][Citation analysis] | article | 6 |
2011 | Is default risk priced in Australian equity? Exploring the role of the business cycle In: Australian Journal of Management. [Full Text][Citation analysis] | article | 9 |
2011 | The asymmetric impact of consumer sentiment announcements on Australian foreign exchange rates In: Australian Journal of Management. [Full Text][Citation analysis] | article | 3 |
2012 | Determinants of bond spreads: evidence from credit derivatives of Australian firms In: Australian Journal of Management. [Full Text][Citation analysis] | article | 2 |
2012 | Profiling socially responsible investors: Australian evidence In: Australian Journal of Management. [Full Text][Citation analysis] | article | 24 |
2013 | The long- and short-run financial impacts of cross listing on Australian firms In: Australian Journal of Management. [Full Text][Citation analysis] | article | 0 |
2013 | A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data In: Australian Journal of Management. [Full Text][Citation analysis] | article | 0 |
2013 | Liquidity in asset pricing: New Australian evidence using low-frequency data In: Australian Journal of Management. [Full Text][Citation analysis] | article | 18 |
2014 | Market discipline and bank risk taking In: Australian Journal of Management. [Full Text][Citation analysis] | article | 9 |
2016 | Factors affecting the birth and fund flows of CTAs In: Australian Journal of Management. [Full Text][Citation analysis] | article | 0 |
2016 | Financial constraints and dividend policy In: Australian Journal of Management. [Full Text][Citation analysis] | article | 9 |
2016 | A contemporary view of corporate finance theory, empirical evidence and practice In: Australian Journal of Management. [Full Text][Citation analysis] | article | 6 |
2017 | The complementary role of cross-sectional and time-series information in forecasting stock returns In: Australian Journal of Management. [Full Text][Citation analysis] | article | 0 |
2022 | Effects of incentive pay on systemic risk: evidence from CEO compensation and CoVar In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2015 | Profiling Ethical Investors In: International Series in Operations Research & Management Science. [Citation analysis] | chapter | 1 |
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2019 | Conceptual Framework for Lending Money Outside Business Groups: Evidence from Poland In: Springer Proceedings in Business and Economics. [Citation analysis] | chapter | 0 |
2011 | Accounting Competencies and the Changing Role of Accountants in Emerging Economies: The Case of Romania In: Accounting in Europe. [Full Text][Citation analysis] | article | 11 |
2003 | Global industry betas In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2009 | Nonlinear linkages between financial risk tolerance and demographic characteristics In: Applied Economics Letters. [Full Text][Citation analysis] | article | 16 |
2010 | Testing seasonality in the liquidity-return relation: Japanese evidence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2010 | Does the type of derivative instrument used by companies impact firm value? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 9 |
1997 | Bank exposures to interest-rate risk: the case of the Australian banking industry In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
1997 | A note on beta forecasting In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
1997 | Beta stability and monthly seasonal effects: evidence from the Australian capital market In: Applied Economics Letters. [Full Text][Citation analysis] | article | 7 |
1998 | Consumption versus market betas of Australian industry portfolios In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
1999 | An international market model and exchange rate risk: Australian evidence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
1999 | Some additional Australian evidence on the day-of-the-week effect In: Applied Economics Letters. [Full Text][Citation analysis] | article | 18 |
2007 | An examination of conditional asset pricing models in the Australian equities market In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 2 |
2008 | Systematic liquidity in the long run In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 2 |
2008 | Style analysis, customized benchmarks, and managed funds: new evidence In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 0 |
2008 | Style drift and fund performance in up and down markets: Australian evidence In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 2 |
2000 | Australian industry beta risk, the choice of market index and business cycles In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
2001 | Induced persistence or reversals in fund performance?: the effect of survivorship bias In: Applied Financial Economics. [Full Text][Citation analysis] | article | 11 |
2001 | Testing a two factor APT model on Australian industry equity portfolios: the effect of intervaling In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2004 | Maximizing futures returns using fixed fraction asset allocation In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2004 | Correlations, integration and Hansen-Jagannathan bounds In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2004 | A simple test of the Fama and French model using daily data: Australian evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 41 |
2004 | Censoring and its impact on multivariate testing of the Capital Asset Pricing Model In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
2004 | Investigating performance benchmarks in the context of international trusts: Australian evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
2005 | Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
2005 | The stock market impact of German reunification: international evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2007 | Asia-Pacific banks risk exposures: pre and post the Asian financial crisis In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
2009 | Do Australian hedge fund managers possess timing abilities? In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2009 | Trading volume and information asymmetry: routine versus nonroutine earnings announcements in Australia In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
2010 | Are firms hedging or speculating? The relationship between financial derivatives and firm risk In: Applied Financial Economics. [Full Text][Citation analysis] | article | 8 |
2010 | The influence of time, seasonality and market state on momentum: insights from the Australian stock market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
2010 | Style analysis and dominant index timing: an application to Australian multi-sector managed funds In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2010 | Explaining mispricing with Fama-French factors: new evidence from the multiscaling approach In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2011 | Feedback trading and the behavioural ICAPM: multivariate evidence across international equity and bond markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
1997 | A further examination of the effect of diversification on the stability of portfolio betas In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
1998 | A multifactor model of gold industry stock returns: evidence from the Australian equity market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 42 |
2013 | Diminishing marginal returns from R&D investment: evidence from manufacturing firms In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
1999 | An examination of the relationship between Australian industry equity returns and expected inflation In: Applied Economics. [Full Text][Citation analysis] | article | 8 |
2002 | An ordered response model of test cricket performance In: Applied Economics. [Full Text][Citation analysis] | article | 16 |
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2006 | Forecasting stock market volatility: Further international evidence In: The European Journal of Finance. [Full Text][Citation analysis] | article | 15 |
2019 | Financial markets, innovation and regulation In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
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2016 | The profitability of pairs trading strategies: distance, cointegration and copula methods In: Quantitative Finance. [Full Text][Citation analysis] | article | 43 |
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2002 | The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study In: The Journal of Business. [Full Text][Citation analysis] | article | 10 |
2001 | New insights into the impact of the introduction of futures trading on stock price volatility In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 17 |
2004 | Do futures?based strategies enhance dynamic portfolio insurance? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 6 |
2010 | Corporate usage of financial derivatives, information asymmetry, and insider trading In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
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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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