Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Multi-Country of Power ARCH Models and National Stock Market Returns |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
529 |
Alternative Beta Risk Estimators in Emerging Markets: The Latin American Case |
0 |
0 |
0 |
42 |
1 |
1 |
2 |
1,050 |
An Analysis of Watermove Water Markets |
0 |
0 |
0 |
111 |
0 |
0 |
0 |
351 |
An Examination of the Effects of Major Political Change on Stock Market Volatility: The South African Experience |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
794 |
An Inflated Ordered Probit Model of Monetary Policy: Evidence from MPC Voting Data |
0 |
0 |
0 |
153 |
0 |
0 |
0 |
367 |
Autocorrelations, Returns and Australian Financial Futures |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
192 |
Beta Stability and Portfolio Formation |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
2,078 |
Concurrent momentum and contrarian strategies in the Australian stock market |
0 |
0 |
1 |
18 |
0 |
1 |
3 |
83 |
Determinants of Sovereign Ratings: A Comparison of Case-Based Reasoning and Ordered Probit Approaches |
0 |
0 |
0 |
210 |
0 |
0 |
0 |
533 |
Dividend taxation and Corporate investment: A comparative study between the classical system and imputation system of dividend taxation in the United States and Australia |
0 |
0 |
3 |
549 |
1 |
1 |
7 |
1,927 |
Dynamic Volatility Spillover Effect between Oil and Agricultural Products |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
36 |
Financial Market Deregulation and Bank Risk: Testing for Beta Instability |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
1,075 |
Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
1,281 |
Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
856 |
Inflated Ordered Outcomes |
0 |
0 |
0 |
53 |
0 |
0 |
0 |
120 |
Investor-herding and risk-profiles: A State-Space Model-based Assessment |
0 |
0 |
0 |
21 |
0 |
0 |
4 |
69 |
Multivariate tests of asset pricing: Simulation evidence from an emerging market |
0 |
0 |
0 |
100 |
0 |
1 |
1 |
295 |
Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
1,697 |
R&D, Agency Costs and Capital Structure: International Evidence |
1 |
1 |
1 |
426 |
2 |
5 |
6 |
1,209 |
Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets |
0 |
0 |
0 |
35 |
0 |
1 |
1 |
180 |
Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models |
0 |
0 |
1 |
47 |
0 |
0 |
2 |
189 |
Testing Conditional Asset Pricing Models: An Emerging Market Perspective |
0 |
0 |
0 |
162 |
0 |
0 |
0 |
433 |
The Impact of Patenting Activity on the Financial Performance of Malaysian Firms |
0 |
0 |
1 |
32 |
1 |
1 |
2 |
89 |
The Pricing and Underwriting Costs of Japanese REIT IPOs |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
86 |
The Robustness of Point Optional Testing for Rosenberg Random Regression Co-Efficients |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
194 |
The Stability of ARCH Models Across Australian Financial Markets |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
602 |
The Unbiased Prediction Hypothesis in Futures Markets: A Varying Coefficient Approach |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
209 |
The Unbiased Prediction Hypothesis in Futures Markets: A Varying Coefficient Approach |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
195 |
The effects of centrally determined water prices on irrigation water demand: evidence from the Victorian State Rivers and Water Supply Commission, 1908-1984 |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
49 |
Total Working Papers |
1 |
1 |
7 |
1,999 |
6 |
17 |
42 |
16,768 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation |
0 |
0 |
0 |
86 |
0 |
0 |
4 |
348 |
A Generalized Approach to Measure Market Timing Skills of Fund Managers: Theory and Evidence |
0 |
0 |
1 |
2 |
0 |
0 |
2 |
7 |
A New Measure for Idiosyncratic Risk Based on Decomposition Method |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
6 |
A Social Loss Approach to Testing the Efficiency of Australian Financial Futures |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
40 |
A citation analysis of ARC Discovery and Linkage grant investigators in economics and finance |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
26 |
A duration analysis of the time from prospectus to listing for Australian initial public offerings |
0 |
0 |
0 |
14 |
1 |
1 |
1 |
122 |
A multi-country study of power ARCH models and national stock market returns |
1 |
1 |
4 |
112 |
1 |
1 |
16 |
308 |
A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions |
0 |
0 |
0 |
31 |
0 |
0 |
2 |
181 |
A note on beta forecasting |
0 |
0 |
0 |
124 |
0 |
0 |
0 |
316 |
ARC LINKAGE PROJECTS AND RESEARCH-INTENSIVE ORGANIZATIONS: ARE RESEARCH-INTENSIVE ORGANIZATIONS LIKELY TO PARTICIPATE? |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
10 |
Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan |
0 |
0 |
1 |
107 |
0 |
0 |
4 |
256 |
Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence |
0 |
0 |
0 |
163 |
0 |
0 |
0 |
630 |
Alternative point-optimal tests for regression coefficient stability |
0 |
0 |
0 |
21 |
1 |
1 |
1 |
63 |
An Empirical Investigation of the Cross‐Industry Variation in Mean Reversion of Australian Stock Betas |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
An examination of the effects of major political change on stock market volatility: the South African experience |
0 |
2 |
2 |
47 |
0 |
3 |
3 |
162 |
An investigation into the extent of beta instability in the Singapore stock market |
0 |
0 |
0 |
56 |
0 |
2 |
3 |
241 |
An ordered probit model of Morningstar individual stock ratings |
1 |
1 |
2 |
2 |
1 |
1 |
2 |
2 |
An ordered response model of test cricket performance |
0 |
1 |
2 |
101 |
0 |
1 |
7 |
408 |
Are Chinese stock markets efficient? Further evidence from a battery of nonlinearity tests |
0 |
0 |
0 |
81 |
0 |
0 |
0 |
266 |
Asia/Pacific Regional Trade Agreements: An empirical study |
0 |
0 |
1 |
80 |
0 |
0 |
4 |
231 |
Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression |
0 |
0 |
1 |
11 |
0 |
1 |
4 |
100 |
Asset allocation of Australian superannuation funds: a markov regime switching approach |
0 |
1 |
1 |
2 |
0 |
1 |
3 |
6 |
Asset market linkages: Evidence from financial, commodity and real estate assets |
0 |
0 |
10 |
171 |
0 |
1 |
17 |
465 |
Asymmetric effect of FEARS Sentiment on Stock Returns: Short-sale constraints, limits to arbitrage, and behavioural biases |
0 |
0 |
1 |
8 |
1 |
2 |
3 |
17 |
Asymmetric relationship between order imbalance and realized volatility: Evidence from the Australian market |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
Australian industry beta risk, the choice of market index and business cycles |
0 |
0 |
0 |
425 |
0 |
0 |
0 |
1,778 |
Autocorrelations, returns and Australian financial futures |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
39 |
Autocorrelations, returns and Australian stock indices |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
69 |
Banking crises: Identifying dates and determinants |
0 |
0 |
1 |
40 |
0 |
0 |
2 |
132 |
Beta stability and monthly seasonal effects: evidence from the Australian capital market |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
160 |
Beta stability and portfolio formation |
0 |
0 |
0 |
121 |
1 |
2 |
2 |
388 |
Beta stability and portfolio formation |
0 |
0 |
0 |
147 |
0 |
0 |
0 |
367 |
Censoring and its impact on multivariate testing of the Capital Asset Pricing Model |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
180 |
Classifying Chinese bull and bear markets: indices and individual stocks |
0 |
1 |
1 |
7 |
0 |
1 |
1 |
34 |
Concurrent momentum and contrarian strategies in the Australian stock market |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
50 |
Conditional Relation between Systematic Risk and Returns in the Conventional and Downside Frameworks: Evidence from the Indonesian Market |
0 |
0 |
1 |
5 |
1 |
1 |
2 |
65 |
Cooperation, defection and resistance in Nazi Germany |
0 |
0 |
0 |
30 |
0 |
0 |
4 |
176 |
Correlations, integration and Hansen-Jagannathan bounds |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
150 |
Country risk and the estimation of asset return distributions |
0 |
0 |
0 |
26 |
1 |
1 |
1 |
63 |
Deal or No Deal, That is the Question: The Impact of Increasing Stakes and Framing Effects on Decision‐Making under Risk |
0 |
0 |
0 |
62 |
0 |
0 |
7 |
222 |
Decomposition of systematic and total risk variations in emerging markets |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
12 |
Detecting hot and cold cycles using a Markov regime switching model--Evidence from the Chinese A-share IPO market |
0 |
0 |
0 |
53 |
0 |
1 |
12 |
344 |
Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
136 |
Dividend taxation and corporate investment: a comparative study between the classical system and imputation system of dividend taxation in the United States and Australia |
0 |
0 |
0 |
36 |
0 |
0 |
2 |
182 |
Do Oil Shocks Affect Financial Stress? Evidence from Oil-Exporting and -Importing Countries |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
7 |
Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
28 |
Do TV Viewers Value Uncertainty of Outcome? Evidence from the Australian Football League |
0 |
0 |
3 |
7 |
0 |
1 |
4 |
35 |
Do asset backed securities ratings matter on average? |
0 |
0 |
1 |
19 |
0 |
0 |
1 |
73 |
Do currency exchange rates impact gold prices? New evidence from the ongoing COVID-19 period |
0 |
0 |
0 |
5 |
1 |
2 |
6 |
26 |
Do realized betas exhibit up/down market tendencies? |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
68 |
Do trading hours affect volatility links in the foreign exchange market? |
0 |
0 |
2 |
34 |
0 |
0 |
3 |
113 |
Do you really want to ask an underwriter how much money you should leave on the table? |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
322 |
Does Risk Aversion Vary with Decision‐Frame? An Empirical Test Using Recent Game Show Data |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
15 |
Does oil impact gold during COVID-19 and three other recent crises? |
0 |
0 |
2 |
2 |
0 |
0 |
5 |
19 |
Does volume help in predicting stock returns? An analysis of the Australian market |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
138 |
Duration of IPOs between offering and listing: Cox proportional hazard models--Evidence for Chinese A-share IPOs |
0 |
0 |
1 |
29 |
0 |
0 |
4 |
161 |
Dynamic spillover between commodities and commodity currencies during United States Q.E |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
64 |
Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets |
1 |
1 |
4 |
101 |
1 |
1 |
7 |
331 |
Dynamic volatility spillover effects between oil and agricultural products |
0 |
0 |
1 |
9 |
0 |
0 |
9 |
62 |
ESG and firm performance: The role of size and media channels |
0 |
3 |
26 |
46 |
7 |
16 |
99 |
180 |
Effects of the open policy on the dependence between the Chinese 'A' stock market and other equity markets: An industry sector perspective |
0 |
0 |
0 |
15 |
0 |
2 |
3 |
81 |
Efficiency gains from water markets: Empirical analysis of Watermove in Australia |
0 |
1 |
2 |
62 |
1 |
2 |
6 |
185 |
Erratum to "Variations in sovereign credit quality assessments across rating agencies" [J. Bank. Finance 34 (2010) 1327-1343] |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
35 |
Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
34 |
Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. banks |
0 |
0 |
1 |
43 |
0 |
0 |
1 |
120 |
FUNDING THE NON-PROFIT WELFARE SECTOR: EXPLAINING CHANGING FUNDING SOURCES 1960–1999 |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
27 |
Factors Influencing Money Left on the Table by Property Trust IPO Issuers |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
62 |
Financial Deregulation and Relative Risk of Australian Industry |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
87 |
Financial Market Deregulation and Bank Risk: Testing for Beta Instability |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
185 |
Financial characteristics of Australian initial public offerings from 1994 to 1999 |
0 |
0 |
0 |
67 |
0 |
1 |
1 |
326 |
Financial crisis and stock market efficiency: Empirical evidence from Asian countries |
0 |
1 |
4 |
646 |
0 |
1 |
21 |
1,938 |
Forecast Error and Social Loss Approaches to Testing the Efficiency of Australian Financial Futures |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
59 |
Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity |
1 |
1 |
1 |
30 |
3 |
3 |
7 |
137 |
GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume |
0 |
0 |
1 |
66 |
0 |
0 |
1 |
221 |
Generalized impulse response analysis in a fractionally integrated vector autoregressive model |
0 |
0 |
1 |
12 |
0 |
0 |
3 |
74 |
HOW MUCH R&D SHOULD AUSTRALIA UNDERTAKE? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
21 |
How does trading volume affect financial return distributions? |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
73 |
INVESTIGATING THE “BOUNCE-BACK” HYPOTHESIS AFTER THE ASIAN CRISIS |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
24 |
Inflated ordered outcomes |
0 |
0 |
0 |
18 |
0 |
2 |
3 |
90 |
Initial Public Offerings in Australia 1994 to 1999, Recent Evidence of Underpricing and Underperformance |
0 |
0 |
3 |
164 |
0 |
0 |
7 |
428 |
International diversification of the funds management industry |
0 |
0 |
0 |
11 |
0 |
1 |
1 |
64 |
Investor Attention and Stock Market Activities: New Evidence from Panel Data |
0 |
0 |
0 |
12 |
0 |
1 |
6 |
95 |
Investor-herding and risk-profiles: A State-Space model-based assessment |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
18 |
Is co-skewness a better measure of risk in the downside than downside beta?: Evidence in emerging market data |
0 |
0 |
2 |
123 |
0 |
1 |
6 |
320 |
Is there a common response in Australian bilateral exchange rates following current account announcements? |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
54 |
Market depth in an illiquid market: applying the VNET concept to Victorian water markets |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
64 |
Mean reversion and the forecasting of country betas: a note |
0 |
0 |
0 |
24 |
0 |
1 |
3 |
110 |
Modeling Australia's country risk: a country beta approach |
0 |
0 |
0 |
284 |
0 |
1 |
1 |
1,047 |
Modelling the Equity Beta Risk of Australian Financial Sector Companies |
0 |
0 |
2 |
4 |
0 |
0 |
2 |
7 |
Multivariate tests of asset pricing: simulation evidence from an emerging market |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
176 |
New evidence on the impact of financial leverage on beta risk: A time-series approach |
0 |
2 |
3 |
214 |
0 |
3 |
4 |
913 |
Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets |
0 |
0 |
1 |
66 |
0 |
0 |
3 |
285 |
Oil prices and transport sector returns: an international analysis |
0 |
1 |
2 |
135 |
0 |
2 |
5 |
344 |
Oil, Oil Volatility and Airline Stocks: A Global Analysis |
1 |
1 |
5 |
116 |
1 |
1 |
8 |
330 |
On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process: a further note |
0 |
0 |
0 |
10 |
1 |
1 |
5 |
63 |
Player Salaries and Revenues in the Australian Football League 2001–2009: Theory and Evidence |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Power ARCH modelling of commodity futures data on the London Metal Exchange |
0 |
1 |
1 |
247 |
1 |
2 |
2 |
1,121 |
Power arch modelling of the volatility of emerging equity markets |
0 |
0 |
0 |
77 |
0 |
0 |
3 |
181 |
Price clustering in Australian water markets |
0 |
0 |
0 |
9 |
2 |
2 |
5 |
58 |
Price leadership and information transmission in Australian water allocation markets |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
91 |
Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
7 |
Putting Their Money Where Their Mouth Is: The Importance of Shareholder Directors Post Listing |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
Realized dual-betas for leading Australian stocks: An evaluation of the estimation methods and the effect of the sampling interval |
0 |
0 |
0 |
1 |
0 |
2 |
2 |
29 |
Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis |
0 |
0 |
1 |
13 |
0 |
0 |
4 |
64 |
Relationship between downside risk and return: new evidence through a multiscaling approach |
0 |
0 |
0 |
22 |
1 |
1 |
1 |
113 |
Returns and volatility in the Kuala Lumpur crude |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
13 |
Returns and volatility on the Chinese stock markets |
0 |
0 |
0 |
160 |
0 |
0 |
0 |
364 |
Risk Analysis of Pension Fund Investment Choices |
0 |
0 |
3 |
5 |
0 |
0 |
3 |
8 |
Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach |
0 |
0 |
1 |
1 |
1 |
1 |
4 |
4 |
Risk transmission from the oil market to Islamic and conventional banks in oil-exporting and oil-importing countries |
0 |
1 |
2 |
3 |
1 |
2 |
4 |
13 |
Risk-return tradeoffs from investing in the Australian cash management industry |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Second Place Is First of the Losers |
0 |
0 |
3 |
24 |
1 |
2 |
8 |
106 |
Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
91 |
Stakeholder representation on the boards of Australian initial public offerings |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
148 |
Stock and currency market linkages: New evidence from realized spillovers in higher moments |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
130 |
Sudden changes in property rights: the case of Australian native title |
0 |
0 |
0 |
49 |
0 |
0 |
2 |
156 |
Superstars and “The Voice” |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
3 |
THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE |
0 |
0 |
0 |
0 |
2 |
7 |
28 |
754 |
THE INITIAL IMPACTS OF A MATCHED SAVINGS PROGRAM: THE SAVER PLUS PROGRAM |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
9 |
THE PRICE OF DISCRIMINATION: AN ECONOMIC ANALYSIS OF THE HUMAN RIGHTS AND EQUAL OPPORTUNITY COMMISSION RULINGS 1985–2000 |
0 |
0 |
1 |
8 |
0 |
0 |
1 |
26 |
Testing a two factor APT model on Australian industry equity portfolios: the effect of intervaling |
0 |
0 |
0 |
176 |
0 |
0 |
0 |
782 |
Testing conditional asset pricing models: An emerging market perspective |
0 |
0 |
1 |
131 |
2 |
2 |
3 |
568 |
Thai Financial Markets and Political Change |
1 |
1 |
2 |
36 |
1 |
1 |
4 |
108 |
The Effect of the Introduction of the Euro on Asymmetric Stock Market Returns Volatility Across the Euro-Zone |
0 |
0 |
0 |
22 |
2 |
2 |
2 |
86 |
The Factors Influencing Saving in a Matched Savings Program: Goals, Knowledge of Payment Instruments, and Other Behavior |
0 |
0 |
1 |
56 |
0 |
0 |
2 |
297 |
The Liquidity Effect of the U.S. QE on Sovereign Yield Spreads of Commodity-Exporting Countries |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
3 |
The Pricing and Underwriting Costs of Japanese REIT IPOs |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
55 |
The Pricing of Property Trust IPOs in Australia |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
225 |
The Sydney Olympic Games announcement and Australian stock market reaction |
0 |
0 |
6 |
228 |
0 |
2 |
15 |
1,167 |
The costs of raising equity capital for closed-end fund IPOs |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
The credit risk–return puzzle: Impact of credit rating announcements in Australia and Japan |
0 |
0 |
1 |
21 |
0 |
1 |
6 |
135 |
The demand for creative arts in regional Victoria, Australia |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
62 |
The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
47 |
The impact of HR political skill in the HRM and organisational performance relationship |
0 |
0 |
2 |
22 |
0 |
0 |
3 |
95 |
The impact of exchange rate volatility on German-US trade flows |
0 |
1 |
4 |
256 |
0 |
1 |
6 |
636 |
The impact of patenting activity on the financial performance of Malaysian firms |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
18 |
The national market impact of sovereign rating changes |
1 |
2 |
6 |
350 |
1 |
3 |
15 |
763 |
The nature and extent of revisions to Australian macroeconomic data |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
49 |
The nexus between oil and airline stock returns: Does time frequency matter? |
0 |
1 |
3 |
6 |
0 |
1 |
4 |
18 |
The roles of news and volatility in stock market correlations during the global financial crisis |
0 |
0 |
1 |
67 |
1 |
1 |
4 |
236 |
The stability of ARCH models across Australian financial futures markets |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
52 |
The stock market impact of German reunification: international evidence |
0 |
0 |
0 |
115 |
0 |
0 |
0 |
427 |
The target cash rate and its impact on investment asset returns in Australia |
0 |
0 |
0 |
68 |
0 |
0 |
0 |
276 |
The underpricing of gold mining initial public offerings |
0 |
0 |
2 |
47 |
0 |
0 |
4 |
252 |
U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach |
0 |
0 |
0 |
65 |
0 |
0 |
0 |
285 |
Underpricing of Chinese A-share IPOs and short-run underperformance under the approval system from 2001 to 2005 |
0 |
0 |
0 |
54 |
0 |
0 |
2 |
221 |
Underpricing of Chinese Initial Public Offerings |
0 |
2 |
3 |
41 |
1 |
3 |
4 |
152 |
Underpricing, Risk Management, Hot Issue and Crowding out Effects: Evidence From the Australian Resources Sector Initial Public Offerings |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
17 |
Underwriter reputation and underpricing: evidence from the Australian IPO market |
1 |
1 |
3 |
76 |
2 |
2 |
7 |
304 |
Untangling demand curves from information effects: evidence from Australian index adjustments |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
68 |
Vale1 Ross Booth (1952–2024) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Variance ratio testing of the Australian forward foreign exchange market |
0 |
0 |
0 |
21 |
0 |
1 |
2 |
70 |
Variations in sovereign credit quality assessments across rating agencies |
0 |
0 |
3 |
160 |
0 |
2 |
14 |
385 |
Volatility spillover between the US, Chinese and Australian stock markets |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
32 |
WHY DO EMERGING STOCK MARKETS EXPERIENCE MORE PERSISTENT PRICE DEVIATIONS FROM A RANDOM WALK OVER TIME? A COUNTRY-LEVEL ANALYSIS |
0 |
0 |
0 |
55 |
1 |
1 |
2 |
126 |
What drives cross-market correlations during the United States Q.E.? |
0 |
0 |
1 |
5 |
0 |
0 |
3 |
14 |
Total Journal Articles |
8 |
28 |
150 |
7,761 |
48 |
113 |
550 |
30,032 |