IDEAS home Printed from https://ideas.repec.org/a/mfa/journl/v27y2019i2p1-13.html
   My bibliography  Save this article

Adopting a Structured Abstract Design to More Effectively Catch Reader Attention: An Application of the Pitching Research® Framework

Author

Listed:
  • Robert W. Faff

    (UQ Business School, University of Queensland, Australia.)

Abstract

Research Question: Creating a simple and effective structured abstract design for CMR. Motivation: The key purpose of abstracts is to communicate to readers the main messages. Abstracts need to catch reader (attention), just like fishermen trying to “hook big fish”. But, readers are impatient/time poor – they aren’t easy fish to catch–they are very easy to lose! Readers need the “right” bait and while a simple structured abstract design can serve this purpose – like any bait, it needs to be fresh and “tasty”, not stale and bland. What’s new? While structured abstracts are generally not new, for stakeholders of CMR this approach is new. So what? A structured abstract should engage readers and lead to more journal activity – more reads, cites, submissions. Idea: Leveraging the recent actions and experience of two other (“early-adopter”) journals heading down this path, we outline CMR’s adoption of a structured abstract design based on Faff’s (2015, 2019) Pitching Research framework –to catch reader attention. Data: Essentially the “data” relevant to this paper are qualitative – the relevant literature showing the key applications of the pitching research framework and, more specifically, recent applications of structured abstracts. Method/Tools: The tools are non-quantitative in nature, essentially based on a relaxed narrative style that derives learnings from and draws comparisons with the recent experience of other similar journals. We also use a technique of qualitative extension, in which we show other journal-linked applications of the Pitching Research framework. Findings: Similar to “early-adopter” journals, the CMR word limit is 300-350 words, and the same basic abstract structure is used: Research Question; Motivation; Idea; Data; Tools; Findings and Contribution. Two examples are given – one each, from the two early-adopter journals. Other journal-related applications of the framework are discussed: pre-registrations; replications and “Shark Tanks”. Contribution: Adopting a simple, focused, structured abstract design, allows CMR to meet the basic aim of communicating relevant new knowledge to its readership base. More generally, we argue that this structured abstract design increases awareness of the broader pitching research framework, helping all stakeholders to build on this initial “awakening”, to describe and ultimately design their own scholarly research.

Suggested Citation

  • Robert W. Faff, 2019. "Adopting a Structured Abstract Design to More Effectively Catch Reader Attention: An Application of the Pitching Research® Framework," Capital Markets Review, Malaysian Finance Association, vol. 27(2), pages 1-13.
  • Handle: RePEc:mfa:journl:v:27:y:2019:i:2:p:1-13
    as

    Download full text from publisher

    File URL: https://www.mfa.com.my/wp-content/uploads/2019/09/v27_i2_a1.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Atilgan, Yigit & Bali, Turan G. & Demirtas, K. Ozgur & Gunaydin, A. Doruk, 2020. "Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns," Journal of Financial Economics, Elsevier, vol. 135(3), pages 725-753.
    2. Robert W. Faff & Tom Smith, 2015. "A simple template for pitching research," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 55(2), pages 311-336, June.
    3. Brendan Elliot & Paul Docherty & Stephen Easton & Doowon Lee, 2018. "Profitability and investment†based factor pricing models," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(2), pages 397-421, June.
    4. Asmita Manchha, 2018. "Reflections on Pitching Research: Do It Your Own Way," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 17(2), pages 291-300, June.
    5. Huang, Darien & Kilic, Mete, 2019. "Gold, platinum, and expected stock returns," Journal of Financial Economics, Elsevier, vol. 132(3), pages 50-75.
    6. Jondeau, Eric & Zhang, Qunzi & Zhu, Xiaoneng, 2019. "Average skewness matters," Journal of Financial Economics, Elsevier, vol. 134(1), pages 29-47.
    7. Youchang Wu & Russ Wermers & Josef Zechner, 2016. "Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds," Review of Financial Studies, Society for Financial Studies, vol. 29(12), pages 3428-3470.
    8. Dyreng, Scott D. & Hanlon, Michelle & Maydew, Edward L. & Thornock, Jacob R., 2017. "Changes in corporate effective tax rates over the past 25 years," Journal of Financial Economics, Elsevier, vol. 124(3), pages 441-463.
    9. Ann Wallin & Amanda Spry, 2016. "The Role of Corporate Versus Product Brand Dominance in Brand Portfolio Overlap: A Pitch," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 15(2), pages 434-439, June.
    10. Dang, Man & Henry, Darren, 2016. "Partial-control versus full-control acquisitions: Does target corporate governance matter? Evidence from eight East and Southeast Asian countries," Pacific-Basin Finance Journal, Elsevier, vol. 40(PB), pages 251-265.
    11. Sudarshan Jayaraman & Joanna Shuang Wu, 2019. "Is Silence Golden? Real Effects of Mandatory Disclosure," Review of Financial Studies, Society for Financial Studies, vol. 32(6), pages 2225-2259.
    12. Bohmann, Marc & Michayluk, David & Patel, Vinay & Walsh, Kathleen, 2019. "Liquidity and earnings in event studies: Does data granularity matter?," Pacific-Basin Finance Journal, Elsevier, vol. 54(C), pages 118-131.
    13. Nadarajah, Sivathaasan & Ali, Searat & Liu, Benjamin & Huang, Allen, 2018. "Stock liquidity, corporate governance and leverage: New panel evidence," Pacific-Basin Finance Journal, Elsevier, vol. 50(C), pages 216-234.
    14. Chang, Millicent & Wee, Marvin, 2016. "The effect of voluntary versus mandatory adoption of trading policies on the returns to insider trades," Pacific-Basin Finance Journal, Elsevier, vol. 38(C), pages 76-87.
    15. Bonaime, Alice & Gulen, Huseyin & Ion, Mihai, 2018. "Does policy uncertainty affect mergers and acquisitions?," Journal of Financial Economics, Elsevier, vol. 129(3), pages 531-558.
    16. Howieson, Bryan A., 2019. "Frankenstein's monster or the Birth of Venus? Perceptions of the impact and contributions of Ball and Brown 1968," Pacific-Basin Finance Journal, Elsevier, vol. 55(C), pages 299-328.
    17. Huang, Shiyang & Huang, Yulin & Lin, Tse-Chun, 2019. "Attention allocation and return co-movement: Evidence from repeated natural experiments," Journal of Financial Economics, Elsevier, vol. 132(2), pages 369-383.
    18. Hillier, David & Loncan, Tiago, 2019. "Political uncertainty and Stock returns: Evidence from the Brazilian Political Crisis," Pacific-Basin Finance Journal, Elsevier, vol. 54(C), pages 1-12.
    19. Mardy Chiah & Daniel Chai & Angel Zhong & Song Li, 2016. "A Better Model? An Empirical Investigation of the Fama–French Five-factor Model in Australia," International Review of Finance, International Review of Finance Ltd., vol. 16(4), pages 595-638, December.
    20. Ball, Ray & Gerakos, Joseph & Linnainmaa, Juhani T. & Nikolaev, Valeri, 2016. "Accruals, cash flows, and operating profitability in the cross section of stock returns," Journal of Financial Economics, Elsevier, vol. 121(1), pages 28-45.
    21. Aman, Hiroyuki & Beekes, Wendy & Berkman, Henk & Bohmann, Marc & Bradbury, Michael & Chapple, Larelle & Chang, Millicent & Clout, Victoria & Faff, Robert & Han, Jianlei & Hillier, David & Hodgson, All, 2019. "Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework," Pacific-Basin Finance Journal, Elsevier, vol. 56(C), pages 129-150.
    22. Chai, Daniel & Chiah, Mardy & Zhong, Angel, 2019. "Choosing factors: Australian evidence," Pacific-Basin Finance Journal, Elsevier, vol. 58(C).
    23. Aman, Hiroyuki & Beekes, Wendy & Chang, Millicent & Wee, Marvin, 2019. "The role of credibility in the relation between management forecasts and analyst forecasts in Japan," Pacific-Basin Finance Journal, Elsevier, vol. 55(C), pages 29-45.
    24. Berkman, Henk & Jona, Jonathan & Soderstrom, Naomi, 2019. "Firm value and government commitment to combating climate change," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 297-307.
    25. Harry DeAngelo & Andrei S Gonçalves & René M Stulz, 2018. "Corporate Deleveraging and Financial Flexibility," Review of Financial Studies, Society for Financial Studies, vol. 31(8), pages 3122-3174.
    26. Fama, Eugene F. & French, Kenneth R., 2015. "A five-factor asset pricing model," Journal of Financial Economics, Elsevier, vol. 116(1), pages 1-22.
    27. Han, Jianlei & Linnenluecke, Martina K. & Pan, Zheyao (Terry) & Smith, Tom, 2019. "The wealth effects of the announcement of the Australian carbon pricing scheme," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 399-409.
    28. Juliane Begenau & Juliana Salomao, 2019. "Firm Financing over the Business Cycle," Review of Financial Studies, Society for Financial Studies, vol. 32(4), pages 1235-1274.
    29. Hauser, Roie, 2018. "Busy directors and firm performance: Evidence from mergers," Journal of Financial Economics, Elsevier, vol. 128(1), pages 16-37.
    30. Gordon Menzies & Peter Dixon & Maureen Rimmer, 2016. "In Praise of (Some) Red Tape: A New Approach to Regulation," The Economic Record, The Economic Society of Australia, vol. 92(299), pages 631-647, December.
    31. Eckbo, B. Espen & Makaew, Tanakorn & Thorburn, Karin S., 2018. "Are stock-financed takeovers opportunistic?," Journal of Financial Economics, Elsevier, vol. 128(3), pages 443-465.
    32. repec:oup:revfin:v:29:y:2016:i:12:p:3428-3470. is not listed on IDEAS
    33. Ball, R & Brown, P, 1968. "Empirical Evaluation Of Accounting Income Numbers," Journal of Accounting Research, Wiley Blackwell, vol. 6(2), pages 159-178.
    34. Andrei, Daniel & Mann, William & Moyen, Nathalie, 2019. "Why did the q theory of investment start working?," Journal of Financial Economics, Elsevier, vol. 133(2), pages 251-272.
    35. Bogdan Alexandru Ratiu, 2016. "A Reversed Engineered Pitch Based On Rietveld (2016), “Creating Value through the Freemium Business Model: A Consumer Perspective”," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 15(4), pages 810-818, December.
    36. David Mutua Mathuva & H. Gin Chong, 2018. "Impact of regulatory reforms on compliance with mandatory disclosures by savings and credit co-operatives in Kenya," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 26(2), pages 246-270, May.
    37. Sumit Lodhia, 2019. "What about your qualitative cousins? Adapting the pitching template to qualitative research," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(1), pages 309-329, March.
    38. Bessembinder, Hendrik, 2018. "Do stocks outperform Treasury bills?," Journal of Financial Economics, Elsevier, vol. 129(3), pages 440-457.
    39. Huseyin Gulen & Mihai Ion, 2016. "Editor's Choice Policy Uncertainty and Corporate Investment," Review of Financial Studies, Society for Financial Studies, vol. 29(3), pages 523-564.
    40. Amit Goyal & Narasimhan Jegadeesh, 2018. "Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?," Review of Financial Studies, Society for Financial Studies, vol. 31(5), pages 1784-1824.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Gill, Chelsea & Mehrotra, Vishal & Moses, Olayinka & Bui, Binh, 2023. "The impact of the pitching research framework on AFAANZ grant applications," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
    2. Chen, Xikai & Le, Cao Hoang Anh & Shan, Yaowen & Taylor, Stephen, 2020. "Australian policy uncertainty and corporate investment," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
    3. Bachmann, Rebecca L. & Bedford, Anna & Ghannam, Samir & Yang, Jin Sug, 2023. "A shock to CEOs' external environment: terrorist attacks and CEO pay," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Robert Faff & Tim Kastelle & Micheal Axelsen & Mark Brosnan & Rebecca Michalak & Kathleen Walsh, 2021. "Pitching research for engagement and impact: a simple tool and illustrative examples," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(2), pages 3329-3383, June.
    2. Aman, Hiroyuki & Beekes, Wendy & Berkman, Henk & Bohmann, Marc & Bradbury, Michael & Chapple, Larelle & Chang, Millicent & Clout, Victoria & Faff, Robert & Han, Jianlei & Hillier, David & Hodgson, All, 2019. "Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework," Pacific-Basin Finance Journal, Elsevier, vol. 56(C), pages 129-150.
    3. Binh Bui, 2021. "A critical examination of the use of research templates in accounting and finance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(2), pages 2671-2696, June.
    4. Mamdouh Medhat & Maik Schmeling, 2022. "Short-term Momentum," Review of Financial Studies, Society for Financial Studies, vol. 35(3), pages 1480-1526.
    5. Chai, Daniel & Chiah, Mardy & Zhong, Angel, 2019. "Choosing factors: Australian evidence," Pacific-Basin Finance Journal, Elsevier, vol. 58(C).
    6. Lu Zhang, 2017. "The Investment CAPM," European Financial Management, European Financial Management Association, vol. 23(4), pages 545-603, September.
    7. Ray Ball & Gil Sadka & Ayung Tseng, 2022. "Using accounting earnings and aggregate economic indicators to estimate firm-level systematic risk," Review of Accounting Studies, Springer, vol. 27(2), pages 607-646, June.
    8. Białkowski, Jędrzej & Dang, Huong Dieu & Wei, Xiaopeng, 2022. "High policy uncertainty and low implied market volatility: An academic puzzle?," Journal of Financial Economics, Elsevier, vol. 143(3), pages 1185-1208.
    9. Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2019. "Which Factors?," Review of Finance, European Finance Association, vol. 23(1), pages 1-35.
    10. Doron Avramov & Tarun Chordia & Gergana Jostova & Alexander Philipov, 2022. "The Distress Anomaly is Deeper than You Think: Evidence from Stocks and Bonds [The prediction of corporate bankruptcy: a discriminant analysis]," Review of Finance, European Finance Association, vol. 26(2), pages 355-405.
    11. Cao, Viet Nga & Gray, Philip & Zhong, Angel, 2019. "Investment-related anomalies in Australia: Evidence and explanations," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 97-109.
    12. Chan, Kam Fong & Gray, Philip & Gray, Stephen & Zhong, Angel, 2020. "Political uncertainty, market anomalies and Presidential honeymoons," Journal of Banking & Finance, Elsevier, vol. 113(C).
    13. Serge Rugwiro & SungSup Brian Choi, 2019. "Re-examination of Fama–French Models in the Korean Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(1), pages 23-45, March.
    14. Kewei Hou & Chen Xue & Lu Zhang, 2017. "Replicating Anomalies," NBER Working Papers 23394, National Bureau of Economic Research, Inc.
    15. Robert W. Faff & Sumit Lodhia, 2021. "… More on the use of research templates," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(4), pages 5003-5023, December.
    16. Yang, Baochen & Ye, Tao & Ma, Yao, 2022. "Financing anomaly, mispricing and cross-sectional return predictability," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 579-598.
    17. Wang, Yuchen & Wang, Xiaoming, 2023. "Economic policy uncertainty and information intermediary: The case of short seller," Economic Modelling, Elsevier, vol. 120(C).
    18. Ma, Huanyu & Hao, Dapeng, 2022. "Economic policy uncertainty, financial development, and financial constraints: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 368-386.
    19. Mehmet Balcilar & Riza Demirer & Festus V. Bekun, 2021. "Flexible Time-Varying Betas in a Novel Mixture Innovation Factor Model with Latent Threshold," Mathematics, MDPI, vol. 9(8), pages 1-20, April.
    20. Cheng, Mengyao, 2022. "Legislative gridlock and stock return dispersion around roll-call votes," Journal of Banking & Finance, Elsevier, vol. 138(C).

    More about this item

    Keywords

    Pitching research; structured abstract; reader attention;
    All these keywords.

    JEL classification:

    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G20 - Financial Economics - - Financial Institutions and Services - - - General
    • G30 - Financial Economics - - Corporate Finance and Governance - - - General
    • G40 - Financial Economics - - Behavioral Finance - - - General
    • G50 - Financial Economics - - Household Finance - - - General

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:mfa:journl:v:27:y:2019:i:2:p:1-13. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Capital Market Review (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.