| Journal Article |
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Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A FURTHER EXAMINATION OF THE PRICE AND VOLATILITY IMPACT OF STOCK DIVIDENDS AT EX-DATES * |
1 |
2 |
6 |
22 |
2 |
7 |
31 |
132 |
| A Multifactor Model of Gold Industry Stock Returns: Evidence from the Australian Equity Market |
1 |
9 |
22 |
94 |
2 |
17 |
49 |
238 |
| A Multivariate Test of a Dual-Beta CAPM: Australian Evidence |
0 |
0 |
0 |
0 |
5 |
10 |
48 |
251 |
| A Note on Beta Forecasting |
6 |
7 |
14 |
85 |
7 |
12 |
29 |
162 |
| A multi-country study of power ARCH models and national stock market returns |
0 |
1 |
11 |
39 |
0 |
4 |
19 |
96 |
| A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions |
2 |
2 |
8 |
20 |
3 |
6 |
20 |
70 |
| A performance analysis of Australian international equity trusts |
0 |
1 |
1 |
15 |
0 |
2 |
7 |
69 |
| A simple test of the Fama and French model using daily data: Australian evidence |
4 |
32 |
127 |
470 |
18 |
93 |
386 |
1,443 |
| A test of the intertemporal CAPM in the Australian equity market |
5 |
15 |
30 |
115 |
8 |
21 |
53 |
232 |
| ASYMMETRIC COVARIANCE, VOLATILITY, AND THE EFFECT OF NEWS |
0 |
2 |
2 |
2 |
0 |
4 |
4 |
4 |
| Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence |
0 |
2 |
19 |
142 |
2 |
9 |
45 |
534 |
| An Examination of the Relationship between Australian Industry Equity Returns and Expected Inflation |
0 |
0 |
0 |
9 |
0 |
3 |
5 |
39 |
| An International Investigation of the Factors that Determine Conditional Gold Betas |
0 |
1 |
9 |
27 |
0 |
2 |
28 |
123 |
| An International Market Model and Exchange Rate Risk: Australian Evidence |
0 |
0 |
2 |
20 |
1 |
2 |
21 |
93 |
| An Investigation of Conditional Autocorrelation and Cross-Autocorrelation in Emerging Markets |
0 |
1 |
6 |
6 |
0 |
5 |
24 |
24 |
| An Investigation of the Impact of Interest Rates and Interest Rate Volatility on Australian Financial Sector Stock Return Distributions |
2 |
3 |
19 |
29 |
5 |
10 |
48 |
75 |
| An Investigation of the Robustness of the Day-of-the-Week Effect in Australia |
0 |
0 |
2 |
32 |
1 |
2 |
8 |
86 |
| An Ordered Response Model of Test Cricket Performance |
0 |
6 |
15 |
59 |
2 |
9 |
28 |
161 |
| An analysis of asymmetry in foreign currency exposure of the Australian equities market |
0 |
1 |
8 |
78 |
2 |
6 |
27 |
218 |
| An empirical analysis of hedge fund performance: The case of Australian hedge funds industry |
1 |
3 |
15 |
89 |
1 |
4 |
29 |
178 |
| An evaluation of volatility forecasting techniques |
22 |
70 |
213 |
519 |
43 |
145 |
486 |
1,053 |
| An examination of Australian equity trusts for selectivity and market timing performance |
0 |
1 |
2 |
35 |
2 |
6 |
16 |
110 |
| An examination of the effects of major political change on stock market volatility: the South African experience |
0 |
1 |
5 |
23 |
1 |
3 |
15 |
71 |
| An exploratory investigation of the relation between risk tolerance scores and demographic characteristics |
0 |
1 |
6 |
42 |
0 |
1 |
8 |
86 |
| An integrated multi-model credit rating system for private firms |
1 |
6 |
26 |
89 |
2 |
15 |
62 |
211 |
| An investigation into the extent of beta instability in the Singapore stock market |
0 |
1 |
5 |
29 |
2 |
4 |
21 |
118 |
| An investigation into the role of liquidity in asset pricing: Australian evidence |
0 |
0 |
2 |
37 |
0 |
0 |
8 |
73 |
| Analysing the performance of managed funds using the wavelet multiscaling method |
3 |
6 |
16 |
19 |
6 |
12 |
35 |
45 |
| Announcements of bonus share options: Signalling of the quality of firms |
0 |
0 |
6 |
27 |
0 |
3 |
24 |
97 |
| Asia-Pacific banks risk exposures: pre and post the Asian financial crisis |
1 |
3 |
19 |
31 |
3 |
8 |
58 |
81 |
| Asset Pricing and the Illiquidity Premium |
5 |
6 |
20 |
127 |
9 |
16 |
64 |
426 |
| Asymmetric Market Reactions of Growth and Value Firms with Management Earnings Forecasts-super- |
0 |
1 |
6 |
17 |
1 |
8 |
41 |
76 |
| Australian Industry Beta Risk, the Choice of Market Index and Business Cycles |
2 |
16 |
38 |
253 |
6 |
44 |
119 |
889 |
| Bank Exposures to Interest-Rate Risk: The Case of the Australian Banking Industry |
0 |
1 |
4 |
42 |
0 |
2 |
9 |
93 |
| Beta Stability and Monthly Seasonal Effects: Evidence from the Australian Capital Market |
0 |
0 |
5 |
36 |
0 |
0 |
10 |
94 |
| Beta stability and portfolio formation |
2 |
4 |
26 |
81 |
4 |
13 |
60 |
233 |
| Beta stability and portfolio formation |
3 |
5 |
25 |
92 |
4 |
12 |
61 |
198 |
| Can the use of foreign currency derivatives explain variations in foreign exchange exposure?: Evidence from Australian companies |
0 |
0 |
5 |
49 |
3 |
5 |
53 |
250 |
| Censoring and its impact on multivariate testing of the Capital Asset Pricing Model |
0 |
2 |
4 |
21 |
2 |
8 |
26 |
115 |
| Complete markets, informed trading and equity option introductions |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
44 |
| Conditional performance evaluation and the relevance of money flows for Australian international equity funds |
0 |
1 |
3 |
9 |
0 |
2 |
16 |
48 |
| Consumption versus Market Betas of Australian Industry Portfolios |
0 |
0 |
2 |
14 |
0 |
1 |
4 |
57 |
| Correlations, integration and Hansen-Jagannathan bounds |
1 |
1 |
4 |
16 |
2 |
4 |
12 |
94 |
| Creating Fama and French Factors with Style |
1 |
1 |
5 |
44 |
8 |
17 |
37 |
186 |
| Derivative activities and Asia-Pacific banks' interest rate and exchange rate exposures |
0 |
3 |
7 |
7 |
1 |
10 |
23 |
23 |
| Do Australian hedge fund managers possess timing abilities? |
0 |
1 |
3 |
3 |
4 |
12 |
19 |
19 |
| Does oil move equity prices? A global view |
9 |
21 |
77 |
78 |
14 |
32 |
144 |
150 |
| EXPLORING THE LINK BETWEEN INFORMATION QUALITY AND SYSTEMATIC RISK |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
3 |
| Editorial Note |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
7 |
| Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework |
2 |
2 |
3 |
3 |
2 |
5 |
9 |
9 |
| Evidence of feedback trading with Markov switching regimes |
1 |
5 |
20 |
28 |
2 |
12 |
39 |
58 |
| Exchange rate exposure, foreign currency derivatives and the introduction of the euro: French evidence |
1 |
3 |
16 |
24 |
1 |
6 |
51 |
85 |
| Exchange rate sensitivity of Australian international equity funds |
0 |
0 |
1 |
16 |
0 |
2 |
4 |
64 |
| Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. banks |
1 |
1 |
6 |
16 |
4 |
4 |
20 |
54 |
| Financial Deregulation and Relative Risk of Australian Industry |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
70 |
| Financial Market Deregulation and Bank Risk: Testing for Beta Instability |
0 |
0 |
0 |
0 |
2 |
7 |
19 |
127 |
| Firm Size and the Information Content of Annual Earnings Announcements: Australian Evidence |
1 |
4 |
14 |
22 |
4 |
15 |
52 |
74 |
| Forecasting stock market volatility: Further international evidence |
2 |
7 |
22 |
134 |
5 |
17 |
68 |
356 |
| Foreign debt and financial hedging: Evidence from Australia |
0 |
4 |
9 |
37 |
1 |
7 |
30 |
129 |
| Further evidence on the announcement effect of bonus shares in an imputation tax setting |
1 |
1 |
4 |
24 |
1 |
3 |
17 |
103 |
| GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume |
0 |
0 |
2 |
47 |
0 |
1 |
8 |
149 |
| Global industry betas |
0 |
8 |
24 |
372 |
10 |
32 |
97 |
1,564 |
| Gold factor exposures in international asset pricing |
0 |
0 |
15 |
64 |
3 |
7 |
42 |
189 |
| Induced Persistence or Reversals in Fund Performance? The Effect of Survivorship Bias |
0 |
0 |
3 |
50 |
0 |
0 |
9 |
142 |
| Interest rate risk of Australian financial sector companies in a period of regulatory change |
0 |
0 |
7 |
21 |
0 |
1 |
16 |
70 |
| International cross-listings towards more liquid markets: the impact on domestic firms |
2 |
2 |
5 |
35 |
3 |
3 |
10 |
94 |
| International evidence on the determinants of foreign exchange rate exposure of multinational corporations |
3 |
4 |
28 |
51 |
6 |
18 |
119 |
186 |
| Investigating performance benchmarks in the context of international trusts: Australian evidence |
1 |
1 |
5 |
11 |
3 |
4 |
19 |
70 |
| MODELING THE RISK AND RETURN RELATION CONDITIONAL ON MARKET VOLATILITY AND MARKET CONDITIONS |
1 |
2 |
7 |
7 |
6 |
12 |
28 |
28 |
| Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets |
2 |
4 |
19 |
48 |
2 |
5 |
25 |
105 |
| Market conditions and the optimal IPO allocation mechanism in China |
0 |
0 |
18 |
46 |
1 |
5 |
42 |
121 |
| Maximizing futures returns using fixed fraction asset allocation |
2 |
6 |
18 |
88 |
7 |
23 |
66 |
293 |
| Mean reversion and the forecasting of country betas: a note |
0 |
1 |
6 |
6 |
2 |
6 |
25 |
30 |
| Modeling Australia's country risk: a country beta approach |
1 |
9 |
39 |
181 |
9 |
38 |
149 |
604 |
| Modeling conditional return autocorrelation |
0 |
4 |
7 |
30 |
0 |
6 |
14 |
83 |
| Modelling return and conditional volatility exposures in global stock markets |
0 |
3 |
10 |
28 |
0 |
6 |
18 |
74 |
| Modelling the Equity Beta Risk of Australian Financial Sector Companies |
2 |
8 |
22 |
239 |
9 |
33 |
140 |
1,401 |
| New evidence on the impact of financial leverage on beta risk: A time-series approach |
1 |
4 |
15 |
140 |
6 |
15 |
95 |
545 |
| ON THE LINKAGE BETWEEN FINANCIAL RISK TOLERANCE AND RISK AVERSION |
0 |
3 |
3 |
3 |
0 |
7 |
7 |
7 |
| Oil price risk and the Australian stock market |
6 |
11 |
39 |
173 |
9 |
19 |
77 |
358 |
| On the Choice of Superannuation Funds in Australia |
0 |
1 |
9 |
38 |
0 |
2 |
27 |
155 |
| On the estimation and comparison of short-rate models using the generalised method of moments |
0 |
2 |
8 |
34 |
0 |
2 |
11 |
64 |
| Pension Plan Investment Management Mandates: An Empirical Analysis of Manager Selection |
1 |
4 |
15 |
27 |
4 |
7 |
33 |
62 |
| Point and Figure charting: A computational methodology and trading rule performance in the S&P 500 futures market |
1 |
5 |
33 |
63 |
9 |
21 |
99 |
179 |
| Power ARCH modelling of commodity futures data on the London Metal Exchange |
1 |
6 |
27 |
174 |
10 |
35 |
125 |
769 |
| Rights offerings, takeup, renounceability, and underwriting status |
0 |
0 |
13 |
13 |
0 |
4 |
45 |
45 |
| Short-term contrarian investing--is it profitable?... Yes and No |
1 |
4 |
13 |
81 |
2 |
8 |
26 |
197 |
| Some Additional Australian Evidence on the Day-of-the-Week Effect |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
25 |
| Stability, Asymmetry and Seasonality of Fund Performance: An Analysis of Australian Multi-sector Managed Funds |
1 |
1 |
7 |
8 |
1 |
2 |
20 |
23 |
| Sudden changes in property rights: the case of Australian native title |
0 |
0 |
1 |
23 |
0 |
2 |
9 |
79 |
| THE CHANGING ROLE OF ACCOUNTANTS IN A TRANSITION ECONOMY – EVIDENCE FROM ROMANIA |
0 |
6 |
18 |
18 |
5 |
21 |
69 |
69 |
| Testing a Two-Factor APT Model on Australian Industry Equity Portfolios: The Effect of Intervaling |
0 |
2 |
11 |
147 |
2 |
22 |
82 |
659 |
| Testing the conditional CAPM and the effect of intervaling: A note |
1 |
5 |
11 |
52 |
2 |
9 |
20 |
127 |
| The Determinants of Conditional Autocorrelation in Stock Returns |
1 |
2 |
2 |
2 |
1 |
4 |
4 |
4 |
| The Form of Time Variation of Systematic Risk: Some Australian Evidence |
1 |
5 |
14 |
41 |
2 |
10 |
22 |
110 |
| The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study |
1 |
1 |
5 |
90 |
2 |
4 |
29 |
308 |
| The Information Content of Australian Managed Fund Ratings |
0 |
1 |
6 |
8 |
3 |
5 |
18 |
37 |
| The empirical relationship between aggregate consumption and security prices in Australia |
0 |
1 |
1 |
8 |
1 |
3 |
5 |
43 |
| The ex-date impact of special dividend announcements: A note |
1 |
3 |
11 |
11 |
3 |
12 |
86 |
86 |
| The intertemporal relationship between market return and variance: an Australian perspective |
0 |
0 |
3 |
4 |
0 |
5 |
23 |
38 |
| The intra-industry impact of special dividend announcements: contagion versus competition |
0 |
2 |
5 |
41 |
0 |
2 |
14 |
156 |
| The national market impact of sovereign rating changes |
0 |
2 |
11 |
63 |
1 |
6 |
17 |
121 |
| The pricing of foreign exchange risk in the Australian equities market |
0 |
0 |
2 |
23 |
1 |
2 |
5 |
66 |
| The relation between R&D intensity and future market returns: does expensing versus capitalization matter? |
1 |
6 |
16 |
33 |
2 |
11 |
28 |
66 |
| The relationship between exchange rate exposure, currency risk management and performance of international equity funds |
2 |
6 |
22 |
98 |
3 |
7 |
56 |
285 |
| The relationship between implied volatility and autocorrelation |
0 |
3 |
10 |
10 |
2 |
12 |
33 |
33 |
| The stock market impact of German reunification: international evidence |
0 |
1 |
7 |
46 |
1 |
6 |
37 |
198 |
| Time Varying Beta Risk: An Analysis of Alternative Modelling Techniques |
0 |
0 |
0 |
0 |
17 |
51 |
133 |
168 |
| Time varying country risk: an assessment of alternative modelling techniques |
2 |
4 |
15 |
112 |
3 |
11 |
43 |
464 |
| Time-varying Beta Risk for Australian Industry Portfolios: An Exploratory Analysis |
0 |
0 |
0 |
0 |
1 |
12 |
49 |
80 |
| Tournament behavior in Australian superannuation funds: A non-parametric analysis |
2 |
2 |
3 |
3 |
4 |
11 |
13 |
13 |
| Total Journal Articles |
119 |
412 |
1,536 |
6,331 |
357 |
1,243 |
4,849 |
21,149 |
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