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Publications

by members of

Discipline of Finance
Business School
University of Sydney
Sydney, Australia

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. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2023

  1. Mingze Gao & Yunying Huang & Steven Ongena & Eliza Wu, 2023. "Borrower Technology Similarity and Bank Loan Contracting," Swiss Finance Institute Research Paper Series 23-84, Swiss Finance Institute.
  2. 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-04227054, HAL.
  3. Gao, Mingze & Hasan, Iftekhar & Qiu, Buhui & Wu, Eliza, 2023. "Lone (loan) wolf pack risk," Bank of Finland Research Discussion Papers 4/2023, Bank of Finland.

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 111642, University Library of Munich, Germany.

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-03010194, HAL.
  2. Iftekhar Hasan & Suk-Joong Kim & Panagiotis N. Politsidis & Eliza Wu, 2021. "Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?," Post-Print hal-03166653, HAL.

2020

  1. 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 wp2020n22, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  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 102941, University Library of Munich, Germany.
  3. 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 98548, University Library of Munich, Germany.
  4. Iftekhar Hasan & Marco Navone & Thomas To & Eliza Wu, 2020. "Tournament Incentives and Acquisition Performance," Published Paper Series 2020-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

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 2017-012, Board of Governors of the Federal Reserve System (U.S.).

2016

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

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) 85516, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  2. Annastiina Silvennoinen & Susan Thorp, 2015. "Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics," NCER Working Paper Series 109, National Centre for Econometric Research.
  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 2015-06, School of Economics, The University of New South Wales.
  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 2015-06A, School of Economics, The University of New South Wales.

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 072014, Hong Kong Institute for Monetary Research.
  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 346, Quantitative Finance Research Centre, University of Technology, Sydney.
  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 25/2014, Bank of Finland.
  4. 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 25/2014, Bank of Finland.

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 eres2013_190, European Real Estate Society (ERES).
  2. Jamie Alcock & Eva Steiner, 2013. "Real Risk-Adjusted Performance and Capital Structure: Theory and Evidence from Real Estate Investment Trusts," ERES eres2013_324, European Real Estate Society (ERES).
  3. Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2013. "How Portfolios Evolve After Retirement: Evidence from Australia," CAMA Working Papers 2013-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  4. Edgardo Cayon & Susan Thorp, 2013. "Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds," Research Paper Series 323, Quantitative Finance Research Centre, University of Technology, Sydney.
  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 326, Quantitative Finance Research Centre, University of Technology, Sydney.

2012

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

2011

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

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 eres2010_701, European Real Estate Society (ERES).
  2. Ron Bird & Susan Thorp, 2010. "Hedge Fund Excess Returns Under Time-Varying Beta," Working Paper Series 9, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  3. Annastiina Silvennoinen & Susan Thorp, 2010. "Financialization, Crisis and Commodity Correlation Dynamics," Research Paper Series 267, Quantitative Finance Research Centre, University of Technology, Sydney.

2009

  1. Susan Thorp & Hardy Hulley & Rebecca McKibbin & Andreas Pedersen, 2009. "Means-tested income support, portfolio choice and decumulation in retirement," CAMA Working Papers 2009-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

2008

  1. Stephen Satchell & Susan Thorp, 2008. "Discounting And Consumption Over An Uncertain Horizon: Draw-Down Plans For Family Trusts," CAMA Working Papers 2008-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  2. Stephen Satchell & Susan Thorp, 2008. "Scenario Analysis With Recursive Utility: Dynamic Consumption Plans For Charitable Endowments," CAMA Working Papers 2008-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Mardi Dungey & George Milunovich & Susan Thorp, 2008. "Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH," NCER Working Paper Series 22, National Centre for Econometric Research.
  4. Gordon Menzies & Jonathan Pratt & Susan Thorp & Peter Docherty, 2008. "Piloting a Peer Feedback Program in the Faculty of Business at UTS," Working Paper Series 154, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  5. 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 17213, University Library of Munich, Germany.

2007

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

2006

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

2005

  1. George Milunovich & Susan Thorp, 2005. "Valuing Volatility Spillovers," Research Papers 0506, Macquarie University, Department of Economics.
  2. Susan Thorp & George Milunovich, 2005. "Asymmetric Risk and International Portfolio Choice," Research Paper Series 160, Quantitative Finance Research Centre, University of Technology, Sydney.
  3. Hazel Bateman & Susan Thorp, 2005. "Decentralised Portfolio Management: Analysis of Australian Accumulation Funds," Research Paper Series 161, Quantitative Finance Research Centre, University of Technology, Sydney.
  4. 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 iiisdp025, IIIS.

2004

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

2003

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

1998

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

1996

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

1995

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

1994

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

1993

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

1989

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

1988

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

1987

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

Journal articles

2023

  1. 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, vol. 57(3), pages 1151-1182, July.
  2. 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, vol. 24(C).
  3. 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, vol. 58(4), pages 1768-1807, June.
  4. 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, vol. 82(C).
  5. 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, vol. 147(C).
  6. 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, vol. 150(C).

2022

  1. James, Robert & Jarnecic, Elvis & Leung, Henry, 2022. "Who Values Economist Forecasts? Evidence From Trading in Treasury Markets," Journal of Financial Intermediation, Elsevier, vol. 49(C).
  2. Gao, Yang & Leung, Henry & Satchell, Stephen, 2022. "Partial moment momentum," Journal of Banking & Finance, Elsevier, vol. 135(C).
  3. 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, vol. 89(3), pages 823-858, September.
  4. 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, vol. 35(C).
  5. Campbell, Daniel & Grant, Andrew & Thorp, Susan, 2022. "Reducing credit card delinquency using repayment reminders," Journal of Banking & Finance, Elsevier, vol. 142(C).
  6. To, Thomas Y. & Wu, Eliza & Zhang, Lambert, 2022. "Mind the sovereign ceiling on corporate performance," Journal of Corporate Finance, Elsevier, vol. 75(C).
  7. 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, vol. 35(9), pages 4341-4386.
  8. Min, Byoung-Kyu & Qiu, Buhui & Roh, Tai-Yong, 2022. "What drives the dispersion anomaly?," Journal of Banking & Finance, Elsevier, vol. 138(C).
  9. 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, vol. 57(4), pages 1529-1563, June.
  10. Justin Hung Nguyen & Buhui Qiu, 2022. "The effect of skilled labor intensity on corporate dividend payouts," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(5-6), pages 963-1010, May.
  11. Nguyen, Justin Hung & Qiu, Buhui, 2022. "Right-to-Work laws and corporate innovation," Journal of Corporate Finance, Elsevier, vol. 76(C).

2021

  1. Gan, Quan & Leung, Henry & Zhou, Zhou, 2021. "Do intra-day auctions improve market liquidity?," Finance Research Letters, Elsevier, vol. 40(C).
  2. Gao, Mingze & Leung, Henry & Qiu, Buhui, 2021. "Organization capital and executive performance incentives," Journal of Banking & Finance, Elsevier, vol. 123(C).
  3. 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, vol. 46(2), pages 304-325, May.
  4. 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, vol. 97(317), pages 285-309, June.
  5. 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, vol. 98(C), pages 136-153.
  6. 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, vol. 73(C).
  7. 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, vol. 72(C).
  8. 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, vol. 122(C).
  9. Huang, He & Svec, Jiri & Wu, Eliza, 2021. "The game changer: Regulatory reform and multiple credit ratings," Journal of Banking & Finance, Elsevier, vol. 133(C).
  10. 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, vol. 61(1), pages 169-203, March.
  11. 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, vol. 72(C).
  12. 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, vol. 53(C).
  13. Hasan, Mostafa Monzur & Lobo, Gerald J. & Qiu, Buhui, 2021. "Organizational capital, corporate tax avoidance, and firm value," Journal of Corporate Finance, Elsevier, vol. 70(C).
  14. 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, vol. 68(C).
  15. Quan Gan & Buhui Qiu, 2021. "The information content of 10‐K file size change," International Review of Finance, International Review of Finance Ltd., vol. 21(4), pages 1251-1285, December.
  16. Shin, Michael, 2021. "Subjective expectations, experiences, and stock market participation: Evidence from the lab," Journal of Economic Behavior & Organization, Elsevier, vol. 186(C), pages 672-689.

2020

  1. Henry Leung & Frank Furfaro, 2020. "Comovement of dairy product futures and firm value: returns and volatility," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 64(3), pages 632-654, July.
  2. 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, vol. 112(C).
  3. 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, vol. 26(15), pages 1569-1589, October.
  4. 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, vol. 121(C).
  5. Wen He & Ki Hoon Hong & Eliza Wu, 2020. "Does Investor Sentiment Affect the Value Relevance of Accounting Information?," Abacus, Accounting Foundation, University of Sydney, vol. 56(4), pages 535-560, December.
  6. 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, vol. 62(C).
  7. 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, vol. 51(C).
  8. 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, vol. 61(C).
  9. 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, vol. 9(2), pages 384-419.
  10. Marco Navone & Thomas To, 2020. "Corporate watchdogs," Financial Management, Financial Management Association International, vol. 49(4), pages 925-947, December.

2019

  1. Leung, Henry & Tse, Jeffrey & Westerholm, P. Joakim, 2019. "CEO traders and corporate acquisitions," Journal of Corporate Finance, Elsevier, vol. 54(C), pages 107-127.
  2. Geoffrey Kingston & Susan Thorp, 2019. "Superannuation in Australia: A Survey of the Literature," The Economic Record, The Economic Society of Australia, vol. 95(308), pages 141-160, March.
  3. 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, vol. 53(3), pages 917-945, September.
  4. 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, vol. 51(14), pages 1541-1557, March.
  5. 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, vol. 61(C), pages 110-125.
  6. 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, vol. 50(7), pages 1156-1183, September.

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, vol. 56(2), pages 183-216, February.
  2. Yang Gao & Henry Leung & Stephen Satchell, 2018. "A critique of momentum strategies," Journal of Asset Management, Palgrave Macmillan, vol. 19(5), pages 341-350, September.
  3. 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, vol. 85(2), pages 483-512, June.
  4. 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, vol. 34(C), pages 162-174.
  5. 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, vol. 145(C), pages 546-566.
  6. 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, vol. 64(1), pages 288-307, January.
  7. 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, vol. 43(3), pages 373-403, August.
  8. 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, vol. 128(610), pages 1047-1094, May.
  9. To, Thomas Y. & Navone, Marco & Wu, Eliza, 2018. "Analyst coverage and the quality of corporate investment decisions," Journal of Corporate Finance, Elsevier, vol. 51(C), pages 164-181.
  10. Tian, Shu & Wu, Eliza & Wu, Qiongbing, 2018. "Who exacerbates the extreme swings in the Chinese stock market?," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 50-59.
  11. 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, vol. 54(C), pages 114-129.
  12. Casavecchia, Lorenzo & Loudon, Geoffrey F. & Wu, Eliza, 2018. "What moves benchmark money market rates? Evidence from the BBSW market," Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 137-154.
  13. 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, vol. 24(16), pages 1453-1484, November.
  14. 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, vol. 55(C), pages 50-64.
  15. 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, vol. 60(C), pages 115-126.
  16. 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, vol. 53(3), pages 1341-1370, June.
  17. Li, Kai & Qiu, Buhui & Shen, Rui, 2018. "Organization Capital and Mergers and Acquisitions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(4), pages 1871-1909, August.

2017

  1. Jamie Alcock & Eva Steiner, 2017. "Unexpected Inflation, Capital Structure, and Real Risk-adjusted Firm Performance," Abacus, Accounting Foundation, University of Sydney, vol. 53(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, vol. 42(2), pages 252-275, May.
  3. Jamie Alcock & Anthony Hatherley, 2017. "Characterizing the Asymmetric Dependence Premium," Review of Finance, European Finance Association, vol. 21(4), pages 1701-1737.
  4. Jamie Alcock & Eva Steiner, 2017. "The Interrelationships between REIT Capital Structure and Investment," Abacus, Accounting Foundation, University of Sydney, vol. 53(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, vol. 61(C), pages 169-180.
  6. Gao, Yang & Leung, Henry, 2017. "Impact of short selling restrictions on informed momentum trading: Australian evidence," Pacific-Basin Finance Journal, Elsevier, vol. 45(C), pages 103-115.
  7. 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, vol. 57(1), pages 47-85, March.
  8. 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, vol. 84(C), pages 53-67.
  9. 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, vol. 42(1), pages 32-57, February.
  10. 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, vol. 42(4), pages 583-607, November.
  11. Bui, Christina & Scheule, Harald & Wu, Eliza, 2017. "The value of bank capital buffers in maintaining financial system resilience," Journal of Financial Stability, Elsevier, vol. 33(C), pages 23-40.
  12. Khan, Muhammad Saifuddin & Scheule, Harald & Wu, Eliza, 2017. "Funding liquidity and bank risk taking," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 203-216.
  13. Fu, Renhui & Gao, Fang & Kim, Yong H. & Qiu, Buhui, 2017. "Performance volatility, information availability, and disclosure reforms," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 35-52.

2016

  1. Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2016. "How Portfolios Evolve after Retirement: Evidence from Australia," The Economic Record, The Economic Society of Australia, vol. 92(297), pages 241-267, June.
  2. 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, vol. 121(C), pages 60-76.
  3. Hazel Bateman & Christine Eckert & John Geweke & Jordan Louviere & Stephen Satchell & Susan Thorp, 2016. "Risk Presentation and Portfolio Choice," Review of Finance, European Finance Association, vol. 20(1), pages 201-229.
  4. Annastiina Silvennoinen & Susan Thorp, 2016. "Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(6), pages 522-544, June.
  5. 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, vol. 43(C), pages 62-75.
  6. Wu, Eliza & Erdem, Magdalena & Kalotychou, Elena & Remolona, Eli, 2016. "The anatomy of sovereign risk contagion," Journal of International Money and Finance, Elsevier, vol. 69(C), pages 264-286.
  7. 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, vol. 42(C), pages 167-185.
  8. 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, vol. 36(C), pages 85-95.
  9. Suk‐Joong Kim, 2016. "Currency Carry Trades: The Role of Macroeconomic News and Futures Market Speculation," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(11), pages 1076-1107, November.
  10. Hui Guo & Buhui Qiu, 2016. "A Better Measure of Institutional Informed Trading," Contemporary Accounting Research, John Wiley & Sons, vol. 33(2), pages 815-850, June.

2015

  1. 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, vol. 55(C), pages 37-55.
  2. Fedor Iskhakov & Susan Thorp & Hazel Bateman, 2015. "Optimal Annuity Purchases for Australian Retirees," The Economic Record, The Economic Society of Australia, vol. 91(293), pages 139-154, June.
  3. 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, vol. 55(C), pages 39-56.
  4. Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian, 2015. "Endogenous crisis dating and contagion using smooth transition structural GARCH," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 71-79.
  5. 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, vol. 42(5-6), pages 777-799, June.
  6. 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, vol. 32(C), pages 19-34.
  7. 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, vol. 18(C), pages 208-224.
  8. 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, vol. 61(S1), pages 53-68.
  9. Hassan & Eliza Wu, 2015. "Sovereign credit ratings, growth volatility and the global financial crisis," Applied Economics, Taylor & Francis Journals, vol. 47(54), pages 5825-5840, November.
  10. Kim, Suk-Joong, 2015. "Australian Dollar carry trades: Time varying probabilities and determinants," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 64-75.

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, vol. 48(1), pages 57-78, January.
  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., vol. 34(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, vol. 18(6), pages 2325-2374.
  4. 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, vol. 90(289), pages 160-178, June.
  5. Ron Bird & Harry Liem & Susan Thorp, 2014. "Infrastructure: Real Assets and Real Returns," European Financial Management, European Financial Management Association, vol. 20(4), pages 802-824, September.
  6. 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, vol. 13(1), pages 27-61, January.
  7. Edgardo Cayon & Susan Thorp, 2014. "Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(03), pages 122-139, May.
  8. 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, vol. 34(C), pages 5-20.
  9. Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza, 2014. "How does trading volume affect financial return distributions?," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 190-206.
  10. Guo, Hui & Qiu, Buhui, 2014. "Options-implied variance and future stock returns," Journal of Banking & Finance, Elsevier, vol. 44(C), pages 93-113.
  11. Qiu, Buhui & Trapkov, Svetoslav & Yakoub, Fadi, 2014. "Do target CEOs trade premiums for personal benefits?," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 23-41.

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, vol. 37(8), pages 3085-3099.
  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, vol. 47(3), pages 434-465, October.
  3. He, William Peng & Lepone, Andrew & Leung, Henry, 2013. "Information asymmetry and the cost of equity capital," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 611-620.
  4. Andrew Lepone & Henry Leung & J George Li, 2013. "Unequal access to analyst research," Australian Journal of Management, Australian School of Business, vol. 38(2), pages 253-277, August.
  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, vol. 89(284), pages 31-51, March.
  6. Silvennoinen, Annastiina & Thorp, Susan, 2013. "Financialization, crisis and commodity correlation dynamics," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 24(C), pages 42-65.
  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, vol. 42(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, vol. 52(2), pages 313-341, June.
  2. 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, vol. 88(280), pages 39-63, March.
  3. 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, vol. 22(4), pages 1070-1089.

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, vol. 11(6), pages 805-815.
  2. 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, vol. 24(1), pages 239-266, January.
  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, vol. 34(2), pages 331-364, June.
  4. 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, vol. 21(2), pages 277-295, April.

2010

  1. Jamie Alcock & Diana Auerswald, 2010. "Empirical tests of canonical nonparametric American option‐pricing methods," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(6), pages 509-532, June.
  2. Dungey, Mardi & Milunovich, George & Thorp, Susan, 2010. "Unobservable shocks as carriers of contagion," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 1008-1021, May.
  3. Moshirian, Fariborz & Ng, David & Wu, Eliza, 2010. "Model specification and IPO performance: New insights from Asia," Research in International Business and Finance, Elsevier, vol. 24(1), pages 62-74, January.
  4. 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, vol. 24(3), pages 369-394, September.

2009

  1. Moshirian, Fariborz & Ng, David & Wu, Eliza, 2009. "The value of stock analysts' recommendations: Evidence from emerging markets," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 74-83, March.
  2. 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, vol. 19(2), pages 306-320, April.
  3. Panchenko, Valentyn & Wu, Eliza, 2009. "Time-varying market integration and stock and bond return concordance in emerging markets," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1014-1021, June.
  4. 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, vol. 17(2), pages 175-188, April.
  5. 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, vol. 19(3), pages 415-431, July.

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, vol. 48(5), pages 697-718, December.
  2. Jamie Alcock & Trent Carmichael, 2008. "Nonparametric American option pricing," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 28(8), pages 717-748, August.
  3. Hazel Bateman & Susan Thorp, 2008. "Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations," The Economic Record, The Economic Society of Australia, vol. 84(s1), pages 17-31, September.
  4. Petrichev, Konstantin & Thorp, Susan, 2008. "The private value of public pensions," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1138-1145, June.
  5. Kim, Suk-Joong & Wu, Eliza, 2008. "Sovereign credit ratings, capital flows and financial sector development in emerging markets," Emerging Markets Review, Elsevier, vol. 9(1), pages 17-39, March.
  6. 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., vol. 13(1), pages 26-39.
  7. Hooper, Vince & Hume, Timothy & Kim, Suk-Joong, 2008. "Sovereign rating changes--Do they provide new information for stock markets?," Economic Systems, Elsevier, vol. 32(2), pages 142-166, June.
  8. 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, vol. 22(3), pages 378-395, September.

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, vol. 47(3), pages 447-472, September.
  2. 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, vol. 30(3), pages 355-377, September.
  3. Bateman, Hazel & Thorp, Susan, 2007. "Decentralized investment management: an analysis of non-profit pension funds," Journal of Pension Economics and Finance, Cambridge University Press, vol. 6(1), pages 21-44, March.
  4. Milunovich, George & Thorp, Susan, 2007. "Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York," Journal of Multinational Financial Management, Elsevier, vol. 17(4), pages 275-289, October.
  5. Eli M Remolona & Michela Scatigna & Eliza Wu, 2007. "Interpreting sovereign spreads," BIS Quarterly Review, Bank for International Settlements, March.
  6. 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, vol. 21(3), pages 428-446, September.
  7. 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, vol. 17(4), pages 341-360, October.
  8. McKenzie, Michael D. & Kim, Suk-Joong, 2007. "Evidence of an asymmetry in the relationship between volatility and autocorrelation," International Review of Financial Analysis, Elsevier, vol. 16(1), pages 22-40.
  9. Hooper, Vince & Kim, Suk-Joong, 2007. "The determinants of capital inflows: Does opacity of recipient country explain the flows?," Economic Systems, Elsevier, vol. 31(1), pages 35-48, March.

2006

  1. Milunovich, George & Thorp, Susan, 2006. "Valuing volatility spillovers," Global Finance Journal, Elsevier, vol. 17(1), pages 1-22, September.
  2. 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, vol. 16(1), pages 41-56, February.
  3. 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, vol. 30(5), pages 1507-1534, May.
  4. 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, vol. 30(11), pages 3191-3214, November.
  5. 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, vol. 16(5), pages 446-467, December.

2005

  1. Jamie Alcock & Philip Gray, 2005. "Forecasting Stock Returns Using Model‐Selection Criteria," The Economic Record, The Economic Society of Australia, vol. 81(253), pages 135-151, June.
  2. Alcock, Jamie & Docwra, George, 2005. "A simulation analysis of the market effect of the Australian Broadcasting Corporation," Information Economics and Policy, Elsevier, vol. 17(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, vol. 2(1), pages 41-50, March.
  4. Susan Thorp, 2005. "‘That Courage is not Inconsistent with Caution’: Currency Hedging for Superannuation Funds," The Economic Record, The Economic Society of Australia, vol. 81(252), pages 38-50, March.
  5. Kingston, Geoffrey & Thorp, Susan, 2005. "Annuitization and asset allocation with HARA utility," Journal of Pension Economics and Finance, Cambridge University Press, vol. 4(3), pages 225-248, November.
  6. 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, vol. 29(10), pages 2475-2502, October.
  7. Robert Faff & David R. Gallagher & Eliza Wu, 2005. "Tactical Asset Allocation: Australian Evidence," Australian Journal of Management, Australian School of Business, vol. 30(2), pages 261-282, December.
  8. 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, vol. 19(3), pages 338-365, September.

2004

  1. Alcock, Jamie & Burrage, Kevin, 2004. "A genetic estimation algorithm for parameters of stochastic ordinary differential equations," Computational Statistics & Data Analysis, Elsevier, vol. 47(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, vol. 14(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, vol. 16(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, vol. 11(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, vol. 21(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, vol. 11(2), pages 117-137, April.

2000

  1. 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, vol. 10(3-4), pages 381-405, December.
  2. 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, vol. 8(1), pages 85-113, March.

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, vol. 31(12), pages 1511-1521.

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, vol. 29(8), pages 1011-1022.

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, vol. 14(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, vol. 27(0), pages 108-120, Supplemen.

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, December.

Chapters

2018

  1. 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, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 10, pages 305-368, World Scientific Publishing Co. Pte. Ltd..
  2. 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, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 11, pages 369-389, World Scientific Publishing Co. Pte. Ltd..
  3. 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, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 12, pages 391-428, World Scientific Publishing Co. Pte. Ltd..
  4. Suk-Joong Kim & Eliza Wu, 2018. "Sovereign Credit Ratings, Capital Flows and Financial Sector Development in Emerging Markets," World Scientific Book Chapters, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 13, pages 431-466, World Scientific Publishing Co. Pte. Ltd..
  5. 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, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 14, pages 467-515, World Scientific Publishing Co. Pte. Ltd..
  6. 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, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 15, pages 517-546, World Scientific Publishing Co. Pte. Ltd..
  7. 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, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 16, pages 547-603, World Scientific Publishing Co. Pte. Ltd..
  8. 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, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 5, pages 151-174, World Scientific Publishing Co. Pte. Ltd..
  9. 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, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 7, pages 203-227, World Scientific Publishing Co. Pte. Ltd..
  10. Suk-Joong Kim, 2018. "The Spillover Effects of US and Japanese Public Information News in Advanced Asia-Pacific Stock Markets," World Scientific Book Chapters, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 6, pages 175-201, World Scientific Publishing Co. Pte. Ltd..
  11. 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, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 4, pages 107-147, World Scientific Publishing Co. Pte. Ltd..
  12. Suk-Joong Kim & Jeffrey Sheen, 2018. "The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia," World Scientific Book Chapters, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 1, pages 3-41, World Scientific Publishing Co. Pte. Ltd..
  13. 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, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 9, pages 271-304, World Scientific Publishing Co. Pte. Ltd..
  14. 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, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 2, pages 43-71, World Scientific Publishing Co. Pte. Ltd..
  15. Suk-Joong Kim & Jeffrey Sheen, 2018. "Interventions in the Yen-Dollar Spot Market: A Story of Price, Volatility and Volume," World Scientific Book Chapters, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 3, pages 73-106, World Scientific Publishing Co. Pte. Ltd..
  16. 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, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 8, pages 229-267, World Scientific Publishing Co. Pte. Ltd..

2016

  1. Keane, M.P. & Thorp, S., 2016. "Complex Decision Making," Handbook of the Economics of Population Aging, in: Piggott, John & Woodland, Alan (ed.), Handbook of the Economics of Population Aging, edition 1, volume 1, chapter 0, pages 661-709, Elsevier.

2007

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

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