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Merging time-series Australian data across databases: challenges and solutions

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  • Dean Katselas
  • Baljit K. Sidhu
  • Chuan Yu
  • Tom Smith

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  • Dean Katselas & Baljit K. Sidhu & Chuan Yu & Tom Smith, 2016. "Merging time-series Australian data across databases: challenges and solutions," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 56(4), pages 1071-1095, December.
    • Handle: RePEc:bla:acctfi:v:56:y:2016:i:4:p:1071-1095
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    4. Angelo Aspris & Sean Foley & Alex Frino & Robert Faff, 2014. "Does insider trading explain price run-up ahead of takeover announcements?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(1), pages 25-45, March.
    5. Anup K. Basu & Brigette Forbes & Henk Berkman, 2014. "Does fundamental indexation lead to better risk-adjusted returns? New evidence from Australian Securities Exchange," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(3), pages 699-728, September.
    6. Christine A. Botosan & Marlene A. Plumlee, 2002. "A Re‐examination of Disclosure Level and the Expected Cost of Equity Capital," Journal of Accounting Research, Wiley Blackwell, vol. 40(1), pages 21-40, March.
    7. Philip Brown & Alexey Feigin & Andrew Ferguson, 2014. "Market reactions to the reports of a star resource analyst," Australian Journal of Management, Australian School of Business, vol. 39(1), pages 137-158, February.
    8. Clarkson, Peter & Hanna, J. Douglas & Richardson, Gordon D. & Thompson, Rex, 2011. "The impact of IFRS adoption on the value relevance of book value and earnings," Journal of Contemporary Accounting and Economics, Elsevier, vol. 7(1), pages 1-17.
    9. Barber, Brad M. & Lyon, John D., 1997. "Detecting long-run abnormal stock returns: The empirical power and specification of test statistics," Journal of Financial Economics, Elsevier, vol. 43(3), pages 341-372, March.
    10. Jacqueline L. Birt & Chris M. Bilson & Tom Smith & Robert E. Whaley, 2006. "Ownership, Competition, and Financial Disclosure," Australian Journal of Management, Australian School of Business, vol. 31(2), pages 235-263, December.
    11. Karen Benson & Peter M Clarkson & Tom Smith & Irene Tutticci, 2015. "A review of accounting research in the Asia Pacific region," Australian Journal of Management, Australian School of Business, vol. 40(1), pages 36-88, February.
    12. Aslan, Hadiye & Easley, David & Hvidkjaer, Soeren & O'Hara, Maureen, 2011. "The characteristics of informed trading: Implications for asset pricing," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 782-801.
    13. Daniel Chai & Robert Faff & Philip Gharghori, 2013. "Liquidity in asset pricing: New Australian evidence using low-frequency data," Australian Journal of Management, Australian School of Business, vol. 38(2), pages 375-400, August.
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    Cited by:

    1. Dean Katselas & Baljit K. Sidhu & Tom Smith & Chuan Yu, 2019. "Independently Certified Industry‐specific Disclosures to the Capital Market: The JORC Code in the Australian Mining Industry," Abacus, Accounting Foundation, University of Sydney, vol. 55(1), pages 128-179, March.
    2. Alexander P. Paton & Damien Cannavan & Stephen Gray & Khoa Hoang, 2020. "Analyst versus model‐based earnings forecasts: implied cost of capital applications," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 4061-4092, December.

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