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Publications

by members of

University of Sydney → Business School → Discipline of 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

2024

  1. Ton, Thai & Leung, Henry & Gao, Yang & Schiereck, Dirk, 2024, "Agreeing to Disagree: Informativeness of Sentiments in Internet Message Boards," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 150251, Oct.
  2. Buhui Qiu & Teng Wang, 2024, "Corporate Mergers and Acquisitions Under Lender Scrutiny," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-025, Apr, DOI: 10.17016/FEDS.2024.025.
  3. To, Thomas & Wu, Eliza & Zhao, Diya, 2024, "Global board reforms and corporate acquisition performance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123947, Aug.
  4. Manthos Delis & Iftekhar Hasan & Thomas To & Eliza Wu, 2024, "The bright side of bank lobbying: Evidence from the corporate loan market," Post-Print, HAL, number hal-04585664, May, DOI: 10.1016/j.jcorpfin.2024.102591.

2023

  1. Cao, Yang & Kiesel, Florian & Leung, Henry, 2023, "The information value of M&A press releases," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 152731, Jul.
  2. Gao, Mingze & Hasan, Iftekhar & Qiu, Buhui & Wu, Eliza, 2023, "Lone (loan) wolf pack risk," Bank of Finland Research Discussion Papers, Bank of Finland, number 4/2023.
  3. Hasan, Iftekhar & Lee, Haekwon & Qiu, Buhui & Saunders, Anthony, 2023, "Climate-related disclosure commitment of the lenders, credit rationing, and borrower environmental performance," Bank of Finland Research Discussion Papers, Bank of Finland, number 7/2023.
  4. Mingze Gao & Yunying Huang & Steven Ongena & Eliza Wu, 2023, "Borrower Technology Similarity and Bank Loan Contracting," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-84, Sep.
  5. Iftekhar Hasan & Suk-Joong Kim & Panagiotis N. Politsidis & Eliza Wu, 2023, "Regulation and information costs of sovereign distress: Evidence from corporate lending markets," Post-Print, HAL, number hal-04227054, Oct, DOI: 10.1016/j.jcorpfin.2023.102468.

2022

  1. Delis, Manthos & Hasan, Iftekhar & To, Thomas & Wu, Eliza, 2022, "The real effects of bank lobbying: Evidence from the corporate loan market," MPRA Paper, University Library of Munich, Germany, number 111642, Jan.

2021

  1. Manthos D. Delis & Suk-Joong Kim & Panagiotis N. Politsidis & Eliza Wu, 2021, "Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?," Post-Print, HAL, number hal-03010194, Jan, DOI: 10.1016/j.jbankfin.2020.105990.

2020

  1. Delis, Manthos & Kim, Suk-Joong & Politsidis, Panagiotis & Wu, Eliza, 2020, "Regulators vs. markets: Do differences in their bank risk perceptions affect lending terms?," MPRA Paper, University Library of Munich, Germany, number 98548, Feb.
  2. Hasan, Iftekhar & Kim, Suk-Joong & Politsidis, Panagiotis & Wu, Eliza, 2020, "Syndicated bank lending and rating downgrades: Do sovereign ceiling policies really matter?," MPRA Paper, University Library of Munich, Germany, number 102941, Jul.
  3. Hasan, Iftekhar & Kim, Suk-Joong & Politsidis, Panagiotis & Wu, Eliza, 2020, "Loan syndication under Basel II: How firm credit ratings affect the cost of credit?," MPRA Paper, University Library of Munich, Germany, number 102796, Jun.
  4. Iftekhar Hasan & Marco Navone & Thomas To & Eliza Wu, 2020, "Tournament Incentives and Acquisition Performance," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2020-3, Jan.
  5. Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Eliza Wu, 2020, "On the International Spillover Effects of Country-Specific Financial Sector Bailouts and Sovereign Risk Shocks," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2020n22, Nov.

2017

  1. Buhui Qiu & Teng Wang, 2017, "Does Knowledge Protection Benefit Shareholders? Evidence from Stock Market Reaction and Firm Investment in Knowledge Assets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-012, Feb, DOI: 10.17016/FEDS.2017.012.

2016

  1. Jamie Alcock & Petra Andrlikova, 2016, "Do Real Estate Investment Trust Investors Value Asymmetric Dependence in returns?," ERES, European Real Estate Society (ERES), number eres2016_93, Jan.
  2. Michael P. Keane & Susan Thorp, 2016, "Complex Decision Making: The Roles of Cognitive Limitations, Cognitive Decline and Ageing," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2016-W10, Nov.

2015

  1. Leung, H. & Ton, T., 2015, "The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 85516, Jun.
  2. Annastiina Silvennoinen & Susan Thorp, 2015, "Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics," NCER Working Paper Series, National Centre for Econometric Research, number 109, Oct.
  3. A.M.J. Deetlefs & H. Bateman & L. Isabella Dobrescu & B.R. Newell & Andreas Ortmann & Susan Thorp, 2015, "Suspicious Minds (can be a good thing when saving for retirement)," Discussion Papers, School of Economics, The University of New South Wales, number 2015-06, Mar.
  4. A.M.J. Deetlefs & H. Bateman & L. Isabella Dobrescu & B.R. Newell & Andreas Ortmann & Susan Thorp, 2015, "Suspicious Minds (can be a good thing when saving for retirement)," Discussion Papers, School of Economics, The University of New South Wales, number 2015-06A, Mar.

2014

  1. Elena Kalotychou & Eli Remolona & Eliza Wu, 2014, "What Makes Systemic Risk Systemic? Contagion and Spillovers in the International Sovereign Debt Market," Working Papers, Hong Kong Institute for Monetary Research, number 072014, Apr.
  2. KiHoon Jimmy Hong & Eliza Wu, 2014, "Can Momentum Factors Be Used to Enhance Accounting Information based Fundamental Analysis in Explaining Stock Price Movements?," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 346, Mar.
  3. Hasan, Iftekhar & Kim, Suk-Joong & Wu, Eliza, 2014, "The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 accord," Bank of Finland Research Discussion Papers, Bank of Finland, number 25/2014.

2013

  1. Jamie Alcock & Andrew E. Baum & Nicholas Colley & Eva Steiner, 2013, "On the Performance of Core, Value-Add and Opportunistic Private Equity Real Estate Funds: The Art of Financial Leverage," ERES, European Real Estate Society (ERES), number eres2013_190, Jan.
  2. Jamie Alcock & Eva Steiner, 2013, "Real Risk-Adjusted Performance and Capital Structure: Theory and Evidence from Real Estate Investment Trusts," ERES, European Real Estate Society (ERES), number eres2013_324, Jan.
  3. Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2013, "How Portfolios Evolve After Retirement: Evidence from Australia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-40, Jun.
  4. Edgardo Cayon & Susan Thorp, 2013, "Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 323, Jan.
  5. Hazel Bateman & Isabella Dobrescu & Ben R. Newell & Andreas Ortmann & Susan Thorp, 2013, "As Easy as Pie: How Retirement Savers use Prescribed Investment Disclosures," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 326, Mar.

2012

  1. Andrew E. Baum & Colin Lizieri & Jamie Alcock, 2012, "Capital structure and European property companies," ERES, European Real Estate Society (ERES), number eres2012_197, Jan.
  2. Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian, 2012, "Endogenous crisis dating and contagion using smooth transition structural GARCH," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 15030, Aug, revised 29 Aug 2012.
  3. Ron Bird & Harry Liem & Susan Thorp, 2012, "The Tortoise and the Hare: Risk Premium Versus Alternative Asset Portfolios," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 16, Sep.
  4. Stephen Satchell & Susan Thorp & Oliver Williams, 2012, "Estimating Consumption Plans for Recursive Utility by Maximum Entropy Methods," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 300, Jan.
  5. Hassan, Gazi & Wu, Eliza, 2012, "Sovereign country rating, growth volatility and financial crisis," MPRA Paper, University Library of Munich, Germany, number 40085, Jun.

2011

  1. Eva Steiner & Jamie Alcock, 2011, "New Evidence on asymmetric dependence in the returns from U.S. Real Estate Estate Investment Trusts," ERES, European Real Estate Society (ERES), number eres2011_161, Jan.
  2. Hazel Bateman & Christine Eckert & John Geweke & Jordan Louviere & Stephen Satchell & Susan Thorp, 2011, "Financial Competence, Risk Presentation and Retirement Portfolio Preferences," Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales, number 201106, Mar.
  3. Hazel Bateman & Christine Eckert & John Geweke & Jordan Louviere & Stephen Satchell & Susan Thorp, 2011, "Financial Competence, Risk Presentation and Retirement Portfolio Preferences," Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales, number 201120, Mar.
  4. Hazel Bateman & Christine Ebling & John Geweke & Jordan Louviere & Stephen Satchell & Susan Thorp, 2011, "Economic Rationality, Risk Presentation, and Retirement Portfolio Choice," Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales, number 201121, May.
  5. Ron Bird & Harry Liem & Susan Thorp, 2011, "Infrastructure: Real Assets and Real Returns," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 11, Sep.
  6. Ron Bird & Harry Liem & Susan Thorp, 2011, "Private Equity: Strategies for Improving Performance," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 12, Sep.

2010

  1. Jamie Alcock & Eva Steiner & Kelvin Jui Keng Tan, 2010, "On The Relationship Between Leverage And Debt Maturity For Us Real Estate Firms," ERES, European Real Estate Society (ERES), number eres2010_701, Jan.
  2. Ron Bird & Susan Thorp, 2010, "Hedge Fund Excess Returns Under Time-Varying Beta," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 9, Sep.
  3. Annastiina Silvennoinen & Susan Thorp, 2010, "Financialization, Crisis and Commodity Correlation Dynamics," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 267, Jan.

2009

  1. Susan Thorp & Hardy Hulley & Rebecca McKibbin & Andreas Pedersen, 2009, "Means-Tested Income Support, Portfolio Choice and Decumulation in Retirement," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2009-12, May.

2008

  1. Suk-Joong, Kim & Do Quoc Tho, Nguyen, 2008, "The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets," MPRA Paper, University Library of Munich, Germany, number 17213, Dec.
  2. Stephen Satchell & Susan Thorp, 2008, "Discounting and Consumption over an Uncertain Horizon: Draw-Down Plans for Family Trusts," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2008-02, Jan.
  3. Stephen Satchell & Susan Thorp, 2008, "Scenario Analysis with Recursive Utility: Dynamic Consumption Plans for Charitable Endowments," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2008-03, Jan.
  4. Mardi Dungey & George Milunovich & Susan Thorp, 2008, "Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH," NCER Working Paper Series, National Centre for Econometric Research, number 22, Feb.
  5. Gordon Menzies & Jonathan Pratt & Susan Thorp & Peter Docherty, 2008, "Piloting a Peer Feedback Program in the Faculty of Business at UTS," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 154, Jul.

2007

  1. Hazel Bateman & Susan Thorp, 2007, "Choices and constraints over retirement income streams: comparing rules and regulations," Discussion Papers, School of Economics, The University of New South Wales, number 2007-29, Aug.
  2. Konstantin Petrichev & Susan Thorp, 2007, "The Private Value of Public Pensions," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 211, Dec.

2006

  1. Susan Thorp & George Milunovich, 2006, "Information processing and measures of integration: New York, London and Tokyo," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 177, May.

2005

  1. Brian M Lucey & Suk-Joong Kim & Eliza Wu, 2005, "Dynamics of Bond Market Integration between Existing And Accession EU Countries," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp025, Jan.
  2. George Milunovich & Susan Thorp, 2005, "Valuing Volatility Spillovers," Research Papers, Macquarie University, Department of Economics, number 0506, May.
  3. Susan Thorp & George Milunovich, 2005, "Asymmetric Risk and International Portfolio Choice," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 160, Jul.
  4. Hazel Bateman & Susan Thorp, 2005, "Decentralised Portfolio Management: Analysis of Australian Accumulation Funds," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 161, Jul.

2004

  1. Kim, Suk-Joong & Sheen, Jeffrey, 2004, "Central Bank Interventions in the Yen-Dollar Spot Market," Working Papers, University of Sydney, School of Economics, number 4, Jul.
  2. Susan Thorp, 2004, "That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds," Econometric Society 2004 Australasian Meetings, Econometric Society, number 148, Aug.
  3. Geoffrey Kingston & Susan Thorp, 2004, "Annuitization and Asset Allocation with HARA Utlity," Econometric Society 2004 Australasian Meetings, Econometric Society, number 248, Aug.

2003

  1. Kevin Burrage & Jamie Alcock & Monica Barbu, 2003, "A Numerical Solution to American Style Options on Commodities," Computing in Economics and Finance 2003, Society for Computational Economics, number 135, Aug.

1998

  1. Kim, Suk-Joong & Sheen, Jeffrey, 1998, "International Linkages and Macroeconomic News Effects on Interest Rate Volatility - Australia and the US'," Working Papers, University of Sydney, School of Economics, number 11, Oct.

1996

  1. Kim, Suk-Joong, 1996, "Testing the Rationality of Exchange Rate and Interest Rate Expectations: An Empirical Study of Australian Survey Based Expectations," Working Papers, University of Sydney, School of Economics, number 230, Mar.
  2. David Gruen & Tro Kortian, 1996, "Why Does the Australian Dollar Move so Closely with the Terms of Trade?," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp9601, May.
  3. Tro Kortian & James O’Regan, 1996, "Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp9609, Nov.

1995

  1. Kim, Suk-Joong, 1995, "Modeling Changes in Daily $A Exchange Rates: An Application of GARCH," Working Papers, University of Sydney, School of Economics, number 217, Jun.
  2. Tro Kortian, 1995, "Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp9501, Mar.

1994

  1. Kim, Suk-Joong, 1994, "Inflation News in Australia: Its Effects on Exchange Rates and Interest Rates," Working Papers, University of Sydney, School of Economics, number 210, Oct.

1993

  1. Karfakis, C. & Kim, Suk-Joong, 1993, "Exchange Rates, Interest Rates and Current Account News: Some Evidence from Australia," Working Papers, University of Sydney, School of Economics, number 189, Sep.

1989

  1. Glenn Stevens & Susan Thorp, 1989, "The Relationship between Financial Indicators and Economic Activity: Some Further Evidence," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp8903, Jun.

1988

  1. Robert G. Trevor & Susan J. Thorp, 1988, "VAR Forecasting Models of the Australian Economy: A Preliminary Analysis," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp8802, Jan.
  2. Michele Bullock & Glenn Stevens & Susan Thorp, 1988, "Do Financial Aggregates Lead Activity?: A Preliminary Analysis," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp8803, Jan.

1987

  1. Glenn Stevens & Susan Thorp & John Anderson, 1987, "The Australian Demand Function for Money: Another Look at Stability," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp8701, Jan.
  2. Adrian Blundell-Wignall & Susan Thorp, 1987, "Money Demand, Own Interest Rates and Deregulation," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp8703, May.

Journal articles

2026

  1. Gao, Mingze & Luong, Thanh Son & Qiu, Buhui, 2026, "Real estate collateral, lender screening, and M&A performance," Journal of Corporate Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.jcorpfin.2026.102962.
  2. Iftekhar Hasan & Haekwon Lee & Buhui Qiu & Anthony Saunders, 2026, "Climate-related disclosure commitment of the lenders, credit rationing, and borrower environmental performance," Review of Accounting Studies, Springer, volume 31, issue 1, pages 74-117, March, DOI: 10.1007/s11142-025-09918-z.
  3. Kong, Linghua & To, Thomas & Wu, Eliza, 2026, "Trade reforms and firm value: Worldwide evidence," Journal of Financial Stability, Elsevier, volume 82, issue C, DOI: 10.1016/j.jfs.2025.101481.

2025

  1. Suzona Asad & Mostafa Monzur Hasan & Buhui Qiu, 2025, "Corporate culture and debt maturity," International Review of Finance, International Review of Finance Ltd., volume 25, issue 1, March, DOI: 10.1111/irfi.12481.
  2. Buhui Qiu & Gary Tian & Yanling Wu, 2025, "Politicians’ Hometown Favouritism and Capital Resource Allocation," Journal of Management Studies, Wiley Blackwell, volume 62, issue 7, pages 2587-2621, November, DOI: 10.1111/joms.13128.
  3. He, Qiyang & Qiu, Buhui, 2025, "Environmental enforcement actions and corporate green innovation," Journal of Corporate Finance, Elsevier, volume 91, issue C, DOI: 10.1016/j.jcorpfin.2024.102711.
  4. Qiu, Buhui & Wang, Teng, 2025, "Corporate mergers and acquisitions under lender scrutiny," Journal of Corporate Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.jcorpfin.2025.102812.
  5. Qiyang He & Henry Leung & Buhui Qiu & Zhou Zhou, 2025, "The Effect of Social Media on Corporate Innovation: Evidence from Seeking Alpha Coverage," Management Science, INFORMS, volume 71, issue 7, pages 5441-5476, July, DOI: 10.1287/mnsc.2023.00995.
  6. Peter Pham & Buhui Qiu & Eliza Wu, 2025, "International Corporate Finance: An Overview and Future Directions," Review of Corporate Finance, now publishers, volume 5, issue 1–2, pages 1-20, March, DOI: 10.1561/114.00000074.
  7. Buhui Qiu & Thomas Y To, 2025, "Board Reforms, Stock Liquidity, and Stock Market Development," The Review of Corporate Finance Studies, Society for Financial Studies, volume 14, issue 1, pages 261-303.
  8. Iftekhar Hasan & Miriam Marra & Eliza Wu & Gaiyan Zhang, 2025, "Creditor-Control Rights and the Nonsynchronicity of Global CDS Markets," The Review of Corporate Finance Studies, Society for Financial Studies, volume 14, issue 1, pages 204-260.
  9. Ufuk Beyaztas & Kaiying Ji & Han Lin Shang & Eliza Wu, 2025, "Stock Return Prediction Based on a Functional Capital Asset Pricing Model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 6, pages 2017-2036, September, DOI: 10.1002/for.3282.

2024

  1. Ton, Thai & Leung, Henry & Gao, Yang & Schiereck, Dirk, 2024, "Agreeing to disagree: Informativeness of sentiments in internet message boards," Pacific-Basin Finance Journal, Elsevier, volume 87, issue C, DOI: 10.1016/j.pacfin.2024.102485.
  2. Chung, Sol & Agnew, Julie & Bateman, Hazel & Eckert, Christine & Liu, Junhao & Thorp, Susan, 2024, "The impact of mortgage broker use on borrower confusion and preferences," Journal of Economic Behavior & Organization, Elsevier, volume 224, issue C, pages 229-247, DOI: 10.1016/j.jebo.2024.05.016.
  3. Ho, Choy Yeing (Chloe) & Wu, Eliza & Yu, Jing, 2024, "The price of corporate social irresponsibility in seasoned equity offerings: International evidence," The British Accounting Review, Elsevier, volume 56, issue 4, DOI: 10.1016/j.bar.2024.101369.
  4. Delis, Manthos D. & Hasan, Iftekhar & To, Thomas Y. & Wu, Eliza, 2024, "The bright side of bank lobbying: Evidence from the corporate loan market," Journal of Corporate Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.jcorpfin.2024.102591.
  5. To, Thomas & Wu, Eliza & Zhao, Diya, 2024, "Global board reforms and corporate acquisition performance," Journal of Corporate Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jcorpfin.2024.102617.

2023

  1. Cao, Yang & Kiesel, Florian & Leung, Henry, 2023, "The information value of M&A press releases," Journal of Corporate Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jcorpfin.2023.102465.
  2. James, Robert & Leung, Henry & Leung, Jessica Wai Yin & Prokhorov, Artem, 2023, "Forecasting tail risk measures for financial time series: An extreme value approach with covariates," Journal of Empirical Finance, Elsevier, volume 71, issue C, pages 29-50, DOI: 10.1016/j.jempfin.2023.01.002.
  3. Choy, S.T. Boris & Davis, Teresa & Ding, Hanyun & Gao, Mingze & Garbuio, Massimo & Hardy, Catherine & Leung, Henry & Luong, Thanh & Patmore, Greg & Peter, Sandra & Qiu, Buhui & Riemer, Kai & Shields, , 2023, "Closer than ever: Growing business-level connections between Australia and Europe," European Management Journal, Elsevier, volume 41, issue 2, pages 181-190, DOI: 10.1016/j.emj.2023.03.001.
  4. Gao, Mingze & Leung, Henry & Liu, Linhui & Qiu, Buhui, 2023, "Consumer behaviour and credit supply: Evidence from an Australian FinTech lender," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104205.
  5. James, Robert & Leung, Henry & Prokhorov, Artem, 2023, "A machine learning attack on illegal trading," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106735.
  6. Zin Yau Heng & Henry Leung, 2023, "The role of option‐based information on StockTwits, options trading volume, and stock returns," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 43, issue 8, pages 1091-1125, August, DOI: 10.1002/fut.22399.
  7. Nguyen, Justin Hung & Pham, Peter & Qiu, Buhui, 2023, "Proprietary Knowledge Protection and Product Market Performance," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 58, issue 8, pages 3521-3546, December.
  8. Huang, Yichu & Liu, Frank Hong & Qiu, Buhui, 2023, "Credit market development and corporate earnings management: Evidence from banking and branching deregulations," Journal of Financial Stability, Elsevier, volume 67, issue C, DOI: 10.1016/j.jfs.2023.101142.
  9. Ying Sophie Huang & Buhui Qiu & Jiajia Wu & Juan Yao, 2023, "Institutional distance, geographic distance, and Chinese venture capital investment: do networks and trust matter?," Small Business Economics, Springer, volume 61, issue 4, pages 1795-1844, December, DOI: 10.1007/s11187-023-00751-9.
  10. Hui Guo & Buhui Qiu, 2023, "Conditional Equity Premium and Aggregate Corporate Investment," Journal of Money, Credit and Banking, Blackwell Publishing, volume 55, issue 1, pages 251-295, February, DOI: 10.1111/jmcb.12910.
  11. Hazel Bateman & Paul Gerrans & Susan Thorp & Yunbo Zeng, 2023, "Explaining consumers' progress through life insurance decision states: The role of personal values and consumer characteristics," Journal of Consumer Affairs, Wiley Blackwell, volume 57, issue 3, pages 1151-1182, July, DOI: 10.1111/joca.12524.
  12. Bateman, Hazel & Dobrescu, Loretti I. & Liu, Junhao & Newell, Ben R. & Thorp, Susan, 2023, "Determinants of early-access to retirement savings: Lessons from the COVID-19 pandemic," The Journal of the Economics of Ageing, Elsevier, volume 24, issue C, DOI: 10.1016/j.jeoa.2023.100441.
  13. Moshirian, Fariborz & Pham, Peter K. & Tian, Shu & Wu, Eliza, 2023, "Foreign Ties That Bind: Cross-Border Firm Expansions and Fund Portfolio Allocation Around the World," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 58, issue 4, pages 1768-1807, June.
  14. Hasan, Iftekhar & Kim, Suk-Joong & Politsidis, Panagiotis N. & Wu, Eliza, 2023, "Regulation and information costs of sovereign distress: Evidence from corporate lending markets," Journal of Corporate Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jcorpfin.2023.102468.
  15. Hasan, Iftekhar & Marra, Miriam & To, Thomas Y. & Wu, Eliza & Zhang, Gaiyan, 2023, "COVID-19 Pandemic and Global Corporate CDS Spreads," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2022.106618.
  16. Huang, Chenghao & Jin, Zhi & Tian, Siyang & Wu, Eliza, 2023, "The real effects of corruption on M&A flows: Evidence from China's anti-corruption campaign," Journal of Banking & Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jbankfin.2023.106815.

2022

  1. Gao, Yang & Leung, Henry & Satchell, Stephen, 2022, "Partial moment momentum," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106361.
  2. James, Robert & Jarnecic, Elvis & Leung, Henry, 2022, "Who Values Economist Forecasts? Evidence From Trading in Treasury Markets," Journal of Financial Intermediation, Elsevier, volume 49, issue C, DOI: 10.1016/j.jfi.2021.100934.
  3. Justin Hung Nguyen & Buhui Qiu, 2022, "The effect of skilled labor intensity on corporate dividend payouts," Journal of Business Finance & Accounting, Wiley Blackwell, volume 49, issue 5-6, pages 963-1010, May, DOI: 10.1111/jbfa.12573.
  4. Dyakov, Teodor & Harford, Jarrad & Qiu, Buhui, 2022, "Better Kept in the Dark? Portfolio Disclosure and Agency Problems in Mutual Funds," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 57, issue 4, pages 1529-1563, June.
  5. Nguyen, Justin Hung & Qiu, Buhui, 2022, "Right-to-Work laws and corporate innovation," Journal of Corporate Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.jcorpfin.2022.102263.
  6. Min, Byoung-Kyu & Qiu, Buhui & Roh, Tai-Yong, 2022, "What drives the dispersion anomaly?," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106405.
  7. Buhui Qiu & Gary Gang Tian & Haijian Zeng, 2022, "How Does Deleveraging Affect Funding Market Liquidity?," Management Science, INFORMS, volume 68, issue 6, pages 4568-4601, June, DOI: 10.1287/mnsc.2021.4070.
  8. Xiaofei Pan & Buhui Qiu, 2022, "The impact of flooding on firm performance and economic growth," PLOS ONE, Public Library of Science, volume 17, issue 7, pages 1-29, July, DOI: 10.1371/journal.pone.0271309.
  9. Shang Wu & Hazel Bateman & Ralph Stevens & Susan Thorp, 2022, "Flexible insurance for long‐term care: A study of stated preferences," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 89, issue 3, pages 823-858, September, DOI: 10.1111/jori.12379.
  10. Wang-Ly, Nathan & Bateman, Hazel & Dobrescu, Isabella & Newell, Ben R. & Thorp, Susan, 2022, "Defaults, disclosures, advice and calculators: One size does not fit all," Journal of Behavioral and Experimental Finance, Elsevier, volume 35, issue C, DOI: 10.1016/j.jbef.2022.100690.
  11. Campbell, Daniel & Grant, Andrew & Thorp, Susan, 2022, "Reducing credit card delinquency using repayment reminders," Journal of Banking & Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jbankfin.2022.106549.
  12. To, Thomas Y. & Wu, Eliza & Zhang, Lambert, 2022, "Mind the sovereign ceiling on corporate performance," Journal of Corporate Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.jcorpfin.2022.102253.
  13. Jonathan Brogaard & Thanh Huong Nguyen & Talis J Putnins & Eliza Wu, 2022, "What Moves Stock Prices? The Roles of News, Noise, and Information," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 9, pages 4341-4386.

2021

  1. Delis, Manthos D. & Kim, Suk-Joong & Politsidis, Panagiotis N. & Wu, Eliza, 2021, "Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?," Journal of Banking & Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jbankfin.2020.105990.
  2. Hasan, Iftekhar & Hassan, Gazi & Kim, Suk-Joong & Wu, Eliza, 2021, "The real impact of ratings-based capital rules on the finance-growth nexus," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101628.
  3. Hasan, Iftekhar & Hassan, Gazi & Kim, Suk-Joong & Wu, Eliza, 2021, "The impact of risk-based capital rules for international lending on income inequality: Global evidence," Economic Modelling, Elsevier, volume 98, issue C, pages 136-153, DOI: 10.1016/j.econmod.2021.01.003.
  4. Hasan, Iftekhar & Kim, Suk-Joong & Politsidis, Panagiotis N. & Wu, Eliza, 2021, "Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101331.
  5. Gan, Quan & Leung, Henry & Zhou, Zhou, 2021, "Do intra-day auctions improve market liquidity?," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101774.
  6. Gao, Mingze & Leung, Henry & Qiu, Buhui, 2021, "Organization capital and executive performance incentives," Journal of Banking & Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jbankfin.2020.106017.
  7. Quan Gan & Buhui Qiu, 2021, "The information content of 10‐K file size change," International Review of Finance, International Review of Finance Ltd., volume 21, issue 4, pages 1251-1285, December, DOI: 10.1111/irfi.12324.
  8. Luong, Thanh Son & Qiu, Buhui & Wu, Yi (Ava), 2021, "Does it pay to be socially connected with wall street brokerages? Evidence from cost of equity," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101939.
  9. Hasan, Mostafa Monzur & Lobo, Gerald J. & Qiu, Buhui, 2021, "Organizational capital, corporate tax avoidance, and firm value," Journal of Corporate Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.jcorpfin.2021.102050.
  10. Liu, Ya & Qiu, Buhui & Wang, Teng, 2021, "Debt rollover risk, credit default swap spread and stock returns: Evidence from the COVID-19 crisis," Journal of Financial Stability, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfs.2021.100855.
  11. Shin, Michael, 2021, "Subjective expectations, experiences, and stock market participation: Evidence from the lab," Journal of Economic Behavior & Organization, Elsevier, volume 186, issue C, pages 672-689, DOI: 10.1016/j.jebo.2020.11.006.
  12. Susan Thorp & Ron Bird & F Douglas Foster & Jack Gray & Adrian Raftery & Danny CS Yeung, 2021, "Experiences of current and former members of self-managed superannuation funds," Australian Journal of Management, Australian School of Business, volume 46, issue 2, pages 304-325, May, DOI: 10.1177/0312896220936338.
  13. Martin Bugeja & Meiting Lu & Yaowen Shan & Thomas To, 2021, "The probability of informed trading and mergers and acquisitions," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 61, issue 1, pages 169-203, March, DOI: 10.1111/acfi.12562.
  14. Hasan, Iftekhar & Huang, He & To, Thomas Y., 2021, "Are credit rating disagreements priced in the M&A market?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101335.
  15. Matthew Greenwood‐Nimmo & Viet Hoang Nguyen & Eliza Wu, 2021, "On the International Spillover Effects of Country‐Specific Financial Sector Bailouts and Sovereign Risk Shocks," The Economic Record, The Economic Society of Australia, volume 97, issue 317, pages 285-309, June, DOI: 10.1111/1475-4932.12580.
  16. Huang, He & Svec, Jiri & Wu, Eliza, 2021, "The game changer: Regulatory reform and multiple credit ratings," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106279.

2020

  1. Fong, Kingsley & Krug, Juliane D. & Leung, Henry & Westerholm, Joakim P., 2020, "Determinants of household broker choices and their impacts on performance," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2019.06.005.
  2. Florian Schroeder & Andrew Lepone & Henry Leung & Stephen Satchell, 2020, "Flash crash in an OTC market: trading behaviour of agents in times of market stress," The European Journal of Finance, Taylor & Francis Journals, volume 26, issue 15, pages 1569-1589, October, DOI: 10.1080/1351847X.2020.1748893.
  3. Thorp, S. & Bateman, H. & Dobrescu, L.I. & Newell, B.R. & Ortmann, A., 2020, "Flicking the switch: Simplifying disclosure to improve retirement plan choices," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105955.
  4. Marco Navone & Thomas To, 2020, "Corporate watchdogs," Financial Management, Financial Management Association International, volume 49, issue 4, pages 925-947, December, DOI: 10.1111/fima.12291.
  5. Chung, Chune Young & Kim, Incheol & Rabarison, Monika K. & To, Thomas Y. & Wu, Eliza, 2020, "Shareholder litigation rights and corporate acquisitions," Journal of Corporate Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.jcorpfin.2020.101599.
  6. Iftekhar Hasan & Marco Navone & Thomas Y To & Eliza Wu, 2020, "Tournament Incentives and Acquisition Performance
    [Powerful CEOs and their impact on firm performance]    ," The Review of Corporate Finance Studies, Society for Financial Studies, volume 9, issue 2, pages 384-419.
  7. Wen He & Ki Hoon Hong & Eliza Wu, 2020, "Does Investor Sentiment Affect the Value Relevance of Accounting Information?," Abacus, Accounting Foundation, University of Sydney, volume 56, issue 4, pages 535-560, December, DOI: 10.1111/abac.12203.
  8. Bui, Christina & Scheule, Harald & Wu, Eliza, 2020, "A cautionary tale of two extremes: The provision of government liquidity support in the banking sector," Journal of Financial Stability, Elsevier, volume 51, issue C, DOI: 10.1016/j.jfs.2020.100784.
  9. Luong, Thi Mai & Pieters, Russell & Scheule, Harald & Wu, Eliza, 2020, "The impact of government guarantees on banks' wholesale funding costs and lending behavior: Evidence from a natural experiment," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2018.08.011.

2019

  1. Cai, Peilin & Kim, Suk-Joong & Wu, Eliza, 2019, "Foreign direct investments from emerging markets: The push-pull effects of sovereign credit ratings," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 110-125, DOI: 10.1016/j.irfa.2018.10.006.
  2. Leung, Henry & Tse, Jeffrey & Westerholm, P. Joakim, 2019, "CEO traders and corporate acquisitions," Journal of Corporate Finance, Elsevier, volume 54, issue C, pages 107-127, DOI: 10.1016/j.jcorpfin.2017.09.013.
  3. Ying Gan & Buhui Qiu, 2019, "Escape from the USA: Government debt-to-GDP ratio, country tax competitiveness, and US-OECD cross-border M&As," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 50, issue 7, pages 1156-1183, September, DOI: 10.1057/s41267-019-00216-w.
  4. Geoffrey Kingston & Susan Thorp, 2019, "Superannuation in Australia: A Survey of the Literature," The Economic Record, The Economic Society of Australia, volume 95, issue 308, pages 141-160, March, DOI: 10.1111/1475-4932.12443.
  5. A. M. Jeanette Deetlefs & Hazel Bateman & Loretti I. Dobrescu & Ben R. Newell & Andreas Ortmann & Susan Thorp, 2019, "Engagement with Retirement Savings: It Is a Matter of Trust," Journal of Consumer Affairs, Wiley Blackwell, volume 53, issue 3, pages 917-945, September, DOI: 10.1111/joca.12208.
  6. Stephen Satchell & Susan Thorp & Oliver Williams, 2019, "Reversing disbursement rates to estimate stationary wealth processes for endowments with recursive preferences," Applied Economics, Taylor & Francis Journals, volume 51, issue 14, pages 1541-1557, March, DOI: 10.1080/00036846.2018.1527462.

2018

  1. Jamie Alcock & Petra Andrlikova, 2018, "Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis," The Journal of Real Estate Finance and Economics, Springer, volume 56, issue 2, pages 183-216, February, DOI: 10.1007/s11146-016-9593-9.
  2. Cai, Peilin & Gan, Quan & Kim, Suk-Joong, 2018, "Do sovereign credit ratings matter for foreign direct investments?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 55, issue C, pages 50-64, DOI: 10.1016/j.intfin.2018.01.003.
  3. Prasad, Nalin & Grant, Andrew & Kim, Suk-Joong, 2018, "Time varying volatility indices and their determinants: Evidence from developed and emerging stock markets," International Review of Financial Analysis, Elsevier, volume 60, issue C, pages 115-126, DOI: 10.1016/j.irfa.2018.09.006.
  4. Yang Gao & Henry Leung & Stephen Satchell, 2018, "A critique of momentum strategies," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 5, pages 341-350, September, DOI: 10.1057/s41260-018-0080-0.
  5. Qiu, Buhui & Wang, Teng, 2018, "Does Knowledge Protection Benefit Shareholders? Evidence from Stock Market Reaction and Firm Investment in Knowledge Assets," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 3, pages 1341-1370, June.
  6. Li, Kai & Qiu, Buhui & Shen, Rui, 2018, "Organization Capital and Mergers and Acquisitions," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 4, pages 1871-1909, August.
  7. Hazel Bateman & Christine Eckert & Fedor Iskhakov & Jordan Louviere & Stephen Satchell & Susan Thorp, 2018, "Individual Capability and Effort in Retirement Benefit Choice," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 85, issue 2, pages 483-512, June, DOI: 10.1111/jori.12162.
  8. Cayon, Edgardo & Thorp, Susan & Wu, Eliza, 2018, "Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis," Emerging Markets Review, Elsevier, volume 34, issue C, pages 162-174, DOI: 10.1016/j.ememar.2017.11.006.
  9. Butt, Adam & Donald, M. Scott & Foster, F. Douglas & Thorp, Susan & Warren, Geoffrey J., 2018, "One size fits all? Tailoring retirement plan defaults," Journal of Economic Behavior & Organization, Elsevier, volume 145, issue C, pages 546-566, DOI: 10.1016/j.jebo.2017.11.022.
  10. Julie R. Agnew & Hazel Bateman & Christine Eckert & Fedor Iskhakov & Jordan Louviere & Susan Thorp, 2018, "First Impressions Matter: An Experimental Investigation of Online Financial Advice," Management Science, INFORMS, volume 64, issue 1, pages 288-307, January, DOI: 10.1287/mnsc.2016.2590.
  11. Ron Bird & F. Douglas Foster & Jack Gray & Adrian M Raftery & Susan Thorp & Danny Yeung, 2018, "Who starts a self-managed superannuation fund and why?," Australian Journal of Management, Australian School of Business, volume 43, issue 3, pages 373-403, August, DOI: 10.1177/0312896217747331.
  12. Loretti Isabella Dobrescu & Xiaodong Fan & Hazel Bateman & Ben Rhodri Newell & A. Ortmann & Susan Thorp, 2018, "Retirement Savings: A Tale of Decisions and Defaults," Economic Journal, Royal Economic Society, volume 128, issue 610, pages 1047-1094, May, DOI: 10.1111/ecoj.12447.
  13. To, Thomas Y. & Navone, Marco & Wu, Eliza, 2018, "Analyst coverage and the quality of corporate investment decisions," Journal of Corporate Finance, Elsevier, volume 51, issue C, pages 164-181, DOI: 10.1016/j.jcorpfin.2018.06.001.
  14. To, Thomas Y. & Treepongkaruna, Sirimon & Wu, Eliza, 2018, "Are all insiders on the inside? Evidence from the initiation of CDS trading and short selling in the financial sector," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 54, issue C, pages 114-129, DOI: 10.1016/j.intfin.2017.05.003.
  15. Tian, Shu & Wu, Eliza & Wu, Qiongbing, 2018, "Who exacerbates the extreme swings in the Chinese stock market?," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 50-59, DOI: 10.1016/j.irfa.2017.10.009.
  16. Casavecchia, Lorenzo & Loudon, Geoffrey F. & Wu, Eliza, 2018, "What moves benchmark money market rates? Evidence from the BBSW market," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 137-154, DOI: 10.1016/j.pacfin.2018.06.005.
  17. Douglas Cumming & Wenxuan Hou & Eliza Wu, 2018, "Exchange trading rules, governance, and trading location of cross-listed stocks," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 16, pages 1453-1484, November, DOI: 10.1080/1351847X.2015.1089522.

2017

  1. Jamie Alcock & Eva Steiner, 2017, "Unexpected Inflation, Capital Structure, and Real Risk-adjusted Firm Performance," Abacus, Accounting Foundation, University of Sydney, volume 53, issue 2, pages 273-298, June.
  2. Jamie Alcock & Godfrey Smith, 2017, "Non-parametric American option valuation using Cressie–Read divergences," Australian Journal of Management, Australian School of Business, volume 42, issue 2, pages 252-275, May, DOI: 10.1177/0312896215622799.
  3. Jamie Alcock & Anthony Hatherley, 2017, "Characterizing the Asymmetric Dependence Premium," Review of Finance, European Finance Association, volume 21, issue 4, pages 1701-1737.
  4. Jamie Alcock & Eva Steiner, 2017, "The Interrelationships between REIT Capital Structure and Investment," Abacus, Accounting Foundation, University of Sydney, volume 53, issue 3, pages 371-394, September.
  5. Leung, Henry & Schiereck, Dirk & Schroeder, Florian, 2017, "Volatility spillovers and determinants of contagion: Exchange rate and equity markets during crises," Economic Modelling, Elsevier, volume 61, issue C, pages 169-180, DOI: 10.1016/j.econmod.2016.12.011.
  6. Gao, Yang & Leung, Henry, 2017, "Impact of short selling restrictions on informed momentum trading: Australian evidence," Pacific-Basin Finance Journal, Elsevier, volume 45, issue C, pages 103-115, DOI: 10.1016/j.pacfin.2016.12.009.
  7. Fu, Renhui & Gao, Fang & Kim, Yong H. & Qiu, Buhui, 2017, "Performance volatility, information availability, and disclosure reforms," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 35-52, DOI: 10.1016/j.jbankfin.2016.11.011.
  8. Adam Butt & M. Scott Donald & F. Douglas Foster & Susan Thorp & Geoffrey J. Warren & Tom Smith, 2017, "Design of MySuper default funds: influences and outcomes," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 57, issue 1, pages 47-85, March.
  9. Nikitopoulos, Christina Sklibosios & Squires, Matthew & Thorp, Susan & Yeung, Danny, 2017, "Determinants of the crude oil futures curve: Inventory, consumption and volatility," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 53-67, DOI: 10.1016/j.jbankfin.2017.07.006.
  10. Hazel Bateman & Christine Eckert & Fedor Iskhakov & Jordan Louviere & Stephen Satchell & Susan Thorp, 2017, "Default and naive diversification heuristics in annuity choice," Australian Journal of Management, Australian School of Business, volume 42, issue 1, pages 32-57, February, DOI: 10.1177/0312896215617225.
  11. Anthony Asher & Ramona Meyricke & Susan Thorp & Shang Wu, 2017, "Age pensioner decumulation: Responses to incentives, uncertainty and family need," Australian Journal of Management, Australian School of Business, volume 42, issue 4, pages 583-607, November, DOI: 10.1177/0312896216682577.
  12. Bui, Christina & Scheule, Harald & Wu, Eliza, 2017, "The value of bank capital buffers in maintaining financial system resilience," Journal of Financial Stability, Elsevier, volume 33, issue C, pages 23-40, DOI: 10.1016/j.jfs.2017.10.006.
  13. Khan, Muhammad Saifuddin & Scheule, Harald & Wu, Eliza, 2017, "Funding liquidity and bank risk taking," Journal of Banking & Finance, Elsevier, volume 82, issue C, pages 203-216, DOI: 10.1016/j.jbankfin.2016.09.005.

2016

  1. Suk‐Joong Kim, 2016, "Currency Carry Trades: The Role of Macroeconomic News and Futures Market Speculation," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 36, issue 11, pages 1076-1107, November.
  2. Hui Guo & Buhui Qiu, 2016, "A Better Measure of Institutional Informed Trading," Contemporary Accounting Research, John Wiley & Sons, volume 33, issue 2, pages 815-850, June, DOI: 10.1111/1911-3846.12160.
  3. Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2016, "How Portfolios Evolve after Retirement: Evidence from Australia," The Economic Record, The Economic Society of Australia, volume 92, issue 297, pages 241-267, June.
  4. Bateman, Hazel & Dobrescu, Loretti I. & Newell, Ben R. & Ortmann, Andreas & Thorp, Susan, 2016, "As easy as pie: How retirement savers use prescribed investment disclosures," Journal of Economic Behavior & Organization, Elsevier, volume 121, issue C, pages 60-76, DOI: 10.1016/j.jebo.2015.10.020.
  5. Hazel Bateman & Christine Eckert & John Geweke & Jordan Louviere & Stephen Satchell & Susan Thorp, 2016, "Risk Presentation and Portfolio Choice," Review of Finance, European Finance Association, volume 20, issue 1, pages 201-229.
  6. Annastiina Silvennoinen & Susan Thorp, 2016, "Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 36, issue 6, pages 522-544, June.
  7. Hong, KiHoon & Wu, Eliza, 2016, "The roles of past returns and firm fundamentals in driving US stock price movements," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 62-75, DOI: 10.1016/j.irfa.2015.11.003.
  8. Wu, Eliza & Erdem, Magdalena & Kalotychou, Elena & Remolona, Eli, 2016, "The anatomy of sovereign risk contagion," Journal of International Money and Finance, Elsevier, volume 69, issue C, pages 264-286, DOI: 10.1016/j.jimonfin.2016.07.002.
  9. Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza, 2016, "Stock and currency market linkages: New evidence from realized spillovers in higher moments," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 167-185, DOI: 10.1016/j.iref.2015.11.003.
  10. Rothonis, Stephanie & Tran, Duy & Wu, Eliza, 2016, "Does national culture affect the intensity of volatility linkages in international equity markets?," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 85-95, DOI: 10.1016/j.ribaf.2015.09.005.

2015

  1. Kim, Suk-Joong, 2015, "Australian Dollar carry trades: Time varying probabilities and determinants," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 64-75, DOI: 10.1016/j.irfa.2015.03.015.
  2. Kim, Suk-Joong & Salem, Leith & Wu, Eliza, 2015, "The role of macroeconomic news in sovereign CDS markets: Domestic and spillover news effects from the U.S., the Eurozone and China," Journal of Financial Stability, Elsevier, volume 18, issue C, pages 208-224, DOI: 10.1016/j.jfs.2015.04.008.
  3. Hasan, Iftekhar & Kim, Suk-Joong & Wu, Eliza, 2015, "The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 Accord," Journal of Banking & Finance, Elsevier, volume 61, issue S1, pages 53-68, DOI: 10.1016/j.jbankfin.2015.04.016.
  4. Leung, Henry & Ton, Thai, 2015, "The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 37-55, DOI: 10.1016/j.jbankfin.2015.01.009.
  5. Fedor Iskhakov & Susan Thorp & Hazel Bateman, 2015, "Optimal Annuity Purchases for Australian Retirees," The Economic Record, The Economic Society of Australia, volume 91, issue 293, pages 139-154, June.
  6. Wu, Shang & Stevens, Ralph & Thorp, Susan, 2015, "Cohort and target age effects on subjective survival probabilities: Implications for models of the retirement phase," Journal of Economic Dynamics and Control, Elsevier, volume 55, issue C, pages 39-56, DOI: 10.1016/j.jedc.2015.03.003.
  7. Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian, 2015, "Endogenous crisis dating and contagion using smooth transition structural GARCH," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 71-79, DOI: 10.1016/j.jbankfin.2015.04.006.
  8. Robert Brooks & Robert Faff & Sirimon Treepongkaruna & Eliza Wu, 2015, "Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments," Journal of Business Finance & Accounting, Wiley Blackwell, volume 42, issue 5-6, pages 777-799, June.
  9. Chiarella, Carl & ter Ellen, Saskia & He, Xue-Zhong & Wu, Eliza, 2015, "Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 19-34, DOI: 10.1016/j.jempfin.2014.11.003.
  10. Hassan & Eliza Wu, 2015, "Sovereign credit ratings, growth volatility and the global financial crisis," Applied Economics, Taylor & Francis Journals, volume 47, issue 54, pages 5825-5840, November, DOI: 10.1080/00036846.2015.1058910.

2014

  1. Jamie Alcock & Eva Steiner & Kelvin Tan, 2014, "Joint Leverage and Maturity Choices in Real Estate Firms: The Role of the REIT Status," The Journal of Real Estate Finance and Economics, Springer, volume 48, issue 1, pages 57-78, January, DOI: 10.1007/s11146-012-9379-7.
  2. Jamie Alcock & Godfrey Smith, 2014, "Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 34, issue 4, pages 320-345, April.
  3. Henry Leung & Annica Rose & P. Joakim Westerholm, 2014, "Systematic Trading Behavior and the Cross-Section of Stock Returns on the OMXH," Review of Finance, European Finance Association, volume 18, issue 6, pages 2325-2374.
  4. Qiu, Buhui & Trapkov, Svetoslav & Yakoub, Fadi, 2014, "Do target CEOs trade premiums for personal benefits?," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 23-41, DOI: 10.1016/j.jbankfin.2014.01.013.
  5. Guo, Hui & Qiu, Buhui, 2014, "Options-implied variance and future stock returns," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 93-113, DOI: 10.1016/j.jbankfin.2014.04.002.
  6. Hazel Bateman & Jeanette Deetlefs & Loretti I. Dobrescu & Ben R. Newell & Andreas Ortmann & Susan Thorp, 2014, "Just Interested or Getting Involved? An Analysis of Superannuation Attitudes and Actions," The Economic Record, The Economic Society of Australia, volume 90, issue 289, pages 160-178, June.
  7. Ron Bird & Harry Liem & Susan Thorp, 2014, "Infrastructure: Real Assets and Real Returns," European Financial Management, European Financial Management Association, volume 20, issue 4, pages 802-824, September, DOI: 10.1111/j.1468-036X.2012.00650.x.
  8. Bateman, Hazel & Eckert, Christine & Geweke, John & Louviere, Jordan & Satchell, Stephen & Thorp, Susan, 2014, "Financial competence, risk presentation and retirement portfolio preferences," Journal of Pension Economics and Finance, Cambridge University Press, volume 13, issue 1, pages 27-61, January.
  9. Edgardo Cayon & Susan Thorp, 2014, "Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 50, issue 03, pages 122-139, May.
  10. Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza, 2014, "The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 5-20, DOI: 10.1016/j.irfa.2014.05.002.
  11. Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza, 2014, "How does trading volume affect financial return distributions?," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 190-206, DOI: 10.1016/j.irfa.2014.09.003.

2013

  1. Low, Rand Kwong Yew & Alcock, Jamie & Faff, Robert & Brailsford, Timothy, 2013, "Canonical vine copulas in the context of modern portfolio management: Are they worth it?," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3085-3099, DOI: 10.1016/j.jbankfin.2013.02.036.
  2. Jamie Alcock & John Glascock & Eva Steiner, 2013, "Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence," The Journal of Real Estate Finance and Economics, Springer, volume 47, issue 3, pages 434-465, October, DOI: 10.1007/s11146-012-9378-8.
  3. He, William Peng & Lepone, Andrew & Leung, Henry, 2013, "Information asymmetry and the cost of equity capital," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 611-620, DOI: 10.1016/j.iref.2013.03.001.
  4. Andrew Lepone & Henry Leung & J George Li, 2013, "Unequal access to analyst research," Australian Journal of Management, Australian School of Business, volume 38, issue 2, pages 253-277, August, DOI: 10.1177/0312896212446997.
  5. Hardy Hulley & Rebecca Mckibbin & Andreas Pedersen & Susan Thorp, 2013, "Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement," The Economic Record, The Economic Society of Australia, volume 89, issue 284, pages 31-51, March, DOI: 10.1111/ecor.2013.89.issue-284.
  6. Silvennoinen, Annastiina & Thorp, Susan, 2013, "Financialization, crisis and commodity correlation dynamics," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 42-65, DOI: 10.1016/j.intfin.2012.11.007.
  7. Shu Lin & Shu Tian & Eliza Wu, 2013, "Emerging Stars and Developed Neighbors: The Effects of Development Imbalance and Political Shocks on Mutual Fund Investments in China," Financial Management, Financial Management Association International, volume 42, issue 2, pages 339-371, June.

2012

  1. Jamie Alcock & Frank Finn & Kelvin Jui Keng Tan, 2012, "The determinants of debt maturity in Australian firms," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 52, issue 2, pages 313-341, June, DOI: j.1467-629X.2010.00397.x.
  2. Christopher, Rachel & Kim, Suk-Joong & Wu, Eliza, 2012, "Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 1070-1089, DOI: 10.1016/j.intfin.2012.01.003.
  3. Hazel Bateman & Christine Eckert & John Geweke & Jordan Louviere & Susan Thorp & Stephen Satchell, 2012, "Financial Competence and Expectations Formation: Evidence from Australia," The Economic Record, The Economic Society of Australia, volume 88, issue 280, pages 39-63, March, DOI: j.1475-4932.2011.00766.x.

2011

  1. Jamie Alcock & Thomas Mollee & James Wood, 2011, "Volatile earnings growth, the price of earnings and the Value premium," Quantitative Finance, Taylor & Francis Journals, volume 11, issue 6, pages 805-815, DOI: 10.1080/14697680903207163.
  2. Andersen, Peter & Kim, Suk-Joong, 2011, "Intraday timing of AUD intervention by the Reserve Bank of Australia: Evidence from microstructural analyses," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 2, pages 277-295, April.
  3. Suk‐Joong Kim & Eliza Wu, 2011, "International Bank Flows To Emerging Markets: Influence Of Sovereign Credit Ratings And Their Regional Spillover Effects," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 34, issue 2, pages 331-364, June.
  4. Stephen Satchell & Susan Thorp, 2011, "Uncertain survival and time discounting: intertemporal consumption plans for family trusts," Journal of Population Economics, Springer;European Society for Population Economics, volume 24, issue 1, pages 239-266, January, DOI: 10.1007/s00148-009-0297-9.

2010

  1. Jamie Alcock & Diana Auerswald, 2010, "Empirical tests of canonical nonparametric American option‐pricing methods," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 30, issue 6, pages 509-532, June.
  2. Kim, Suk-Joong & Le, Anh Tu, 2010, "Secrecy of Bank of Japan's Yen intervention: Evidence of efficacy from intra-daily data," Journal of the Japanese and International Economies, Elsevier, volume 24, issue 3, pages 369-394, September.
  3. Dungey, Mardi & Milunovich, George & Thorp, Susan, 2010, "Unobservable shocks as carriers of contagion," Journal of Banking & Finance, Elsevier, volume 34, issue 5, pages 1008-1021, May.
  4. Moshirian, Fariborz & Ng, David & Wu, Eliza, 2010, "Model specification and IPO performance: New insights from Asia," Research in International Business and Finance, Elsevier, volume 24, issue 1, pages 62-74, January.

2009

  1. Hall, Yosuke & Kim, Suk-Joong, 2009, "What drives Yen interventions in Tokyo?: Do off-shore foreign exchange markets matter more than Tokyo market?," Pacific-Basin Finance Journal, Elsevier, volume 17, issue 2, pages 175-188, April.
  2. Kim, Suk-Joong & Nguyen, Do Quoc Tho, 2009, "The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 3, pages 415-431, July.
  3. Moshirian, Fariborz & Ng, David & Wu, Eliza, 2009, "The value of stock analysts' recommendations: Evidence from emerging markets," International Review of Financial Analysis, Elsevier, volume 18, issue 1-2, pages 74-83, March.
  4. Li, Donghui & Moshirian, Fariborz & Wee, Timothy & Wu, Eliza, 2009, "Foreign exchange exposure: Evidence from the U.S. insurance industry," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 2, pages 306-320, April.
  5. Panchenko, Valentyn & Wu, Eliza, 2009, "Time-varying market integration and stock and bond return concordance in emerging markets," Journal of Banking & Finance, Elsevier, volume 33, issue 6, pages 1014-1021, June.

2008

  1. Jamie Alcock & Sophie Cockcroft & Frank Finn, 2008, "Quantifying the advantage of secondary mathematics study for accounting and finance undergraduates," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 48, issue 5, pages 697-718, December, DOI: 10.1111/j.1467-629X.2008.00261.x.
  2. Jamie Alcock & Trent Carmichael, 2008, "Nonparametric American option pricing," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 28, issue 8, pages 717-748, August.
  3. Kim, Suk-Joong & Wu, Eliza, 2008, "Sovereign credit ratings, capital flows and financial sector development in emerging markets," Emerging Markets Review, Elsevier, volume 9, issue 1, pages 17-39, March.
  4. Hooper, Vince & Hume, Timothy & Kim, Suk-Joong, 2008, "Sovereign rating changes--Do they provide new information for stock markets?," Economic Systems, Elsevier, volume 32, issue 2, pages 142-166, June.
  5. Kim, Suk-Joong & Nguyen, Do Quoc Tho, 2008, "The reaction of the Australian financial markets to the interest rate news from the Reserve Bank of Australia and the U.S. Fed," Research in International Business and Finance, Elsevier, volume 22, issue 3, pages 378-395, September.
  6. Hazel Bateman & Susan Thorp, 2008, "Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations," The Economic Record, The Economic Society of Australia, volume 84, issue s1, pages 17-31, September, DOI: 10.1111/j.1475-4932.2008.00480.x.
  7. Petrichev, Konstantin & Thorp, Susan, 2008, "The private value of public pensions," Insurance: Mathematics and Economics, Elsevier, volume 42, issue 3, pages 1138-1145, June.
  8. Eli M. Remolona & Michela Scatigna & Eliza Wu, 2008, "A ratings-based approach to measuring sovereign risk," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 13, issue 1, pages 26-39, DOI: 10.1002/ijfe.357.

2007

  1. Anthony Hatherley & Jamie Alcock, 2007, "Portfolio construction incorporating asymmetric dependence structures: a user's guide," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 47, issue 3, pages 447-472, September, DOI: 10.1111/j.1467-629X.2007.00219.x.
  2. Kim, Suk-Joong, 2007, "Intraday evidence of efficacy of 1991-2004 Yen intervention by the Bank of Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 17, issue 4, pages 341-360, October.
  3. McKenzie, Michael D. & Kim, Suk-Joong, 2007, "Evidence of an asymmetry in the relationship between volatility and autocorrelation," International Review of Financial Analysis, Elsevier, volume 16, issue 1, pages 22-40.
  4. Hooper, Vince & Kim, Suk-Joong, 2007, "The determinants of capital inflows: Does opacity of recipient country explain the flows?," Economic Systems, Elsevier, volume 31, issue 1, pages 35-48, March.
  5. Susan Thorp & George Milunovich, 2007, "Symmetric Versus Asymmetric Conditional Covariance Forecasts: Does It Pay To Switch?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 30, issue 3, pages 355-377, September, DOI: 10.1111/j.1475-6803.2007.00218.x.
  6. Bateman, Hazel & Thorp, Susan, 2007, "Decentralized investment management: an analysis of non-profit pension funds," Journal of Pension Economics and Finance, Cambridge University Press, volume 6, issue 1, pages 21-44, March.
  7. Milunovich, George & Thorp, Susan, 2007, "Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York," Journal of Multinational Financial Management, Elsevier, volume 17, issue 4, pages 275-289, October.
  8. Eli M Remolona & Michela Scatigna & Eliza Wu, 2007, "Interpreting sovereign spreads," BIS Quarterly Review, Bank for International Settlements, March.
  9. Chan, Pak To & Moshirian, Fariborz & Ng, David & Wu, Eliza, 2007, "The underperformance of the growth enterprise market in Hong Kong," Research in International Business and Finance, Elsevier, volume 21, issue 3, pages 428-446, September.

2006

  1. Kim, Suk-Joong & Sheen, Jeffrey, 2006, "Interventions in the Yen-dollar spot market: A story of price, volatility and volume," Journal of Banking & Finance, Elsevier, volume 30, issue 11, pages 3191-3214, November.
  2. Kim, Suk-Joong & Pham, Cyril Minh Dao, 2006, "Is foreign exchange intervention by central banks bad news for debt markets?: A case of Reserve Bank of Australia's interventions 1986-2003," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 16, issue 5, pages 446-467, December.
  3. Kim, Suk-Joong & Lucey, Brian M. & Wu, Eliza, 2006, "Dynamics of bond market integration between established and accession European Union countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 16, issue 1, pages 41-56, February.
  4. Kim, Suk-Joong & Moshirian, Fariborz & Wu, Eliza, 2006, "Evolution of international stock and bond market integration: Influence of the European Monetary Union," Journal of Banking & Finance, Elsevier, volume 30, issue 5, pages 1507-1534, May.
  5. Milunovich, George & Thorp, Susan, 2006, "Valuing volatility spillovers," Global Finance Journal, Elsevier, volume 17, issue 1, pages 1-22, September.

2005

  1. Jamie Alcock & Philip Gray, 2005, "Forecasting Stock Returns Using Model‐Selection Criteria," The Economic Record, The Economic Society of Australia, volume 81, issue 253, pages 135-151, June, DOI: 10.1111/j.1475-4932.2005.00239.x.
  2. Alcock, Jamie & Docwra, George, 2005, "A simulation analysis of the market effect of the Australian Broadcasting Corporation," Information Economics and Policy, Elsevier, volume 17, issue 4, pages 407-427, October.
  3. Alcock, Jamie & Gray, Philip, 2005, "Dynamic, nonparametric hedging of European style contingent claims using canonical valuation," Finance Research Letters, Elsevier, volume 2, issue 1, pages 41-50, March.
  4. Kim, Suk-Joong, 2005, "Information leadership in the advanced Asia-Pacific stock markets: Return, volatility and volume information spillovers from the US and Japan," Journal of the Japanese and International Economies, Elsevier, volume 19, issue 3, pages 338-365, September.
  5. Kim, Suk Joong & Moshirian, Fariborz & Wu, Eliza, 2005, "Dynamic stock market integration driven by the European Monetary Union: An empirical analysis," Journal of Banking & Finance, Elsevier, volume 29, issue 10, pages 2475-2502, October.
  6. Susan Thorp, 2005, "‘That Courage is not Inconsistent with Caution’: Currency Hedging for Superannuation Funds," The Economic Record, The Economic Society of Australia, volume 81, issue 252, pages 38-50, March, DOI: 10.1111/j.1475-4932.2005.00215.x.
  7. Kingston, Geoffrey & Thorp, Susan, 2005, "Annuitization and asset allocation with HARA utility," Journal of Pension Economics and Finance, Cambridge University Press, volume 4, issue 3, pages 225-248, November.
  8. Robert Faff & David R. Gallagher & Eliza Wu, 2005, "Tactical Asset Allocation: Australian Evidence," Australian Journal of Management, Australian School of Business, volume 30, issue 2, pages 261-282, December, DOI: 10.1177/031289620503000205.

2004

  1. Alcock, Jamie & Burrage, Kevin, 2004, "A genetic estimation algorithm for parameters of stochastic ordinary differential equations," Computational Statistics & Data Analysis, Elsevier, volume 47, issue 2, pages 255-275, September.
  2. Kim, Suk-Joong & McKenzie, Michael D. & Faff, Robert W., 2004, "Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets," Journal of Multinational Financial Management, Elsevier, volume 14, issue 3, pages 217-232, July.
  3. Bhar, Ramprasad & Kim, Suk-Joong & Pham, Toan M., 2004, "Exchange rate volatility and its impact on the transaction costs of covered interest rate parity," Japan and the World Economy, Elsevier, volume 16, issue 4, pages 503-525, December.

2003

  1. Kim, Suk-Joong, 2003, "The spillover effects of US and Japanese public information news in advanced Asia-Pacific stock markets," Pacific-Basin Finance Journal, Elsevier, volume 11, issue 5, pages 611-630, November.

2002

  1. Kim, Suk-Joong & Sheen, Jeffrey, 2002, "The determinants of foreign exchange intervention by central banks: evidence from Australia," Journal of International Money and Finance, Elsevier, volume 21, issue 5, pages 619-649, October.

2001

  1. Kim, Suk-Joong & Sheen, Jeffrey, 2001, "Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information," Journal of Multinational Financial Management, Elsevier, volume 11, issue 2, pages 117-137, April.

2000

  1. Kim, Suk-Joong & Sheen, Jeffrey, 2000, "International linkages and macroeconomic news effects on interest rate volatility -- Australia and the US," Pacific-Basin Finance Journal, Elsevier, volume 8, issue 1, pages 85-113, March.
  2. Kim, Suk-Joong & Kortian, Tro & Sheen, Jeffrey, 2000, "Central bank intervention and exchange rate volatility -- Australian evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 10, issue 3-4, pages 381-405, December.

1999

  1. Suk-Joong Kim, 1999, "Do macro-economic news announcements affect the volatility of foreign exchange rates? Some evidence from Australia," Applied Economics, Taylor & Francis Journals, volume 31, issue 12, pages 1511-1521, DOI: 10.1080/000368499323030.

1997

  1. Suk-Joong Kim, 1997, "Testing the rationality of exchange rate and interest rate expectations: an empirical study of Australian survey-based expectations," Applied Economics, Taylor & Francis Journals, volume 29, issue 8, pages 1011-1022, DOI: 10.1080/000368497326408.

1995

  1. Karfakis, Costas & Kim, Suk-Joong, 1995, "Exchange rates, interest rates and current account news: some evidence from Australia," Journal of International Money and Finance, Elsevier, volume 14, issue 4, pages 575-595, August.

1988

  1. Trevor, R G & Thorp, S J, 1988, "VAR Forecasting Models of the Australian Economy: A Preliminary Analysis," Australian Economic Papers, Wiley Blackwell, volume 27, issue 0, pages 108-120, Supplemen.

Undated

  1. Leung, Henry & Furfaro, Frank, undated, "Comovement of dairy product futures and firm value: returns and volatility," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, volume 64, issue 3, DOI: 10.22004/ag.econ.338504.

Books

2018

  1. Suk-Joong Kim, 2018, "Information Spillovers and Market Integration in International Finance:Empirical Analyses," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10534, ISBN: ARRAY(0x78da71b0).

Chapters

2018

  1. Suk-Joong Kim & Michael D. McKenzie & Robert W. Faff, 2018, "Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Information Spillovers and Market Integration in International Finance Empirical Analyses".
  2. Suk-Joong Kim & Jeffrey Sheen, 2018, "Minute-by-Minute Dynamics of the Australian Bond Futures Market in Response to New Macroeconomic Information," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Information Spillovers and Market Integration in International Finance Empirical Analyses".
  3. Suk-Joong Kim & Eliza Wu, 2018, "Sovereign Credit Ratings, Capital Flows and Financial Sector Development in Emerging Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Information Spillovers and Market Integration in International Finance Empirical Analyses".
  4. Suk-Joong Kim, 2018, "The Spillover Effects of US and Japanese Public Information News in Advanced Asia-Pacific Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Information Spillovers and Market Integration in International Finance Empirical Analyses".
  5. Suk-Joong Kim & Anh Tu Le, 2018, "Secrecy of Bank of Japan’s Yen Intervention: Evidence of Efficacy from Intra-daily Data," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Information Spillovers and Market Integration in International Finance Empirical Analyses".
  6. Suk-Joong Kim & Jeffrey Sheen, 2018, "The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Information Spillovers and Market Integration in International Finance Empirical Analyses".
  7. Suk-Joong Kim, 2018, "Information Leadership in the Advanced Asia-Pacific Stock Markets: Return, Volatility and Volume Information Spillovers from the US and Japan," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Information Spillovers and Market Integration in International Finance Empirical Analyses".
  8. Suk-Joong Kim & Fari Moshirian & Eliza Wu, 2018, "Evolution of International Stock and Bond Market Integration: Influence of the European Monetary Union," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Information Spillovers and Market Integration in International Finance Empirical Analyses".
  9. Suk-Joong Kim & Eliza Wu, 2018, "International Bank Flows to Emerging Markets: Influence of Sovereign Credit Ratings and Their Regional Spillover Effects," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Information Spillovers and Market Integration in International Finance Empirical Analyses".
  10. Suk-Joong Kim & Fari Moshirian & Eliza Wu, 2018, "Dynamic Stock Market Integration Driven by the European Monetary Union: An Empirical Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Information Spillovers and Market Integration in International Finance Empirical Analyses".
  11. Rachel Christopher & Suk-Joong Kim & Eliza Wu, 2018, "Do Sovereign Credit Ratings Influence Regional Stock and Bond Market Interdependencies in Emerging Countries?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Information Spillovers and Market Integration in International Finance Empirical Analyses".
  12. Peter Andersen & Suk-Joong Kim, 2018, "Intraday Timing of AUD Intervention by the Reserve Bank of Australia: Evidence from Microstructural Analyses," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Information Spillovers and Market Integration in International Finance Empirical Analyses".
  13. Iftekhar Hasan & Suk-Joong Kim & Eliza Wu, 2018, "The Effects of Ratings-Contingent Regulation on International Bank Lending Behavior: Evidence from the Basel 2 Accord," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Information Spillovers and Market Integration in International Finance Empirical Analyses".
  14. Suk-Joong Kim & Jeffrey Sheen, 2018, "Interventions in the Yen-Dollar Spot Market: A Story of Price, Volatility and Volume," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Information Spillovers and Market Integration in International Finance Empirical Analyses".
  15. Lawrence Daniel & Suk-Joong Kim & Michael D. McKenzie, 2018, "The Efficiency of the Information Processing in the Australian Dollar Market: Price Discovery Following Scheduled and Unscheduled News," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Information Spillovers and Market Integration in International Finance Empirical Analyses".
  16. Suk-Joong Kim & Brian M Lucey & Eliza Wu, 2018, "Dynamics of Bond Market Integration between Established and New European Union Countries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Information Spillovers and Market Integration in International Finance Empirical Analyses".

2016

  1. Keane, M.P. & Thorp, S., 2016, "Complex Decision Making," Handbook of the Economics of Population Aging, Elsevier, chapter 0, in: Piggott, John & Woodland, Alan, "Handbook of the Economics of Population Aging", DOI: 10.1016/bs.hespa.2016.09.001.

2007

  1. Susan Thorp & Geoffrey Kingston & Hazel Bateman, 2007, "Financial engineering for Australian annuitants," Chapters, Edward Elgar Publishing, chapter 7, in: Hazel Bateman, "Retirement Provision in Scary Markets".

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