| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparative Analysis of the Investment Characteristics of Alternative Gold Assets |
0 |
3 |
5 |
36 |
0 |
5 |
14 |
156 |
| A FURTHER EXAMINATION OF THE PRICE AND VOLATILITY IMPACT OF STOCK DIVIDENDS AT EX‐DATES* |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
207 |
| A GENERALISED METHOD OF MOMENTS TEST OF MEAN VARIANCE EFFICIENCY IN THE AUSTRALIAN STOCK MARKET |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| A Liquidity Redistribution Effect in Intercorporate Lending: Evidence from Private Firms in Poland |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
23 |
| A Multivariate Test of a Dual-Beta CAPM: Australian Evidence |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
454 |
| A Multivariate Test of an Equilibrium APT with Time Varying Risk Premia in the Australian Equity Market |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
38 |
| A Simple Test of the ‘Risk Class Hypothesis’ |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| A Test of a Two-Factor APT Based on the Quadratic Market Model: International Evidence |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
2 |
| A Test of a Two‐Factor ‘Market and Oil’ Pricing Model |
0 |
3 |
3 |
3 |
0 |
3 |
4 |
5 |
| A contemporary view of corporate finance theory, empirical evidence and practice |
0 |
0 |
1 |
19 |
0 |
0 |
2 |
82 |
| A further examination of the effect of diversification on the stability of portfolio betas |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
84 |
| A multi-country study of power ARCH models and national stock market returns |
0 |
1 |
3 |
113 |
1 |
3 |
6 |
311 |
| A multifactor model of gold industry stock returns: evidence from the Australian equity market |
0 |
1 |
1 |
228 |
0 |
1 |
2 |
549 |
| A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions |
0 |
0 |
1 |
32 |
0 |
1 |
3 |
183 |
| A note on beta forecasting |
0 |
0 |
1 |
125 |
0 |
0 |
1 |
317 |
| A performance analysis of Australian international equity trusts |
0 |
0 |
0 |
21 |
0 |
0 |
2 |
108 |
| A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
41 |
| A simple template for pitching research |
0 |
0 |
4 |
49 |
0 |
0 |
10 |
253 |
| A simple test of the Fama and French model using daily data: Australian evidence |
0 |
0 |
0 |
900 |
0 |
0 |
2 |
2,612 |
| A specialised volatility index for the new GICS sector - Real estate |
0 |
0 |
0 |
18 |
1 |
2 |
4 |
101 |
| A test of the intertemporal CAPM in the Australian equity market |
0 |
0 |
0 |
185 |
0 |
1 |
1 |
367 |
| A visualisation approach for pitching research |
0 |
0 |
1 |
10 |
0 |
0 |
3 |
21 |
| ARE PAIRS TRADING PROFITS ROBUST TO TRADING COSTS? |
0 |
0 |
9 |
76 |
2 |
5 |
20 |
225 |
| ARE WATCH PROCEDURES A CRITICAL INFORMATIONAL EVENT IN THE CREDIT RATINGS PROCESS? AN EMPIRICAL INVESTIGATION |
0 |
0 |
1 |
13 |
0 |
0 |
1 |
50 |
| ASYMMETRIC COVARIANCE, VOLATILITY, AND THE EFFECT OF NEWS |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
54 |
| Accounting Competencies and the Changing Role of Accountants in Emerging Economies: The Case of Romania |
0 |
1 |
2 |
6 |
0 |
1 |
3 |
42 |
| Adopting a Structured Abstract Design to More Effectively Catch Reader Attention: An Application of the Pitching Research® Framework |
0 |
0 |
0 |
7 |
2 |
3 |
7 |
87 |
| Alpha |
0 |
0 |
0 |
18 |
0 |
1 |
3 |
100 |
| Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence |
0 |
0 |
0 |
163 |
0 |
0 |
0 |
630 |
| An Empirical Investigation of the Cross‐Industry Variation in Mean Reversion of Australian Stock Betas |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| An Empirical Study of the World Price of Sustainability |
0 |
0 |
2 |
26 |
0 |
1 |
7 |
128 |
| An Examination of Commonality in Liquidity: New Evidence from the Australian Stock Exchange |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
| An Examination of the Fama and French Three-Factor Model Using Commercially Available Factors |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
95 |
| An International Investigation of the Factors that Determine Conditional Gold Betas |
0 |
1 |
3 |
89 |
1 |
2 |
6 |
284 |
| An Investigation of Conditional Autocorrelation and Cross-Autocorrelation in Emerging Markets |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
13 |
| An Investigation of the Impact of Interest Rates and Interest Rate Volatility on Australian Financial Sector Stock Return Distributions |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
46 |
| An Investigation of the Interest Rate Risk and Exchange Rate Risk of rhe European Financial Sector: Euro Zone Versus Non-Euro Zone Countries |
0 |
0 |
0 |
83 |
1 |
1 |
4 |
293 |
| An Investigation of the Relationship between Stated Fund Management Policy and Market Timing Ability |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
| An analysis of asymmetry in foreign currency exposure of the Australian equities market |
0 |
0 |
1 |
131 |
1 |
1 |
4 |
393 |
| An empirical analysis of hedge fund performance: The case of Australian hedge funds industry |
0 |
0 |
0 |
132 |
0 |
0 |
3 |
308 |
| An evaluation of volatility forecasting techniques |
1 |
1 |
3 |
1,073 |
3 |
4 |
11 |
2,229 |
| An examination of Australian equity trusts for selectivity and market timing performance |
0 |
0 |
0 |
56 |
0 |
1 |
2 |
212 |
| An examination of conditional asset pricing models in the Australian equities market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| An examination of the effects of major political change on stock market volatility: the South African experience |
0 |
0 |
2 |
47 |
1 |
1 |
4 |
163 |
| An examination of the relationship between Australian industry equity returns and expected inflation |
0 |
0 |
0 |
19 |
0 |
1 |
2 |
80 |
| An exploratory investigation of the relation between risk tolerance scores and demographic characteristics |
0 |
1 |
5 |
152 |
0 |
3 |
15 |
323 |
| An integrated multi-model credit rating system for private firms |
0 |
0 |
0 |
130 |
0 |
0 |
2 |
391 |
| An international market model and exchange rate risk: Australian evidence |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
113 |
| An investigation into the extent of beta instability in the Singapore stock market |
0 |
0 |
0 |
56 |
0 |
0 |
5 |
243 |
| An investigation into the role of liquidity in asset pricing: Australian evidence |
0 |
0 |
0 |
75 |
1 |
1 |
6 |
193 |
| An investigation of the asymmetric link between credit re-ratings and corporate financial decisions: “Flicking the switch” with financial flexibility |
0 |
0 |
0 |
33 |
0 |
1 |
6 |
126 |
| An ordered response model of test cricket performance |
0 |
0 |
1 |
101 |
0 |
1 |
3 |
409 |
| Analysing the performance of managed funds using the wavelet multiscaling method |
0 |
0 |
1 |
75 |
0 |
0 |
3 |
194 |
| Announcements of bonus share options: Signalling of the quality of firms |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
181 |
| Applicability of Investment and Profitability Effects in Asset Pricing Models |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
11 |
| Are Returns in the International Economy Explained by a Single or Multi-Factor Structure? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| Are excess cash holdings more valuable to firms in times of crisis? Financial constraints and governance matters |
0 |
0 |
1 |
29 |
1 |
4 |
14 |
243 |
| Are firms hedging or speculating? The relationship between financial derivatives and firm risk |
0 |
0 |
0 |
91 |
2 |
2 |
2 |
290 |
| Are the Fama-French Factors Proxying Default Risk? |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
127 |
| Are the Fama–French factors proxying news related to GDP growth? The Australian evidence |
0 |
0 |
0 |
28 |
0 |
2 |
5 |
132 |
| Are there any safe haven assets against oil price falls? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Asia Pacific banks' derivative and risk management disclosures |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Asia-Pacific banks risk exposures: pre and post the Asian financial crisis |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
47 |
| Asset Pricing and the Illiquidity Premium |
0 |
0 |
1 |
234 |
0 |
2 |
6 |
696 |
| Asymmetric Market Reactions of Growth and Value Firms with Management Earnings Forecasts* |
0 |
0 |
0 |
30 |
0 |
0 |
3 |
196 |
| Asymmetry in return and volatility spillover between equity and bond markets in Australia |
0 |
0 |
1 |
95 |
0 |
0 |
6 |
302 |
| Asymmetry, earnings announcements, and the beta-return relation |
0 |
0 |
2 |
2 |
1 |
2 |
4 |
4 |
| Australian industry beta risk, the choice of market index and business cycles |
0 |
0 |
0 |
425 |
0 |
0 |
0 |
1,778 |
| Bank exposures to interest-rate risk: the case of the Australian banking industry |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
138 |
| Behavioral implications of sovereign ceiling doctrine for the access to credit by firms |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Beta and Return: Implications of Australia's Dividend Imputation Tax System |
0 |
0 |
0 |
2 |
1 |
2 |
2 |
51 |
| Beta stability and monthly seasonal effects: evidence from the Australian capital market |
0 |
0 |
0 |
51 |
0 |
0 |
2 |
162 |
| Beta stability and portfolio formation |
0 |
0 |
0 |
121 |
0 |
0 |
2 |
388 |
| Beta stability and portfolio formation |
0 |
0 |
0 |
147 |
0 |
0 |
0 |
367 |
| Bias correction in the estimation of dynamic panel models in corporate finance |
0 |
0 |
0 |
23 |
0 |
1 |
2 |
156 |
| Business shocks and corporate leverage |
0 |
0 |
0 |
5 |
0 |
2 |
4 |
32 |
| CEO overconfidence and corporate debt maturity |
1 |
2 |
6 |
83 |
7 |
10 |
25 |
357 |
| Can the use of foreign currency derivatives explain variations in foreign exchange exposure?: Evidence from Australian companies |
0 |
0 |
2 |
129 |
0 |
0 |
6 |
491 |
| Canonical vine copulas in the context of modern portfolio management: Are they worth it? |
0 |
0 |
1 |
80 |
0 |
1 |
10 |
287 |
| Capital Market Integration and Industrial Structure: The Case of Australia, Canada and the United States |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
83 |
| Censoring and its impact on multivariate testing of the Capital Asset Pricing Model |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
180 |
| Competitive valuation effects of Australian IPOs |
0 |
0 |
0 |
13 |
0 |
1 |
3 |
93 |
| Complete markets, informed trading and equity option introductions |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
121 |
| Conditional performance evaluation and the relevance of money flows for Australian international equity funds |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
82 |
| Consumption versus market betas of Australian industry portfolios |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
86 |
| Corporate Sustainability Performance and Idiosyncratic Risk: A Global Perspective |
1 |
3 |
20 |
229 |
5 |
10 |
72 |
661 |
| Corporate governance and liquidity creation in a duality banking system |
0 |
0 |
1 |
1 |
1 |
1 |
2 |
2 |
| Corporate governance, firm value and risk: Past, present, and future |
1 |
1 |
4 |
69 |
2 |
5 |
20 |
300 |
| Corporate insider trading and extreme weather events: Evidence from tropical storms in the US |
0 |
0 |
0 |
0 |
2 |
5 |
5 |
5 |
| Corporate philanthropy: Insights from the 2008 Wenchuan Earthquake in China |
0 |
0 |
1 |
28 |
1 |
1 |
10 |
299 |
| Corporate social responsibility and CEO compensation revisited: Do disaggregation, market stress, gender matter? |
1 |
1 |
1 |
55 |
1 |
1 |
5 |
346 |
| Corporate usage of financial derivatives, information asymmetry, and insider trading |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
| Correlations, integration and Hansen-Jagannathan bounds |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
150 |
| Corrigendum to “Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market” [Energy Economics Volume 143, March 2025, 108225] |
0 |
1 |
1 |
1 |
0 |
1 |
1 |
1 |
| Creating Fama and French Factors with Style |
0 |
0 |
4 |
102 |
0 |
0 |
4 |
404 |
| Deal or No Deal, That is the Question: The Impact of Increasing Stakes and Framing Effects on Decision‐Making under Risk |
0 |
1 |
2 |
64 |
0 |
2 |
8 |
226 |
| Default risk and equity returns: Australian evidence |
0 |
0 |
0 |
39 |
0 |
1 |
4 |
158 |
| Derivative activities and Asia-Pacific banks' interest rate and exchange rate exposures |
0 |
0 |
5 |
116 |
0 |
0 |
6 |
404 |
| Determinants of bond spreads: evidence from credit derivatives of Australian firms |
0 |
0 |
1 |
25 |
0 |
0 |
2 |
101 |
| Determinants of the extent of Asia-Pacific banks’ derivative activities |
0 |
0 |
0 |
42 |
0 |
0 |
3 |
162 |
| Deviation from target capital structure, cost of equity and speed of adjustment |
0 |
0 |
0 |
25 |
2 |
5 |
11 |
157 |
| Diamonds vs. precious metals: What shines brightest in your investment portfolio? |
0 |
2 |
3 |
28 |
1 |
4 |
5 |
170 |
| Did connected hedge funds benefit from bank bailouts during the financial crisis? |
0 |
0 |
0 |
6 |
2 |
4 |
4 |
42 |
| Diminishing marginal returns from R&D investment: evidence from manufacturing firms |
0 |
3 |
6 |
45 |
1 |
8 |
18 |
266 |
| Disciplinary tools and bank risk exposure |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
102 |
| Do Australian hedge fund managers possess timing abilities? |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
173 |
| Do Derivatives Have a Role in the Risk-Shifting Behaviour of Fund Managers? |
0 |
0 |
0 |
3 |
2 |
2 |
4 |
29 |
| Do Precious Metals Shine? An Investment Perspective |
1 |
3 |
8 |
8 |
1 |
3 |
17 |
17 |
| Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments |
0 |
0 |
1 |
4 |
0 |
1 |
2 |
29 |
| Do brokers' recommendation changes generate brokerage? Evidence from a central limit order market |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
15 |
| Do corporate policies follow a life-cycle? |
0 |
2 |
4 |
64 |
0 |
4 |
15 |
244 |
| Do futures‐based strategies enhance dynamic portfolio insurance? |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
33 |
| Do high and low‐ranked sustainability stocks perform differently? |
1 |
1 |
1 |
2 |
1 |
1 |
2 |
5 |
| Does Risk Aversion Vary with Decision‐Frame? An Empirical Test Using Recent Game Show Data |
0 |
0 |
0 |
2 |
0 |
2 |
4 |
19 |
| Does Simple Pairs Trading Still Work? |
0 |
0 |
4 |
5 |
3 |
4 |
13 |
14 |
| Does Social Capital Enhance Stock Liquidity? An Investigation of the Resilience of the Trading Environment During a Crisis of Trust |
0 |
0 |
1 |
1 |
1 |
3 |
7 |
7 |
| Does Undercapitalisation Help Explain Why Futures Speculators Lose Money? |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
| Does board independence constrain insider opportunism? |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
9 |
| Does board structure in banks really affect their performance? |
2 |
4 |
12 |
364 |
4 |
16 |
53 |
1,275 |
| Does oil move equity prices? A global view |
0 |
2 |
9 |
709 |
4 |
10 |
36 |
1,596 |
| Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios? |
0 |
0 |
0 |
12 |
0 |
0 |
5 |
49 |
| Does takeover competition affect acquisition choices and bidding firm performance? Australian evidence |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
20 |
| Does the type of derivative instrument used by companies impact firm value? |
0 |
0 |
0 |
23 |
0 |
0 |
4 |
106 |
| Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality? |
0 |
0 |
0 |
17 |
0 |
2 |
3 |
80 |
| Dynamic industry uncertainty networks and the business cycle |
0 |
0 |
4 |
5 |
1 |
1 |
8 |
13 |
| EXPLORING THE LINK BETWEEN INFORMATION QUALITY AND SYSTEMATIC RISK |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
60 |
| Editorial Note |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
25 |
| Effects of incentive pay on systemic risk: evidence from CEO compensation and CoVar |
0 |
0 |
0 |
2 |
1 |
1 |
4 |
17 |
| Effects of institutional investor ownership on innovation |
0 |
0 |
0 |
7 |
1 |
1 |
3 |
23 |
| Enhancing mean–variance portfolio selection by modeling distributional asymmetries |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
117 |
| Erratum to "Variations in sovereign credit quality assessments across rating agencies" [J. Bank. Finance 34 (2010) 1327-1343] |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
36 |
| Estimating the performance attributes of Australian multi-sector managed funds within a dynamic Kalman filter framework |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
114 |
| Evidence of feedback trading with Markov switching regimes |
0 |
0 |
0 |
68 |
0 |
0 |
0 |
200 |
| Evidence of strategic information uncertainty around opportunistic insider purchases |
0 |
0 |
0 |
8 |
0 |
2 |
2 |
47 |
| Examining the Indonesian dual banking system: an exploration of market discipline indicators |
0 |
2 |
3 |
3 |
0 |
4 |
7 |
7 |
| Exchange rate exposure, foreign currency derivatives and the introduction of the euro: French evidence |
0 |
0 |
0 |
43 |
0 |
2 |
4 |
212 |
| Exchange rate sensitivity of Australian international equity funds |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
116 |
| Explaining mispricing with Fama-French factors: new evidence from the multiscaling approach |
0 |
0 |
0 |
54 |
0 |
0 |
1 |
195 |
| Exploring the economic rationale of extremes in GARCH generated betas The case of U.S. banks |
0 |
0 |
1 |
43 |
2 |
2 |
3 |
122 |
| Extra-Market Sensitivity to a Gold Price Factor: Evidence From National Market Portfolios |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
2 |
| Factors affecting the birth and fund flows of CTAs |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
29 |
| Factors or Characteristics? That is the Question |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Fantasy Pitching |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
87 |
| Feedback trading and the behavioural ICAPM: multivariate evidence across international equity and bond markets |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
115 |
| Fifty years of finance research in the Asia Pacific Basin |
0 |
0 |
1 |
19 |
0 |
0 |
3 |
74 |
| Financial Deregulation and Relative Risk of Australian Industry |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
87 |
| Financial Inflexibility and the Value Premium |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
37 |
| Financial Market Deregulation and Bank Risk: Testing for Beta Instability |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
185 |
| Financial constraints and dividend policy |
0 |
1 |
5 |
27 |
0 |
1 |
13 |
113 |
| Financial constraints and stock returns -- Evidence from Australia |
0 |
0 |
0 |
32 |
0 |
0 |
4 |
107 |
| Financial markets, innovation and regulation |
0 |
0 |
0 |
9 |
0 |
0 |
3 |
26 |
| Firm Size and the Information Content of Annual Earnings Announcements: Australian Evidence |
0 |
0 |
0 |
23 |
0 |
0 |
2 |
54 |
| Forecasting stock market volatility: Further international evidence |
0 |
0 |
1 |
211 |
0 |
1 |
4 |
582 |
| Foreign debt and financial hedging: Evidence from Australia |
0 |
0 |
0 |
72 |
0 |
0 |
2 |
236 |
| Foreign ownership and stock liquidity uncertainty |
0 |
2 |
2 |
8 |
0 |
3 |
12 |
27 |
| Fortune Favours the Bold? Exploring Tournament Behavior among Australian Superannuation Funds |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
60 |
| Fund Size, Transaction Costs and Performance: Size Matters! |
0 |
0 |
1 |
16 |
0 |
0 |
5 |
71 |
| Further Evidence on the Corporate Use of Derivatives in Australia: The Case of Foreign Currency and Interest Rate Instruments |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
65 |
| Further evidence on idiosyncratic risk and REIT pricing: a cross-country analysis |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
24 |
| Further evidence on the announcement effect of bonus shares in an imputation tax setting |
0 |
0 |
0 |
41 |
1 |
2 |
3 |
194 |
| GARCH modelling of individual stock data: the impact of censoring, firm size and trading volume |
0 |
0 |
1 |
66 |
0 |
0 |
1 |
221 |
| Global industry betas |
0 |
0 |
0 |
436 |
0 |
0 |
0 |
1,787 |
| Gold factor exposures in international asset pricing |
0 |
1 |
1 |
222 |
0 |
1 |
2 |
687 |
| Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis |
0 |
0 |
1 |
25 |
0 |
0 |
3 |
95 |
| Hitting SKEW for SIX |
0 |
0 |
1 |
37 |
0 |
3 |
20 |
317 |
| Individual financial risk tolerance and the global financial crisis |
0 |
0 |
1 |
32 |
2 |
2 |
10 |
141 |
| Individualistic cultures and crash risk |
0 |
0 |
0 |
11 |
0 |
0 |
5 |
68 |
| Induced persistence or reversals in fund performance?: the effect of survivorship bias |
0 |
0 |
0 |
70 |
1 |
2 |
2 |
233 |
| Industry market reaction to natural disasters: do firm characteristics and disaster magnitude matter? |
0 |
0 |
3 |
10 |
1 |
2 |
10 |
30 |
| Information acquisition and market liquidity: Evidence from EDGAR search activity |
0 |
0 |
0 |
0 |
2 |
4 |
10 |
10 |
| Informational content of options around analyst recommendations |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
4 |
| Injecting liquidity into liquidity research |
0 |
0 |
1 |
14 |
1 |
1 |
2 |
117 |
| Institutional investor horizon and bank risk-taking |
1 |
1 |
1 |
15 |
1 |
1 |
4 |
48 |
| Institutional ownership and corporate risk-taking in Japanese listed firms |
0 |
2 |
6 |
15 |
0 |
3 |
11 |
47 |
| Interest rate risk of Australian financial sector companies in a period of regulatory change |
0 |
0 |
1 |
103 |
0 |
1 |
4 |
287 |
| International cross-listings towards more liquid markets: the impact on domestic firms |
0 |
0 |
0 |
52 |
1 |
2 |
3 |
156 |
| International evidence on the determinants of foreign exchange rate exposure of multinational corporations |
0 |
0 |
2 |
111 |
0 |
1 |
5 |
447 |
| Introduction: 50th Anniversary Issue of Accounting & Finance |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
59 |
| Investigating performance benchmarks in the context of international trusts: Australian evidence |
0 |
0 |
0 |
20 |
1 |
1 |
1 |
134 |
| Investigating the Determinants of the Decision to Engage In a Corporate Hedging Strategy |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
| Investigating the Performance of Alternative Default-Risk Models: Option-Based Versus Accounting-Based Approaches |
0 |
0 |
3 |
24 |
0 |
1 |
5 |
75 |
| Is Financial Flexibility a Priced Factor in the Stock Market? |
0 |
0 |
1 |
18 |
0 |
0 |
4 |
60 |
| Is default risk priced in Australian equity? Exploring the role of the business cycle |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
41 |
| Is the ex‐ante equity risk premium always positive? Evidence from a new conditional expectations model |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
10 |
| Is there a Banking Risk Premium in the US Stock Market? |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
106 |
| Labor unions and corporate financial leverage: The bargaining device versus crowding-out hypotheses |
0 |
0 |
0 |
18 |
1 |
1 |
4 |
147 |
| Liquidity and stock returns in Japan: New evidence |
0 |
0 |
1 |
138 |
0 |
0 |
3 |
381 |
| Liquidity in asset pricing: New Australian evidence using low-frequency data |
0 |
0 |
0 |
17 |
0 |
0 |
3 |
54 |
| Location Decisions of Domestic and Foreign-Affiliated Financial Advisors: Australian Evidence |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
74 |
| MODELING THE RISK AND RETURN RELATION CONDITIONAL ON MARKET VOLATILITY AND MARKET CONDITIONS |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
17 |
| Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets |
0 |
0 |
0 |
132 |
1 |
1 |
3 |
325 |
| Management earnings forecasts in a continuous disclosure environment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Mapping complex interdependencies through higher order moments: Cross-market spillovers and shocks in BRICS |
0 |
1 |
1 |
1 |
0 |
1 |
1 |
1 |
| Market conditions and the optimal IPO allocation mechanism in China |
0 |
0 |
0 |
106 |
0 |
0 |
0 |
309 |
| Market discipline and bank risk taking |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
93 |
| Market response of US equities to domestic natural disasters: industry‐based evidence |
0 |
0 |
1 |
6 |
0 |
1 |
7 |
26 |
| Maximizing futures returns using fixed fraction asset allocation |
0 |
0 |
0 |
174 |
0 |
0 |
0 |
516 |
| Mean reversion and the forecasting of country betas: a note |
0 |
0 |
0 |
24 |
0 |
0 |
2 |
111 |
| Merger and acquisition research in the Asia-Pacific region: A review of the evidence and future directions |
0 |
1 |
3 |
47 |
3 |
5 |
10 |
176 |
| Mickey Mouse and the IDioT principle for assessing research contribution: discussion of ‘Is the relationship between investment and conditional cash flow volatility ambiguous, asymmetric or both?’ |
0 |
0 |
0 |
24 |
0 |
2 |
6 |
94 |
| Modeling Australia's country risk: a country beta approach |
0 |
0 |
1 |
285 |
0 |
0 |
2 |
1,048 |
| Modeling conditional return autocorrelation |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
140 |
| Modelling return and conditional volatility exposures in global stock markets |
0 |
0 |
1 |
48 |
0 |
0 |
2 |
154 |
| Modelling the Equity Beta Risk of Australian Financial Sector Companies |
0 |
0 |
2 |
4 |
0 |
0 |
2 |
7 |
| Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
4 |
| New Insights into Rights Offerings as Signals of Firm Quality: Evidence from Australia* |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
53 |
| New evidence on national culture and bank capital structure |
0 |
0 |
2 |
8 |
1 |
2 |
10 |
119 |
| New evidence on sovereign to corporate credit rating spill-overs |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
47 |
| New evidence on the impact of financial leverage on beta risk: A time-series approach |
0 |
1 |
4 |
215 |
1 |
2 |
6 |
915 |
| New evidence on the relation between stock liquidity and measures of trading activity |
1 |
1 |
1 |
94 |
1 |
2 |
4 |
351 |
| New insights into the impact of the introduction of futures trading on stock price volatility |
0 |
0 |
0 |
4 |
0 |
1 |
3 |
28 |
| Noise Momentum Around the World |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
31 |
| Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
79 |
| Nonlinear limits to arbitrage |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
9 |
| Nonlinear linkages between financial risk tolerance and demographic characteristics |
0 |
0 |
0 |
25 |
0 |
2 |
2 |
108 |
| ON THE LINKAGE BETWEEN FINANCIAL RISK TOLERANCE AND RISK AVERSION |
0 |
0 |
4 |
36 |
1 |
3 |
13 |
158 |
| Oil price risk and the Australian stock market |
3 |
4 |
13 |
510 |
3 |
5 |
25 |
1,192 |
| Oil, Oil Volatility and Airline Stocks: A Global Analysis |
0 |
0 |
1 |
116 |
0 |
0 |
2 |
331 |
| On The Determinants of Derivative Usage by Australian Companies |
0 |
1 |
1 |
17 |
0 |
1 |
4 |
67 |
| On the Choice of Superannuation Funds in Australia |
0 |
0 |
0 |
54 |
0 |
0 |
5 |
263 |
| On the estimation and comparison of short-rate models using the generalised method of moments |
0 |
0 |
0 |
66 |
1 |
1 |
3 |
165 |
| Pairs trading and idiosyncratic cash flow risk |
0 |
0 |
0 |
5 |
0 |
0 |
4 |
26 |
| Pension Plan Investment Management Mandates: An Empirical Analysis of Manager Selection |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
180 |
| Performance persistence in hedge funds: Australian evidence |
0 |
0 |
0 |
14 |
0 |
1 |
1 |
63 |
| Pitching Non-English Language Research: A Dual-Language Application of the Pitching Research Framework |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
160 |
| Pitching business school researcher profiles |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| Pitching research for engagement and impact: a simple tool and illustrative examples |
0 |
0 |
1 |
4 |
2 |
5 |
8 |
24 |
| Pitching research: ‘qualitative cousins’ and the ‘extended family’ |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
30 |
| Point and Figure charting: A computational methodology and trading rule performance in the S&P 500 futures market |
0 |
0 |
0 |
128 |
1 |
1 |
2 |
383 |
| Political connections and media slant |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
22 |
| Political constraints and trading strategy in times of market stress: Evidence from the chinese national social security fund |
0 |
0 |
0 |
5 |
0 |
4 |
4 |
30 |
| Power ARCH modelling of commodity futures data on the London Metal Exchange |
0 |
0 |
1 |
247 |
0 |
1 |
4 |
1,123 |
| Predicting corporate bankruptcy: What matters? |
0 |
0 |
1 |
54 |
1 |
7 |
14 |
172 |
| Pricing innovations in consumption growth: A re-evaluation of the recursive utility model |
0 |
0 |
1 |
14 |
0 |
1 |
4 |
103 |
| Profiling socially responsible investors: Australian evidence |
1 |
1 |
3 |
31 |
1 |
1 |
3 |
110 |
| Profitability of Trading Rules in Futures Markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Realized moments and the cross-sectional stock returns around earnings announcements |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
23 |
| Relative bond-stock liquidity and capital structure choices |
0 |
0 |
1 |
13 |
2 |
2 |
8 |
54 |
| Reported earnings and analyst forecasts as competing sources of information: A new approach |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
73 |
| Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
59 |
| Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
41 |
| Retail traders and co-movement: Evidence from Robinhood trading activity |
0 |
1 |
1 |
1 |
1 |
5 |
8 |
8 |
| Return-based Style Analysis in Australian Funds |
0 |
0 |
0 |
21 |
0 |
1 |
3 |
92 |
| Revisiting the Vexing Question: Does Superior Corporate Social Performance Lead to Improved Financial Performance? |
0 |
0 |
5 |
44 |
4 |
6 |
24 |
165 |
| Rights Offerings, Subscription Period, Shareholder Takeup, and Liquidity |
0 |
0 |
1 |
19 |
0 |
0 |
4 |
72 |
| Rights offerings, takeup, renounceability, and underwriting status |
0 |
0 |
3 |
37 |
0 |
0 |
7 |
160 |
| Short-Run and Long-Run Oil Price Sensitivity of Equity Returns: The South Asian Markets |
0 |
0 |
0 |
122 |
0 |
0 |
1 |
582 |
| Short-selling pressure and last-resort debt finance: evidence from 144A high-yield risk-adjusted debt |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
22 |
| Short-term contrarian investing--is it profitable?... Yes and No |
0 |
0 |
0 |
110 |
0 |
0 |
2 |
299 |
| Size‐conditioned mandatory capital adequacy disclosure and bank intermediation |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
15 |
| Social trust and the speed of corporate leverage adjustment: evidence from around the globe |
0 |
0 |
0 |
12 |
0 |
1 |
4 |
31 |
| Some additional Australian evidence on the day-of-the-week effect |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
70 |
| Stability, Asymmetry and Seasonality of Fund Performance: An Analysis of Australian Multi‐sector Managed Funds |
1 |
1 |
1 |
9 |
3 |
3 |
3 |
26 |
| Stock Liquidity Risk and the Cross-sectional Earnings-Returns Relationship |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
11 |
| Stock salience and the asymmetric market effect of consumer sentiment news |
0 |
0 |
1 |
38 |
0 |
0 |
3 |
190 |
| Style analysis and dominant index timing: an application to Australian multi-sector managed funds |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
127 |
| Style analysis, customized benchmarks, and managed funds: new evidence |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Style drift and fund performance in up and down markets: Australian evidence |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
| Sub-optimal international portfolio allocations and the cost of capital |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
57 |
| Sudden changes in property rights: the case of Australian native title |
0 |
0 |
1 |
50 |
0 |
0 |
1 |
157 |
| Systematic liquidity in the long run |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
| THE CHANGING ROLE OF ACCOUNTANTS IN A TRANSITION ECONOMY - EVIDENCE FROM ROMANIA |
0 |
0 |
3 |
127 |
0 |
0 |
4 |
570 |
| Tactical Asset Allocation: Australian Evidence |
0 |
0 |
0 |
10 |
0 |
2 |
2 |
51 |
| Target firm's integrity culture and M&A performance |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
| Taxation and Black's Zero-Beta Strategy Revisited |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Testing a two factor APT model on Australian industry equity portfolios: the effect of intervaling |
0 |
0 |
0 |
176 |
0 |
1 |
1 |
783 |
| Testing for asymmetric effects in the accrual anomaly using piecewise linear regressions |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
| Testing seasonality in the liquidity-return relation: Japanese evidence |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
53 |
| Testing the conditional CAPM and the effect of intervaling: A note |
0 |
0 |
0 |
87 |
0 |
0 |
0 |
231 |
| The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets? |
1 |
4 |
9 |
21 |
7 |
24 |
48 |
94 |
| The Association Between Firm Characteristics and the Use of a Comprehensive Corporate Hedging Strategy: An Ordered Probit Analysis |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
69 |
| The Determinants of Conditional Autocorrelation in Stock Returns |
0 |
0 |
0 |
61 |
1 |
1 |
2 |
186 |
| The Effect of Intervaling on the Foreign Exchange Exposure of Australian Stock Returns |
0 |
0 |
1 |
9 |
0 |
0 |
1 |
42 |
| The Financial Performance of Socially Responsible Investments: Insights from the Intertemporal CAPM |
0 |
0 |
1 |
13 |
0 |
0 |
7 |
74 |
| The Global Financial Crisis: some attributes and responses |
0 |
0 |
0 |
111 |
0 |
0 |
3 |
247 |
| The Impact of Stock Index Futures Trading on Daily Returns Seasonality: A Multicountry Study |
0 |
0 |
0 |
118 |
0 |
0 |
0 |
438 |
| 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 |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
42 |
| The Information Content of Australian Managed Fund Ratings |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
11 |
| The Market Impact of Relative Agency Activity in the Sovereign Ratings Market |
0 |
0 |
0 |
103 |
0 |
0 |
0 |
209 |
| The Nature and Extent of Beta Instability In the Kuala Lumpur Stock Market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
14 |
| The asymmetric impact of consumer sentiment announcements on Australian foreign exchange rates |
0 |
0 |
1 |
8 |
0 |
0 |
3 |
73 |
| The commodity risk premium and neural networks |
1 |
1 |
3 |
5 |
1 |
2 |
7 |
11 |
| The complementary role of cross-sectional and time-series information in forecasting stock returns |
0 |
0 |
0 |
9 |
0 |
0 |
3 |
64 |
| The effects of forecast specificity on the asymmetric short‐window share market response to management earnings forecasts |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
107 |
| The empirical relationship between aggregate consumption and security prices in Australia |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
76 |
| The equity and efficiency of the Australian share market with respect to director trading |
0 |
0 |
0 |
24 |
0 |
0 |
2 |
202 |
| The ex-date impact of special dividend announcements: A note |
0 |
0 |
0 |
73 |
0 |
0 |
0 |
624 |
| The impact of audit quality in rights offerings |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
13 |
| The impact of voluntary capital adequacy disclosure on bank lending and liquidity creation |
0 |
0 |
1 |
11 |
0 |
1 |
4 |
33 |
| The influence of time, seasonality and market state on momentum: insights from the Australian stock market |
0 |
0 |
0 |
38 |
0 |
0 |
2 |
138 |
| The intertemporal relationship between market return and variance: an Australian perspective |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
100 |
| The intra-industry impact of special dividend announcements: contagion versus competition |
0 |
0 |
1 |
65 |
0 |
0 |
1 |
269 |
| The long- and short-run financial impacts of cross listing on Australian firms |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
52 |
| The national market impact of sovereign rating changes |
0 |
1 |
3 |
351 |
0 |
1 |
7 |
766 |
| The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns |
0 |
0 |
0 |
66 |
0 |
1 |
7 |
351 |
| The pricing of foreign exchange risk in the Australian equities market |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
120 |
| The profitability of pairs trading strategies: distance, cointegration and copula methods |
0 |
2 |
9 |
53 |
1 |
11 |
33 |
227 |
| The relation between R&D intensity and future market returns: does expensing versus capitalization matter? |
0 |
0 |
0 |
93 |
1 |
2 |
6 |
258 |
| The relationship between exchange rate exposure, currency risk management and performance of international equity funds |
0 |
0 |
0 |
115 |
1 |
1 |
2 |
379 |
| The relationship between implied volatility and autocorrelation |
0 |
0 |
1 |
49 |
1 |
2 |
7 |
193 |
| The role of board gender on the profitability of insider trading |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
6 |
| The simultaneous relation between fund flows and returns |
0 |
0 |
1 |
2 |
2 |
2 |
4 |
11 |
| The stock market impact of German reunification: international evidence |
0 |
0 |
0 |
115 |
0 |
0 |
0 |
427 |
| The strategic allocation to style-integrated portfolios of commodity futures |
0 |
1 |
1 |
1 |
3 |
7 |
7 |
10 |
| Time Varying Beta Risk: An Analysis of Alternative Modelling Techniques |
0 |
1 |
2 |
9 |
0 |
2 |
6 |
23 |
| Time varying country risk: an assessment of alternative modelling techniques |
0 |
0 |
0 |
180 |
0 |
0 |
1 |
666 |
| Time†Varying Beta Risk of Australian Industry Portfolios: A Comparison of Modelling Techniques |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
53 |
| Time‐varying Beta Risk for Australian Industry Portfolios: An Exploratory Analysis |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
14 |
| Tournament behavior in Australian superannuation funds: A non-parametric analysis |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
155 |
| Trading volume and information asymmetry: routine versus nonroutine earnings announcements in Australia |
0 |
0 |
0 |
24 |
1 |
1 |
2 |
122 |
| Transient institutional ownership, costly external finance and corporate cash holdings |
0 |
1 |
2 |
2 |
0 |
2 |
3 |
3 |
| Trusting Clients’ Financial Risk Tolerance Survey Scores |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach |
0 |
0 |
0 |
65 |
0 |
0 |
0 |
285 |
| Uncertainty, investment spikes, and corporate leverage adjustments |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
17 |
| Uncovering the asymmetric linkage between financial derivatives and firm value — The case of oil and gas exploration and production companies |
0 |
0 |
3 |
45 |
0 |
0 |
11 |
157 |
| Using abnormal analyst coverage to unlock new evidence on stock price crash risk |
0 |
1 |
2 |
6 |
0 |
2 |
5 |
20 |
| Vale Emeritus Professor Francis (Frank) James Finn |
0 |
1 |
1 |
9 |
1 |
3 |
6 |
34 |
| Variations in sovereign credit quality assessments across rating agencies |
1 |
1 |
4 |
162 |
1 |
1 |
10 |
388 |
| What can we learn from firm-level jump-induced tail risk around earnings announcements? |
0 |
0 |
3 |
12 |
0 |
1 |
16 |
81 |
| What drives the commodity price beta of oil industry stocks? |
0 |
0 |
0 |
56 |
1 |
1 |
1 |
394 |
| What’s in a Name? Evidence on Corporate Name Changes from the Australian Capital Market |
0 |
0 |
1 |
2 |
2 |
2 |
5 |
6 |
| When Investors Can Talk to Firms, Is It a Meaningful Conversation? Evidence from Investor Postings on Interactive Platforms |
0 |
0 |
3 |
3 |
0 |
0 |
9 |
10 |
| Who's Greenwashing Via the Media and What are the Consequences? Evidence From China |
0 |
0 |
8 |
28 |
2 |
4 |
23 |
68 |
| Women and risk tolerance in an aging world |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Yes, one-day international cricket ‘in-play’ trading strategies can be profitable! |
0 |
0 |
0 |
21 |
0 |
2 |
4 |
168 |
| … More on the use of research templates |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
11 |
| Total Journal Articles |
19 |
73 |
315 |
16,798 |
139 |
383 |
1,395 |
59,457 |
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