IDEAS home Printed from https://ideas.repec.org/d/g/dfusyau.html

Publications

by alumni of

University of Sydney → Business School → Discipline of Finance

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2023

  1. Ahmet Faruk Aysan & Jonathan Batten & Giray Gozgor & Rabeh Khalfaoui & Zhamal Nanaeva, 2023, "Twitter matters for metaverse stocks amid economic uncertainty," Post-Print, HAL, number hal-04316403, Sep, DOI: 10.1016/j.frl.2023.104116.
  2. J.A. Batten & Sabri Boubaker & H. Kinateder & T. Choudhury & N.F. Wagner, 2023, "Volatility Impacts on Global Banks: Insights from the GFC, COVID-19, and the Russia-Ukraine War," Post-Print, HAL, number hal-04435440, DOI: 10.1016/j.jebo.2023.09.016.

2020

  1. Peng Yue & Yaodong Fan & Jonathan A. Batten & Wei-Xing Zhou, 2020, "Information transfer between stock market sectors: A comparison between the USA and China," Papers, arXiv.org, number 2004.07612, Apr.

2015

  1. O'Connor, Fergal & Lucey, Brian & Batten, Jonathan & Baur, Dirk, 2015, "The Financial Economics of Gold - a survey," MPRA Paper, University Library of Munich, Germany, number 65484, Jul.

2014

  1. Jonathan A. Batten & Cetin Ciner & Brian M. Lucey, 2014, "Which Precious Metals Spill Over on Which, When and Why? – Some Evidence," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp460, Nov.

2010

  1. Jonathan A. Batten & Warren P. Hogan & Peter G Szilagyi, 2010, "Foreign Bond Markets and Financial Market Development: International Perspectives," Working Papers, eSocialSciences, number id:3042, Oct.
  2. Vo, Xuan Vinh & Batten, Jonathan, 2010, "An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 29862, Jan, revised 10 Jan 2011.
  3. Batten, Jonathan & Szilagyi, Peter, 2010, "The Recent Internationalisation of Japanese Banks," MPRA Paper, University Library of Munich, Germany, number 48049.

2008

  1. Jonathan A. Batten, Cetin Ciner and Brian M. Lucey, 2008, "The Macroeconomic Determinants of Volatility in Precious Metals Markets," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp255, Jun.

2007

  1. Kannan Thuraisamy & Gerry Gannon & Jonathan A. Batten, 2007, "The Credit Spread Dynamics of Latin American Euro Issues in International Bond Markets," Working Papers, Deakin University, Department of Economics, number 2007_12, Jul.
  2. Kannan Thuraisamy & Gerry Gannon & Jonathan A. Batten, 2007, "Credit Spread Dynamics: Evidence from Latin America," Working Papers, Deakin University, Department of Economics, number 2007_13, Aug.
  3. Gady Jacoby & Chuan Liao & Jonathan A. Batten, 2007, "A Pure Test for the Elasticity of Yield Spreads," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp195, Jan.
  4. Jonathan A. Batten & Brian M. Lucey, 2007, "Volatility in the Gold Futures Market," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp225, Jun.

2006

  1. Seppo Pynnönen & Warren P. Hogan & Jonathan A. Batten, 2006, "Dynamic equilibrium correction modelling of yen Eurobond credit spreads," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp127, Apr.
  2. Peter G. Szilagyi & Jonathan A. Batten, 2006, "Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp128, Apr.
  3. Jonathan A. Batten & Peter G. Szilagyi, 2006, "Developing Foreign Bond Markets: The Arirang Bond Experience in Korea," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp138, May.

2004

  1. Jonathan A. Batten & Craig A. Ellis & Warren P. Hogan, 2004, "Decomposing Intraday Dependence in Currency Markets: Evidence from the AUD/USD Spot Market," Papers, arXiv.org, number math/0412344, Dec.

2001

  1. Jonathan Batten & Craig Ellis, 2001, "Scaling Foreign Exchange Volatility," Working Papers, Deakin University, Department of Economics, number 2001_01, Jan.
  2. Batten, Jonathan & Craig Ellis, 2001, "Scaling Relationships of Gaussian Processes," Working Papers, Deakin University, Department of Economics, number 2001_02, Jan.
  3. Batten, Jonathan & Warren Hogan, 2001, "The Spot AUD/USD Foreign Exchange Market: Evidence from High Frequency Data," Working Papers, Deakin University, Department of Economics, number 2001_03, Jan.

1995

  1. Batten, J. & Ellis, C., 1995, "Intervention and Long Term Bias: Evidence from the Spot U.S. Dollar/Japanese Yen Fractal structure," Papers, Western Sydney - School of Business And Technology, number e9505.

1993

  1. Batten, J. & Bhar, R., 1993, "Volume and Price Volatility in Yen Futures Markets: Within and Across Three Different Exchanges," Papers, Western Sydney - School of Business And Technology, number e9318.
  2. Batten, J. & Mellor, R. & Van, V., 1993, "Interest Rate Risk Management Practices and Products Used by Australian Firms," Papers, Western Sydney - School of Business And Technology, number e9319.

1992

  1. Batten, J. & Mellor, R. & Wan, V., 1992, "Foreign Exchange Risk Management Practices and Products used by Australian Firms," Papers, Western Sydney - School of Business And Technology, number e9209.

1990

  1. Batten, J. & Kelly, M., 1990, "Theoretical Issues In Measuring Interest Rate Risk," Papers, Western Sydney - School of Business And Technology, number e9005.

Journal articles

2025

  1. Md Safiullah & Linh Thi My Nguyen & Muhammad Nurul Houqe & Jonathan Batten, 2025, "Carbon assurance: Does it have an impact on credit ratings?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 65, issue 2, pages 2173-2210, June, DOI: 10.1111/acfi.70000.
  2. Nam, Hyun-Jung & Batten, Jonathan A. & Ryu, Doojin, 2025, "Do institutional quality and trade openness enhance the role of financial openness in Eastern European financial development?," Global Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.gfj.2024.101071.
  3. Kim, Karam & Batten, Jonathan A. & Ryu, Doojin, 2025, "Sentiment-return relation and stock price synchronicity: Firm-level versus market-level sentiment," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.102007.

2024

  1. Jaeyong Lee & Jonathan A. Batten & Hyuna Ham & Doojin Ryu, 2024, "Does Portfolio Momentum Beat Analyst Advice?," Abacus, Accounting Foundation, University of Sydney, volume 60, issue 2, pages 338-364, June, DOI: 10.1111/abac.12300.
  2. Tanin, Tauhidul Islam & Sarker, Ashutosh & Hammoudeh, Shawkat & Batten, Jonathan A., 2024, "The determinants of corporate cost of debt during a financial crisis," The British Accounting Review, Elsevier, volume 56, issue 6, DOI: 10.1016/j.bar.2024.101390.
  3. Batten, Jonathan A. & Mo, Di & Pourkhanali, Armin, 2024, "Can inflation predict energy price volatility?," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107158.
  4. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G., 2024, "Should you buy gold stocks or paper gold?," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106202.
  5. Aysan, Ahmet Faruk & Batten, Jonathan & Gozgor, Giray & Khalfaoui, Rabeh & Nanaeva, Zhamal, 2024, "Metaverse and financial markets: A quantile-time-frequency connectedness analysis," Research in International Business and Finance, Elsevier, volume 72, issue PB, DOI: 10.1016/j.ribaf.2024.102527.

2023

  1. Aysan, Ahmet Faruk & Batten, Jonathan A. & Gozgor, Giray & Khalfaoui, Rabeh & Nanaeva, Zhamal, 2023, "Twitter matters for metaverse stocks amid economic uncertainty," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104116.
  2. Batten, Jonathan A. & Boubaker, Sabri & Kinateder, Harald & Choudhury, Tonmoy & Wagner, Niklas F., 2023, "Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war," Journal of Economic Behavior & Organization, Elsevier, volume 215, issue C, pages 325-350, DOI: 10.1016/j.jebo.2023.09.016.
  3. Batten, Jonathan A. & Bilgin, Mehmet Huseyin & Demir, Ender & Gozgor, Giray, 2023, "Does globalization affect credit market controls?," International Review of Economics & Finance, Elsevier, volume 85, issue C, pages 21-43, DOI: 10.1016/j.iref.2022.11.012.
  4. Jonathan A. Batten & Tonmoy Choudhury & Harald Kinateder & Niklas F. Wagner, 2023, "Volatility impacts on the European banking sector: GFC and COVID-19," Annals of Operations Research, Springer, volume 330, issue 1, pages 335-360, November, DOI: 10.1007/s10479-022-04523-8.

2022

  1. Jonathan A. Batten & Igor LonČarski & Peter G. Szilagyi, 2022, "Financial Market Manipulation, Whistleblowing, and the Common Good: Evidence from the LIBOR Scandal," Abacus, Accounting Foundation, University of Sydney, volume 58, issue 1, pages 1-23, March, DOI: 10.1111/abac.12245.
  2. Jonathan A. Batten & Harald Kinateder & Niklas Wagner, 2022, "Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity," Abacus, Accounting Foundation, University of Sydney, volume 58, issue 3, pages 567-588, September, DOI: 10.1111/abac.12250.

2021

  1. Abdelsalam, Omneya & Chantziaras, Antonios & Batten, Jonathan A. & Aysan, Ahmet Faruk, 2021, "Major shareholders’ trust and market risk: Substituting weak institutions with trust," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101784.
  2. Anolick, Nina & Batten, Jonathan A. & Kinateder, Harald & Wagner, Niklas, 2021, "Time for gift giving: Abnormal share repurchase returns and uncertainty," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101787.
  3. Batten, Jonathan A. & Khaw, Karren Lee-Hwei & Young, Martin R., 2021, "Convertible debt and asset substitution of multinational corporations," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2020.101843.
  4. Batten, Jonathan A. & Lončarski, Igor & Szilagyi, Peter G., 2021, "Strategic insider trading in foreign exchange markets," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2020.101818.
  5. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2021, "Hedging stocks with oil," Energy Economics, Elsevier, volume 93, issue C, DOI: 10.1016/j.eneco.2019.06.007.
  6. Batten, Jonathan A. & Maddox, Grace E. & Young, Martin R., 2021, "Does weather, or energy prices, affect carbon prices?," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2020.105016.
  7. Wong, Woei Chyuan & Batten, Jonathan A. & Ahmad, Abd Halim & Mohamed-Arshad, Shamsul Bahrain & Nordin, Sabariah & Adzis, Azira Abdul, 2021, "Does ESG certification add firm value?," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101593.
  8. Abdelsalam, Omneya & Elnahass, Marwa & Batten, Jonathan A. & Mollah, Sabur, 2021, "New insights into bank asset securitization: The impact of religiosity," Journal of Financial Stability, Elsevier, volume 54, issue C, DOI: 10.1016/j.jfs.2021.100854.

2020

  1. Kim, Hakkon & Batten, Jonathan A. & Ryu, Doojin, 2020, "Financial crisis, bank diversification, and financial stability: OECD countries," International Review of Economics & Finance, Elsevier, volume 65, issue C, pages 94-104, DOI: 10.1016/j.iref.2019.08.009.

2019

  1. Batten, Jonathan A. & Brzeszczynski, Janusz & Ciner, Cetin & Lau, Marco C.K. & Lucey, Brian & Yarovaya, Larisa, 2019, "Price and volatility spillovers across the international steam coal market," Energy Economics, Elsevier, volume 77, issue C, pages 119-138, DOI: 10.1016/j.eneco.2018.12.002.
  2. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2019, "Liquidity, surprise volume and return premia in the oil market," Energy Economics, Elsevier, volume 77, issue C, pages 93-104, DOI: 10.1016/j.eneco.2018.06.016.
  3. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2019, "Time-varying energy and stock market integration in Asia," Energy Economics, Elsevier, volume 80, issue C, pages 777-792, DOI: 10.1016/j.eneco.2019.01.008.
  4. Daly, Kevin & Batten, Jonathan A. & Mishra, Anil V. & Choudhury, Tonmoy, 2019, "Contagion risk in global banking sector," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101136.
  5. Jonathan Batten & Xuan Vinh Vo, 2019, "Determinants of Bank Profitability—Evidence from Vietnam," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 6, pages 1417-1428, May, DOI: 10.1080/1540496X.2018.1524326.
  6. Jonathan Batten & Xuan Vinh Vo, 2019, "Liquidity And Firm Value In An Emerging Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 64, issue 02, pages 365-376, March, DOI: 10.1142/S0217590817470063.

2018

  1. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2018, "Addressing COP21 using a stock and oil market integration index," Energy Policy, Elsevier, volume 116, issue C, pages 127-136, DOI: 10.1016/j.enpol.2018.01.048.
  2. Batten, Jonathan A. & Lucey, Brian M. & McGroarty, Frank & Peat, Maurice & Urquhart, Andrew, 2018, "Does intraday technical trading have predictive power in precious metal markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 102-113, DOI: 10.1016/j.intfin.2017.06.005.
  3. Batten, Jonathan A. & Khaw, Karren Lee-Hwei & Young, Martin R., 2018, "Pricing convertible bonds," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 216-236, DOI: 10.1016/j.jbankfin.2018.05.006.
  4. Jonathan A. Batten & Igor Lončarski & Peter G. Szilagyi, 2018, "When Kamay Met Hill: Organisational Ethics in Practice," Journal of Business Ethics, Springer, volume 147, issue 4, pages 779-792, February, DOI: 10.1007/s10551-017-3435-4.

2017

  1. Batten, Jonathan A. & Ciner, Cetin & Kosedag, Arman & Lucey, Brian M., 2017, "Is the price of gold to gold mining stocks asymmetric?," Economic Modelling, Elsevier, volume 60, issue C, pages 402-407, DOI: 10.1016/j.econmod.2016.10.007.
  2. Batten, Jonathan A. & Ciner, Cetin & Lucey, Brian M., 2017, "The dynamic linkages between crude oil and natural gas markets," Energy Economics, Elsevier, volume 62, issue C, pages 155-170, DOI: 10.1016/j.eneco.2016.10.019.
  3. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2017, "Can stock market investors hedge energy risk? Evidence from Asia," Energy Economics, Elsevier, volume 66, issue C, pages 559-570, DOI: 10.1016/j.eneco.2016.11.026.
  4. Jonathan Batten & Brian Lucey & Frank McGroarty & Maurice Peat & Andrew Urquhart, 2017, "Stylized facts of intraday precious metals," PLOS ONE, Public Library of Science, volume 12, issue 4, pages 1-21, April, DOI: 10.1371/journal.pone.0174232.

2016

  1. Batten, Jonathan A. & Lucey, Brian M. & Peat, Maurice, 2016, "Gold and silver manipulation: What can be empirically verified?," Economic Modelling, Elsevier, volume 56, issue C, pages 168-176, DOI: 10.1016/j.econmod.2016.03.005.
  2. Batten, Jonathan A. & Szilagyi, Peter G., 2016, "The internationalisation of the RMB: New starts, jumps and tipping points," Emerging Markets Review, Elsevier, volume 28, issue C, pages 221-238, DOI: 10.1016/j.ememar.2016.02.006.
  3. Jonathan A. Batten & Xuan Vinh Vo, 2016, "Bank risk shifting and diversification in an emerging market," Risk Management, Palgrave Macmillan, volume 18, issue 4, pages 217-235, December, DOI: 10.1057/s41283-016-0008-2.

2015

  1. Sohel Azad, A.S.M. & Batten, Jonathan A. & Fang, Victor & Wickramanayake, Jayasinghe, 2015, "International swap market contagion and volatility," Economic Modelling, Elsevier, volume 47, issue C, pages 355-371, DOI: 10.1016/j.econmod.2015.02.001.
  2. Azad, A.S.M. Sohel & Batten, Jonathan A. & Fang, Victor, 2015, "What determines the yen swap spread?," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 1-13, DOI: 10.1016/j.irfa.2015.04.001.
  3. O'Connor, Fergal A. & Lucey, Brian M. & Batten, Jonathan A. & Baur, Dirk G., 2015, "The financial economics of gold — A survey," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 186-205, DOI: 10.1016/j.irfa.2015.07.005.
  4. Batten, Jonathan A. & Vo, Xuan Vinh, 2015, "Foreign ownership in emerging stock markets," Journal of Multinational Financial Management, Elsevier, volume 32, issue , pages 15-24, DOI: 10.1016/j.mulfin.2015.05.001.
  5. Jonathan A. Batten & Cetin Ciner & Brian M. Lucey, 2015, "Which precious metals spill over on which, when and why? Some evidence," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 6, pages 466-473, April, DOI: 10.1080/13504851.2014.950789.
  6. Jonathan A. Batten & Peter G. Szilagyi & Wagner, 2015, "Should emerging market investors buy commodities?," Applied Economics, Taylor & Francis Journals, volume 47, issue 39, pages 4228-4246, August, DOI: 10.1080/00036846.2015.1026586.
  7. Jonathan A. Batten & Peter Morgan & Peter G. Szilagyi, 2015, "Time Varying Asian Stock Market Integration," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 60, issue 01, pages 1-24, DOI: 10.1142/S021759081550006X.

2014

  1. Jonathan A. Batten & Karren Lee-Hwei Khaw & Martin R. Young, 2014, "Convertible Bond Pricing Models," Journal of Economic Surveys, Wiley Blackwell, volume 28, issue 5, pages 775-803, December.
  2. Batten, Jonathan A. & Jacoby, Gady & Liao, Rose C., 2014, "Corporate yield spreads and real interest rates," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 89-100, DOI: 10.1016/j.irfa.2014.05.009.
  3. Batten, Jonathan A. & Ciner, Cetin & Lucey, Brian M, 2014, "On the economic determinants of the gold–inflation relation," Resources Policy, Elsevier, volume 41, issue C, pages 101-108, DOI: 10.1016/j.resourpol.2014.03.007.
  4. Batten, Jonathan A. & Kinateder, Harald & Wagner, Niklas, 2014, "Multifractality and value-at-risk forecasting of exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 401, issue C, pages 71-81, DOI: 10.1016/j.physa.2014.01.024.
  5. Jonathan A. Batten & Peter G. Szilagyi & Michael C.S. Wong, 2014, "Stock Market Spread Trading: Argentina and Brazil Stock Indexes," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 50, issue 03, pages 61-76, May.
  6. Jonathan A. Batten & Xuan Vinh Vo, 2014, "Liquidity and Return Relationships in an Emerging Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 50, issue 1, pages 5-21, January.

2013

  1. Jonathan A. Batten & Cetin Ciner & Brian M. Lucey & Peter G. Szilagyi, 2013, "The structure of gold and silver spread returns," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 4, pages 561-570, March, DOI: 10.1080/14697688.2012.708777.

2012

  1. Batten, Jonathan A. & Szilagyi, Peter G., 2012, "International banking during the Global Financial Crisis: U.K. and U.S. perspectives," International Review of Financial Analysis, Elsevier, volume 25, issue C, pages 136-141, DOI: 10.1016/j.irfa.2012.07.008.
  2. Jonathan A. Batten & Peter G. Szilagyi, 2012, "Bank internationalization since 1995," Journal of Financial Transformation, Capco Institute, volume 35, pages 91-105.

2011

  1. Jonathan A. Batten & Warren P. Hogan & Peter G. Szilagyi, 2011, "The Role of Foreign Bond Issuance: The Case of Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 44, issue 1, pages 36-50, March.
  2. Jonathan Batten & Peter Szilagyi, 2011, "The Recent Internationalization of Japanese Banks," The Japanese Political Economy, Taylor & Francis Journals, volume 38, issue 1, pages 81-120, DOI: 10.2753/JES1097-203X380104.
  3. Hon-Lun Chung & Wai-Sum Chan & Jonathan Batten, 2011, "Threshold non-linear dynamics between Hang Seng stock index and futures returns," The European Journal of Finance, Taylor & Francis Journals, volume 17, issue 7, pages 471-486, DOI: 10.1080/1351847X.2010.481469.
  4. Jonathan Batten, 2011, "Financial sector reform and regulation in the Asia-Pacific region: a perspective," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 16, issue 3, pages 285-293, DOI: 10.1080/13547860.2011.589621.
  5. Jonathan Batten & Peter Szilagyi, 2011, "Bank internationalisation during the Global Financial Crisis: an Asia Pacific perspective," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 16, issue 3, pages 372-392, DOI: 10.1080/13547860.2011.589628.

2010

  1. Batten, Jonathan A. & Ciner, Cetin & Lucey, Brian M., 2010, "The macroeconomic determinants of volatility in precious metals markets," Resources Policy, Elsevier, volume 35, issue 2, pages 65-71, June.
  2. Jonathan Andrew Batten & Brian M. Lucey, 2010, "Volatility in the gold futures market," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 2, pages 187-190, January, DOI: 10.1080/13504850701719991.
  3. J. A. Batten & P. G. Szilagyi, 2010, "Is covered interest parity arbitrage extinct? Evidence from the spot USD/Yen," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 3, pages 283-287, February, DOI: 10.1080/13504850701720189.
  4. Jonathan Batten & Xuan Vinh Vo, 2010, "The determinates of equity portfolio holdings," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 14, pages 1125-1132, DOI: 10.1080/09603101003761879.

2009

  1. Jacoby, Gady & Liao, Rose C. & Batten, Jonathan A., 2009, "Testing the Elasticity of Corporate Yield Spreads," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 44, issue 3, pages 641-656, June.
  2. Jonathan Batten & Xuan Vinh Vo, 2009, "An analysis of the relationship between foreign direct investment and economic growth," Applied Economics, Taylor & Francis Journals, volume 41, issue 13, pages 1621-1641, DOI: 10.1080/00036840701493758.

2008

  1. Batten, Jonathan A. & Ellis, Craig A. & Fethertson, Thomas A., 2008, "Sample period selection and long-term dependence: New evidence from the Dow Jones index," Chaos, Solitons & Fractals, Elsevier, volume 36, issue 5, pages 1126-1140, DOI: 10.1016/j.chaos.2006.08.013.
  2. Thuraisamy, Kannan S. & Gannon, Gerard L. & Batten, Jonathan A., 2008, "The credit spread dynamics of Latin American euro issues in international bond markets," Journal of Multinational Financial Management, Elsevier, volume 18, issue 4, pages 328-345, October.
  3. Jonathan A. Batten & Samanthala Hettihewa & Robert Mellor, 2008, "Ethical Management Practice in Australia," Global Business Review, International Management Institute, volume 9, issue 1, pages 1-18, June, DOI: 10.1177/097215090700900101.

2007

  1. Batten, Jonathan A. & Szilagyi, Peter G., 2007, "Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 376, issue C, pages 409-421, DOI: 10.1016/j.physa.2006.10.021.
  2. Jonathan A. Batten & Peter G. Szilagyi, 2007, "Domestic Bond Market Development: The Arirang Bond Experience in Korea," The World Bank Research Observer, World Bank, volume 22, issue 2, pages 165-195, September.
  3. Jonathan A. Batten & Ranjan M. J. George & Samanthala Hettihewa, 2007, "Is Corporate Ethical Practice Changing? Evidence from Sri-Lanka," Asia Pacific Business Review, Taylor & Francis Journals, volume 13, issue 1, pages 59-78, January, DOI: 10.1080/13602380601010532.

2006

  1. Batten, Jonathan A. & Fetherston, Thomas A. & Hoontrakul, Pongsak, 2006, "Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 16, issue 1, pages 57-70, February.
  2. Jonathan Batten & Francis In, 2006, "Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 12, pages 881-892, DOI: 10.1080/09603100600684757.
  3. Seppo Pynnonen & Warren Hogan & Jonathan Batten, 2006, "Modelling credit spreads on yen Eurobonds within an equilibrium correction framework," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 8, pages 583-606, DOI: 10.1080/09603100600684740.

2005

  1. Niklas Wagner & Warren Hogan & Jonathan Batten, 2005, "Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 34, issue 1, pages 35-50, February, DOI: 10.1111/j.0391-5026.2005.00143.x.
  2. Batten, Jonathan A. & Ellis, Craig & Fetherston, Thomas A., 2005, "Return anomalies on the Nikkei: Are they statistical illusions?," Chaos, Solitons & Fractals, Elsevier, volume 23, issue 4, pages 1125-1136, DOI: 10.1016/j.chaos.2004.06.038.
  3. Hogan, Warren P. & Batten, Jonathan A., 2005, "Informed and uninformed trading on the Australian dollar," International Review of Financial Analysis, Elsevier, volume 14, issue 1, pages 61-75.
  4. Batten, Jonathan A. & Ellis, Craig A., 2005, "Paramater estimation bias and volatility scaling in Black-Scholes option prices," International Review of Financial Analysis, Elsevier, volume 14, issue 2, pages 165-176.
  5. Batten, Jonathan A. & Ellis, Craig A. & Hogan, Warren P., 2005, "Decomposing intraday dependence in currency markets: evidence from the AUD/USD spot market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 352, issue 2, pages 558-572, DOI: 10.1016/j.physa.2005.01.012.
  6. Jonathan A. Batten & David Birch, 2005, "Defining Corporate Citizenship: Evidence from Australia," Asia Pacific Business Review, Taylor & Francis Journals, volume 11, issue 3, pages 293-308, September, DOI: 10.1080/13602380500068490.
  7. Jonathan Batten & Warren Hogan & Gady Jacoby, 2005, "Measuring credit spreads: evidence from Australian Eurobonds," Applied Financial Economics, Taylor & Francis Journals, volume 15, issue 9, pages 651-666, DOI: 10.1080/09603100500056809.
  8. Francis In & Jonathan A. Batten, 2005, "Expectations and Equilibrium in High-Grade Australian Bond Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 04, pages 573-592, DOI: 10.1142/S0219091505000543.

2004

  1. Young, Martin & Hogan, Warren & Batten, Jonathan, 2004, "The effectiveness of interest-rate futures contracts for hedging Japanese bonds of different credit quality and duration," International Review of Financial Analysis, Elsevier, volume 13, issue 1, pages 13-25.
  2. Jonathan Batten & Vincentiu Covrig, 2004, "The Japan Premium And The Floating-Rate Yen Euromarket," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 9, issue 3, pages 288-300, DOI: 10.1080/1354786042000272964.

2003

  1. Gerard, Bruno & Thanyalakpark, Kessara & Batten, Jonathan A., 2003, "Are the East Asian markets integrated? Evidence from the ICAPM," Journal of Economics and Business, Elsevier, volume 55, issue 5-6, pages 585-607.
  2. Batten, Jonathan A. & Hogan, Warren P., 2003, "Time variation in the credit spreads on Australian Eurobonds," Pacific-Basin Finance Journal, Elsevier, volume 11, issue 1, pages 81-99, January.
  3. In, Francis & Batten, Jonathan & Kim, Sangbae, 2003, "What drives the term and risk structure of Japanese bonds?," The Quarterly Review of Economics and Finance, Elsevier, volume 43, issue 3, pages 518-541.
  4. Brock Johnson & Jonathan Batten, 2003, "Forecasting Credit Spread Volatility: Evidence from the Japanese Eurobond Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 10, issue 4, pages 335-357, December, DOI: 10.1007/s10690-005-4242-y.
  5. Peter Szilagyi & Jonathan Batten & Thomas Fetherston, 2003, "Disintermediation and the Development of Bond Markets in Emerging Europe," International Journal of the Economics of Business, Taylor & Francis Journals, volume 10, issue 1, pages 67-82, DOI: 10.1080/1357151032000043339.
  6. Jonathan Batten & Peter Szilagyi, 2003, "Why Japan Needs to Develop its Corporate Bond Market," International Journal of the Economics of Business, Taylor & Francis Journals, volume 10, issue 1, pages 83-108, DOI: 10.1080/1357151032000043348.

2002

  1. Jonathan Batten & Warren Hogan & Francis In, 2002, "Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate EGARCH Framework," Australian Economic Papers, Wiley Blackwell, volume 41, issue 1, pages 115-128, March, DOI: 10.1111/1467-8454.00153.
  2. Batten, Jonathan & Hogan, Warren, 2002, "Erratum to "A perspective on credit derivatives"," International Review of Financial Analysis, Elsevier, volume 11, issue 3, pages 249-249.
  3. Batten, Jonathan & Ellis, Craig & Hogan, Warren, 2002, "Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds," International Review of Financial Analysis, Elsevier, volume 11, issue 3, pages 331-344.
  4. Seppo Pynnönen & Warren Hogan & Jonathan Batten, 2002, "Expectations and Liquidity in Yen Bond Markets," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 7, issue 3, pages 335-354, DOI: 10.1080/1354786022000007870.

2001

  1. Jonathan Batten & Warren Hogan, 2001, "Price Discovery In The Australian Dollar Foreign Exchange Market," Economic Papers, The Economic Society of Australia, volume 20, issue S1, pages 64-74, December, DOI: j.1759-3441.2001.tb00299.x.
  2. Batten, Jonathan & Ellis, Craig, 2001, "Scaling relationships of Gaussian processes," Economics Letters, Elsevier, volume 72, issue 3, pages 291-296, September.

2000

  1. Batten, Jonathan & Hogan, Warren & Pynnonen, Seppo, 2000, "The dynamics of Australian dollar bonds with different credit qualities," International Review of Financial Analysis, Elsevier, volume 9, issue 4, pages 389-404.
  2. Batten, Jonathan & Ellis, Craig & Fetherston, Thomas A., 2000, "Are long-term return anomalies illusions?: Evidence from the spot Yen," Japan and the World Economy, Elsevier, volume 12, issue 4, pages 337-349, December.

1999

  1. Jonathan Batten & Warren Hogan, 1999, "Credit Derivatives: An Appraisal For Australian Financial Institutions," Economic Papers, The Economic Society of Australia, volume 18, issue 2, pages 19-41, June, DOI: j.1759-3441.1999.tb00930.x.
  2. Batten, Jonathan & Ellis, Craig & Mellor, Robert, 1999, "Scaling laws in variance as a measure of long-term dependence," International Review of Financial Analysis, Elsevier, volume 8, issue 2, pages 123-138, June.
  3. Batten, Jonathan & Hettihewa, Samanthala, 1999, "Small Firm Behaviour in Sri Lanka," Small Business Economics, Springer, volume 13, issue 3, pages 201-217, November.

1997

  1. Jonathan Batten, 1997, "Trends in the asset‐liability structure of Australian banks," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 2, issue 1, pages 28-57, DOI: 10.1080/13547869708724605.

1996

  1. Batten, Jonathan & Ellis, Craig, 1996, "Fractal structures and naive trading systems: Evidence from the spot US dollar/Japanese yen," Japan and the World Economy, Elsevier, volume 8, issue 4, pages 411-421, December.

1993

  1. Jonathan Batten & Robert Mellor & Victor Wan, 1993, "Foreign Exchange Risk Management Practices and Products Used by Australian Firms," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 24, issue 3, pages 557-573, September.

Books

2013

  1. Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), 2013, "Advances in Financial Risk Management," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-02509-8, ISBN: ARRAY(0xa3f79178), April, DOI: 10.1057/9781137025098.

Chapters

2014

  1. Jonathan A. Batten & Niklas F. Wagner, 2014, "Introduction to Risk Management Post Financial Crisis: A Period of Monetary Easing," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Risk Management Post Financial Crisis: A Period of Monetary Easing", DOI: 10.1108/S1569-375920140000096019.

2012

  1. Jonathan A Batten & Peter G Szilagyi, 2012, "Comments on Qianying Chen, Andrew Filardo, Dong He and Feng Zhu's paper "The impact of central bank balance sheet policies on the emerging economies"," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Are central bank balance sheets in Asia too large?".
  2. Jonathan A. Batten & Warren P. Hogan & Peter G. Szilagyi, 2012, "Foreign Bond Markets and Financial Market Development: International Perspectives," Chapters, Edward Elgar Publishing, chapter 12, in: Masahiro Kawai & David G. Mayes & Peter Morgan, "Implications of the Global Financial Crisis for Financial Reform and Regulation in Asia".
  3. Jonathan A. Batten & Niklas Wagner, 2012, "Derivatives Securities Pricing and Modelling," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Derivative Securities Pricing and Modelling", DOI: 10.1108/S1569-3759(2012)0000094003.
  4. Victor Fang & A.S.M. Sohel Azad & Jonathan A. Batten & Chien-Ting Lin, 2012, "Business Cycles and the Impact of Macroeconomic Surprises on Interest Rate Swap Spreads: Australian Evidence," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Derivative Securities Pricing and Modelling", DOI: 10.1108/S1569-3759(2012)0000094018.

2011

  1. Jonathan A. Batten & Peter G. Szilagyi, 2011, "The Impact of the Global Financial Crisis on Emerging Financial Markets," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "The Impact of the Global Financial Crisis on Emerging Financial Markets", DOI: 10.1108/S1569-3759(2011)0000093003.

2005

  1. Jonathan A. Batten & Thomas A. Fetherston, 2005, "Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century", DOI: 10.1016/S1569-3759(05)86001-2.
  2. Jonathan A. Batten & Thomas A. Fetherston & Pongsak Hoontrakul, 2005, "A Note on the Equilibrium Relationships between Issuers in the Asia Pacific Region," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century", DOI: 10.1016/S1569-3759(05)86008-5.
  3. Mukund Narayanamurti & Jonathan A. Batten, 2005, "Encouraging Growth in Asia with Multi-Pillar Financial Systems," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century", DOI: 10.1016/S1569-3759(05)86016-4.

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