Publications
by members of
Monash University → Monash Business School → Department of Banking and Finance
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |
Working papers
2022
- Yoshiaki OGURA & Duc Giang NGUYEN & Thu Ha NGUYEN, 2022, "Floods and Loan Reallocation: New evidence," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 22088, Sep.
- Chunmeng Yang & Siqi Bu & Yi Fan & Wayne Xinwei Wan & Ruoheng Wang & Aoife Foley, 2022, "Review of Energy Transition Policies in Singapore, London, and California," Papers, arXiv.org, number 2208.01433, Aug.
- Chunmeng Yang & Siqi Bu & Yi Fan & Wayne Xinwei Wan & Ruoheng Wang & Aoife Foley, 2022, "Data-Driven Prediction and Evaluation on Future Impact of Energy Transition Policies in Smart Regions," Papers, arXiv.org, number 2212.07019, Dec.
- Yang, Chunmeng & Bu, Siqi & Fan, Yi & Wan, Wayne Xinwei & Wang, Ruoheng & Foley, Aoife, 2023, "Data-driven prediction and evaluation on future impact of energy transition policies in smart regions," Applied Energy, Elsevier, volume 332, issue C, DOI: 10.1016/j.apenergy.2022.120523.
- Wayne Wan, 2022, "Blinded by Familiarity? Institutional Investors under Adverse Performance Shocks," ERES, European Real Estate Society (ERES), number 2022_15, Jan.
- Wan, Wayne Xinwei & Lindenthal, Thies, 2022, "Towards accountability in machine learning applications: A system-testing approach," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 22-001.
2021
- Marina Gertsberg & Johanna Mollerstrom & Michaela Pagel, 2021, "Gender Quotas and Support for Women in Board Elections," NBER Working Papers, National Bureau of Economic Research, Inc, number 28463, Feb.
- Gertsberg, Marina & Möllerström, Johanna & Pagel, Michaela, 2022, "Gender Quotas and Support for Women in Board Elections," Working Paper Series, Research Institute of Industrial Economics, number 1425, Mar.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
- Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
- Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
- Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
- Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
- Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
- Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
- Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
- Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
- Ulrich Hege & Elaine Hutson & Elaine Laing, 2021, "Mandatory governance reform and corporate risk management," Post-Print, HAL, number hal-03353022, Jun, DOI: 10.1016/j.jcorpfin.2021.101935.
- Hege, Ulrich & Hutson, Elaine & Laing, Elaine, 2021, "Mandatory governance reform and corporate risk management," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101935.
- Giang Nguyen & Hannah Nguyen & Hung Pham, 2021, "The Role of Social Connectedness: Evidence from Mergers and Acquisitions," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2116, Sep.
2020
- Dasgupta, Sudipto & Chen, Chen & Huynh, Thanh & Xia, Ying, 2020, "Product Market Competition and the Relocation of Economic Activity: Evidence from the Supply Chain," CEPR Discussion Papers, Centre for Economic Policy Research, number 15056, Jul.
2018
- Hong Wang & Catherine S. Forbes & Jean-Pierre Fenech & John Vaz, 2018, "The determinants of bank loan recovery rates in good times and bad - new evidence," Papers, arXiv.org, number 1804.07022, Apr.
- Wang, Hong & Forbes, Catherine S. & Fenech, Jean-Pierre & Vaz, John, 2020, "The determinants of bank loan recovery rates in good times and bad – New evidence," Journal of Economic Behavior & Organization, Elsevier, volume 177, issue C, pages 875-897, DOI: 10.1016/j.jebo.2020.06.001.
- Hong Wang & Catherine S. Forbes & Jean-Pierre Fenech & John Vaz, 2018, "The determinants of bank loan recovery rates in good times and bad -- new evidence," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/18.
- Hege, Ulrich & Hutson, Elaine & Laing, Elaine, 2018, "The impact of mandatory governance changes on financial risk management," TSE Working Papers, Toulouse School of Economics (TSE), number 18-889, Feb.
- Sabur Mollah & Michael Skully & Eva Liljeblom, 2018, "Strong Boards and Risk-taking in Islamic Banks," Working Papers, Swansea University, School of Management, number 2018-08, Feb.
- Mollah, Sabur & Skully, Michael & Liljeblom, Eva, 2021, "Strong Boards and Risk-taking in Islamic Banks," Review of Corporate Finance, now publishers, volume 1, issue 1-2, pages 135-180, April, DOI: 10.1561/114.00000004.
2017
- Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2017, "Mildly Explosive Dynamics in U.S. Fixed Income Markets," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 324, Aug, DOI: 10.24149/gwp324r1.
- Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2020, "Mildly explosive dynamics in U.S. fixed income markets," European Journal of Operational Research, Elsevier, volume 287, issue 2, pages 712-724, DOI: 10.1016/j.ejor.2020.03.053.
- Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, undated, "Mildly Explosive Dynamics in U.S. Fixed Income Markets," Economics Department, Working Paper Series, Economics Department, Pomona College, number 1001, revised 12 Feb 2020.
- Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2020, "Mildly Explosive Dynamics in U.S. Fixed Income Markets," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 667.
- Dakshina Garfield De Silva & Marina Gertsberg & Georgia Kosmopoulou & Rachel Pownall, 2017, "Dealer Networks in the World of Art," Working Papers, Lancaster University Management School, Economics Department, number 198144199.
- Idan Hodor & Andrea Buffa, 2017, "Institutional Investors, Heterogeneous Benchmarks and the Comovement of Asset Prices," 2017 Meeting Papers, Society for Economic Dynamics, number 374.
- Buffa, Andrea M. & Hodor, Idan, 2023, "Institutional investors, heterogeneous benchmarks and the comovement of asset prices," Journal of Financial Economics, Elsevier, volume 147, issue 2, pages 352-381, DOI: 10.1016/j.jfineco.2022.11.002.
2016
- Dakshina Garfield De Silva & Marina Gertsberg & Rachel Pownall, 2016, "Market Evolution, Bidding Strategies, and Survival of Art Dealers," Working Papers, Lancaster University Management School, Economics Department, number 138739557.
- Khurshid Ahmad & JingGuang Han & Elaine Hutson & Colm Kearney & Sha Liu, 2016, "Media-expressed negative tone and firm-level stock returns," Open Access publications, Research Repository, University College Dublin, number 10197/8208, Apr.
- Ahmad, Khurshid & Han, JingGuang & Hutson, Elaine & Kearney, Colm & Liu, Sha, 2016, "Media-expressed negative tone and firm-level stock returns," Journal of Corporate Finance, Elsevier, volume 37, issue C, pages 152-172, DOI: 10.1016/j.jcorpfin.2015.12.014.
2013
- Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2013, "How did the financial crisis alter the correlations of U.S. yield spreads?," Working Papers, Federal Reserve Bank of St. Louis, number 2013-005, DOI: 10.20955/wp.2013.005.
- Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2014, "How did the financial crisis alter the correlations of U.S. yield spreads?," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 362-385, DOI: 10.1016/j.jempfin.2014.04.005.
- Su-Hsin Chang & Silvio Contessi & Johanna L. Francis, 2013, "Understanding the accumulation of bank and thrift reserves during the U.S. financial crisis," Working Papers, Federal Reserve Bank of St. Louis, number 2013-029, DOI: 10.20955/wp.2013.029.
- Chang, Su-Hsin & Contessi, Silvio & Francis, Johanna L., 2014, "Understanding the accumulation of bank and thrift reserves during the U.S. financial crisis," Journal of Economic Dynamics and Control, Elsevier, volume 43, issue C, pages 78-106, DOI: 10.1016/j.jedc.2014.02.007.
2012
- Silvio Contessi & Francesca De Nicola, 2012, "What do we know about the relationship between access to finance and international trade?," Working Papers, Federal Reserve Bank of St. Louis, number 2012-054, DOI: 10.20955/wp.2012.054.
- Silvio Contessi & Francesca De Nicola & Li Li, 2012, "International trade, female labor, and entrepreneurship in MENA countries," Working Papers, Federal Reserve Bank of St. Louis, number 2012-053, DOI: 10.20955/wp.2012.053.
- Silvio Contessi & Francesca De Nicola & Li Li, 2013, "International trade, female labor, and entrepreneurship in MENA countries," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 89-114, DOI: 10.20955/r.95.89-114.
- Silvio Contessi & Francesca de Nicola & Li Li, 2014, "International trade, female labor and entrepreneurship in MENA countries," Chapters, Edward Elgar Publishing, chapter 4, in: Carlo Altomonte & Massimiliano Ferrara, "The Economic and Political Aftermath of the Arab Spring".
- Acharya, Viral & Naqvi, Hassan, 2012, "The Seeds of a Crisis: A Theory of Bank Liquidity and Risk-Taking over the Business Cycle," CEPR Discussion Papers, Centre for Economic Policy Research, number 8851, Feb.
- Acharya, Viral & Naqvi, Hassan, 2012, "The seeds of a crisis: A theory of bank liquidity and risk taking over the business cycle," Journal of Financial Economics, Elsevier, volume 106, issue 2, pages 349-366, DOI: 10.1016/j.jfineco.2012.05.014.
2011
- Silvio Contessi & Pierangelo De Pace, 2011, "The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis," Working Papers, Federal Reserve Bank of St. Louis, number 2011-037, DOI: 10.20955/wp.2011.037.
- Silvio Contessi & Pierangelo De Pace, 2012, "(Non-)Resiliency Of Foreign Direct Investment In The United States During The 2007–2009 Financial Crisis," Pacific Economic Review, Wiley Blackwell, volume 17, issue 3, pages 368-390, August.
2010
- Silvio Contessi & Pierangelo De Pace & Johanna L. Francis, 2010, "Changes in the second-moment properties of disaggregated capital flows," Working Papers, Federal Reserve Bank of St. Louis, number 2010-020, DOI: 10.20955/wp.2010.020.
- Contessi, Silvio & De Pace, Pierangelo & Francis, Johanna L., 2012, "Changes in the second-moment properties of disaggregated capital flows," Economics Letters, Elsevier, volume 115, issue 1, pages 122-127, DOI: 10.1016/j.econlet.2011.12.015.
- Silvio Contessi & Pierangelo De Pace & Johanna Francis, 2010, "Changes in the Second-Moment Properties of Disaggregated Capital Flows," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2010-10.
- Silvio Contessi, 2010, "How does multinational production change international comovement?," Working Papers, Federal Reserve Bank of St. Louis, number 2010-041, DOI: 10.20955/wp.2010.041.
- Silvio Contessi, 2010, "Multinational Firms' Entry and Productivity: Some Aggregate Implications of Firm-level Heterogeneity," Working Papers, Federal Reserve Bank of St. Louis, number 2010-043, DOI: 10.20955/wp.2010.043.
- Contessi, Silvio, 2015, "Multinational firms׳ entry and productivity: Some aggregate implications of firm-level heterogeneity," Journal of Economic Dynamics and Control, Elsevier, volume 61, issue C, pages 61-80, DOI: 10.1016/j.jedc.2015.09.002.
- Silvio Contessi, 2015, "Multinational firms' entry and productivity: some aggregate implications of firm-level heterogeneity," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 248, Sep, DOI: 10.24149/gwp248.
- Elaine Hutson & Anthony O'Driscoll, 2010, "Firm-level exchange exposure in the Eurozone," Working Papers, Geary Institute, University College Dublin, number 200841, Apr.
- Zoltam Murgulov & Eduardo Roca, 2010, "Can Information Made Publicly Available Explain Long-Term Performance of New Economy Seasoned Equity Offers?," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201013.
2009
- Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2009, "Trust and Delegation," NBER Working Papers, National Bureau of Economic Research, Inc, number 15529, Nov.
- Brown, Stephen & Goetzmann, William & Liang, Bing & Schwarz, Christopher, 2012, "Trust and delegation," Journal of Financial Economics, Elsevier, volume 103, issue 2, pages 221-234, DOI: 10.1016/j.jfineco.2011.09.004.
- Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2009, "Trust and Delegation," Yale School of Management Working Papers, Yale School of Management, number amz2545, Aug, revised 13 Nov 2009.
- Silvio Contessi & Johanna L. Francis, 2009, "U.S. commercial bank lending through 2008:Q4: new evidence from gross credit flows," Working Papers, Federal Reserve Bank of St. Louis, number 2009-011, DOI: 10.20955/wp.2009.011.
- Silvio Contessi & Johanna L. Francis, 2013, "U.S. Commercial Bank Lending Through 2008:Q4: New Evidence From Gross Credit Flows," Economic Inquiry, Western Economic Association International, volume 51, issue 1, pages 428-444, January, DOI: j.1465-7295.2010.00356.x.
- Silvio Contessi & Johanna Francis, 2009, "U.S. Commercial Bank Lending through 2008:Q4: New Evidence from Gross Credit Flows," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2009-04.
2008
- Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2008, "Estimating Operational Risk for Hedge Funds: The ?-Score," Yale School of Management Working Papers, Yale School of Management, number amz2559, Jan, revised 11 Sep 2009.
- Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2009, "Estimating Operational Risk for Hedge Funds: The ω-Score," Financial Analysts Journal, Taylor & Francis Journals, volume 65, issue 1, pages 43-53, January, DOI: 10.2469/faj.v65.n1.8.
- Silvio Contessi & Pierangelo DePace, 2008, "Do European capital flows comove?," Working Papers, Federal Reserve Bank of St. Louis, number 2008-042, DOI: 10.20955/wp.2008.042.
- Contessi, Silvio & De Pace, Pierangelo, 2009, "Do European capital flows comove?," The North American Journal of Economics and Finance, Elsevier, volume 20, issue 2, pages 145-161, August.
- Silvio Contessi & Pierangelo DePace & Johanna L. Francis, 2008, "The cyclical properties of disaggregated capital flows," Working Papers, Federal Reserve Bank of St. Louis, number 2008-041, DOI: 10.20955/wp.2008.041.
- Contessi, Silvio & De Pace, Pierangelo & Francis, Johanna L., 2013, "The cyclical properties of disaggregated capital flows," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 528-555, DOI: 10.1016/j.jimonfin.2012.05.023.
- Silvio Contessi & Pierangelo De Pace & Johanna Francis, 2009, "The Cyclical Properties of Disaggregated Capital Flows," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2009-05.
- Elaine Hutson & Darragh Mahony, 2008, "Do private equity buyouts represent value for target shareholders? Premiums in the boom of the early 2000s," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1153, Apr.
- Elaine Hutson & Darragh Mahony, 2010, "Do private equity buyouts represent value for target shareholders? Premiums in the boom of the early 2000s," Working Papers, Geary Institute, University College Dublin, number 200837, Apr.
2006
- Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2006, "Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration," Yale School of Management Working Papers, Yale School of Management, number amz2472, Jul, revised 11 Sep 2009.
- Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2008, "Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration," Journal of Finance, American Finance Association, volume 63, issue 6, pages 2785-2815, December, DOI: 10.1111/j.1540-6261.2008.01413.x.
- Loncarski, I. & Ter Horst, J.R. & Veld, C.H., 2006, "The Convertible Arbitrage Strategy Analyzed," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-98.
- Loncarski, I. & Ter Horst, J.R. & Veld, C.H., 2006, "The Convertible Arbitrage Strategy Analyzed," Other publications TiSEM, Tilburg University, School of Economics and Management, number 1ed5c7ae-011b-4948-b459-e.
- Loncarski, I. & Ter Horst, J.R. & Veld, C.H., 2006, "Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-65.
- Loncarski, I. & Ter Horst, J.R. & Veld, C.H., 2006, "Why do Companies issue Convertible Bond Loans? An Empirical Analysis for the Canadian Market," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6036423f-db13-4e07-b9d1-7.
2005
- William N. Goetzmann & Stephen J. Brown, 2005, "Performance Persistence," Yale School of Management Working Papers, Yale School of Management, number ysm451, Apr.
- Brown, Stephen J & Goetzmann, William N, 1995, "Performance Persistence," Journal of Finance, American Finance Association, volume 50, issue 2, pages 679-698, June.
- Elaine Hutson & Simon Stevenson, 2005, "The Distributional Characteristics of REIT Returns," ERES, European Real Estate Society (ERES), number eres2005_201, Jan.
- Jan-Egbert Sturm & Barry Williams, 2005, "What Determines Differences in Foreign Bank Efficiency? Australian Evidence," CESifo Working Paper Series, CESifo, number 1587.
- Sturm, Jan-Egbert & Williams, Barry, 2010, "What determines differences in foreign bank efficiency? Australian evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 20, issue 3, pages 284-309, July.
- Jan-Egbert Sturm & Barry Williams, 2005, "What Determines Differences in Foreign Bank Efficiency?," TWI Research Paper Series, Thurgauer Wirtschaftsinstitut, Universität Konstanz, number 4.
2004
- Don U.A. Galagedera & Piyadasa Edirisuriya, 2004, "Performance of Indian commercial banks (1995-2002): an application of data envelopment analysis and Malmquist productivity index," Finance, University Library of Munich, Germany, number 0408006, Aug.
- Margaret Lynch & Elaine Hutson & Max Stevenson, 2004, "Are fund of hedge fund returns asymmetric?," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1124.
- Teresa Hogan & Elaine Hutson, 2004, "What factors determine the use of venture capital? Evidence from the Irish software sector," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1141.
- Teresa Hogan & Elaine Hutson, 2005, "What factors determine the use of venture capital? evidence from the Irish software sector," Venture Capital, Taylor & Francis Journals, volume 7, issue 3, pages 259-283, July, DOI: 10.1080/13691060500268249.
- Teresa Hogan & Elaine Hutson, 2007, "What Factors Determine the Use of Venture Capital? Evidence from the Irish Software Sector," Chapters, Edward Elgar Publishing, chapter 7, in: Bart Clarysse & Juan Roure & Tom Schamp, "Entrepreneurship and the Financial Community".
- Teresa Hogan & Elaine Hutson, 2004, "Capital structure in new technology-based firms : evidence from the Irish software sector," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1166.
- Hogan, Teresa & Hutson, Elaine, 2005, "Capital structure in new technology-based firms: Evidence from the Irish software sector," Global Finance Journal, Elsevier, volume 15, issue 3, pages 369-387, February.
- Teresa Hogan & Elaine Hutson, 2004, "Is there a high technology pecking order? An investigation of the capital structure of NTBFs in the Irish software sector," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1170, Sep.
- Emily Denvir & Elaine Hutson, 2004, "The performance and diversification benefits of funds of hedge funds," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1179.
- Denvir, Emily & Hutson, Elaine, 2006, "The performance and diversification benefits of funds of hedge funds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 16, issue 1, pages 4-22, February.
- Hassan Naqvi, 2004, "Banking Crises and the Lender of Last Resort: How crucial is the role of information?," Finance, University Library of Munich, Germany, number 0410009, Oct.
- Naqvi, Hassan, 2015, "Banking crises and the lender of last resort: How crucial is the role of information?," Journal of Banking & Finance, Elsevier, volume 54, issue C, pages 20-29, DOI: 10.1016/j.jbankfin.2015.01.004.
- Hassan Naqvi, 2004, "The Valuation of Corporate Debt with Default Risk," Finance, University Library of Munich, Germany, number 0410010, Oct.
2003
- Stephen J. Brown & William N. Goetzmann & Bing Liang, 2003, "Fees on Fees in Funds of Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 9464, Feb.
- Stephen J. Brown & William N. Goetzmann & Bing Liang, 2005, "Fees On Fees In Funds Of Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: H Gifford Fong, "The World Of Hedge Funds Characteristics and Analysis".
- Stephen J. Brown & William N. Goetzmann & Bing Liang, 2004, "Fees on Fees in Funds of Funds," Yale School of Management Working Papers, Yale School of Management, number ysm18, Mar.
- Stephen Brown & William Goetzmann & Bing Liang, 2002, "Fees on Fees in Funds of Funds," Yale School of Management Working Papers, Yale School of Management, number ysm309, Oct, revised 01 Sep 2009.
- Stephen Brown & William Goetzmann & Bing Liang, 2002, "Fees on Fees in Funds of Funds," Yale School of Management Working Papers, Yale School of Management, number ysm309, Oct, revised 01 Sep 2009.
- Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Noriyoshi Shirishi & Masahiro Watanabe, 2003, "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 9470, Feb.
- Steven J. Brown & William N. Goetzmann & Takato Hiraki & Niroyoshi Shiraishi & Masahiro Watanabe, 2002, "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," Yale School of Management Working Papers, Yale School of Management, number ysm24, Sep.
- Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi & Masahiro Watanabe, 2002, "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," Yale School of Management Working Papers, Yale School of Management, number ysm274, Mar, revised 01 Apr 2008.
- Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi & Masahiro Watanabe, 2002, "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," Yale School of Management Working Papers, Yale School of Management, number ysm274, Mar, revised 01 Apr 2008.
- Elaine Hutson, 2003, "The early managed fund industry : investment trusts in 19th century Britain," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1143, Sep.
- Hutson, Elaine, 2005, "The early managed fund industry: Investment trusts in 19th century Britain," International Review of Financial Analysis, Elsevier, volume 14, issue 4, pages 439-454.
- Dong, M. & Robinson, C. & Veld, C.H., 2003, "Why Individual Investors want Dividends," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-28.
- Dong, Ming & Robinson, Chris & Veld, Chris, 2005, "Why individual investors want dividends," Journal of Corporate Finance, Elsevier, volume 12, issue 1, pages 121-158, December.
- Dong, M. & Robinson, C. & Veld, C.H., 2003, "Why Individual Investors want Dividends," Other publications TiSEM, Tilburg University, School of Economics and Management, number bc3ca858-a344-4489-8627-a.
- Ming Dong & Chris Robinson & Chris Veld, 2004, "Why Individual Investors Want Dividends," Finance, University Library of Munich, Germany, number 0412009, Dec.
2002
- William N. Goetzmann & Stephen J. Brown & Takato Hiraki & Noriyoshi Shiraishi, 2002, "An Analysis of the Relative Performance of Japanese and Foreign Money Management," Yale School of Management Working Papers, Yale School of Management, number ysm306, Sep.
- Brown, Stephen J. & Goetzmann, William N. & Hiraki, Takato & Shiraishi, Noriyoshi, 2003, "An analysis of the relative performance of Japanese and foreign money management," Pacific-Basin Finance Journal, Elsevier, volume 11, issue 4, pages 393-412, September.
- William N. Goetzmann & Stephen J. Brown & Takato Hiraki & Noriyoshi Shiraishi, 2004, "An Analysis of the Relative Performance of Japanese and Foreign Money Management," Yale School of Management Working Papers, Yale School of Management, number ysm6, Jan.
- Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi, 2002, "An Analysis of the Relative Performance of Japanese and Foreign Money Management," Yale School of Management Working Papers, Yale School of Management, number ysm6, Sep, revised 01 Apr 2008.
- Frank Barry & Aoife Hannan & Elaine Hutson & Colm Kearney, 2002, "Competitiveness implications for Ireland of EU enlargement," Working Papers, School of Economics, University College Dublin, number 200224, Sep.
- Frank Barry & Aoife Hannon, 2005, "Competiveness Implications for Ireland of EU Enlargement," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp049, Apr.
- Ter Horst, J.R. & Veld, C.H., 2002, "Behavioral Preferences for Individual Securities : The Case for Call Warrants and Call Options," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-95.
- Ter Horst, J.R. & Veld, C.H., 2002, "Behavioral Preferences for Individual Securities : The Case for Call Warrants and Call Options," Other publications TiSEM, Tilburg University, School of Economics and Management, number 06981751-3bba-4b81-ac6d-7.
- Jan-Egbert Sturm & Barry Williams, 2002, "Deregulation, Entry of Foreign Banks and Bank Efficiency in Australia," CESifo Working Paper Series, CESifo, number 816.
2001
- Stephen J. Brown & William N. Goetzmann, 2001, "Hedge Funds With Style," NBER Working Papers, National Bureau of Economic Research, Inc, number 8173, Mar.
- Stephen J. Brown & William N. Goetzmann, 2001, "Hedge Funds With Style," Yale School of Management Working Papers, Yale School of Management, number ysm177, Feb.
- Stephen Brown & William Goetzmann, 2001, "Hedge Funds With Style," Yale School of Management Working Papers, Yale School of Management, number ysm21, Feb, revised 01 Apr 2008.
- Stephen Brown & William Goetzmann, 2001, "Hedge Funds With Style," Yale School of Management Working Papers, Yale School of Management, number ysm21, Feb, revised 01 Apr 2008.
- Kym Brown, 2001, "Closing the Divide - Issues When Developing a Bond Market: The Case of Sri Lanka," Working Papers, Deakin University, Department of Economics, number 2001_06, Sep.
- Brown, Kym, 2001, "Closing the divide - issues when developing a bond market: the case of Sri Lanka," Working Papers, Deakin University, Department of Economics, number aef_2001_06, Jan.
- de Jong, A. & van Dijk, R. & Veld, C.H., 2001, "The Dividend and Share Repurchase Policies of Canadian Firms," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2001-88-F&A, Jan.
- Veld, C.H. & Merkoulova, Y.V., 2001, "Do Spin-offs really Create Value? The European Case," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-76.
- Veld, Chris & Veld-Merkoulova, Yulia V., 2004, "Do spin-offs really create value? The European case," Journal of Banking & Finance, Elsevier, volume 28, issue 5, pages 1111-1135, May.
- Veld, C.H. & Merkoulova, Y.V., 2001, "Do Spin-offs really Create Value? The European Case," Other publications TiSEM, Tilburg University, School of Economics and Management, number 2ffa9db2-da2e-42a3-8978-9.
2000
- de Jong, A. & van Dijk, R. & Veld, C.H., 2000, "The Dividend and Share Repurchase Policies of Canadian Firms : Empirical Evidence based on New Research Design," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-16.
- de Jong, A. & van Dijk, R. & Veld, C.H., 2000, "The Dividend and Share Repurchase Policies of Canadian Firms : Empirical Evidence based on New Research Design," Other publications TiSEM, Tilburg University, School of Economics and Management, number 46dc60fc-de95-4aaa-9e3c-f.
- de Roon, F.A. & Nijman, T.E. & Veld, C.H., 2000, "Hedging pressure effects in futures markets," Other publications TiSEM, Tilburg University, School of Economics and Management, number 3dfe2c9f-3194-4751-9b34-1.
- Frans A. De Roon & Theo E. Nijman & Chris Veld, 2000, "Hedging Pressure Effects in Futures Markets," Journal of Finance, American Finance Association, volume 55, issue 3, pages 1437-1456, June, DOI: 10.1111/0022-1082.00253.
1999
- Stephen Brown, 1999, "Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-077, Jun.
- William N. Goetzmann & Stephen J. Brown & James M. Park, 2004, "Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs," Yale School of Management Working Papers, Yale School of Management, number ysm10, Feb.
- Stephen Brown & William Goetzmann & James Park, 1998, "Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs," Yale School of Management Working Papers, Yale School of Management, number ysm83, Feb, revised 01 Apr 2008.
- Stephen Brown & William Goetzmann & James Park, 1998, "Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs," Yale School of Management Working Papers, Yale School of Management, number ysm83, Feb, revised 01 Apr 2008.
1998
- Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1998, "Offshore Hedge Funds: Survival & Performance 1989-1995," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-011, Feb.
- Stephen Brown & William Goetzmann & Roger Ibbotson, 2008, "Offshore Hedge Funds: Survival & Performance 1989-1995," Yale School of Management Working Papers, Yale School of Management, number ysm34, Nov, revised 16 Dec 2008.
- Stephen Brown & William Goetzmann & Roger Ibbotson, 2008, "Offshore Hedge Funds: Survival & Performance 1989-1995," Yale School of Management Working Papers, Yale School of Management, number ysm34, Nov, revised 16 Dec 2008.
- Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi, 1998, "The Japanese Open-End Fund Puzzle," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-012, Oct.
- Brown, Stephen J & Goetzmann, William N & Hiraki, Takato & Otsuki, Toshiyuki & Shiraishi, Noriyoshi, 2001, "The Japanese Open-End Fund Puzzle," The Journal of Business, University of Chicago Press, volume 74, issue 1, pages 59-77, January, DOI: 10.1086/209663.
- Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi, 1998, "The Japanese Open-End Fund Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 6347, Jan.
- Stephen J. Brown & William N. Goetzmann & Alok Kumar, 1998, "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-013, Feb.
- Stephen J. Brown & William N. Goetzmann & Alok Kumar, 2004, "The Dow Theory: William Peter Hamilton's Track Record Re-considered," Yale School of Management Working Papers, Yale School of Management, number ysm30, Mar.
- Stephen Brown & William Goetzmann & Alok Kumar, 1998, "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," Yale School of Management Working Papers, Yale School of Management, number ysm85, Feb, revised 01 Apr 2008.
- Stephen Brown & William Goetzmann & Alok Kumar, 1998, "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," Yale School of Management Working Papers, Yale School of Management, number ysm85, Feb, revised 01 Apr 2008.
- Stephen J. Brown & William N. Goetzmann & James M. Park, 1998, "Hedge Funds and the Asian Currency Crisis of 1997," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-014, Jan.
- Stephen J. Brown & William N. Goetzmann & James Park, 1998, "Hedge Funds and the Asian Currency Crisis of 1997," NBER Working Papers, National Bureau of Economic Research, Inc, number 6427, Feb.
- Stephen Brown & William Goetzmann & James Park, 1998, "Hedge Funds and the Asian Currency Crisis of 1997," Yale School of Management Working Papers, Yale School of Management, number ysm84, Feb, revised 01 Apr 2008.
- Stephen Brown & William Goetzmann & James Park, 1998, "Hedge Funds and the Asian Currency Crisis of 1997," Yale School of Management Working Papers, Yale School of Management, number ysm84, Feb, revised 01 Apr 2008.
- Stephen J. Brown & William N. Goetzmann & Mark Grinblatt, 1998, "Positive Portfolio Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 6412, Feb.
- Stephen J. Brown & William N. Goetzmann & Mark Grinblatt, 2004, "Positive Portfolio Factors," Yale School of Management Working Papers, Yale School of Management, number ysm27, Mar.
- Stephen Brown & William Goetzmann & Mark Grinblatt, 1998, "Positive Portfolio Factors," Yale School of Management Working Papers, Yale School of Management, number ysm87, Apr, revised 01 Apr 2008.
- Stephen Brown & William Goetzmann & Mark Grinblatt, 1998, "Positive Portfolio Factors," Yale School of Management Working Papers, Yale School of Management, number ysm87, Apr, revised 01 Apr 2008.
- William N. Goetzmann & Stephen J. Brown, 1998, "Mutual Fund Styles," Yale School of Management Working Papers, Yale School of Management, number ysm40, Oct.
- Brown, Stephen J. & Goetzmann, William N., 1997, "Mutual fund styles," Journal of Financial Economics, Elsevier, volume 43, issue 3, pages 373-399, March.
- Stephen Brown & William Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi, 1998, "The Open-End Japanese Mutual Fund Puzzle," Yale School of Management Working Papers, Yale School of Management, number ysm89, Apr, revised 01 Apr 2008.
- Stephen Brown & William Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi, 1998, "The Open-End Japanese Mutual Fund Puzzle," Yale School of Management Working Papers, Yale School of Management, number ysm89, Apr, revised 01 Apr 2008.
- de Jong, A. & Veld, C.H., 1998, "An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-83.
- de Jong, Abe & Veld, Chris, 2001, "An empirical analysis of incremental capital structure decisions under managerial entrenchment," Journal of Banking & Finance, Elsevier, volume 25, issue 10, pages 1857-1895, October.
- de Jong, A. & Veld, C.H., 1998, "An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment," Other publications TiSEM, Tilburg University, School of Economics and Management, number fda95a61-68cd-4c97-a2f4-3.
1997
- Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1997, "Offshore Hedge Funds: Survival and Performance 1989-1995," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 96-18, Jan.
- Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1997, "Offshore Hedge Funds: Survival and Performance 1989-1995," NBER Working Papers, National Bureau of Economic Research, Inc, number 5909, Jan.
- Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1998, "Offshore Hedge Funds: Survival and Performance, 1989-1995," Yale School of Management Working Papers, Yale School of Management, number ysm104, Nov.
- Stephen J. Brown & Stephen A. Ross, 1997, "Post-Announcement Drift," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 96-19, Jan.
- de Roon, F.A. & Nijman, T.E. & Veld, C.H., 1997, "Analyzing specification errors in models for futures risk premia with hedging pressure," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-102.
- de Roon, F.A. & Nijman, T.E. & Veld, C.H., 1997, "Analyzing specification errors in models for futures risk premia with hedging pressure," Other publications TiSEM, Tilburg University, School of Economics and Management, number 2c531bb0-c2ca-457b-aa10-d.
1996
- Keith Chan & Damien W. Mccolough & Michael T. Skully, 1996, "Australian dividend reinvestment plans: An event study on discount rates," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1996-4, Jan.
- de Roon, F.A. & Veld, C.H. & Wei, J., 1996, "A Study on the Efficiency of the Market for Dutch Long Term Call Options," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-33.
- F. De Roon & C. Veld & J. Wei, 1998, "A study on the efficiency of the market for Dutch long-term call options," The European Journal of Finance, Taylor & Francis Journals, volume 4, issue 2, pages 93-111, DOI: 10.1080/135184798337335.
- de Roon, F.A. & Veld, C.H. & Wei, J., 1996, "A Study on the Efficiency of the Market for Dutch Long Term Call Options," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6d44d9a4-a512-4921-958a-3.
- Nijman, T.E. & de Roon, F.A. & Veld, C.H., 1996, "Pricing Term Structure Risk in Futures Markets," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-78.
- de Roon, Frans A. & Nijman, Theo E. & Veld, Chris, 1998, "Pricing Term Structure Risk in Futures Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 33, issue 1, pages 139-157, March.
- Nijman, T.E. & de Roon, F.A. & Veld, C.H., 1996, "Pricing Term Structure Risk in Futures Markets," Other publications TiSEM, Tilburg University, School of Economics and Management, number d25a4674-f58e-49cd-b80a-f.
- Brouwer, I. & van der Put, J. & Veld, C.H., 1996, "Contrarian Investment Strategies in a European Context," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-36.
- Brouwer, I. & van der Put, J. & Veld, C.H., 1996, "Contrarian Investment Strategies in a European Context," Other publications TiSEM, Tilburg University, School of Economics and Management, number f1f6a974-06e5-4a74-b581-8.
1995
- P. Edirisuriya, 1995, "Telecommunications and Economic Growth: Empirical Evidence from ASEAN Countries," Working Papers, School of Economics, La Trobe University, number 1995.29.
- P. Edirisuriya, 1995, "Telecommunications and Economic Growth: Empirical Evidence from ASEAN Countries," Working Papers, School of Economics, La Trobe University, number 1995.29.
- de Roon, F.A. & Veld, C.H., 1995, "Announcement effects of convertible bond loans versus warrant-bond loans : An empirical analysis for the Dutch market," Discussion Paper, Tilburg University, Center for Economic Research, number 1995-9.
- de Roon, F.A. & Veld, C.H., 1995, "Announcement effects of convertible bond loans versus warrant-bond loans : An empirical analysis for the Dutch market," Other publications TiSEM, Tilburg University, School of Economics and Management, number 18640aac-0a97-4ab2-90a3-f.
- de Jong, A. & de Roon, F.A. & Veld, C.H., 1995, "An empirical analysis of the hedging effectiveness of currency futures," Discussion Paper, Tilburg University, Center for Economic Research, number 1995-119.
- de Jong, A. & de Roon, F.A. & Veld, C.H., 1995, "An empirical analysis of the hedging effectiveness of currency futures," Other publications TiSEM, Tilburg University, School of Economics and Management, number df8474ef-6869-447c-a779-7.
- Grazell, J. & Veld, C.H., 1995, "Alternatieve perspectieven in de theorie van de ondernemersfinanciering," Research Memorandum, Tilburg University, School of Economics and Management, number 690.
- Grazell, J. & Veld, C.H., 1995, "Alternatieve perspectieven in de theorie van de ondernemersfinanciering," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6fe6e381-3610-4cb6-bfb8-8.
- Boersma, J. & Veld, C.H., 1995, "Het gebruik van financiële derivaten door grote Nederlandse ondernemingen," Research Memorandum, Tilburg University, School of Economics and Management, number FEW 700.
- Boersma, J. & Veld, C.H., 1995, "Het gebruik van financiële derivaten door grote Nederlandse ondernemingen," Other publications TiSEM, Tilburg University, School of Economics and Management, number 9cc083d3-7a30-4deb-9495-8.
1994
- Elaine Hutson & Graham Partington, 1994, "Takeover Bids, Share Prices, and the Expected Value Hypothesis," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 36, Apr.
- de Roon, F.A. & Veld, C.H., 1994, "An empirical investigation of the factors that determine the pricing of Dutch index warrants," Discussion Paper, Tilburg University, Center for Economic Research, number 1994-110.
- Frans De Roon & Chris Veld, 1996, "An empirical investigation of the factors that determine the pricing of Dutch index warrants," European Financial Management, European Financial Management Association, volume 2, issue 1, pages 97-112, March, DOI: 10.1111/j.1468-036X.1996.tb00030.x.
- de Roon, F.A. & Veld, C.H., 1994, "An empirical investigation of the factors that determine the pricing of Dutch index warrants," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0f073a3a-28ea-495e-a119-b.
- Veld, C.H., 1994, "Warrant pricing : A review of empirical research," Discussion Paper, Tilburg University, Center for Economic Research, number 1994-34.
- Chris Veld, 2003, "Warrant pricing: a review of empirical research," The European Journal of Finance, Taylor & Francis Journals, volume 9, issue 1, pages 61-91, DOI: 10.1080/13518470110047648.
- Veld, C.H., 1994, "Warrant pricing : A review of empirical research," Other publications TiSEM, Tilburg University, School of Economics and Management, number 4778fd27-f1e8-429c-9d5e-3.
- de Roon, F.A. & Veld, C.H., 1994, "Put-call parities and the value of early exercise for put options on a performance index," Research Memorandum, Tilburg University, School of Economics and Management, number FEW 639.
- Frans De Roon & Chris Veld, 1996, "Put‐call parities and the value of early exercise for put options on a performance index," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 16, issue 1, pages 71-80, February.
- de Roon, F.A. & Veld, C.H., 1994, "Put-call parities and the value of early exercise for put options on a performance index," Other publications TiSEM, Tilburg University, School of Economics and Management, number fe78b828-fae3-4ccd-b7b8-b.
1993
- Veld, C.H. & Verboven, A.H.F., 1993, "An empirical analysis of warrant prices versus long term call option prices," Research Memorandum, Tilburg University, School of Economics and Management, number FEW 594.
- Chris Veld & Adri Verboven, 1995, "An Empirical Analysis Of Warrant Prices Versus Long‐Term Call Option Prices," Journal of Business Finance & Accounting, Wiley Blackwell, volume 22, issue 8, pages 1125-1146, December, DOI: 10.1111/j.1468-5957.1995.tb00897.x.
- Veld, C.H. & Verboven, A.H.F., 1993, "An empirical analysis of warrant prices versus long term call option prices," Other publications TiSEM, Tilburg University, School of Economics and Management, number f7168f53-297f-409c-807c-9.
1992
- Keith Chan & D McColough & Michael Skully, 1992, "Australian Tax Changes and Dividend Reinvestment Announcement Effects: A Pre- and Post-Imputation Study," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 16, Apr.
- Keith K.W. Chan & Damien W. McColough & Michael T. Skully, 1993, "Australian Tax Changes and Dividend Reinvestment Announcement Effects: A Pre- and Post-Imputation Study," Australian Journal of Management, Australian School of Business, volume 18, issue 1, pages 41-62, June, DOI: 10.1177/031289629301800102.
1991
- Vittas, Dimitri & Skully, Michael, 1991, "Overview of contractual savings institutions," Policy Research Working Paper Series, The World Bank, number 605, Mar.
- Veld, C.H., 1991, "Motives for the use of equity-warrants by Dutch companies," Research Memorandum, Tilburg University, School of Economics and Management, number FEW 503.
- Veld, C.H., 1991, "Motives for the use of equity-warrants by Dutch companies," Other publications TiSEM, Tilburg University, School of Economics and Management, number 65df228c-ddcd-4604-882e-2.
- Veld, C.H., 1991, "Warrant pricing : A review of theoretical and empirical research," Research Memorandum, Tilburg University, School of Economics and Management, number FEW 479.
- Veld, C.H., 1991, "Warrant pricing : A review of theoretical and empirical research," Other publications TiSEM, Tilburg University, School of Economics and Management, number ac252bad-d1c0-45d6-832a-f.
- Grazell, J. & Veld, C.H., 1991, "Motieven voor de uitgifte van converteerbare obligatieleningen en warrant-obligatieleningen : Een agency-theoretische benadering," Research Memorandum, Tilburg University, School of Economics and Management, number FEW 470.
- Grazell, J. & Veld, C.H., 1991, "Motieven voor de uitgifte van converteerbare obligatieleningen en warrant-obligatieleningen : Een agency-theoretische benadering," Other publications TiSEM, Tilburg University, School of Economics and Management, number d849484b-e8c9-483b-b3e5-b.
1990
- Veld, C.H. & Verboven, A.H.F., 1990, "De waardering van aandelenwarrants en langlopende call-opties," Research Memorandum, Tilburg University, School of Economics and Management, number FEW 428.
- Veld, C.H. & Verboven, A.H.F., 1990, "De waardering van aandelenwarrants en langlopende call-opties," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0afe8f62-c8e6-4c2a-9281-2.
- Veld, C.H. & Grazell, J., 1990, "Motieven voor de uitgifte van converteerbare obligatieleningen en warrantobligatieleningen," Research Memorandum, Tilburg University, School of Economics and Management, number FEW 439.
- Veld, C.H. & Grazell, J., 1990, "Motieven voor de uitgifte van converteerbare obligatieleningen en warrantobligatieleningen," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0c833a96-3e2e-49cc-bd01-3.
- Veld, C.H. & Duffhues, P.J.W., 1990, "Verslaggevingsaspecten van aandelenwarrants," Research Memorandum, Tilburg University, School of Economics and Management, number FEW 442.
- Veld, C.H. & Duffhues, P.J.W., 1990, "Verslaggevingsaspecten van aandelenwarrants," Other publications TiSEM, Tilburg University, School of Economics and Management, number 76af649c-9c34-46fe-bcb6-1.
- Veld, C.H. & Verboven, A.H.F., 1990, "De waardering van conversierechten van Nederlandse converteerbare obligaties," Research Memorandum, Tilburg University, School of Economics and Management, number FEW 441.
- Veld, C.H. & Verboven, A.H.F., 1990, "De waardering van conversierechten van Nederlandse converteerbare obligaties," Other publications TiSEM, Tilburg University, School of Economics and Management, number da363b47-b9c1-4547-9f04-3.
1989
- Veld, C.H., 1989, "The use of the implied standard deviation as a predictor of future stock price variability : A review of empirical tests," Research Memorandum, Tilburg University, School of Economics and Management, number FEW 410.
- Veld, C.H., 1989, "The use of the implied standard deviation as a predictor of future stock price variability : A review of empirical tests," Other publications TiSEM, Tilburg University, School of Economics and Management, number 08556ccd-9dff-4b7e-8de8-2.
Journal articles
2026
- Sirimon Treepongkaruna & Hue Hwa Au Yong & Khine Kyaw & Muhammad Ramzan Kalhoro, 2026, "Biodiversity Reporting and Climate Policy Uncertainty," Business Strategy and the Environment, Wiley Blackwell, volume 35, issue 1, pages 1060-1075, January, DOI: 10.1002/bse.70226.
- Treepongkaruna, Sirimon & Jiraporn, Pornsit & Au Yong, Hue Hwa, 2026, "From crisis to climate: Geopolitical turbulence, climate change exposure, and managerial ownership," Journal of Behavioral and Experimental Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.jbef.2026.101161.
- Treepongkaruna, Sirimon & Jiraporn, Pornsit & Au Yong, Hue Hwa, 2026, "Corporate integrity and corporate cash reserves: Insights from textual analysis," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105045.
- Chang, Eric C. & Ge, Li & Lin, Tse-Chun & Ma, Xiaorong, 2026, "The effect of stock market indexing on option market conditions," Journal of Financial Markets, Elsevier, volume 78, issue C, DOI: 10.1016/j.finmar.2025.101026.
- Gharghori, Philip & Nguyen, Annette, 2026, "Which factors in China? A pre-registered study," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103012.
- Cheng Lei & Evgeny Lyandres & Chris Veld & Ying Xia, 2026, "Product Market Competition and Convertible Debt Financing," The Review of Corporate Finance Studies, Society for Financial Studies, volume 15, issue 1, pages 158-198.
2025
- Gharghori, Philip & Nguyen, Annette, 2025, "Which factors in China? A pre-registered report," Pacific-Basin Finance Journal, Elsevier, volume 91, issue C, DOI: 10.1016/j.pacfin.2024.102562.
- Hoa Luong & Jayanthi Kumarasiri & Abeyratna Gunasekarage, 2025, "CEO Power and Carbon Emissions Management: Australian Evidence," Business Strategy and the Environment, Wiley Blackwell, volume 34, issue 2, pages 2239-2272, February, DOI: 10.1002/bse.4062.
- Gunasekarage, Abeyratna & Minnick, Kristina & Shams, Syed, 2025, "Board gender diversity at target firms and acquisition decisions of gender diverse bidders," Journal of Financial Stability, Elsevier, volume 78, issue C, DOI: 10.1016/j.jfs.2025.101410.
- Hoa Luong & Abeyratna Gunasekarage & Pallab Kumar Biswas, 2025, "CEO power and financial statement comparability," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 21, issue 3, pages 693-731, January, DOI: 10.1108/IJMF-01-2024-0045.
- Yushui Shi & Chris Veld & Haiying Yin, 2025, "Does time heal all wounds? Psychological responses to trauma and financial risk‐taking," The Financial Review, Eastern Finance Association, volume 60, issue 1, pages 33-70, February, DOI: 10.1111/fire.12409.
- Maggie (Rong) Hu & Desmond Tsang & Wayne Xinwei Wan, 2025, "Corporate Relocation and Housing Market Spillovers," Management Science, INFORMS, volume 71, issue 5, pages 4344-4376, May, DOI: 10.1287/mnsc.2021.01819.
- Yi Fan & Qiuxia Gao & Yinghao Elliot Sitoh & Wayne Xinwei Wan, 2025, "Post-flood selective migration interacts with media sentiment and income effects," Nature Climate Change, Nature, volume 15, issue 6, pages 619-626, June, DOI: 10.1038/s41558-025-02345-7.
- Yaopei Wang & Yong Tu & Wayne Xinwei Wan, 2025, "Understanding intracity housing market dynamics: A state-space model with Bayesian nonparametric clustering approach," Environment and Planning B, , volume 52, issue 7, pages 1601-1617, September, DOI: 10.1177/23998083241302373.
- Ying Kai Yap & Jean‐Pierre Fenech & Barry Williams, 2025, "Does Resolution Time Really Matter? Evidence From Chapter 11 Firms," The Financial Review, Eastern Finance Association, volume 60, issue 4, pages 1311-1335, November, DOI: 10.1111/fire.12448.
- Jean Pierre Fenech & Barry Williams & Ying Kai Yap, 2025, "The probability of Chapter 11 firms refiling again: a censored hazard approach," Applied Economics, Taylor & Francis Journals, volume 57, issue 15, pages 1803-1817, March, DOI: 10.1080/00036846.2024.2316667.
2024
- Sirimon Treepongkaruna & Hue Hwa Au Yong & Steen Thomsen & Khine Kyaw, 2024, "Greenwashing, carbon emission, and ESG," Business Strategy and the Environment, Wiley Blackwell, volume 33, issue 8, pages 8526-8539, December, DOI: 10.1002/bse.3929.
- Au Yong, Hue Hwa & Brown, Christine & Ho, Choy Yeing (Chloe) & Shekhar, Chander, 2024, "Equity in capital raising? Empirical evidence from structured private placements," Journal of Banking & Finance, Elsevier, volume 159, issue C, DOI: 10.1016/j.jbankfin.2023.107074.
- Ge, Li & Jamil, Taher & Yu, Jin, 2024, "CEO overconfidence and the choice of debt issuance," Journal of Banking & Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jbankfin.2024.107099.
- Syed Shams & Kristina Minnick & Mehdi Khedmati & Abeyratna Gunasekarage, 2024, "Gender diversity and acquisitions: How female directors add value in acquisition decisions," Journal of Business Finance & Accounting, Wiley Blackwell, volume 51, issue 1-2, pages 113-147, January, DOI: 10.1111/jbfa.12688.
- Shams, Syed & Bose, Sudipta & Gunasekarage, Abeyratna & Velayutham, Eswaran, 2024, "Does continuous disclosure affect the market reaction to mergers and acquisitions announcements?," Pacific-Basin Finance Journal, Elsevier, volume 88, issue C, DOI: 10.1016/j.pacfin.2024.102540.
- Nguyen, My & Samarasinghe, Ama & Skully, Michael, 2024, "Watchdogs or Petdogs: The role of media freedom on banking system stability," Pacific-Basin Finance Journal, Elsevier, volume 87, issue C, DOI: 10.1016/j.pacfin.2024.102499.
- Dutordoir, Marie & Shemesh, Joshua & Veld, Chris & Wang, Qing, 2024, "Can existing corporate finance theories explain security offerings during the COVID-19 pandemic?," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101558.
- Pham, Mia Hang & Merkoulova, Yulia & Veld, Chris, 2024, "Award-winning CEOs and corporate innovation," Journal of Banking & Finance, Elsevier, volume 159, issue C, DOI: 10.1016/j.jbankfin.2023.107075.
- Ling Li & Wayne Xinwei Wan, 2024, "The Effect of Expected Losses on the Hong Kong Property Market," The Journal of Real Estate Finance and Economics, Springer, volume 68, issue 4, pages 654-683, May, DOI: 10.1007/s11146-021-09851-3.
- Saklain, Md Sohel & Williams, Barry, 2024, "Non-interest income and bank risk: The role of financial structure," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102352.
2023
- Mardy Chiah & Philip Gharghori & Angel Zhong, 2023, "Has Idiosyncratic Volatility Increased? Not in Recent Times," Critical Finance Review, now publishers, volume 12, issue 1-4, pages 125-170, August, DOI: 10.1561/104.00000127.
- Abeyratna Gunasekarage & Mehdi Khedmati & Kristina Minnick & Syed Shams, 2023, "Board gender diversity and acquisition choices," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 46, issue 4, pages 949-991, December, DOI: 10.1111/jfir.12345.
- François, Pascal & Naqvi, Hassan, 2023, "Secured and unsecured debt in creditor-friendly bankruptcy," Journal of Corporate Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jcorpfin.2023.102413.
- Naqvi, Hassan & Pungaliya, Raunaq, 2023, "Bank size and the transmission of monetary policy: Revisiting the lending channel," Journal of Banking & Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jbankfin.2022.106688.
- Neeru Chaudhry & Chris Veld, 2023, "Political uncertainty and investments by private and state‐owned enterprises," International Review of Finance, International Review of Finance Ltd., volume 23, issue 3, pages 584-614, September, DOI: 10.1111/irfi.12410.
- Mia Hang Pham & Yulia Merkoulova & Chris Veld, 2023, "Credit risk assessment and executives’ legal expertise," Review of Accounting Studies, Springer, volume 28, issue 4, pages 2361-2400, December, DOI: 10.1007/s11142-022-09699-9.
- Wayne Xinwei Wan & Thies Lindenthal, 2023, "Testing machine learning systems in real estate," Real Estate Economics, American Real Estate and Urban Economics Association, volume 51, issue 3, pages 754-778, May, DOI: 10.1111/1540-6229.12416.
- Yang, Chunmeng & Bu, Siqi & Fan, Yi & Wan, Wayne Xinwei & Wang, Ruoheng & Foley, Aoife, 2023, "Data-driven prediction and evaluation on future impact of energy transition policies in smart regions," Applied Energy, Elsevier, volume 332, issue C, DOI: 10.1016/j.apenergy.2022.120523.
- Chunmeng Yang & Siqi Bu & Yi Fan & Wayne Xinwei Wan & Ruoheng Wang & Aoife Foley, 2022, "Data-Driven Prediction and Evaluation on Future Impact of Energy Transition Policies in Smart Regions," Papers, arXiv.org, number 2212.07019, Dec.
- Yi Fan & Maggie Rong & Wayne Xinwei Wan & Zhenping Wang, 2023, "A Tale of Two Cities: Mainland Chinese Buyers in the Hong Kong Housing Market," Review of Finance, European Finance Association, volume 27, issue 6, pages 2205-2232.
2022
- Turan G. Bali & Stephen J. Brown & Yi Tang, 2022, "Disagreement in economic forecasts and equity returns: risk or mispricing?," China Finance Review International, Emerald Group Publishing Limited, volume 13, issue 3, pages 309-341, August, DOI: 10.1108/CFRI-05-2022-0075.
- De Silva, Dakshina G. & Gertsberg, Marina & Kosmopoulou, Georgia & Pownall, Rachel A.J., 2022, "Evolution of a dealer trading network and its effects on art auction prices," European Economic Review, Elsevier, volume 144, issue C, DOI: 10.1016/j.euroecorev.2022.104083.
- Fabian Y. R. P. Bocart & Marina Gertsberg & Rachel A. J. Pownall, 2022, "An empirical analysis of price differences for male and female artists in the global art market," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 46, issue 3, pages 543-565, September, DOI: 10.1007/s10824-020-09403-2.
- Shams, Syed & Bose, Sudipta & Gunasekarage, Abeyratna, 2022, "Does corporate tax avoidance promote managerial empire building?," Journal of Contemporary Accounting and Economics, Elsevier, volume 18, issue 1, DOI: 10.1016/j.jcae.2021.100293.
- Merkoulova, Yulia & Veld, Chris, 2022, "Why do individuals not participate in the stock market?," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102292.
- Dutordoir, Marie & Merkoulova, Yulia & Veld, Chris, 2022, "How do investors perceive convertible bond issuing decisions?," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102035.
- de Jong, Abe & Kooijmans, Tim & Veld, Chris, 2022, "Legal risk and information spillover through private lender reports," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2022.100706.
- Merkoulova, Yulia & Veld, Chris, 2022, "Does it pay to invest? The personal equity risk premium and stock market participation," Journal of Banking & Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jbankfin.2021.106220.
- Merkoulova, Yulia & Veld, Chris, 2022, "Stock return ignorance," Journal of Financial Economics, Elsevier, volume 144, issue 3, pages 864-884, DOI: 10.1016/j.jfineco.2021.06.016.
- Quan Gan & Maggie Rong Hu & Wayne Xinwei Wan, 2022, "Contract rescission in the real estate presale market," Real Estate Economics, American Real Estate and Urban Economics Association, volume 50, issue 4, pages 1054-1106, December, DOI: 10.1111/1540-6229.12363.
- Williams, Barry & Rajaguru, Gulasekaran, 2022, "The evolution of bank revenue and risk in the Asia-Pacific Region," Pacific-Basin Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.pacfin.2021.101693.
2021
- An, Zhe & Chen, Chen & Li, Donghui & Yin, Chao, 2021, "Foreign institutional ownership and the speed of leverage adjustment: International evidence," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101966.
- Feng Xiong & Yaping Zheng & Zhe An & Si Xu, 2021, "Does internal information quality impact corporate cash holdings? Evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 61, issue S1, pages 2151-2171, April, DOI: 10.1111/acfi.12657.
- Hue Hwa Au Yong & Christine Brown & Choy Yeing (Chloe) Ho & Chander Shekhar, 2021, "Rights issues: Retail shareholders and their participation decisions," International Review of Finance, International Review of Finance Ltd., volume 21, issue 3, pages 917-944, September, DOI: 10.1111/irfi.12307.
- Au Yong, Hue Hwa & Laing, Elaine, 2021, "Stock market reaction to COVID-19: Evidence from U.S. Firms’ International exposure," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2020.101656.
- Stephen J. Brown & Philip H. Dybvig & William N. Goetzmann & Jonathan E. Ingersoll, 2021, "The Contributions of Stephen A. Ross to Financial Economics," Annual Review of Financial Economics, Annual Reviews, volume 13, issue 1, pages 1-14, November, DOI: 10.1146/annurev-financial-012921-05.
- Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O. & Celiker, Umut, 2021, "Does Industry Timing Ability of Hedge Funds Predict Their Future Performance, Survival, and Fund Flows?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 56, issue 6, pages 2136-2169, September.
- Saad Azmat & Haiqa Ali & Kym Brown & Michael Skully, 2021, "Persuasion in Islamic finance," Australian Journal of Management, Australian School of Business, volume 46, issue 2, pages 272-286, May, DOI: 10.1177/0312896220926556.
- Viet Do & Thu Ha Nguyen & Cameron Truong & Tram Vu, 2021, "Is drought risk priced in private debt contracts?," International Review of Finance, International Review of Finance Ltd., volume 21, issue 2, pages 724-737, June, DOI: 10.1111/irfi.12294.
- Sopitpongstorn, Nithi & Silvapulle, Param & Gao, Jiti & Fenech, Jean-Pierre, 2021, "Local logit regression for loan recovery rate," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106093.
- Halili, Alba & Fenech, Jean-Pierre & Contessi, Silvio, 2021, "Credit Derivatives and Bank Systemic Risk: Risk Enhancing or Reducing?," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101930.
- Daniel Chai & Mengjia Dai & Philip Gharghori & Barbara Hong, 2021, "Internet Search Intensity and Its Relation with Trading Activity and Stock Returns," International Review of Finance, International Review of Finance Ltd., volume 21, issue 1, pages 282-311, March, DOI: 10.1111/irfi.12268.
- Lucas, Ryley & Gunasekarage, Abeyratna & Shams, Syed & Edirisuriya, Piyadasa, 2021, "Female directors and acquisitions: Australian evidence," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101600.
- Hoa Luong & Abeyratna Gunasekarage & Syed Shams, 2021, "CEO pay slice and acquisitions in Australia: the role of tournament incentives," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 18, issue 5, pages 833-868, September, DOI: 10.1108/IJMF-06-2021-0292.
- Huynh, Thanh D. & Xia, Ying, 2021, "Climate Change News Risk and Corporate Bond Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 56, issue 6, pages 1985-2009, September.
- Philip Gray & Thanh Huynh, 2021, "Treasury Rates No Longer Predict Returns: A Reappraisal of Breen, Glosten and Jagannathan (1989)," Critical Finance Review, now publishers, volume 10, issue 3, pages 429-444, August, DOI: 10.1561/104.00000096.
- Cameron Truong & Thu Ha Nguyen & Thanh Huynh, 2021, "Customer satisfaction and the cost of capital," Review of Accounting Studies, Springer, volume 26, issue 1, pages 293-342, March, DOI: 10.1007/s11142-020-09555-8.
- Hege, Ulrich & Hutson, Elaine & Laing, Elaine, 2021, "Mandatory governance reform and corporate risk management," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101935.
- Ulrich Hege & Elaine Hutson & Elaine Laing, 2021, "Mandatory governance reform and corporate risk management," Post-Print, HAL, number hal-03353022, Jun, DOI: 10.1016/j.jcorpfin.2021.101935.
- Ralph Kober & Janet Lee & Juliana Ng, 2021, "Australian not‐for‐profit sector views on the conceptual framework, accounting standards and accounting information," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 61, issue 1, pages 1105-1138, March, DOI: 10.1111/acfi.12605.
- Faisal Alqahtani & Besma Hamdi & Michael Skully, 2021, "Nonlinear linkages between bank asset quality and profitability: evidence from dynamic and quantile approaches using a global sample," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 18, issue 3, pages 425-444, July, DOI: 10.1108/IJMF-06-2020-0301.
- Mollah, Sabur & Skully, Michael & Liljeblom, Eva, 2021, "Strong Boards and Risk-taking in Islamic Banks," Review of Corporate Finance, now publishers, volume 1, issue 1-2, pages 135-180, April, DOI: 10.1561/114.00000004.
- Sabur Mollah & Michael Skully & Eva Liljeblom, 2018, "Strong Boards and Risk-taking in Islamic Banks," Working Papers, Swansea University, School of Management, number 2018-08, Feb.
- Gyimah, Daniel & Siganos, Antonios & Veld, Chris, 2021, "Effects of financial constraints and product market competition on share repurchases," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101392.
- Yi Fan & Ho Pin Teo & Wayne X. Wan, 2021, "Public transport, noise complaints, and housing: Evidence from sentiment analysis in Singapore," Journal of Regional Science, Wiley Blackwell, volume 61, issue 3, pages 570-596, June, DOI: 10.1111/jors.12524.
- Ling Li & Wayne Xinwei Wan & Shenjing He, 2021, "The Heightened ‘Security Zone’ Function of Gated Communities during the COVID-19 Pandemic and the Changing Housing Market Dynamic: Evidence from Beijing, China," Land, MDPI, volume 10, issue 9, pages 1-21, September.
- He, Wen & Hu, Maggie Rong & Mi, Lin & Yu, Jin, 2021, "How stable are corporate capital structures? International evidence," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106103.
- Wei Jiang & Jitao Ou & Zhongyan Zhu, 2021, "Mutual Fund Holdings of Credit Default Swaps: Liquidity, Yield, and Risk," Journal of Finance, American Finance Association, volume 76, issue 2, pages 537-586, April, DOI: 10.1111/jofi.12996.
2020
- Zhe An & Zhe Cao & Zhian Chen & Donghui Li, 2020, "Does individualistic culture impact operational risk?," European Financial Management, European Financial Management Association, volume 26, issue 3, pages 808-838, June, DOI: 10.1111/eufm.12246.
- An, Zhe & Chen, Chen & Naiker, Vic & Wang, Jun, 2020, "Does media coverage deter firms from withholding bad news? Evidence from stock price crash risk," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101664.
- Blake Loriot & Elaine Hutson & Hue Hwa Au Yong, 2020, "Equity-linked executive compensation, hedging and foreign exchange exposure: Australian evidence," Australian Journal of Management, Australian School of Business, volume 45, issue 1, pages 72-93, February, DOI: 10.1177/0312896219830158.
- Stephen Brown & Chris Veld & Yulia Veld‐Merkoulova, 2020, "Credit Cards: Transactional Convenience or Debt‐Trap?," International Review of Finance, International Review of Finance Ltd., volume 20, issue 2, pages 295-322, June, DOI: 10.1111/irfi.12228.
- Stephen J. Brown, 2020, "The Efficient Market Hypothesis, the Financial Analysts Journal, and the Professional Status of Investment Management," Financial Analysts Journal, Taylor & Francis Journals, volume 76, issue 2, pages 5-14, April, DOI: 10.1080/0015198X.2020.1734375.
- Azmat, Saad & Ayub, Ahmad & Brown, Kym & Skully, Michael, 2020, "The inequality debate: Do financial markets matter?," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100384.
- John Vaz & Kym Brown, 2020, "Sustainable development and cryptocurrencies as private money," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 47, issue 1, pages 163-184, March, DOI: 10.1007/s40812-019-00139-5.
- Lim, Jesslyn & Do, Viet & Vu, Tram, 2020, "Co-opted directors, covenant intensity, and covenant violations," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101628.
- Xiaoting Wei & Cameron Truong & Viet Do, 2020, "When are dividend increases bad for corporate bonds?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 60, issue 2, pages 1295-1326, June, DOI: 10.1111/acfi.12441.
- Wang, Hong & Forbes, Catherine S. & Fenech, Jean-Pierre & Vaz, John, 2020, "The determinants of bank loan recovery rates in good times and bad – New evidence," Journal of Economic Behavior & Organization, Elsevier, volume 177, issue C, pages 875-897, DOI: 10.1016/j.jebo.2020.06.001.
- Hong Wang & Catherine S. Forbes & Jean-Pierre Fenech & John Vaz, 2018, "The determinants of bank loan recovery rates in good times and bad - new evidence," Papers, arXiv.org, number 1804.07022, Apr.
- Hong Wang & Catherine S. Forbes & Jean-Pierre Fenech & John Vaz, 2018, "The determinants of bank loan recovery rates in good times and bad -- new evidence," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/18.
- Mardy Chiah & Philip Gharghori & Angel Zhong, 2020, "Comovement in Anomalies between the Australian and US Equity Markets," International Review of Finance, International Review of Finance Ltd., volume 20, issue 4, pages 1005-1017, December, DOI: 10.1111/irfi.12249.
- Elaine de Gruyter & Dennis Petrie & Nicole Black & Philip Gharghori, 2020, "Attracting investors for public health programmes with Social Impact Bonds," Public Money & Management, Taylor & Francis Journals, volume 40, issue 3, pages 225-236, April, DOI: 10.1080/09540962.2020.1714312.
- Michael Dempsey & Abeyratna Gunasekarage & Thanh Tan Truong, 2020, "Stock market volatility: friend or foe?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 60, issue 4, pages 3477-3492, December, DOI: 10.1111/acfi.12550.
- Robert W. Faff & Abeyratna Gunasekarage & Syed M. M. Shams, 2020, "Does takeover competition affect acquisition choices and bidding firm performance? Australian evidence," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 60, issue 4, pages 3581-3619, December, DOI: 10.1111/acfi.12527.
- Ovi, Nafisa & Bose, Sudipta & Gunasekarage, Abeyratna & Shams, Syed, 2020, "Do the business cycle and revenue diversification matter for banks’ capital buffer and credit risk: Evidence from ASEAN banks," Journal of Contemporary Accounting and Economics, Elsevier, volume 16, issue 1, DOI: 10.1016/j.jcae.2020.100186.
- Gunasekarage, Abeyratna & Luong, Hoa & Truong, Thanh Tan, 2020, "Growth and market share matrix, CEO power, and firm performance," Pacific-Basin Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.pacfin.2019.101257.
- Huynh, Thanh D. & Nguyen, Thu Ha & Truong, Cameron, 2020, "Climate risk: The price of drought," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101750.
- Belete J. Bobe & Ralph Kober, 2020, "Does gender matter? The association between gender and the use of management control systems and performance measures," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 60, issue 3, pages 2063-2098, September, DOI: 10.1111/acfi.12365.
- Gao, Ming & Liu, Yu-Jane & Shi, Yushui, 2020, "Do people feel less at risk? Evidence from disaster experience," Journal of Financial Economics, Elsevier, volume 138, issue 3, pages 866-888, DOI: 10.1016/j.jfineco.2020.06.010.
- Chris Veld & Patrick Verwijmeren & Yuriy Zabolotnyuk, 2020, "Wealth Effects of Seasoned Equity Offerings: A Meta‐Analysis," International Review of Finance, International Review of Finance Ltd., volume 20, issue 1, pages 77-131, March, DOI: 10.1111/irfi.12218.
- Galagedera, Don U.A. & Fukuyama, Hirofumi & Watson, John & Tan, Eric K.M., 2020, "Do mutual fund managers earn their fees? New measures for performance appraisal," European Journal of Operational Research, Elsevier, volume 287, issue 2, pages 653-667, DOI: 10.1016/j.ejor.2020.04.009.
2019
- Brown, Stephen & Dutordoir, Marie & Veld, Chris & Veld-Merkoulova, Yulia, 2019, "What is the role of institutional investors in corporate capital structure decisions? A survey analysis," Journal of Corporate Finance, Elsevier, volume 58, issue C, pages 270-286, DOI: 10.1016/j.jcorpfin.2019.05.001.
- Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O., 2019, "Upside potential of hedge funds as a predictor of future performance," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 212-229, DOI: 10.1016/j.jbankfin.2018.11.003.
- Stephen J. Brown, 2019, "In Memoriam: John C. Bogle," Financial Analysts Journal, Taylor & Francis Journals, volume 75, issue 2, pages 11-13, April, DOI: 10.1080/0015198X.2019.1587429.
- Nguyen, Yen Ngoc & Brown, Kym & Skully, Michael, 2019, "Impact of finance on growth: Does it vary with development levels or cyclical conditions?," Journal of Policy Modeling, Elsevier, volume 41, issue 6, pages 1195-1209, DOI: 10.1016/j.jpolmod.2019.05.006.
- Fenech, Jean-Pierre & Vosgha, Hamed, 2019, "Oil price and Gulf Corporation Council stock indices: New evidence from time-varying copula models," Economic Modelling, Elsevier, volume 77, issue C, pages 81-91, DOI: 10.1016/j.econmod.2018.09.009.
- Chai, Daniel & Chiah, Mardy & Gharghori, Philip, 2019, "Which model best explains the returns of large Australian stocks?," Pacific-Basin Finance Journal, Elsevier, volume 55, issue C, pages 182-191, DOI: 10.1016/j.pacfin.2019.04.002.
- Michael Dempsey & Abeyratna Gunasekarage & Thanh Tan Truong, 2019, "The association between dividend payout and firm growth: Australian evidence," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 59, issue 4, pages 2345-2376, December, DOI: 10.1111/acfi.12361.
- Syed Shams & Abeyratna Gunasekarage, 2019, "Competition in the acquisition market and acquirers' long‐run performance," International Finance, Wiley Blackwell, volume 22, issue 3, pages 399-421, December, DOI: 10.1111/infi.12339.
- Piyadasa Edirisuriya & Abeyratna Gunasekarage & Shrimal Perera, 2019, "Product diversification and bank risk: evidence from South Asian banking institutions," Applied Economics, Taylor & Francis Journals, volume 51, issue 5, pages 444-464, January, DOI: 10.1080/00036846.2018.1489516.
- Hutson, Elaine & Laing, Elaine & Ye, Min, 2019, "Mutual fund ownership and foreign exchange risk in Chinese firms," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 169-192, DOI: 10.1016/j.intfin.2018.12.012.
- Chris Akroyd & Ralph Kober & Danni Li, 2019, "The emergence of management controls in an entrepreneurial company," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 59, issue 3, pages 1805-1833, September, DOI: 10.1111/acfi.12477.
- Acharya, Viral & Naqvi, Hassan, 2019, "On reaching for yield and the coexistence of bubbles and negative bubbles," Journal of Financial Intermediation, Elsevier, volume 38, issue C, pages 1-10, DOI: 10.1016/j.jfi.2018.08.001.
- Dong, Ming & Dutordoir, Marie & Veld, Chris, 2019, "How can we improve inferences from surveys? A new look at the convertible debt questions from the Graham and Harvey survey data," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 213-222, DOI: 10.1016/j.intfin.2019.03.002.
- Li, Hui & Liu, Hong & Veld, Chris, 2019, "The effects of bank regulation stringency on seasoned equity offering announcements," Journal of International Money and Finance, Elsevier, volume 91, issue C, pages 71-85, DOI: 10.1016/j.jimonfin.2018.11.001.
- Maria Strydom & Amale Scally & John Watson, 2019, "Impact of mood and gender on individual investors’ reactions to retractions and corrections of earnings forecasts," Applied Economics, Taylor & Francis Journals, volume 51, issue 9, pages 941-955, February, DOI: 10.1080/00036846.2018.1524125.
- Michelle Lowry & Marco Rossi & Zhongyan Zhu, 2019, "Informed Trading by Advisor Banks: Evidence from Options Holdings," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 2, pages 605-645.
- Humphery-Jenner, Mark & Powell, Ronan & Zhang, Emma Jincheng, 2019, "Practice makes progress: Evidence from divestitures," Journal of Banking & Finance, Elsevier, volume 105, issue C, pages 1-19, DOI: 10.1016/j.jbankfin.2019.04.004.
2018
- Zhe An & Zhian Chen & Donghui Li & Lu Xing, 2018, "Individualism and stock price crash risk," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 49, issue 9, pages 1208-1236, December, DOI: 10.1057/s41267-018-0150-z.
- Zhe An & Wenlian Gao & Donghui Li & Feifei Zhu, 2018, "The Impact of Firm‐Level Illiquidity on Crash Risk and the Role of Media Independence: International Evidence," International Review of Finance, International Review of Finance Ltd., volume 18, issue 4, pages 547-593, December, DOI: 10.1111/irfi.12162.
- Stephen Brown & Yan Lu & Sugata Ray & Melvyn Teo, 2018, "Sensation Seeking and Hedge Funds," Journal of Finance, American Finance Association, volume 73, issue 6, pages 2871-2914, December, DOI: 10.1111/jofi.12723.
- Stephen J. Brown, 2018, "2017 Report to Readers," Financial Analysts Journal, Taylor & Francis Journals, volume 74, issue 2, pages 5-8, April, DOI: 10.2469/faj.v74.n2.7.
- Viet Do & Tram Vu, 2018, "The additional cost of hedging in foreign currency loans," Australian Journal of Management, Australian School of Business, volume 43, issue 2, pages 305-327, May, DOI: 10.1177/0312896217726836.
- Frijns, Bart & Huynh, Thanh D., 2018, "Herding in analysts’ recommendations: The role of media," Journal of Banking & Finance, Elsevier, volume 91, issue C, pages 1-18, DOI: 10.1016/j.jbankfin.2018.03.010.
- Thanh D. Huynh, 2018, "Explaining Anomalies in Australia with a Five†factor Asset Pricing Model," International Review of Finance, International Review of Finance Ltd., volume 18, issue 1, pages 123-135, March, DOI: 10.1111/irfi.12125.
- Frijns, Bart & Huynh, Thanh D. & Tourani-Rad, Alireza & Westerholm, P. Joakim, 2018, "Institutional trading and asset pricing," Journal of Banking & Finance, Elsevier, volume 89, issue C, pages 59-77, DOI: 10.1016/j.jbankfin.2018.01.018.
- Daniel Chai & Ziyang Lin & Chris Veld, 2018, "Value-creation through spin-offs: Australian evidence," Australian Journal of Management, Australian School of Business, volume 43, issue 3, pages 353-372, August, DOI: 10.1177/0312896217729728.
- Yuchen Wang & John Watson & Jayasinghe Wickramanayake, 2018, "The global financial crisis and the mutual fund flow–performance relationship," The World Economy, Wiley Blackwell, volume 41, issue 11, pages 3172-3193, November, DOI: 10.1111/twec.12673.
- Balachandran, Balasingham & Williams, Barry, 2018, "Effective governance, financial markets, financial institutions & crises," Pacific-Basin Finance Journal, Elsevier, volume 50, issue C, pages 1-15, DOI: 10.1016/j.pacfin.2018.07.006.
2017
- Li, Donghui & Chen, Zhian & An, Zhe & Murong, Michael, 2017, "Do financial analysts play a role in shaping the rival response of target firms? International evidence," Journal of Corporate Finance, Elsevier, volume 45, issue C, pages 84-103, DOI: 10.1016/j.jcorpfin.2017.04.011.
- Neeru Chaudhry & Hue Hwa Au Yong & Chris Veld, 2017, "How does the Funding Status of Defined Benefit Pension Plans Affect Investment Decisions of Firms in the United States?," Journal of Business Finance & Accounting, Wiley Blackwell, volume 44, issue 1-2, pages 196-235, January.
- Chaudhry, Neeru & Au Yong, Hue Hwa & Veld, Chris, 2017, "Tax avoidance in response to a decline in the funding status of defined benefit pension plans," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 99-116, DOI: 10.1016/j.intfin.2016.12.004.
- Maria Strydom & Hue Hwa Au Yong & Michaela Rankin, 2017, "A few good (wo)men? Gender diversity on Australian boards," Australian Journal of Management, Australian School of Business, volume 42, issue 3, pages 404-427, August, DOI: 10.1177/0312896216657579.
- Bali, Turan G. & Brown, Stephen J. & Murray, Scott & Tang, Yi, 2017, "A Lottery-Demand-Based Explanation of the Beta Anomaly," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 6, pages 2369-2397, December.
- Brown, Stephen J. & Sotes-Paladino, Juan & Wang, Jiaguo(George) & Yao, Yaqiong, 2017, "Starting on the wrong foot: Seasonality in mutual fund performance," Journal of Banking & Finance, Elsevier, volume 82, issue C, pages 133-150, DOI: 10.1016/j.jbankfin.2017.05.013.
- Bali, Turan G. & Brown, Stephen J. & Tang, Yi, 2017, "Is economic uncertainty priced in the cross-section of stock returns?," Journal of Financial Economics, Elsevier, volume 126, issue 3, pages 471-489, DOI: 10.1016/j.jfineco.2017.09.005.
- Stephen J. Brown & Barbara S. Petitt, 2017, "2016 Report to Readers," Financial Analysts Journal, Taylor & Francis Journals, volume 73, issue 2, pages 6-10, April, DOI: 10.2469/faj.v73.n2.7.
- Stephen J. Brown, 2017, "In Memoriam: Stephen A. Ross," Financial Analysts Journal, Taylor & Francis Journals, volume 73, issue 3, pages 5-7, July, DOI: 10.2469/faj.v73.n3.6.
- Alqahtani, Faisal & Mayes, David G. & Brown, Kym, 2017, "Islamic bank efficiency compared to conventional banks during the global crisis in the GCC region," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 58-74, DOI: 10.1016/j.intfin.2017.08.010.
- Alqahtani, Faisal & Mayes, David G. & Brown, Kym, 2017, "Reprint of Economic turmoil and Islamic banking: Evidence from the Gulf Cooperation Council," Pacific-Basin Finance Journal, Elsevier, volume 42, issue C, pages 113-125, DOI: 10.1016/j.pacfin.2016.06.013.
- Azmat, Saad & Skully, Michael & Brown, Kym, 2017, "The (little) difference that makes all the difference between Islamic and conventional bonds," Pacific-Basin Finance Journal, Elsevier, volume 42, issue C, pages 46-59, DOI: 10.1016/j.pacfin.2015.12.010.
- Haque, Faizul & Brown, Kym, 2017, "Bank ownership, regulation and efficiency: Perspectives from the Middle East and North Africa (MENA) Region," International Review of Economics & Finance, Elsevier, volume 47, issue C, pages 273-293, DOI: 10.1016/j.iref.2016.10.015.
- Christine Brown & Viet Do & Oscar Trevarthen, 2017, "Liquidity shock management: Lessons from Australian banks," Australian Journal of Management, Australian School of Business, volume 42, issue 4, pages 637-652, November, DOI: 10.1177/0312896216656720.
- Piyadasa Edirisuriya, 2017, "Financial Deepening, Economic Growth and Corruption: The Case of Islamic Banking," Review of Economics & Finance, Better Advances Press, Canada, volume 8, pages 1-16, May.
- Silvapulle, Param & Smyth, Russell & Zhang, Xibin & Fenech, Jean-Pierre, 2017, "Nonparametric panel data model for crude oil and stock market prices in net oil importing countries," Energy Economics, Elsevier, volume 67, issue C, pages 255-267, DOI: 10.1016/j.eneco.2017.08.017.
- Gharghori, Philip & Maberly, Edwin D. & Nguyen, Annette, 2017, "Informed Trading around Stock Split Announcements: Evidence from the Option Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 2, pages 705-735, April.
- Yuchao Xiao & Robert Faff & Philip Gharghori & Byoung-Kyu Min, 2017, "The Financial Performance of Socially Responsible Investments: Insights from the Intertemporal CAPM," Journal of Business Ethics, Springer, volume 146, issue 2, pages 353-364, December, DOI: 10.1007/s10551-015-2894-8.
- Kumarasiri, Jayanthi & Gunasekarage, Abeyratna, 2017, "Risk regulation, community pressure and the use of management accounting in managing climate change risk: Australian evidence," The British Accounting Review, Elsevier, volume 49, issue 1, pages 25-38, DOI: 10.1016/j.bar.2016.10.009.
- Thanh D. Huynh & Daniel R. Smith, 2017, "Stock Price Reaction to News: The Joint Effect of Tone and Attention on Momentum," Journal of Behavioral Finance, Taylor & Francis Journals, volume 18, issue 3, pages 304-328, July, DOI: 10.1080/15427560.2017.1339190.
- Huynh, Thanh D., 2017, "Conditional asset pricing in international equity markets," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 168-189, DOI: 10.1016/j.iref.2017.01.026.
- Thanh D Huynh & Daniel R Smith, 2017, "Delisted stocks and momentum: Evidence from a new Australian dataset," Australian Journal of Management, Australian School of Business, volume 42, issue 1, pages 140-160, February, DOI: 10.1177/0312896214565118.
- Teresa Hogan & Elaine Hutson & Paul Drnevich, 2017, "Drivers of External Equity Funding in Small High‐Tech Ventures," Journal of Small Business Management, Taylor & Francis Journals, volume 55, issue 2, pages 236-253, April, DOI: 10.1111/jsbm.12270.
- Dogan Tirtiroglu & Thu Ha Nguyen & Ercan Tirtiroglu & Tan Cheng Wee, 2017, "REITs, Growth Options and Beta," The Journal of Real Estate Finance and Economics, Springer, volume 55, issue 3, pages 370-394, October, DOI: 10.1007/s11146-016-9590-z.
- Nguyen, My & Perera, Shrimal & Skully, Michael, 2017, "Bank market power, asset liquidity and funding liquidity: International evidence," International Review of Financial Analysis, Elsevier, volume 54, issue C, pages 23-38, DOI: 10.1016/j.irfa.2017.09.002.
2016
- An, Zhe & Li, Donghui & Yu, Jin, 2016, "Earnings management, capital structure, and the role of institutional environments," Journal of Banking & Finance, Elsevier, volume 68, issue C, pages 131-152, DOI: 10.1016/j.jbankfin.2016.02.007.
- Stephen J. Brown, 2016, "From the Editor," Financial Analysts Journal, Taylor & Francis Journals, volume 72, issue 1, pages 5-6, January, DOI: 10.2469/faj.v72.n1.3.
- Stephen J. Brown & Barbara S. Petitt, 2016, "2015 Report to Readers," Financial Analysts Journal, Taylor & Francis Journals, volume 72, issue 3, pages 5-6, May, DOI: 10.2469/faj.v72.n3.6.
- Stephen J. Brown, 2016, "Climate Risk," Financial Analysts Journal, Taylor & Francis Journals, volume 72, issue 3, pages 9-10, May, DOI: 10.2469/faj.v72.n3.5.
- Stephen J. Brown, 2016, "In Memoriam: Jack Treynor," Financial Analysts Journal, Taylor & Francis Journals, volume 72, issue 4, pages 5-6, July, DOI: 10.2469/faj.v72.n4.4.
- Stephen J. Brown, 2016, "Why Hedge Funds?," Financial Analysts Journal, Taylor & Francis Journals, volume 72, issue 6, pages 5-7, November, DOI: 10.2469/faj.v72.n6.6.
- Azmat, Saad & Jalil, Muhammad Naiman & Skully, Michael & Brown, Kym, 2016, "Investor’s choice of Shariah compliant ‘replicas’ and original Islamic instruments," Journal of Economic Behavior & Organization, Elsevier, volume 132, issue S, pages 4-22, DOI: 10.1016/j.jebo.2016.07.018.
- Alqahtani, Faisal & Mayes, David G. & Brown, Kym, 2016, "Economic turmoil and Islamic banking: Evidence from the Gulf Cooperation Council," Pacific-Basin Finance Journal, Elsevier, volume 39, issue C, pages 44-56, DOI: 10.1016/j.pacfin.2016.05.017.
- C. Brown & J. C. Handley & C.-T. Lin & K. J. Palmer, 2016, "Partial differential equations for Asian option prices," Quantitative Finance, Taylor & Francis Journals, volume 16, issue 3, pages 447-460, March, DOI: 10.1080/14697688.2015.1052838.
- Viet Do & Robert Faff & Paul Lajbcygier & Madhu Veeraraghavan & Mikhail Tupitsyn, 2016, "Factors affecting the birth and fund flows of CTAs," Australian Journal of Management, Australian School of Business, volume 41, issue 2, pages 324-352, May, DOI: 10.1177/0312896214539816.
- Silvapulle, Param & Fenech, Jean Pierre & Thomas, Alice & Brooks, Rob, 2016, "Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries," Economic Modelling, Elsevier, volume 58, issue C, pages 83-92, DOI: 10.1016/j.econmod.2016.05.015.
- Fenech, Jean Pierre & Yap, Ying Kai & Shafik, Salwa, 2016, "Modelling the recovery outcomes for defaulted loans: A survival analysis approach," Economics Letters, Elsevier, volume 145, issue C, pages 79-82, DOI: 10.1016/j.econlet.2016.05.015.
- Fenech Jean-Pierre & Fang Victor & Brown Rob, 2016, "How Accurately Can Convertibles be Classified as Debt or Equity for Tax Purposes? Evidence from Australia," Review of Law & Economics, De Gruyter, volume 12, issue 1, pages 153-164, March, DOI: 10.1515/rle-2014-0028.
- Phat, Thai Huu & Birt, Jacqueline & Turner, Michael J. & Fenech, Jean-Pierre, 2016, "Sporting clubs and scandals – Lessons in governance," Sport Management Review, Elsevier, volume 19, issue 1, pages 69-80, DOI: 10.1016/j.smr.2015.08.003.
- Thai Huu Phat & Jacqueline Birt & Michael J. Turner & Jean-Pierre Fenech, 2016, "Sporting clubs and scandals – Lessons in governance," Sport Management Review, Taylor & Francis Journals, volume 19, issue 1, pages 69-80, January, DOI: 10.1016/j.smr.2015.08.003.
- Ge, Li & Lin, Tse-Chun & Pearson, Neil D., 2016, "Why does the option to stock volume ratio predict stock returns?," Journal of Financial Economics, Elsevier, volume 120, issue 3, pages 601-622, DOI: 10.1016/j.jfineco.2015.08.019.
- Bernard Bollen & Philip Gharghori, 2016, "How is β related to asset returns?," Applied Economics, Taylor & Francis Journals, volume 48, issue 21, pages 1925-1935, May, DOI: 10.1080/00036846.2015.1111985.
- Shams, Syed M.M. & Gunasekarage, Abeyratna, 2016, "Operating performance following corporate acquisitions: Does the organisational form of the target matter?," Journal of Contemporary Accounting and Economics, Elsevier, volume 12, issue 1, pages 1-14, DOI: 10.1016/j.jcae.2016.02.001.
- Syed M. M. Shams & Abeyratna Gunasekarage, 2016, "Private public distinction of the target and the long run operating performance of acquirers," Pacific Accounting Review, Emerald Group Publishing Limited, volume 28, issue 1, pages 38-58, February, DOI: 10.1108/PAR-02-2014-0004.
- Ahmad, Khurshid & Han, JingGuang & Hutson, Elaine & Kearney, Colm & Liu, Sha, 2016, "Media-expressed negative tone and firm-level stock returns," Journal of Corporate Finance, Elsevier, volume 37, issue C, pages 152-172, DOI: 10.1016/j.jcorpfin.2015.12.014.
- Khurshid Ahmad & JingGuang Han & Elaine Hutson & Colm Kearney & Sha Liu, 2016, "Media-expressed negative tone and firm-level stock returns," Open Access publications, Research Repository, University College Dublin, number 10197/8208, Apr.
- Alexey Akimov & Elaine Hutson & Simon Stevenson, 2016, "The Interaction of Volatility, Volume and Skewness: Empirical Evidence from REITs," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 22, issue 1, pages 1-17, January, DOI: 10.1080/10835547.2016.12089976.
- Nguyen, My & Perera, Shrimal & Skully, Michael, 2016, "Bank market power, ownership, regional presence and revenue diversification: Evidence from Africa," Emerging Markets Review, Elsevier, volume 27, issue C, pages 36-62, DOI: 10.1016/j.ememar.2016.03.001.
- Kaplanski, Guy & Levy, Haim & Veld, Chris & Veld-Merkoulova, Yulia, 2016, "Past returns and the perceived Sharpe ratio," Journal of Economic Behavior & Organization, Elsevier, volume 123, issue C, pages 149-167, DOI: 10.1016/j.jebo.2015.11.010.
- Lee, Boram & Veld-Merkoulova, Yulia, 2016, "Myopic loss aversion and stock investments: An empirical study of private investors," Journal of Banking & Finance, Elsevier, volume 70, issue C, pages 235-246, DOI: 10.1016/j.jbankfin.2016.04.008.
- John Watson & James Delaney & Michael Dempsey & J. Wickramanayake, 2016, "Australian superannuation (pension) fund product ratings and performance: A guide for fund managers," Australian Journal of Management, Australian School of Business, volume 41, issue 2, pages 189-211, May, DOI: 10.1177/0312896214543478.
- Galagedera, Don U.A. & Watson, John & Premachandra, I.M. & Chen, Yao, 2016, "Modeling leakage in two-stage DEA models: An application to US mutual fund families," Omega, Elsevier, volume 61, issue C, pages 62-77, DOI: 10.1016/j.omega.2015.07.007.
- Williams, Barry, 2016, "The impact of non-interest income on bank risk in Australia," Journal of Banking & Finance, Elsevier, volume 73, issue C, pages 16-37, DOI: 10.1016/j.jbankfin.2016.07.019.
- Shams Pathan & Mamiza Haq & Barry Williams, 2016, "Does skin in the game help? Bank franchise value, managerial incentives and ‘going for broke’," Australian Journal of Management, Australian School of Business, volume 41, issue 2, pages 271-298, May, DOI: 10.1177/0312896214539818.
- Halling, Michael & Yu, Jin & Zechner, Josef, 2016, "Leverage dynamics over the business cycle," Journal of Financial Economics, Elsevier, volume 122, issue 1, pages 21-41, DOI: 10.1016/j.jfineco.2016.07.001.
- Joel F. Houston & Chen Lin & Zhongyan Zhu, 2016, "The Financial Implications of Supply Chain Changes," Management Science, INFORMS, volume 62, issue 9, pages 2520-2542, September, DOI: 10.1287/mnsc.2015.2159.
2015
- An, Zhe & Li, Donghui & Yu, Jin, 2015, "Firm crash risk, information environment, and speed of leverage adjustment," Journal of Corporate Finance, Elsevier, volume 31, issue C, pages 132-151, DOI: 10.1016/j.jcorpfin.2015.01.015.
- Azmat, Saad & Skully, Michael & Brown, Kym, 2015, "Can Islamic banking ever become Islamic?," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 253-272, DOI: 10.1016/j.pacfin.2015.03.001.
- Christine Brown & John Handley & James O'Day, 2015, "The Dividend Substitution Hypothesis: Australian Evidence," Abacus, Accounting Foundation, University of Sydney, volume 51, issue 1, pages 37-62, March.
- Christine Ann Brown & Kevin Davis & David Mayes, 2015, "Regulatory change in Australia and New Zealand following the global financial crisis," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 7, issue 1, pages 8-28, April, DOI: 10.1108/JFEP-11-2014-0072.
- C.A. Brown & K.T. Davis & D.G. Mayes, 2015, "Regulatory Change in Australia and New Zealand Following the Global Financial Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: James R Barth & George G Kaufman, "The First Great Financial Crisis of the 21st Century A Retrospective".
- Chen, Yangyang & Dou, Paul Y. & Rhee, S. Ghon & Truong, Cameron & Veeraraghavan, Madhu, 2015, "National culture and corporate cash holdings around the world," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 1-18, DOI: 10.1016/j.jbankfin.2014.09.018.
- Silvio Contessi & Usa Kerdnunvong, 2015, "Asset Bubbles: Detecting and Measuring Them Are Not Easy Tasks," The Regional Economist, Federal Reserve Bank of St. Louis, issue July.
- Contessi, Silvio, 2015, "Multinational firms׳ entry and productivity: Some aggregate implications of firm-level heterogeneity," Journal of Economic Dynamics and Control, Elsevier, volume 61, issue C, pages 61-80, DOI: 10.1016/j.jedc.2015.09.002.
- Silvio Contessi, 2015, "Multinational firms' entry and productivity: some aggregate implications of firm-level heterogeneity," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 248, Sep, DOI: 10.24149/gwp248.
- Silvio Contessi, 2010, "Multinational Firms' Entry and Productivity: Some Aggregate Implications of Firm-level Heterogeneity," Working Papers, Federal Reserve Bank of St. Louis, number 2010-043, DOI: 10.20955/wp.2010.043.
- Tian, Xiao & Do, Binh & Duong, Huu Nhan & Kalev, Petko S., 2015, "Liquidity provision and informed trading by individual investors," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 143-162, DOI: 10.1016/j.pacfin.2014.11.005.
- Piyadasa Edirisuriya & Abeyratna Gunasekarage & Michael Dempsey, 2015, "Australian Specific Bank Features and the Impact of Income Diversification on Bank Performance and Risk," Australian Economic Papers, Wiley Blackwell, volume 54, issue 2, pages 63-87, June.
- Edirisuriya, Piyadasa & Gunasekarage, Abeyratna & Dempsey, Michael, 2015, "Bank diversification, performance and stock market response: Evidence from listed public banks in South Asian countries," Journal of Asian Economics, Elsevier, volume 41, issue C, pages 69-85, DOI: 10.1016/j.asieco.2015.09.003.
- Parakramaweera Sunil Dharmapala & Piyadasa Edirisuriya, 2015, "Classification of profitability using DEA and cluster analysis: a transnational comparison of South Asian banks," International Journal of Information and Decision Sciences, Inderscience Enterprises Ltd, volume 7, issue 3, pages 213-240.
- Fenech, Jean Pierre & Vosgha, Hamed & Shafik, Salwa, 2015, "Loan default correlation using an Archimedean copula approach: A case for recalibration," Economic Modelling, Elsevier, volume 47, issue C, pages 340-354, DOI: 10.1016/j.econmod.2015.03.001.
- Chan, Konan & Ge, Li & Lin, Tse-Chun, 2015, "Informational Content of Options Trading on Acquirer Announcement Return," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 50, issue 5, pages 1057-1082, October.
- Naqvi, Hassan, 2015, "Banking crises and the lender of last resort: How crucial is the role of information?," Journal of Banking & Finance, Elsevier, volume 54, issue C, pages 20-29, DOI: 10.1016/j.jbankfin.2015.01.004.
- Hassan Naqvi, 2004, "Banking Crises and the Lender of Last Resort: How crucial is the role of information?," Finance, University Library of Munich, Germany, number 0410009, Oct.
- Bernard Bollen & Michael Skully & David Tripe & Xiaoting Wei, 2015, "The Global Financial Crisis and Its Impact on Australian Bank Risk," International Review of Finance, International Review of Finance Ltd., volume 15, issue 1, pages 89-111, March.
- Vu, Tram & Do, Viet & Skully, Michael, 2015, "Local versus foreign banks: A home market advantage in loan syndications," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 29-39, DOI: 10.1016/j.irfa.2014.11.002.
- Kaplanski, Guy & Levy, Haim & Veld, Chris & Veld-Merkoulova, Yulia, 2015, "Do Happy People Make Optimistic Investors?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 50, issue 1-2, pages 145-168, April.
- Lee, Boram & Rosenthal, Leonard & Veld, Chris & Veld-Merkoulova, Yulia, 2015, "Stock market expectations and risk aversion of individual investors," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 122-131, DOI: 10.1016/j.irfa.2015.05.011.
- Don U. A. Galagedera & John Watson, 2015, "Benchmarking superannuation funds based on relative performance," Applied Economics, Taylor & Francis Journals, volume 47, issue 28, pages 2959-2973, June, DOI: 10.1080/00036846.2015.1011315.
2014
- Hue Hwa Au Yong & Robert Faff & Keryn Chalmers, 2014, "Determinants of the extent of Asia-Pacific banks’ derivative activities," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 13, issue 3, pages 430-448, September.
- Hue Hwa Au Yong & Christine Brown & Chloe Choy Yeing Ho, 2014, "Off-Market Buybacks in Australia: Evidence of Abnormal Trading around Key Dates," International Review of Finance, International Review of Finance Ltd., volume 14, issue 4, pages 551-585, December.
- Liujing Zeng & Hue Hwa Au Yong & Sirimon Treepongkaruna & Robert Faff, 2014, "Is there a Banking Risk Premium in the US Stock Market?," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 1, pages 27-42, July.
- Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O., 2014, "Macroeconomic risk and hedge fund returns," Journal of Financial Economics, Elsevier, volume 114, issue 1, pages 1-19, DOI: 10.1016/j.jfineco.2014.06.008.
- Azmat, Saad & Skully, Michael & Brown, Kym, 2014, "Issuer's choice of Islamic bond type," Pacific-Basin Finance Journal, Elsevier, volume 28, issue C, pages 122-135, DOI: 10.1016/j.pacfin.2013.08.008.
- Azmat, Saad & Skully, Michael & Brown, Kym, 2014, "The Shariah compliance challenge in Islamic bond markets," Pacific-Basin Finance Journal, Elsevier, volume 28, issue C, pages 47-57, DOI: 10.1016/j.pacfin.2013.11.003.
- Jutasompakorn, Pearpilai & Brooks, Robert & Brown, Christine & Treepongkaruna, Sirimon, 2014, "Banking crises: Identifying dates and determinants," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 150-166, DOI: 10.1016/j.intfin.2014.05.004.
- Christine Brown & Astrophel Kim Choo & Sean Pinder, 2014, "The Relation Between Market Liquidity and Anonymity in the Presence of Tick Size Constraints," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 34, issue 1, pages 56-73, January.
- Chen, Yangyang & Podolski, Edward J. & Rhee, S. Ghon & Veeraraghavan, Madhu, 2014, "Local Gambling Preferences and Corporate Innovative Success," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 49, issue 1, pages 77-106, February.
- Silvio Contessi & Li Li, 2014, "Around the World, Gender Gaps Ebb and Flow," The Regional Economist, Federal Reserve Bank of St. Louis, January.
- Silvio Contessi & Li Li, 2014, "Debt crisis in Europe is easing, but stability remains a long way off," The Regional Economist, Federal Reserve Bank of St. Louis, April.
- Silvio Contessi & Li Li, 2014, "Three faces of low inflation: U.S., Japan and the Euro area," The Regional Economist, Federal Reserve Bank of St. Louis, July.
- Silvio Contessi & Pierangelo De Pace & Li Li, 2014, "An international perspective on the recent behavior of inflation," Review, Federal Reserve Bank of St. Louis, volume 96, issue 3, pages 267-294, DOI: 10.20955/r.96.267-294.
- Chang, Su-Hsin & Contessi, Silvio & Francis, Johanna L., 2014, "Understanding the accumulation of bank and thrift reserves during the U.S. financial crisis," Journal of Economic Dynamics and Control, Elsevier, volume 43, issue C, pages 78-106, DOI: 10.1016/j.jedc.2014.02.007.
- Su-Hsin Chang & Silvio Contessi & Johanna L. Francis, 2013, "Understanding the accumulation of bank and thrift reserves during the U.S. financial crisis," Working Papers, Federal Reserve Bank of St. Louis, number 2013-029, DOI: 10.20955/wp.2013.029.
- Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2014, "How did the financial crisis alter the correlations of U.S. yield spreads?," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 362-385, DOI: 10.1016/j.jempfin.2014.04.005.
- Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2013, "How did the financial crisis alter the correlations of U.S. yield spreads?," Working Papers, Federal Reserve Bank of St. Louis, number 2013-005, DOI: 10.20955/wp.2013.005.
- Duong, Huu Nhan & Kalev, Petko S., 2014, "Anonymity and the Information Content of the Limit Order Book," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 205-219, DOI: 10.1016/j.intfin.2014.02.004.
- Shahzad, Hassan & Duong, Huu Nhan & Kalev, Petko S. & Singh, Harminder, 2014, "Trading volume, realized volatility and jumps in the Australian stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 414-430, DOI: 10.1016/j.intfin.2014.04.009.
- Yang Sun & Huu Nhan Duong & Harminder Singh, 2014, "Information Asymmetry, Trade Size, and the Dynamic Volume-Return Relation: Evidence from the Australian Securities Exchange," The Financial Review, Eastern Finance Association, volume 49, issue 3, pages 539-564, August.
- Azad, A.S.M. Sohel & Azmat, Saad & Fang, Victor & Edirisuriya, Piyadasa, 2014, "Unchecked manipulations, price–volume relationship and market efficiency: Evidence from emerging markets," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 51-71, DOI: 10.1016/j.ribaf.2013.05.003.
- Fenech, Jean-Pierre & Yap, Ying Kai & Shafik, Salwa, 2014, "Can the Chinese banking system continue to grow without sacrificing loan quality?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 315-330, DOI: 10.1016/j.intfin.2014.03.009.
- Jean-pierre Fenech & Hamed Vosgha & Salwa Shafik, 2014, "Modelling the dependence structures of Australian iTraxx CDS index," Applied Economics, Taylor & Francis Journals, volume 46, issue 4, pages 420-431, February, DOI: 10.1080/00036846.2013.849378.
- Fenech, Jean-Pierre & Skully, Michael & Xuguang, Han, 2014, "Franking credits and market reactions: Evidence from the Australian convertible security market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 1-19, DOI: 10.1016/j.intfin.2014.04.004.
- Faff, Robert & Gharghori, Philip & Nguyen, Annette, 2014, "Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 627-638, DOI: 10.1016/j.iref.2013.07.007.
- Sisira R. N. Colombage & Abeyratna Gunasekarage & Syed M. M. Shams & Henk Berkman, 2014, "Target's organisational form and returns to Australian bidders in cross-border acquisitions," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 54, issue 4, pages 1063-1091, December.
- Ye, Min & Hutson, Elaine & Muckley, Cal, 2014, "Exchange rate regimes and foreign exchange exposure: The case of emerging market firms," Emerging Markets Review, Elsevier, volume 21, issue C, pages 156-182, DOI: 10.1016/j.ememar.2014.09.001.
- Hutson, Elaine & Laing, Elaine, 2014, "Foreign exchange exposure and multinationality," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 97-113, DOI: 10.1016/j.jbankfin.2014.03.002.
- Simon Stevenson & Alexey Akimov & Elaine Hutson & Alexandra Krystalogianni, 2014, "Concordance in Global Office Market Cycles," Regional Studies, Taylor & Francis Journals, volume 48, issue 3, pages 456-470, March, DOI: 10.1080/00343404.2013.799763.
- Hassan Naqvi, 2014, "IMF Conditionality and the Intertemporal Allocation of Resources," International Review of Finance, International Review of Finance Ltd., volume 14, issue 2, pages 203-235, June.
- Xing Yan & Michael Skully & Katherine Avram & Tram Vu, 2014, "Market Discipline and Deposit Guarantee: Evidence from Australian Banks," International Review of Finance, International Review of Finance Ltd., volume 14, issue 3, pages 431-457, September.
- Strydom, Maria & Skully, Michael & Veeraraghavan, Madhu, 2014, "Is the accrual anomaly robust to firm-level analysis?," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 157-165, DOI: 10.1016/j.irfa.2014.06.001.
- Chris Veld & Betty H.T. Wu, 2014, "What Drives Executive Stock Option Backdating?," Journal of Business Finance & Accounting, Wiley Blackwell, volume 41, issue 7-8, pages 1042-1070, September.
- Lewis, Craig M. & Veld, Chris, 2014, "Convertible bond financing," Journal of Corporate Finance, Elsevier, volume 24, issue C, pages 1-2, DOI: 10.1016/j.jcorpfin.2013.11.001.
- Grundy, Bruce D. & Veld, Chris & Verwijmeren, Patrick & Zabolotnyuk, Yuriy, 2014, "Why are conversion-forcing call announcements associated with negative wealth effects?," Journal of Corporate Finance, Elsevier, volume 24, issue C, pages 149-157, DOI: 10.1016/j.jcorpfin.2013.10.003.
- Dutordoir, Marie & Lewis, Craig & Seward, James & Veld, Chris, 2014, "What we do and do not know about convertible bond financing," Journal of Corporate Finance, Elsevier, volume 24, issue C, pages 3-20, DOI: 10.1016/j.jcorpfin.2013.10.009.
- Norhuda Abdul Rahim & Alan Goodacre & Chris Veld, 2014, "Wealth effects of convertible-bond and warrant-bond offerings: a meta-analysis," The European Journal of Finance, Taylor & Francis Journals, volume 20, issue 4, pages 380-398, April, DOI: 10.1080/1351847X.2012.712920.
- Viteva, Svetlana & Veld-Merkoulova, Yulia V. & Campbell, Kevin, 2014, "The forecasting accuracy of implied volatility from ECX carbon options," Energy Economics, Elsevier, volume 45, issue C, pages 475-484, DOI: 10.1016/j.eneco.2014.08.005.
- Williams, Barry, 2014, "Bank risk and national governance in Asia," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 10-26, DOI: 10.1016/j.jbankfin.2014.08.014.
2013
- Yen Hou Ng & Hue Hwa Au Yong & Robert Faff, 2013, "The long- and short-run financial impacts of cross listing on Australian firms," Australian Journal of Management, Australian School of Business, volume 38, issue 1, pages 81-98, April, DOI: 10.1177/0312896212437622.
- Stephen J. Brown & Bruce D. Grundy & Craig M. Lewis & Patrick Verwijmeren, 2013, "Hedge Fund Involvement in Convertible Securities," Journal of Applied Corporate Finance, Morgan Stanley, volume 25, issue 4, pages 60-73, December.
- Turan G. Bali & Stephen J. Brown & K. Ozgur Demirtas, 2013, "Do Hedge Funds Outperform Stocks and Bonds?," Management Science, INFORMS, volume 59, issue 8, pages 1887-1903, August, DOI: 10.1287/mnsc.1120.1689.
- Christine A. Brown & John C. Handley & Ken Palmer, 2013, "A Closer Look at Barrier Exchange Options," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 33, issue 1, pages 29-43, January.
- Chen, Yangyang & Koutsantony, Constantine & Truong, Cameron & Veeraraghavan, Madhu, 2013, "Stock price response to S&P 500 index inclusions: Do options listings and options trading volume matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 379-401, DOI: 10.1016/j.intfin.2012.09.008.
- Silvio Contessi & Johanna L. Francis, 2013, "U.S. Commercial Bank Lending Through 2008:Q4: New Evidence From Gross Credit Flows," Economic Inquiry, Western Economic Association International, volume 51, issue 1, pages 428-444, January, DOI: j.1465-7295.2010.00356.x.
- Silvio Contessi & Johanna L. Francis, 2009, "U.S. commercial bank lending through 2008:Q4: new evidence from gross credit flows," Working Papers, Federal Reserve Bank of St. Louis, number 2009-011, DOI: 10.20955/wp.2009.011.
- Silvio Contessi & Johanna Francis, 2009, "U.S. Commercial Bank Lending through 2008:Q4: New Evidence from Gross Credit Flows," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2009-04.
- Contessi, Silvio & De Pace, Pierangelo & Francis, Johanna L., 2013, "The cyclical properties of disaggregated capital flows," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 528-555, DOI: 10.1016/j.jimonfin.2012.05.023.
- Silvio Contessi & Pierangelo DePace & Johanna L. Francis, 2008, "The cyclical properties of disaggregated capital flows," Working Papers, Federal Reserve Bank of St. Louis, number 2008-041, DOI: 10.20955/wp.2008.041.
- Silvio Contessi & Pierangelo De Pace & Johanna Francis, 2009, "The Cyclical Properties of Disaggregated Capital Flows," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2009-05.
- Silvio Contessi & Li Li, 2013, "Multifamily rental housing is growing: “yesterday’s buyer is today’s tenant”," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan.
- Silvio Contessi & Li Li, 2013, "Rent or buy?," Economic Synopses, Federal Reserve Bank of St. Louis.
- Silvio Contessi & Li Li, 2013, "From "man-cession" to "he-covery": same old, same old," Economic Synopses, Federal Reserve Bank of St. Louis.
- Silvio Contessi & Francesca De Nicola & Li Li, 2013, "International trade, female labor, and entrepreneurship in MENA countries," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 89-114, DOI: 10.20955/r.95.89-114.
- Silvio Contessi & Francesca de Nicola & Li Li, 2014, "International trade, female labor and entrepreneurship in MENA countries," Chapters, Edward Elgar Publishing, chapter 4, in: Carlo Altomonte & Massimiliano Ferrara, "The Economic and Political Aftermath of the Arab Spring".
- Silvio Contessi & Francesca De Nicola & Li Li, 2012, "International trade, female labor, and entrepreneurship in MENA countries," Working Papers, Federal Reserve Bank of St. Louis, number 2012-053, DOI: 10.20955/wp.2012.053.
- Silvio Contessi & Li Li, 2013, "Translating Kurzarbeit," Economic Synopses, Federal Reserve Bank of St. Louis.
- Silvio Contessi & Li Li, 2013, "Forward guidance 101A: a roadmap of the U.S. experience," Economic Synopses, Federal Reserve Bank of St. Louis.
- Silvio Contessi & Li Li, 2013, "Current risks from exports and foreign sales," Economic Synopses, Federal Reserve Bank of St. Louis.
- Silvio Contessi & Li Li, 2013, "Forward guidance 101B: a roadmap of the international experience," Economic Synopses, Federal Reserve Bank of St. Louis.
- Silvio Contessi & Li Li & Katheryn N. Russ, 2013, "Bank vs. bond financing over the business cycle," Economic Synopses, Federal Reserve Bank of St. Louis.
- Duong, Huu Nhan & Kalev, Petko S., 2013, "Anonymity and order submissions," Pacific-Basin Finance Journal, Elsevier, volume 25, issue C, pages 101-118, DOI: 10.1016/j.pacfin.2013.07.005.
- Philip Gharghori & Sebastian Stryjkowski & Madhu Veeraraghavan, 2013, "Value versus growth: Australian evidence," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 53, issue 2, pages 393-417, June.
- Xiao, Yuchao & Faff, Robert & Gharghori, Philip & Min, Byoung-Kyu, 2013, "Pricing innovations in consumption growth: A re-evaluation of the recursive utility model," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4465-4475, DOI: 10.1016/j.jbankfin.2012.08.015.
- Yuchao Xiao & Robert Faff & Philip Gharghori & Darren Lee, 2013, "An Empirical Study of the World Price of Sustainability," Journal of Business Ethics, Springer, volume 114, issue 2, pages 297-310, May, DOI: 10.1007/s10551-012-1342-2.
- 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, volume 38, issue 2, pages 375-400, August, DOI: 10.1177/0312896213489143.
- Shams, Syed M.M. & Gunasekarage, Abeyratna & Colombage, Sisira R.N., 2013, "Does the organisational form of the target influence market reaction to acquisition announcements? Australian evidence," Pacific-Basin Finance Journal, Elsevier, volume 24, issue C, pages 89-108, DOI: 10.1016/j.pacfin.2013.04.002.
- Bruce Burton & Abeyratna Gunasekarage & Jayanthi Kumarasiri, 2013, "The influence of blockownership level and identity on board composition: evidence from the New Zealand market," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 16, pages 1287-1299, August, DOI: 10.1080/09603107.2013.804162.
- Ralph Kober & Janet Lee & Juliana Ng, 2013, "GAAP, GFS and AASB 1049: perceptions of public sector stakeholders," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 53, issue 2, pages 471-496, June.
- Kabir, Rezaul & Li, Hao & Veld-Merkoulova, Yulia V., 2013, "Executive compensation and the cost of debt," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2893-2907, DOI: 10.1016/j.jbankfin.2013.04.020.
- Barry Williams & Gulasekaran Rajaguru, 2013, "The chicken or the egg? The trade-off between bank fee income and net interest margins," Australian Journal of Management, Australian School of Business, volume 38, issue 1, pages 99-123, April, DOI: 10.1177/0312896212440268.
- Barry Williams, 2013, "Income volatility of Indonesian banks after the Asian Financial Crisis," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 18, issue 2, pages 333-358, DOI: 10.1080/13547860.2013.778159.
- Gao, Xiaohui & Ritter, Jay R. & Zhu, Zhongyan, 2013, "Where Have All the IPOs Gone?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 48, issue 6, pages 1663-1692, December.
2012
- Stephen J. Brown, 2012, "Quantitative measures of operational risk: an application to funds management," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 52, issue 4, pages 1001-1011, December, DOI: j.1467-629X.2012.00506.x.
- Brown, Stephen J. & Lajbcygier, Paul & Wong, Woon Weng, 2012, "Estimating the cost of capital with basis assets," Journal of Banking & Finance, Elsevier, volume 36, issue 11, pages 3071-3079, DOI: 10.1016/j.jbankfin.2012.07.002.
- Brown, Stephen & Goetzmann, William & Liang, Bing & Schwarz, Christopher, 2012, "Trust and delegation," Journal of Financial Economics, Elsevier, volume 103, issue 2, pages 221-234, DOI: 10.1016/j.jfineco.2011.09.004.
- Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2009, "Trust and Delegation," NBER Working Papers, National Bureau of Economic Research, Inc, number 15529, Nov.
- Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2009, "Trust and Delegation," Yale School of Management Working Papers, Yale School of Management, number amz2545, Aug, revised 13 Nov 2009.
- Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur, 2012, "Systematic risk and the cross section of hedge fund returns," Journal of Financial Economics, Elsevier, volume 106, issue 1, pages 114-131, DOI: 10.1016/j.jfineco.2012.05.005.
- Stephen J. Brown & Greg N. Gregoriou & Razvan Pascalau, 2012, "Diversification in Funds of Hedge Funds: Is It Possible to Overdiversify?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 2, issue 1, pages 89-110.
- Stephen J. Brown & Bruce D. Grundy & Craig M. Lewis & Patrick Verwijmeren, 2012, "Convertibles and Hedge Funds as Distributors of Equity Exposure," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 10, pages 3077-3112.
- Christine Brown & Kevin Davis, 2012, "Taxes, tenders and the design of Australian off-market share repurchases," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 52, issue , pages 109-135, October, DOI: j.1467-629X.2011.00445.x.
- Truong, Cameron & Corrado, Charles & Chen, Yangyang, 2012, "The options market response to accounting earnings announcements," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 3, pages 423-450, DOI: 10.1016/j.intfin.2012.01.006.
- Silvio Contessi & Francesca De Nicola, 2012, "The role of financing in international trade during good times and bad," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jan.
- Silvio Contessi, 2012, "An application of conventional sovereign debt sustainability analysis to the current debt crises," Review, Federal Reserve Bank of St. Louis, volume 94, issue May, pages 197-220, DOI: 10.20955/r.94.197-220.
- Silvio Contessi & Li Li, 2012, "Get by with a little help from my…other exports," Economic Synopses, Federal Reserve Bank of St. Louis.
- Silvio Contessi & Li Li, 2012, "Foreign direct investment in the United States during the financial crisis," Economic Synopses, Federal Reserve Bank of St. Louis.
- Silvio Contessi & Pierangelo De Pace, 2012, "(Non-)Resiliency Of Foreign Direct Investment In The United States During The 2007–2009 Financial Crisis," Pacific Economic Review, Wiley Blackwell, volume 17, issue 3, pages 368-390, August.
- Silvio Contessi & Pierangelo De Pace, 2011, "The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis," Working Papers, Federal Reserve Bank of St. Louis, number 2011-037, DOI: 10.20955/wp.2011.037.
- Contessi, Silvio & De Pace, Pierangelo & Francis, Johanna L., 2012, "Changes in the second-moment properties of disaggregated capital flows," Economics Letters, Elsevier, volume 115, issue 1, pages 122-127, DOI: 10.1016/j.econlet.2011.12.015.
- Silvio Contessi & Pierangelo De Pace & Johanna L. Francis, 2010, "Changes in the second-moment properties of disaggregated capital flows," Working Papers, Federal Reserve Bank of St. Louis, number 2010-020, DOI: 10.20955/wp.2010.020.
- Silvio Contessi & Pierangelo De Pace & Johanna Francis, 2010, "Changes in the Second-Moment Properties of Disaggregated Capital Flows," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2010-10.
- Binh Do & Viet Do & Daniel Chai, 2012, "Does the 2008 short sale ban affect the enforcement of the Law of One Price? Evidence from Australia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 52, issue 1, pages 117-144, March, DOI: j.1467-629X.2011.00409.x.
- Binh Do & Robert Faff, 2012, "Are Pairs Trading Profits Robust To Trading Costs?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 35, issue 2, pages 261-287, June, DOI: j.1475-6803.2012.01317.x.
- Viet Do & Tram Vu, 2012, "The informational content of oil and natural gas prices in energy fund performance," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, volume 35, issue 6, pages 465-479.
- P. Sunil Dharmapala & Piyadasa Edirisuriya, 2012, "A classification method for banks' profitability using revised Thompson-Thrall profit ratios in DEA and cluster analysis with an application to South Asian banks," International Journal of Operational Research, Inderscience Enterprises Ltd, volume 15, issue 2, pages 147-169.
- Robert Faff & Annette Nguyen & Bonnie H.I. Ip & Philip Gharghori, 2012, "Return-based Style Analysis in Australian Funds," Multinational Finance Journal, Multinational Finance Journal, volume 16, issue 3-4, pages 155-188, September.
- Ralph Kober & Thanesvary Subraamanniam & John Watson, 2012, "The impact of total quality management adoption on small and medium enterprises’ financial performance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 52, issue 2, pages 421-438, June, DOI: j.1467-629X.2011.00402.x.
- Ralph Kober & Janet Lee & Juliana Ng, 2012, "Conceptual framework issues: perspectives of Australian public sector stakeholders," Accounting and Business Research, Taylor & Francis Journals, volume 42, issue 5, pages 495-518, December, DOI: 10.1080/00014788.2012.670383.
- Acharya, Viral & Naqvi, Hassan, 2012, "The seeds of a crisis: A theory of bank liquidity and risk taking over the business cycle," Journal of Financial Economics, Elsevier, volume 106, issue 2, pages 349-366, DOI: 10.1016/j.jfineco.2012.05.014.
- Acharya, Viral & Naqvi, Hassan, 2012, "The Seeds of a Crisis: A Theory of Bank Liquidity and Risk-Taking over the Business Cycle," CEPR Discussion Papers, Centre for Economic Policy Research, number 8851, Feb.
- Nguyen, My & Skully, Michael & Perera, Shrimal, 2012, "Bank market power and revenue diversification: Evidence from selected ASEAN countries," Journal of Asian Economics, Elsevier, volume 23, issue 6, pages 688-700, DOI: 10.1016/j.asieco.2012.08.004.
- Nguyen, My & Skully, Michael & Perera, Shrimal, 2012, "Market power, revenue diversification and bank stability: Evidence from selected South Asian countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 897-912, DOI: 10.1016/j.intfin.2012.05.008.
- Shrimal Perera & Michael Skully, 2012, "On the cross‐methodological validation of bank efficiency assessments," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 29, issue 1, pages 26-42, March, DOI: 10.1108/10867371211203837.
- Ming Dong & Igor Loncarski & Jenke ter Horst & Chris Veld, 2012, "What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both?," Financial Management, Financial Management Association International, volume 41, issue 3, pages 637-663, September, DOI: j.1755-053X.2012.01213.x.
- Duca, Eric & Dutordoir, Marie & Veld, Chris & Verwijmeren, Patrick, 2012, "Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation," Journal of Banking & Finance, Elsevier, volume 36, issue 11, pages 2884-2899, DOI: 10.1016/j.jbankfin.2012.03.019.
- Chris Veld & Yuriy Zabolotnyuk, 2012, "The optimal call policy for convertible bonds: Is there a market memory effect?," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 7, pages 661-664, May, DOI: 10.1080/13504851.2011.593494.
- Watson, John & Wickramanayake, J., 2012, "The relationship between aggregate managed fund flows and share market returns in Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 3, pages 451-472, DOI: 10.1016/j.intfin.2012.02.001.
- Premachandra, I.M. & Zhu, Joe & Watson, John & Galagedera, Don U.A., 2012, "Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3302-3317, DOI: 10.1016/j.jbankfin.2012.07.018.
2011
- Hue Hwa Au Yong, Robert Faff,Hoa Nguyen, 2011, "The Association Between Firm Characteristics and the Use of a Comprehensive Corporate Hedging Strategy: An Ordered Probit Analysis," Frontiers in Finance and Economics, SKEMA Business School, volume 8, issue 1, pages 1-16, April.
- Stephen J. Brown, 2011, "The efficient markets hypothesis: The demise of the demon of chance?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 51, issue 1, pages 79-95, March.
- Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur, 2011, "Do hedge funds' exposures to risk factors predict their future returns?," Journal of Financial Economics, Elsevier, volume 101, issue 1, pages 36-68, July.
- Christine Brown & James Ma, 2011, "The collapse of Pasminco: misjudgment, misfortune and miscalculation," Australian Journal of Management, Australian School of Business, volume 36, issue 2, pages 287-312, August, DOI: 10.1177/0312896211410795.
- Silvio Contessi & Johanna L. Francis, 2011, "TARP beneficiaries and their lending patterns during the financial crisis," Review, Federal Reserve Bank of St. Louis, volume 93, issue Mar, pages 105-126, DOI: 10.20955/r.93.105-126.
- Silvio Contessi, 2011, "Are bank reserves and bank lending connected?," Economic Synopses, Federal Reserve Bank of St. Louis.
- Silvio Contessi & Hoda S. El-Ghazaly, 2011, "Banking crises around the world: different governments, different responses," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 10-16.
- Silvio Contessi & Hoda S. El-Ghazaly, 2011, "U.S. trade springs back," Economic Synopses, Federal Reserve Bank of St. Louis.
- P. Sunil Dharmapala & Piyadasa Edirisuriya, 2011, "A decision model to predict profitability using revised Thompson–Thrall profit ratios in DEA with an application to South Asian banks," International Journal of Operational Research, Inderscience Enterprises Ltd, volume 12, issue 4, pages 407-429.
- Gharghori, Philip & See, Quin & Veeraraghavan, Madhu, 2011, "Difference of opinion and the cross-section of equity returns: Australian evidence," Pacific-Basin Finance Journal, Elsevier, volume 19, issue 4, pages 435-446, September.
- Nicholas Boone & Sisira Colombage & Abeyratna Gunasekarage, 2011, "Block shareholder identity and firm performance in New Zealand," Pacific Accounting Review, Emerald Group Publishing Limited, volume 23, issue 2, pages 185-210, September, DOI: 10.1108/01140581111163999.
- Aggarwal, Raj & Berrill, Jenny & Hutson, Elaine & Kearney, Colm, 2011, "What is a multinational corporation? Classifying the degree of firm-level multinationality," International Business Review, Elsevier, volume 20, issue 5, pages 557-577, October.
- Min Ye & Elaine Hutson, 2011, "Managed exchange rates, dual listing and foreign exchange exposure: the experience of Chinese banks around the financial crisis," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 16, issue 3, pages 393-421, DOI: 10.1080/13547860.2011.589629.
- Veld-Merkoulova, Yulia V., 2011, "Investment horizon and portfolio choice of private investors," International Review of Financial Analysis, Elsevier, volume 20, issue 2, pages 68-75, April.
- Boram Lee & Yulia Veld-Merkoulova, 2011, "The persistence of memory of Marilyn: the diversification potential of individual artists," Applied Economics Letters, Taylor & Francis Journals, volume 18, issue 11, pages 1049-1052, DOI: 10.1080/13504851.2010.522515.
- Premachandra, I.M. & Chen, Yao & Watson, John, 2011, "DEA as a tool for predicting corporate failure and success: A case of bankruptcy assessment," Omega, Elsevier, volume 39, issue 6, pages 620-626, December.
2010
- Christine Brown & Daniel Norman, 2010, "Management choice of buyback method: Australian evidence," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 50, issue 4, pages 767-782, December, DOI: 10.1111/j.1467-629X.2010.00349.x.
- Christine Brown & Jonathan Dark & Kevin Davis, 2010, "Exchange traded contracts for difference: Design, pricing, and effects," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 30, issue 12, pages 1108-1149, December.
- Silvio Contessi, 2010, "The evolving size distribution of banks," Economic Synopses, Federal Reserve Bank of St. Louis.
- Silvio Contessi & Hoda S. El-Ghazaly, 2010, "The trade collapse: lining up the suspects," The Regional Economist, Federal Reserve Bank of St. Louis, issue Apr, pages 10-11.
- Silvio Contessi, 2010, "Sovereign debt shadows," Economic Synopses, Federal Reserve Bank of St. Louis.
- Silvio Contessi & Hoda S. El-Ghazaly, 2010, "Multinationals from emerging economies: growing but little understood," The Regional Economist, Federal Reserve Bank of St. Louis, issue Jul, pages 16-17.
- Chai, Daniel & Faff, Robert & Gharghori, Philip, 2010, "New evidence on the relation between stock liquidity and measures of trading activity," International Review of Financial Analysis, Elsevier, volume 19, issue 3, pages 181-192, June.
- Gharghori, Philip & Hamzah, Yusuf & Veeraraghavan, Madhu, 2010, "Migration and its contribution to the size and value premiums: Australian evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 20, issue 2, pages 177-196, April.
- Kurt Hess & Abeyratna Gunasekarage & Martin Hovey, 2010, "State‐dominant and non‐state‐dominant ownership concentration and firm performance," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 6, issue 4, pages 264-289, September, DOI: 10.1108/17439131011074440.
- Hutson, Elaine & O'Driscoll, Anthony, 2010, "Firm-level exchange rate exposure in the Eurozone," International Business Review, Elsevier, volume 19, issue 5, pages 468-478, October.
- Elaine Hutson & Simon Stevenson, 2010, "Openness, hedging incentives and foreign exchange exposure: A firm-level multi-country study," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 41, issue 1, pages 105-122, January.
- Yeny Andriani & Ralph Kober & Juliana Ng, 2010, "Decision Usefulness of Cash and Accrual Information: Public Sector Managers’ Perceptions," Australian Accounting Review, CPA Australia, volume 20, issue 2, pages 144-153, June.
- Bruche, Max & Naqvi, Hassan, 2010, "A structural model of debt pricing with creditor-determined liquidation," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 5, pages 951-967, May.
- Pathan, Shams & Skully, Michael, 2010, "Endogenously structured boards of directors in banks," Journal of Banking & Finance, Elsevier, volume 34, issue 7, pages 1590-1606, July.
- Shrimal Perera & Michael Skully & J. Wickramanayake, 2010, "Bank market concentration and interest spreads: South Asian evidence," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 5, issue 1, pages 23-37, January, DOI: 10.1108/17468801011018257.
- Mamiza Haq & Michael Skully & Shams Pathan, 2010, "Efficiency of Microfinance Institutions: A Data Envelopment Analysis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 17, issue 1, pages 63-97, March, DOI: 10.1007/s10690-009-9103-7.
- Yuriy Zabolotnyuk & Robert Jones & Chris Veld, 2010, "An Empirical Comparison of Convertible Bond Valuation Models," Financial Management, Financial Management Association International, volume 39, issue 2, pages 675-706, June, DOI: 10.1111/j.1755-053X.2010.01088.x.
- Sturm, Jan-Egbert & Williams, Barry, 2010, "What determines differences in foreign bank efficiency? Australian evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 20, issue 3, pages 284-309, July.
- Jan-Egbert Sturm & Barry Williams, 2005, "What Determines Differences in Foreign Bank Efficiency? Australian Evidence," CESifo Working Paper Series, CESifo, number 1587.
- Barry Williams & Laurie Prather, 2010, "Bank risk and return: the impact of bank non‐interest income," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 6, issue 3, pages 220-244, June, DOI: 10.1108/17439131011056233.
2009
- Au Yong, Hue Hwa & Faff, Robert & Chalmers, Keryn, 2009, "Derivative activities and Asia-Pacific banks' interest rate and exchange rate exposures," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 1, pages 16-32, February.
- Brown, Stephen J. & Hiraki, Takato & Arakawa, Kiyoshi & Ohno, Saburo, 2009, "Risk premia in international equity markets revisited," Pacific-Basin Finance Journal, Elsevier, volume 17, issue 3, pages 295-318, June.
- Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2009, "Estimating Operational Risk for Hedge Funds: The ω-Score," Financial Analysts Journal, Taylor & Francis Journals, volume 65, issue 1, pages 43-53, January, DOI: 10.2469/faj.v65.n1.8.
- Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2008, "Estimating Operational Risk for Hedge Funds: The ?-Score," Yale School of Management Working Papers, Yale School of Management, number amz2559, Jan, revised 11 Sep 2009.
- Stephen Brown & Marcin Kacperczyk & Alexander Ljungqvist & Anthony Lynch & Lasse Pedersen & Matthew Richardson, 2009, "Hedge Funds in the Aftermath of the Financial Crisis," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 18, issue 2, pages 155-156, May, DOI: 10.1111/j.1468-0416.2009.00147_10.x.
- Christine Brown & Carlson Fung, 2009, "Keiretsu Affiliation And Stock‐Market‐Driven Acquisitions," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 32, issue 4, pages 479-503, December, DOI: 10.1111/j.1475-6803.2009.01258.x.
- Brown, Christine & Davis, Kevin, 2009, "Capital management in mutual financial institutions," Journal of Banking & Finance, Elsevier, volume 33, issue 3, pages 443-455, March.
- Silvio Contessi & Johanna L. Francis, 2009, "Gross credit flows of U.S. commercial banks until 2008:Q3," National Economic Trends, Federal Reserve Bank of St. Louis, issue Jan.
- Silvio Contessi & Ariel Weinberger, 2009, "Foreign direct investment, productivity, and country growth: an overview," Review, Federal Reserve Bank of St. Louis, volume 91, issue Mar, pages 61-78, DOI: 10.20955/r.91.61-78.
- Silvio Contessi & Hoda S. El-Ghazaly, 2009, "Commercial bank lending data during the crisis: handle with care," Economic Synopses, Federal Reserve Bank of St. Louis.
- Contessi, Silvio & De Pace, Pierangelo, 2009, "Do European capital flows comove?," The North American Journal of Economics and Finance, Elsevier, volume 20, issue 2, pages 145-161, August.
- Silvio Contessi & Pierangelo DePace, 2008, "Do European capital flows comove?," Working Papers, Federal Reserve Bank of St. Louis, number 2008-042, DOI: 10.20955/wp.2008.042.
- Viet Do & Robert Faff & Madhu Veeraraghavan, 2009, "Do Australian hedge fund managers possess timing abilities?," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 1, pages 27-38, DOI: 10.1080/09603100701735987.
- Duong, Huu Nhan & Kalev, Petko S. & Krishnamurti, Chandrasekhar, 2009, "Order aggressiveness of institutional and individual investors," Pacific-Basin Finance Journal, Elsevier, volume 17, issue 5, pages 533-546, November.
- Philip Gharghori & Ronald Lee & Madhu Veeraraghavan, 2009, "Anomalies and stock returns: Australian evidence," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 49, issue 3, pages 555-576, September, DOI: 10.1111/j.1467-629X.2009.00298.x.
- Gharghori, Philip & Chan, Howard & Faff, Robert, 2009, "Default risk and equity returns: Australian evidence," Pacific-Basin Finance Journal, Elsevier, volume 17, issue 5, pages 580-593, November.
- Annette Nguyen & Robert Faff & Philip Gharghori, 2009, "Are the Fama–French factors proxying news related to GDP growth? The Australian evidence," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 2, pages 141-158, August, DOI: 10.1007/s11156-009-0137-8.
- Lukas Setia‐Atmaja & George A. Tanewski & Michael Skully, 2009, "The Role of Dividends, Debt and Board Structure in the Governance of Family Controlled Firms," Journal of Business Finance & Accounting, Wiley Blackwell, volume 36, issue 7‐8, pages 863-898, September, DOI: 10.1111/j.1468-5957.2009.02151.x.
- Geoffrey Poitras & Chris Veld & Yuriy Zabolotnyuk, 2009, "European Put-Call Parity and the Early Exercise Premium for American Currency Options," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 1-2, pages 39-54, March-Jun.
- Igor Loncarski & Jenke ter Horst & Chris Veld, 2009, "The Rise and Demise of the Convertible Arbitrage Strategy," Financial Analysts Journal, Taylor & Francis Journals, volume 65, issue 5, pages 35-50, September, DOI: 10.2469/faj.v65.n5.1.
- Marta Szymanowska & Jenke Ter Horst & Chris Veld, 2009, "Reverse convertible bonds analyzed," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 29, issue 10, pages 895-919, October.
2008
- Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2008, "Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration," Journal of Finance, American Finance Association, volume 63, issue 6, pages 2785-2815, December, DOI: 10.1111/j.1540-6261.2008.01413.x.
- Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2006, "Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration," Yale School of Management Working Papers, Yale School of Management, number amz2472, Jul, revised 11 Sep 2009.
- Brown, Stephen & Yan Du, Daphne & Rhee, S. Ghon & Zhang, Liang, 2008, "The returns to value and momentum in Asian Markets," Emerging Markets Review, Elsevier, volume 9, issue 2, pages 79-88, June.
- Brown, Stephen & Ghon Rhee, S. & Zhang, Liang, 2008, "The return to value in Asian stock markets," Emerging Markets Review, Elsevier, volume 9, issue 3, pages 194-205, September.
- Brown, Stephen J., 2008, "Elusive return predictability: Discussion," International Journal of Forecasting, Elsevier, volume 24, issue 1, pages 19-21.
- Silvio Contessi, 2008, "Multinationals make the most of IT," National Economic Trends, Federal Reserve Bank of St. Louis, issue Jun.
- Silvio Contessi & Ariel Weinberger, 2008, "Some incomes are less average than others," National Economic Trends, Federal Reserve Bank of St. Louis, issue Oct.
- Silvio Contessi, 2008, "Net exports' recent (and surprising?) contribution to GDP growth," International Economic Trends, Federal Reserve Bank of St. Louis, issue Nov.
- Duong, Huu Nhan & Kalev, Petko S., 2008, "The Samuelson hypothesis in futures markets: An analysis using intraday data," Journal of Banking & Finance, Elsevier, volume 32, issue 4, pages 489-500, April.
- Petko S. Kalev & Huu Nhan Duong, 2008, "A test of the Samuelson Hypothesis using realized range," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 28, issue 7, pages 680-696, July.
- Philip Gharghori & Charly Sujoto & Madhu Veeraraghavan, 2008, "Are Australian Investors Smart?," Australian Journal of Management, Australian School of Business, volume 32, issue 3, pages 525-544, March, DOI: 10.1177/031289620803200308.
- Philip Gharghori & Ronald Lee & Madhu Veeraraghavan, 2008, "Are stock returns related toshort-term and long-term past returns? Australian evidence," Applied Financial Economics Letters, Taylor & Francis Journals, volume 4, issue 4, pages 277-282, DOI: 10.1080/17446540701720535.
- Abeyratna Gunasekarage & Debra K. Reed, 2008, "The market reaction to the appointment of outside directors," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 4, issue 4, pages 259-277, September, DOI: 10.1108/17439130810902787.
- Abeyratna Gunasekarage & David M. Power & Ting Ting Zhou, 2008, "The long‐term inflation hedging effectiveness of real estate and financial assets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 25, issue 4, pages 267-278, October, DOI: 10.1108/10867370810918155.
- Krishna Reddy & Stuart Locke & Frank Scrimgeour & Abeyratna Gunasekarage, 2008, "Corporate governance practices of small cap companies and their financial performance: an empirical study in New Zealand," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, volume 4, issue 1, pages 51-78.
- Hutson, Elaine & Kearney, Colm & Lynch, Margaret, 2008, "Volume and skewness in international equity markets," Journal of Banking & Finance, Elsevier, volume 32, issue 7, pages 1255-1268, July.
- Colm Kearney & Margaret Lynch, 2005, "Volume and Skewness in International Equity Markets," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp043, Apr.
- Elaine Hutson & Simon Stevenson, 2008, "Asymmetry in REIT Returns," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 14, issue 2, pages 105-124, January, DOI: 10.1080/10835547.2008.12089801.
- Pathan, Shams & Skully, Michael & Wickramanayake, J., 2008, "Reforms in Thai bank governance: The aftermath of the Asian financial crisis," International Review of Financial Analysis, Elsevier, volume 17, issue 2, pages 345-362.
- Benjamin Liu & Michael Skully, 2008, "The impact of securitisation and structural changes of the Australian mortgage markets on bank pricing behaviour," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 1, issue 2, pages 149-167.
- Rubi Ahmad & M. Ariff & Michael Skully, 2008, "The Determinants of Bank Capital Ratios in a Developing Economy," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 15, issue 3, pages 255-272, December, DOI: 10.1007/s10690-009-9081-9.
- Michael J. Skully & Rubi Ahmad & M. Ariff, 2009, "The Determinants of Bank Capital Ratios in a Developing Economy," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-147, Mar.
- Jenke ter Horst & Chris Veld, 2008, "An Empirical Analysis of the Pricing of Bank Issued Options versus Options Exchange Options," European Financial Management, European Financial Management Association, volume 14, issue 2, pages 288-314, March, DOI: 10.1111/j.1468-036X.2007.00394.x.
- Chris Veld & Yulia V. Veld‐Merkoulova, 2008, "An Empirical Analysis of the Stockholder‐Bondholder Conflict in Corporate Spin‐Offs," Financial Management, Financial Management Association International, volume 37, issue 1, pages 103-124, March, DOI: 10.1111/j.1755-053X.2008.00006.x.
- Veld, Chris & Veld-Merkoulova, Yulia V., 2008, "The risk perceptions of individual investors," Journal of Economic Psychology, Elsevier, volume 29, issue 2, pages 226-252, April.
- Rod Lambert & Kevin Tant & John Watson, 2008, "Simulated financial dealing room: learning discovery and student accountability," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 48, issue 3, pages 461-474, September, DOI: 10.1111/j.1467-629X.2008.00274.x.
- Sturm, Jan-Egbert & Williams, Barry, 2008, "Characteristics determining the efficiency of foreign banks in Australia," Journal of Banking & Finance, Elsevier, volume 32, issue 11, pages 2346-2360, November.
2007
- Hue Hwa Au Yong & Robert Faff, 2007, "Asia-Pacific banks risk exposures: pre and post the Asian financial crisis," Applied Financial Economics, Taylor & Francis Journals, volume 18, issue 6, pages 431-449, DOI: 10.1080/09603100600970057.
- Alonso-Conde, Ana Belen & Brown, Christine & Rojo-Suarez, Javier, 2007, "Public private partnerships: Incentives, risk transfer and real options," Review of Financial Economics, Elsevier, volume 16, issue 4, pages 335-349.
- Ana Belen Alonso‐Conde & Christine Brown & Javier Rojo‐Suarez, 2007, "Public private partnerships: Incentives, risk transfer and real options," Review of Financial Economics, John Wiley & Sons, volume 16, issue 4, pages 335-349, DOI: 10.1016/j.rfe.2007.03.002.
- Christine Brown, 2007, "The Announcement Effects of Off-Market Share Repurchases in Australia," Australian Journal of Management, Australian School of Business, volume 32, issue 2, pages 369-385, December, DOI: 10.1177/031289620703200210.
- Gharghori, Philip & Mudumba, Shifali & Veeraraghavan, Madhu, 2007, "How smart is money? An investigation into investor behaviour in the Australian managed fund industry," Pacific-Basin Finance Journal, Elsevier, volume 15, issue 5, pages 494-513, November.
- Howard Chan & Robert Faff & Philip Gharghori & Yew Ho, 2007, "The relation between R&D intensity and future market returns: does expensing versus capitalization matter?," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 1, pages 25-51, July, DOI: 10.1007/s11156-007-0023-1.
- Philip Gharghori & Howard Chan & Robert Faff, 2007, "Are the Fama-French Factors Proxying Default Risk?," Australian Journal of Management, Australian School of Business, volume 32, issue 2, pages 223-249, December, DOI: 10.1177/031289620703200204.
- Annette Nguyen & Robert Faff & Philip Gharghori, 2007, "An examination of conditional asset pricing models in the Australian equities market," Applied Financial Economics Letters, Taylor & Francis Journals, volume 3, issue 5, pages 307-312, DOI: 10.1080/17446540701222409.
- Gunasekarage, Abeyratna & Hess, Kurt & Hu, Amity (Jie), 2007, "The influence of the degree of state ownership and the ownership concentration on the performance of listed Chinese companies," Research in International Business and Finance, Elsevier, volume 21, issue 3, pages 379-395, September.
- Abeyratna Gunasekarage & Hung Wan Kot, 2007, "Return‐based investment strategies in the New Zealand stock market: momentum wins," Pacific Accounting Review, Emerald Group Publishing Limited, volume 19, issue 2, pages 108-124, May, DOI: 10.1108/01140580710819889.
- Anirut Pisedtasalasai & Abeyratna Gunasekarage, 2007, "Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 14, issue 4, pages 277-297, December, DOI: 10.1007/s10690-008-9063-3.
- Shrimal Perera & Michael Skully & J. Wickramanayake, 2007, "Cost Efficiency in South Asian Banking: The Impact of Bank Size, State Ownership and Stock Exchange Listings," International Review of Finance, International Review of Finance Ltd., volume 7, issue 1‐2, pages 35-60, March, DOI: 10.1111/j.1468-2443.2007.00067.x.
- Shams Pathan & Michael Skully & J. Wickramanayake, 2007, "Board Size, Independence and Performance: An Analysis of Thai Banks," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 14, issue 3, pages 211-227, September, DOI: 10.1007/s10690-007-9060-y.
- Rubi Ahmad & Mohamed Ariff & Michael Skully, 2007, "Factors Determining Mergers of Banks in Malaysia’s Banking Sector Reform," Multinational Finance Journal, Multinational Finance Journal, volume 11, issue 1-2, pages 1-31, March-Jun.
- Barry Williams, 2007, "Factors Determining Net Interest Margins in Australia: Domestic and Foreign Banks," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 16, issue 3, pages 145-165, August, DOI: 10.1111/j.1468-0416.2007.00122.x.
2006
- Kym Brown & Michael Skully, 2006, "Evaluating Cost Performance Of Banks In The Asia Pacific," Economic Papers, The Economic Society of Australia, volume 25, issue S1, pages 61-70, December, DOI: j.1759-3441.2006.tb00416.x.
- Christine Brown & Kevin Davis, 2006, "Credit Markets and the Sons of Gwalia Judgement," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, volume 13, issue 3, pages 239-252.
- Philip Gharghori & Howard Chan & Robert Faff, 2006, "Factors or Characteristics? That is the Question," Pacific Accounting Review, Emerald Group Publishing Limited, volume 18, issue 1, pages 21-46, March, DOI: 10.1108/01140580610732769.
- Philip Gharghori & Howard Chan & Robert Faff, 2006, "Investigating the Performance of Alternative Default-Risk Models: Option-Based Versus Accounting-Based Approaches," Australian Journal of Management, Australian School of Business, volume 31, issue 2, pages 207-234, December, DOI: 10.1177/031289620603100203.
- A. F. Tappenden & T. Huynh & J. Miller & A. Geras & M. Smith, 2006, "Agile Development of Secure Web-Based Applications," International Journal of Information Technology and Web Engineering (IJITWE), IGI Global Scientific Publishing, volume 1, issue 2, pages 1-24, April.
- Denvir, Emily & Hutson, Elaine, 2006, "The performance and diversification benefits of funds of hedge funds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 16, issue 1, pages 4-22, February.
- Emily Denvir & Elaine Hutson, 2004, "The performance and diversification benefits of funds of hedge funds," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1179.
- Balasingham Balachandran & Michael Skully & Kevin Tant & John Watson, 2006, "Australian evidence on student expectations and perceptions of introductory business finance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 46, issue 5, pages 697-713, December, DOI: 10.1111/j.1467-629X.2006.00193.x.
- Shrimal Perera & Michael Skully & J. Wickramanayake, 2006, "Competition and structure of South Asian banking: a revenue behaviour approach," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 11, pages 789-801, DOI: 10.1080/09603100600687461.
- Barry Williams, 2006, "Foreign Banks: What Do We Know?," Economic Papers, The Economic Society of Australia, volume 25, issue S1, pages 39-51, December, DOI: j.1759-3441.2006.tb00414.x.
2005
- Hue Hwa Au Yong & Keryn Chalmers & Robert Faff, 2005, "Asia Pacific banks' derivative and risk management disclosures," Asian Review of Accounting, Emerald Group Publishing Limited, volume 13, issue 1, pages 15-44, January, DOI: 10.1108/eb060781.
- Simone Brands & Stephen J. Brown & David R. Gallagher, 2005, "Portfolio Concentration and Investment Manager Performance," International Review of Finance, International Review of Finance Ltd., volume 5, issue 3‐4, pages 149-174, September, DOI: 10.1111/j.1468-2443.2006.00054.x.
- Chen, Xiaogang & Skully, Michael & Brown, Kym, 2005, "Banking efficiency in China: Application of DEA to pre- and post-deregulation eras: 1993-2000," China Economic Review, Elsevier, volume 16, issue 3, pages 229-245.
- Christine Brown & Kevin Davis, 2005, "Taxing Capital Protected Equity Products," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, volume 12, issue 3, pages 239-252.
- Christine Brown & Katrina Efthim, 2005, "Effect of Taxation on Equal Access Share Buybacks in Australia," International Review of Finance, International Review of Finance Ltd., volume 5, issue 3‐4, pages 199-218, September, DOI: 10.1111/j.1468-2443.2006.00055.x.
- Hutson, Elaine, 2005, "The early managed fund industry: Investment trusts in 19th century Britain," International Review of Financial Analysis, Elsevier, volume 14, issue 4, pages 439-454.
- Elaine Hutson, 2003, "The early managed fund industry : investment trusts in 19th century Britain," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1143, Sep.
- Hogan, Teresa & Hutson, Elaine, 2005, "Capital structure in new technology-based firms: Evidence from the Irish software sector," Global Finance Journal, Elsevier, volume 15, issue 3, pages 369-387, February.
- Teresa Hogan & Elaine Hutson, 2004, "Capital structure in new technology-based firms : evidence from the Irish software sector," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1166.
- Hutson, Elaine & Kearney, Colm, 2005, "Merger arbitrage and the interaction between target and bidder stocks during takeover bids," Research in International Business and Finance, Elsevier, volume 19, issue 1, pages 1-26, March.
- Teresa Hogan & Elaine Hutson, 2005, "What factors determine the use of venture capital? evidence from the Irish software sector," Venture Capital, Taylor & Francis Journals, volume 7, issue 3, pages 259-283, July, DOI: 10.1080/13691060500268249.
- Teresa Hogan & Elaine Hutson, 2007, "What Factors Determine the Use of Venture Capital? Evidence from the Irish Software Sector," Chapters, Edward Elgar Publishing, chapter 7, in: Bart Clarysse & Juan Roure & Tom Schamp, "Entrepreneurship and the Financial Community".
- Teresa Hogan & Elaine Hutson, 2004, "What factors determine the use of venture capital? Evidence from the Irish software sector," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1141.
- Liu, Benjamin & Skully, Michael, 2005, "The determinants of mortgage yield spread differentials: Securitization," Journal of Multinational Financial Management, Elsevier, volume 15, issue 4-5, pages 314-333, October.
- Dong, Ming & Robinson, Chris & Veld, Chris, 2005, "Why individual investors want dividends," Journal of Corporate Finance, Elsevier, volume 12, issue 1, pages 121-158, December.
- Dong, M. & Robinson, C. & Veld, C.H., 2003, "Why Individual Investors want Dividends," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-28.
- Dong, M. & Robinson, C. & Veld, C.H., 2003, "Why Individual Investors want Dividends," Other publications TiSEM, Tilburg University, School of Economics and Management, number bc3ca858-a344-4489-8627-a.
- Ming Dong & Chris Robinson & Chris Veld, 2004, "Why Individual Investors Want Dividends," Finance, University Library of Munich, Germany, number 0412009, Dec.
2004
- AuYong, Hue Hwa & Gan, Christopher & Treepongkaruna, Sirimon, 2004, "Cointegration and causality in the Asian and emerging foreign exchange markets: Evidence from the 1990s financial crises," International Review of Financial Analysis, Elsevier, volume 13, issue 4, pages 479-515.
- Binh Huu Do & Robert W. Faff, 2004, "Do futures‐based strategies enhance dynamic portfolio insurance?," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 24, issue 6, pages 591-608, June.
- Abeyratna Gunasekarage & Anirut Pisedtasalasai & David M. Power, 2004, "Macroeconomic Influence on the Stock Market: Evidence from an Emerging Market in South Asia," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 3, issue 3, pages 285-304, December, DOI: 10.1177/097265270400300304.
- Veld, Chris & Veld-Merkoulova, Yulia V., 2004, "Do spin-offs really create value? The European case," Journal of Banking & Finance, Elsevier, volume 28, issue 5, pages 1111-1135, May.
- Veld, C.H. & Merkoulova, Y.V., 2001, "Do Spin-offs really Create Value? The European Case," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-76.
- Veld, C.H. & Merkoulova, Y.V., 2001, "Do Spin-offs really Create Value? The European Case," Other publications TiSEM, Tilburg University, School of Economics and Management, number 2ffa9db2-da2e-42a3-8978-9.
- Frans A. De Roon & Yulia V. Veld‐Merkoulova, 2004, "Comparing alternative assumptions on the term structure of futures prices: Reply," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 24, issue 11, pages 1101-1104, November.
- Sturm, Jan-Egbert & Williams, Barry, 2004, "Foreign bank entry, deregulation and bank efficiency: Lessons from the Australian experience," Journal of Banking & Finance, Elsevier, volume 28, issue 7, pages 1775-1799, July.
2003
- Brown, Stephen J. & Goetzmann, William N. & Hiraki, Takato & Shiraishi, Noriyoshi, 2003, "An analysis of the relative performance of Japanese and foreign money management," Pacific-Basin Finance Journal, Elsevier, volume 11, issue 4, pages 393-412, September.
- William N. Goetzmann & Stephen J. Brown & Takato Hiraki & Noriyoshi Shiraishi, 2002, "An Analysis of the Relative Performance of Japanese and Foreign Money Management," Yale School of Management Working Papers, Yale School of Management, number ysm306, Sep.
- William N. Goetzmann & Stephen J. Brown & Takato Hiraki & Noriyoshi Shiraishi, 2004, "An Analysis of the Relative Performance of Japanese and Foreign Money Management," Yale School of Management Working Papers, Yale School of Management, number ysm6, Jan.
- Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi, 2002, "An Analysis of the Relative Performance of Japanese and Foreign Money Management," Yale School of Management Working Papers, Yale School of Management, number ysm6, Sep, revised 01 Apr 2008.
- Christine Brown & Geoff Burrows, 2003, "Risk-Adjusted Discount Rates and Projects of Unequal Lives," Australian Accounting Review, CPA Australia, volume 13, issue 29, pages 57-65, March.
- de Jong, Abe & van Dijk, Ronald & Veld, Chris, 2003, "The dividend and share repurchase policies of Canadian firms: empirical evidence based on an alternative research design," International Review of Financial Analysis, Elsevier, volume 12, issue 4, pages 349-377.
- C. Veld, 2003, "Analysis of a practical formula for the valuation of employee stock options," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 4, pages 205-208, DOI: 10.1080/13504850210161878.
- Chris Veld, 2003, "Warrant pricing: a review of empirical research," The European Journal of Finance, Taylor & Francis Journals, volume 9, issue 1, pages 61-91, DOI: 10.1080/13518470110047648.
- Veld, C.H., 1994, "Warrant pricing : A review of empirical research," Discussion Paper, Tilburg University, Center for Economic Research, number 1994-34.
- Veld, C.H., 1994, "Warrant pricing : A review of empirical research," Other publications TiSEM, Tilburg University, School of Economics and Management, number 4778fd27-f1e8-429c-9d5e-3.
- Veld-Merkoulova, Yulia V., 2003, "Price limits in futures markets: effects on the price discovery process and volatility," International Review of Financial Analysis, Elsevier, volume 12, issue 3, pages 311-328.
- Yulia V. Veld‐Merkoulova & Frans A. de Roon, 2003, "Hedging long‐term commodity risk," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 23, issue 2, pages 109-133, February.
- Williams, Barry, 2003, "Domestic and international determinants of bank profits: Foreign banks in Australia," Journal of Banking & Finance, Elsevier, volume 27, issue 6, pages 1185-1210, June.
2002
- Christine A. Brown & David M. Robinson, 2002, "Skewness and Kurtosis Implied by Option Prices: A Correction," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 25, issue 2, pages 279-282, June, DOI: 10.1111/1475-6803.t01-1-00008.
- Brown, Christine A. & Wang, Sally, 2002, "Credit risk: The case of First Interstate Bankcorp," International Review of Financial Analysis, Elsevier, volume 11, issue 2, pages 229-248.
- Binh Huu Do, 2002, "Relative performance of dynamic portfolio insurance strategies: Australian evidence," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 42, issue 3, pages 279-296, November, DOI: 10.1111/1467-629X.00078.
- Abeyratna Gunasekarage & David M. Power, 2002, "The post–announcement performance of dividend–changing companies: The dividend–signalling hypothesis revisited," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 42, issue 2, pages 131-151, June, DOI: 10.1111/1467-629X.00071.
2001
- Stephen J. Brown & William N. Goetzmann & James Park, 2001, "Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry," Journal of Finance, American Finance Association, volume 56, issue 5, pages 1869-1886, October, DOI: 10.1111/0022-1082.00392.
- Brown, Stephen J. & Steenbeek, Onno W., 2001, "Doubling: Nick Leeson's trading strategy," Pacific-Basin Finance Journal, Elsevier, volume 9, issue 2, pages 83-99, April.
- Brown, Stephen J., 2001, "Hedge funds: Omniscient or just plain wrong," Pacific-Basin Finance Journal, Elsevier, volume 9, issue 4, pages 301-311, August.
- Brown, Stephen J & Goetzmann, William N & Hiraki, Takato & Otsuki, Toshiyuki & Shiraishi, Noriyoshi, 2001, "The Japanese Open-End Fund Puzzle," The Journal of Business, University of Chicago Press, volume 74, issue 1, pages 59-77, January, DOI: 10.1086/209663.
- Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi, 1998, "The Japanese Open-End Fund Puzzle," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-012, Oct.
- Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi, 1998, "The Japanese Open-End Fund Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 6347, Jan.
- Gunasekarage, Abeyratna & Power, David M., 2001, "The profitability of moving average trading rules in South Asian stock markets," Emerging Markets Review, Elsevier, volume 2, issue 1, pages 17-33, March.
- Hutson, Elaine & Kearney, Colm, 2001, "Volatility in stocks subject to takeover bids: Australian evidence using daily data," Journal of Empirical Finance, Elsevier, volume 8, issue 3, pages 273-296, July.
- de Jong, Abe & Veld, Chris, 2001, "An empirical analysis of incremental capital structure decisions under managerial entrenchment," Journal of Banking & Finance, Elsevier, volume 25, issue 10, pages 1857-1895, October.
- de Jong, A. & Veld, C.H., 1998, "An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-83.
- de Jong, A. & Veld, C.H., 1998, "An Empirical Analysis of Incremental Capital Structure Decisions Under Managerial Entrenchment," Other publications TiSEM, Tilburg University, School of Economics and Management, number fda95a61-68cd-4c97-a2f4-3.
2000
- Hutson, Elaine, 2000, "Takeover targets and the probability of bid success: Evidence from the Australian market," International Review of Financial Analysis, Elsevier, volume 9, issue 1, pages 45-65, February.
- Frans A. De Roon & Theo E. Nijman & Chris Veld, 2000, "Hedging Pressure Effects in Futures Markets," Journal of Finance, American Finance Association, volume 55, issue 3, pages 1437-1456, June, DOI: 10.1111/0022-1082.00253.
- de Roon, F.A. & Nijman, T.E. & Veld, C.H., 2000, "Hedging pressure effects in futures markets," Other publications TiSEM, Tilburg University, School of Economics and Management, number 3dfe2c9f-3194-4751-9b34-1.
1999
- Brown, Stephen J & Goetzmann, William N & Ibbotson, Roger G, 1999, "Offshore Hedge Funds: Survival and Performance, 1989-95," The Journal of Business, University of Chicago Press, volume 72, issue 1, pages 91-117, January, DOI: 10.1086/209603.
- Christine Brown & Rosemary Chan, 1999, "Value-At-Risk Models And Option Portfolios," Economic Papers, The Economic Society of Australia, volume 18, issue 4, pages 107-121, December, DOI: j.1759-3441.1999.tb01166.x.
- Christine A. Brown, 1999, "The Volatility Structure Implied by Options on the SPI Futures Contract," Australian Journal of Management, Australian School of Business, volume 24, issue 2, pages 115-130, December, DOI: 10.1177/031289629902400202.
- Elaine Hutson & Colm Kearney, 1999, "The Asian financial crisis and the role of the IMF: A survey," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 4, issue 3, pages 393-412, DOI: 10.1080/13547869908724690.
- Juliana Ng & Paul Lloyd & Ralph Kober & Peter Robinson, 1999, "Developing writing skills; a large class experience: a teaching note," Accounting Education, Taylor & Francis Journals, volume 8, issue 1, pages 47-55, DOI: 10.1080/096392899331035.
1998
- Brown, Christine & Davis, Kevin, 1998, "Options in Mutually Exclusive Projects of Unequal Lives," The Quarterly Review of Economics and Finance, Elsevier, volume 38, issue 3, Part 2, pages 569-577.
- de Roon, Frans A. & Nijman, Theo E. & Veld, Chris, 1998, "Pricing Term Structure Risk in Futures Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 33, issue 1, pages 139-157, March.
- Nijman, T.E. & de Roon, F.A. & Veld, C.H., 1996, "Pricing Term Structure Risk in Futures Markets," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-78.
- Nijman, T.E. & de Roon, F.A. & Veld, C.H., 1996, "Pricing Term Structure Risk in Futures Markets," Other publications TiSEM, Tilburg University, School of Economics and Management, number d25a4674-f58e-49cd-b80a-f.
- F. De Roon & C. Veld & J. Wei, 1998, "A study on the efficiency of the market for Dutch long-term call options," The European Journal of Finance, Taylor & Francis Journals, volume 4, issue 2, pages 93-111, DOI: 10.1080/135184798337335.
- de Roon, F.A. & Veld, C.H. & Wei, J., 1996, "A Study on the Efficiency of the Market for Dutch Long Term Call Options," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-33.
- de Roon, F.A. & Veld, C.H. & Wei, J., 1996, "A Study on the Efficiency of the Market for Dutch Long Term Call Options," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6d44d9a4-a512-4921-958a-3.
- Williams, Barry, 1998, "Factors affecting the performance of foreign-owned banks in Australia: A cross-sectional study," Journal of Banking & Finance, Elsevier, volume 22, issue 2, pages 197-219, February.
- Williams, Barry, 1998, "A pooled study of the profits and size of foreign banks in Australia," Journal of Multinational Financial Management, Elsevier, volume 8, issue 2-3, pages 211-231, September.
1997
- Brown, Stephen J. & Goetzmann, William N., 1997, "Mutual fund styles," Journal of Financial Economics, Elsevier, volume 43, issue 3, pages 373-399, March.
- William N. Goetzmann & Stephen J. Brown, 1998, "Mutual Fund Styles," Yale School of Management Working Papers, Yale School of Management, number ysm40, Oct.
- Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson & Stephen A. Ross, 1997, "Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias," The Review of Economics and Statistics, MIT Press, volume 79, issue 2, pages 167-170, May.
- Brown, C. A. & Taylor, S. D., 1997, "A test of the Asay model for pricing options on the SPI futures contract," Pacific-Basin Finance Journal, Elsevier, volume 5, issue 5, pages 579-594, December.
- Elaine Hutson, 1997, "The Market For Corporate Control In Australia," Economic Papers, The Economic Society of Australia, volume 16, issue 2, pages 51-61, June, DOI: j.1759-3441.1997.tb00147.x.
- Abe De Jong & Frans De Roon & Chris Veld, 1997, "Out‐of‐sample hedging effectiveness of currency futures for alternative models and hedging strategies," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 17, issue 7, pages 817-837, October.
- Barry Williams, 1997, "Positive Theories of Multinational Banking: Eclectic Theory Versus Internalisation Theory," Journal of Economic Surveys, Wiley Blackwell, volume 11, issue 1, pages 71-100, March, DOI: 10.1111/1467-6419.00024.
1996
- A.A. Lonie & G. Abeyratna & D.M. Power & C.D. Sinclair, 1996, "The stock market reaction to dividend announcements," Journal of Economic Studies, Emerald Group Publishing Limited, volume 23, issue 1, pages 32-52, March, DOI: 10.1108/01443589610106534.
- Frans De Roon & Chris Veld, 1996, "An empirical investigation of the factors that determine the pricing of Dutch index warrants," European Financial Management, European Financial Management Association, volume 2, issue 1, pages 97-112, March, DOI: 10.1111/j.1468-036X.1996.tb00030.x.
- de Roon, F.A. & Veld, C.H., 1994, "An empirical investigation of the factors that determine the pricing of Dutch index warrants," Discussion Paper, Tilburg University, Center for Economic Research, number 1994-110.
- de Roon, F.A. & Veld, C.H., 1994, "An empirical investigation of the factors that determine the pricing of Dutch index warrants," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0f073a3a-28ea-495e-a119-b.
- Frans De Roon & Chris Veld, 1996, "Put‐call parities and the value of early exercise for put options on a performance index," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 16, issue 1, pages 71-80, February.
- de Roon, F.A. & Veld, C.H., 1994, "Put-call parities and the value of early exercise for put options on a performance index," Research Memorandum, Tilburg University, School of Economics and Management, number FEW 639.
- de Roon, F.A. & Veld, C.H., 1994, "Put-call parities and the value of early exercise for put options on a performance index," Other publications TiSEM, Tilburg University, School of Economics and Management, number fe78b828-fae3-4ccd-b7b8-b.
1995
- Brown, Stephen J & Goetzmann, William N, 1995, "Performance Persistence," Journal of Finance, American Finance Association, volume 50, issue 2, pages 679-698, June.
- William N. Goetzmann & Stephen J. Brown, 2005, "Performance Persistence," Yale School of Management Working Papers, Yale School of Management, number ysm451, Apr.
- Brown, Stephen J & Goetzmann, William N & Ross, Stephen A, 1995, "Survival," Journal of Finance, American Finance Association, volume 50, issue 3, pages 853-873, July.
- Chan, Keith K. W. & McColough, Damien W. & Skully, Michael T., 1995, "Dividend reinvestment plans in australia," Global Finance Journal, Elsevier, volume 6, issue 1, pages 79-99.
- Chris Veld & Adri Verboven, 1995, "An Empirical Analysis Of Warrant Prices Versus Long‐Term Call Option Prices," Journal of Business Finance & Accounting, Wiley Blackwell, volume 22, issue 8, pages 1125-1146, December, DOI: 10.1111/j.1468-5957.1995.tb00897.x.
- Veld, C.H. & Verboven, A.H.F., 1993, "An empirical analysis of warrant prices versus long term call option prices," Research Memorandum, Tilburg University, School of Economics and Management, number FEW 594.
- Veld, C.H. & Verboven, A.H.F., 1993, "An empirical analysis of warrant prices versus long term call option prices," Other publications TiSEM, Tilburg University, School of Economics and Management, number f7168f53-297f-409c-807c-9.
1993
- Brown, Stephen J. & Otsuki, Toshiyuki, 1993, "Risk premia in Pacific-Basin capital markets," Pacific-Basin Finance Journal, Elsevier, volume 1, issue 3, pages 235-261, September.
- Keith K.W. Chan & Damien W. McColough & Michael T. Skully, 1993, "Australian Tax Changes and Dividend Reinvestment Announcement Effects: A Pre- and Post-Imputation Study," Australian Journal of Management, Australian School of Business, volume 18, issue 1, pages 41-62, June, DOI: 10.1177/031289629301800102.
- Keith Chan & D McColough & Michael Skully, 1992, "Australian Tax Changes and Dividend Reinvestment Announcement Effects: A Pre- and Post-Imputation Study," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 16, Apr.
- Veld, Chris & Verboven, Adri, 1993, "Testing option pricing models for several contingent claims using a generalized methodology," Economics Letters, Elsevier, volume 41, issue 3, pages 293-299.
1992
- Brown, Stephen J, et al, 1992, "Survivorship Bias in Performance Studies," The Review of Financial Studies, Society for Financial Studies, volume 5, issue 4, pages 553-580.
1988
- Brown, Stephen J, 1988, "Stable Factors in Security Returns: Identification Using Cross-Validation: Comment," Journal of Business & Economic Statistics, American Statistical Association, volume 6, issue 1, pages 1-23, January.
1986
- Brown, Stephen J & Dybvig, Philip H, 1986, "The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates," Journal of Finance, American Finance Association, volume 41, issue 3, pages 617-630, July.
1985
- Barry, Christopher B. & Brown, Stephen J., 1985, "Differential Information and Security Market Equilibrium," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 20, issue 4, pages 407-422, December.
- Brown, Stephen J. & Warner, Jerold B., 1985, "Using daily stock returns : The case of event studies," Journal of Financial Economics, Elsevier, volume 14, issue 1, pages 3-31, March.
- Brown, Stephen J. & Weinstein, Mark I., 1985, "Derived factors in event studies," Journal of Financial Economics, Elsevier, volume 14, issue 3, pages 491-495, September.
1984
- Brown, Stephen J & Barry, Christopher B, 1984, "Anomalies in Security Returns and the Specification of the Market Model," Journal of Finance, American Finance Association, volume 39, issue 3, pages 807-815, July.
- Brown, Stephen J, 1984, "Benefits of Bank Diversification: The Evidence from Shareholder Returns: Discussion," Journal of Finance, American Finance Association, volume 39, issue 3, pages 893-894, July.
- Klein, Roger W & Brown, Stephen J, 1984, "Model Selection When There Is "Minimal" Prior Information," Econometrica, Econometric Society, volume 52, issue 5, pages 1291-1312, September.
- Barry, Christopher B. & Brown, Stephen J., 1984, "Differential information and the small firm effect," Journal of Financial Economics, Elsevier, volume 13, issue 2, pages 283-294, June.
1983
- Brown, Stephen J & Weinstein, Mark I, 1983, "A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm," Journal of Finance, American Finance Association, volume 38, issue 3, pages 711-743, June.
- Chen, Son-Nan & Brown, Stephen J, 1983, "Estimation Risk and Simple Rules for Optimal Portfolio Selection," Journal of Finance, American Finance Association, volume 38, issue 4, pages 1087-1093, September.
1980
- Brown, Stephen J. & Warner, Jerold B., 1980, "Measuring security price performance," Journal of Financial Economics, Elsevier, volume 8, issue 3, pages 205-258, September.
1979
- Brown, S., 1979, "The Effect of Estimation Risk on Capital Market Equilibrium," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 14, issue 2, pages 215-220, June.
1978
- M. T. Skully, 1978, "Comment," Economic Papers, The Economic Society of Australia, volume 1, issue 57, pages 58-59, January, DOI: j.1759-3441.1978.tb00785.x.
1977
- Brown, Stephen J, 1977, "Heteroscedasticity in the Market Model: A Comment," The Journal of Business, University of Chicago Press, volume 50, issue 1, pages 80-83, January, DOI: 10.1086/295910.
Undated
- Peng, Yu-Tung & Au Yong, Hue Hwa & Treepongkaruna, Sirimon, undated, "Contagion And Flight-To-Quality: Evidences From The Asia-Pacific Economic Cooperation (Apec) Region," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 10, issue 01-2, DOI: 10.22004/ag.econ.264593.
Books
2012
- Ram Upendra Das & Piyadasa Edirisuriya & Anoop Swarup, 2012, "Regional Trade and Economic Integration:Analytical Insights and Policy Options," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8319, ISBN: ARRAY(0x78507590).
1987
- Michael T. Skully & George J. Viksnins, 1987, "Financing East Asia’s Success," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-349-09038-9, ISBN: ARRAY(0xa48b1450), April, DOI: 10.1007/978-1-349-09038-9.
- Michael T. Skully, 1987, "Financial Institutions and Markets in the South Pacific," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-349-09623-7, ISBN: ARRAY(0xa45d1378), April, DOI: 10.1007/978-1-349-09623-7.
1986
- Brown,Stephen J. & Sibley,David Sumner, 1986, "The Theory of Public Utility Pricing," Cambridge Books, Cambridge University Press, number 9780521314008.
1985
- Michael T. Skully, 1985, "ASEAN Financial Co-operation," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-349-07231-6, ISBN: ARRAY(0xa53c6b80), April, DOI: 10.1007/978-1-349-07231-6.
- Michael T. Skully (ed.), 1985, "Financial Institutions and Markets in the Southwest Pacific," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-349-04115-2, ISBN: ARRAY(0xa5954980), April, DOI: 10.1007/978-1-349-04115-2.
1984
- Michael T. Skully (ed.), 1984, "Financial Institutions and Markets in Southeast Asia," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-349-04118-3, ISBN: ARRAY(0xa5b39400), April, DOI: 10.1007/978-1-349-04118-3.
1982
- Michael T. Skully (ed.), 1982, "Financial Institutions and Markets in the Far East," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-349-04121-3, ISBN: ARRAY(0xa49783e8), April, DOI: 10.1007/978-1-349-04121-3.
Chapters
2016
- I. M. Premachandra & Joe Zhu & John Watson & Don U. A. Galagedera, 2016, "Mutual Fund Industry Performance: A Network Data Envelopment Analysis Approach," International Series in Operations Research & Management Science, Springer, chapter 0, in: Joe Zhu, "Data Envelopment Analysis", DOI: 10.1007/978-1-4899-7684-0_7.
2015
- C.A. Brown & K.T. Davis & D.G. Mayes, 2015, "Regulatory Change in Australia and New Zealand Following the Global Financial Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: James R Barth & George G Kaufman, "The First Great Financial Crisis of the 21st Century A Retrospective".
- Christine Ann Brown & Kevin Davis & David Mayes, 2015, "Regulatory change in Australia and New Zealand following the global financial crisis," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 7, issue 1, pages 8-28, April, DOI: 10.1108/JFEP-11-2014-0072.
2014
- Silvio Contessi & Francesca de Nicola & Li Li, 2014, "International trade, female labor and entrepreneurship in MENA countries," Chapters, Edward Elgar Publishing, chapter 4, in: Carlo Altomonte & Massimiliano Ferrara, "The Economic and Political Aftermath of the Arab Spring".
- Silvio Contessi & Francesca De Nicola & Li Li, 2013, "International trade, female labor, and entrepreneurship in MENA countries," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 89-114, DOI: 10.20955/r.95.89-114.
- Silvio Contessi & Francesca De Nicola & Li Li, 2012, "International trade, female labor, and entrepreneurship in MENA countries," Working Papers, Federal Reserve Bank of St. Louis, number 2012-053, DOI: 10.20955/wp.2012.053.
- Michael T. Skully, 2014, "Islamic finance in Australia," Chapters, Edward Elgar Publishing, chapter 15, in: Mervyn K. Lewis & Mohamed Ariff & Shamsher Mohamad, "Risk and Regulation of Islamic Banking".
2013
- Stephen J. Brown, 2013, "Current and Future Challenges Faced by Asset Managers," Palgrave Macmillan Books, Palgrave Macmillan, chapter 31, in: Michael Pinedo & Ingo Walter, "Global Asset Management", DOI: 10.1057/9781137328878_31.
2012
- Elaine Hutson, 2012, "The Evolution of the Managed Funds Industry: Investment Trusts in Nineteenth-century Britain," Chapters, Edward Elgar Publishing, chapter 5, in: Geoffrey Poitras, "Handbook of Research on Stock Market Globalization".
- Michael T. Skully, 2012, "Securitization Issues and Islamic Financial Products with Reference to Sukuk," Chapters, Edward Elgar Publishing, chapter 8, in: Mohamed Ariff & Munawar Iqbal & Shamsher Mohamad, "The Islamic Debt Market for Sukuk Securities".
2011
- Michael T. Skully, 2011, "Corporate Governance and Islamic Banks," Chapters, Edward Elgar Publishing, chapter 7, in: Mohamed Ariff & Munawar Iqbal, "The Foundations of Islamic Banking".
2009
- Barry Williams, 2009, "Comment on "Consolidation of Banks in Japan: Causes and Consequences"," NBER Chapters, National Bureau of Economic Research, Inc, "Financial Sector Development in the Pacific Rim".
2007
- Kym Brown & M. Kabir Hassan & Michael Skully, 2007, "Operational Efficiency and Performance of Islamic Banks," Chapters, Edward Elgar Publishing, chapter 7, in: M. Kabir Hassan & Mervyn K. Lewis, "Handbook of Islamic Banking".
- Teresa Hogan & Elaine Hutson, 2007, "What Factors Determine the Use of Venture Capital? Evidence from the Irish Software Sector," Chapters, Edward Elgar Publishing, chapter 7, in: Bart Clarysse & Juan Roure & Tom Schamp, "Entrepreneurship and the Financial Community".
- Teresa Hogan & Elaine Hutson, 2005, "What factors determine the use of venture capital? evidence from the Irish software sector," Venture Capital, Taylor & Francis Journals, volume 7, issue 3, pages 259-283, July, DOI: 10.1080/13691060500268249.
- Teresa Hogan & Elaine Hutson, 2004, "What factors determine the use of venture capital? Evidence from the Irish software sector," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1141.
2005
- Stephen J. Brown & William N. Goetzmann & Bing Liang, 2005, "Fees On Fees In Funds Of Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: H Gifford Fong, "The World Of Hedge Funds Characteristics and Analysis".
- Stephen J. Brown & William N. Goetzmann & Bing Liang, 2003, "Fees on Fees in Funds of Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 9464, Feb.
- Stephen J. Brown & William N. Goetzmann & Bing Liang, 2004, "Fees on Fees in Funds of Funds," Yale School of Management Working Papers, Yale School of Management, number ysm18, Mar.
- Stephen Brown & William Goetzmann & Bing Liang, 2002, "Fees on Fees in Funds of Funds," Yale School of Management Working Papers, Yale School of Management, number ysm309, Oct, revised 01 Sep 2009.
- Stephen Brown & William Goetzmann & Bing Liang, 2002, "Fees on Fees in Funds of Funds," Yale School of Management Working Papers, Yale School of Management, number ysm309, Oct, revised 01 Sep 2009.
- Yun Wang & Abeyratna Gunasekarage & David M. Power, 2005, "Return and Volatility Spillovers from Developed to Emerging Capital Markets: The Case of South Asia," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century", DOI: 10.1016/S1569-3759(05)86007-3.
1987
- Michael T. Skully & George J. Viksnins, 1987, "Inflation and Economic Development," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, "Financing East Asia’s Success", DOI: 10.1007/978-1-349-09038-9_1.
- Michael T. Skully & George J. Viksnins, 1987, "Inflation in East Asia: An Overview," Palgrave Macmillan Books, Palgrave Macmillan, chapter 2, "Financing East Asia’s Success", DOI: 10.1007/978-1-349-09038-9_2.
- Michael T. Skully & George J. Viksnins, 1987, "The Glittering City States of Asia: Hong Kong and Singapore," Palgrave Macmillan Books, Palgrave Macmillan, chapter 3, "Financing East Asia’s Success", DOI: 10.1007/978-1-349-09038-9_3.
- Michael T. Skully & George J. Viksnins, 1987, "The ‘Unrepentant Capitalist-Roaders’: Taiwan and Korea," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, "Financing East Asia’s Success", DOI: 10.1007/978-1-349-09038-9_4.
- Michael T. Skully & George J. Viksnins, 1987, "Dominoes Still Standing: Thailand and Malaysia," Palgrave Macmillan Books, Palgrave Macmillan, chapter 5, "Financing East Asia’s Success", DOI: 10.1007/978-1-349-09038-9_5.
- Michael T. Skully & George J. Viksnins, 1987, "Thousands of Islands in the South Seas: Indonesia and the Philippines," Palgrave Macmillan Books, Palgrave Macmillan, chapter 6, "Financing East Asia’s Success", DOI: 10.1007/978-1-349-09038-9_6.
- Michael T. Skully & George J. Viksnins, 1987, "Asian Financial Development in Comparative Perspective," Palgrave Macmillan Books, Palgrave Macmillan, chapter 7, "Financing East Asia’s Success", DOI: 10.1007/978-1-349-09038-9_7.
- Michael T. Skully, 1987, "Financial Institutions and Markets in New Caledonia," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, "Financial Institutions and Markets in the South Pacific", DOI: 10.1007/978-1-349-09623-7_1.
- Michael T. Skully, 1987, "Financial Institutions and Markets in the Solomon Islands," Palgrave Macmillan Books, Palgrave Macmillan, chapter 2, "Financial Institutions and Markets in the South Pacific", DOI: 10.1007/978-1-349-09623-7_2.
- Michael T. Skully, 1987, "Financial Institutions and Markets in Tonga," Palgrave Macmillan Books, Palgrave Macmillan, chapter 3, "Financial Institutions and Markets in the South Pacific", DOI: 10.1007/978-1-349-09623-7_3.
- Michael T. Skully, 1987, "Financial Institutions and Markets in Vanuatu," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, "Financial Institutions and Markets in the South Pacific", DOI: 10.1007/978-1-349-09623-7_4.
- Michael T. Skully, 1987, "Financial Institutions and Markets in Western Samoa," Palgrave Macmillan Books, Palgrave Macmillan, chapter 5, "Financial Institutions and Markets in the South Pacific", DOI: 10.1007/978-1-349-09623-7_5.
1985
- Michael T. Skully, 1985, "Financial Institutions and Markets in Australia," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, in: Michael T. Skully, "Financial Institutions and Markets in the Southwest Pacific", DOI: 10.1007/978-1-349-04115-2_1.
- Michael T. Skully, 1985, "Financial Institutions and Markets in Papua New Guinea," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, in: Michael T. Skully, "Financial Institutions and Markets in the Southwest Pacific", DOI: 10.1007/978-1-349-04115-2_4.
- Michael T. Skully, 1985, "Introduction," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, "ASEAN Financial Co-operation", DOI: 10.1007/978-1-349-07231-6_1.
- Michael T. Skully, 1985, "ASEAN Intergovernmental Regional Efforts," Palgrave Macmillan Books, Palgrave Macmillan, chapter 2, "ASEAN Financial Co-operation", DOI: 10.1007/978-1-349-07231-6_2.
- Michael T. Skully, 1985, "ASEAN Private-Industry Regional Efforts," Palgrave Macmillan Books, Palgrave Macmillan, chapter 3, "ASEAN Financial Co-operation", DOI: 10.1007/978-1-349-07231-6_3.
- Michael T. Skully, 1985, "ASEAN Private/Foreign-Industry Association Regional Efforts," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, "ASEAN Financial Co-operation", DOI: 10.1007/978-1-349-07231-6_4.
- Michael T. Skully, 1985, "Foreign-Owned Institutions’ Regional Efforts," Palgrave Macmillan Books, Palgrave Macmillan, chapter 5, "ASEAN Financial Co-operation", DOI: 10.1007/978-1-349-07231-6_5.
- Michael T. Skully, 1985, "Domestic Institutions’ Regional Efforts," Palgrave Macmillan Books, Palgrave Macmillan, chapter 6, "ASEAN Financial Co-operation", DOI: 10.1007/978-1-349-07231-6_6.
- Michael T. Skully, 1985, "The Asian Dollar Market’s Regional Role," Palgrave Macmillan Books, Palgrave Macmillan, chapter 7, "ASEAN Financial Co-operation", DOI: 10.1007/978-1-349-07231-6_7.
- Michael T. Skully, 1985, "A Comparison of ASEAN Countries’ Domestic Financial Development," Palgrave Macmillan Books, Palgrave Macmillan, chapter 8, "ASEAN Financial Co-operation", DOI: 10.1007/978-1-349-07231-6_8.
- Michael T. Skully, 1985, "The Future of ASEAN Co-operation in Banking, Finance and Insurance," Palgrave Macmillan Books, Palgrave Macmillan, chapter 9, "ASEAN Financial Co-operation", DOI: 10.1007/978-1-349-07231-6_9.
1984
- Michael T. Skully, 1984, "Financial Institutions and Markets in Brunei," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, in: Michael T. Skully, "Financial Institutions and Markets in Southeast Asia", DOI: 10.1007/978-1-349-04118-3_1.
- Michael T. Skully, 1984, "Financial Institutions and Markets in Thailand," Palgrave Macmillan Books, Palgrave Macmillan, chapter 6, in: Michael T. Skully, "Financial Institutions and Markets in Southeast Asia", DOI: 10.1007/978-1-349-04118-3_6.
1982
- Michael T. Skully, 1982, "Financial Institutions and Markets in China," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, in: Michael T. Skully, "Financial Institutions and Markets in the Far East", DOI: 10.1007/978-1-349-04121-3_1.
- Michael T. Skully, 1982, "Financial Institutions and Markets in Hong Kong," Palgrave Macmillan Books, Palgrave Macmillan, chapter 2, in: Michael T. Skully, "Financial Institutions and Markets in the Far East", DOI: 10.1007/978-1-349-04121-3_2.
- Ching-Ing Hou Liang & Michael T. Skully, 1982, "Financial Institutions and Markets in Taiwan," Palgrave Macmillan Books, Palgrave Macmillan, chapter 5, in: Michael T. Skully, "Financial Institutions and Markets in the Far East", DOI: 10.1007/978-1-349-04121-3_5.
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