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Publications

by alumni of

Business School
University of Sydney
Sydney, Australia

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. Pham, Thu Phuong & Singh, Harminder & Vu, Van Hoang, 2023. "The impact of bank loan announcements on stock liquidity," MPRA Paper 116398, University Library of Munich, Germany.
  2. Ahmet Faruk Aysan & Jonathan Batten & Giray Gozgor & Rabeh Khalfaoui & Zhamal Nanaeva, 2023. "Twitter matters for metaverse stocks amid economic uncertainty," Post-Print hal-04316403, HAL.
  3. 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-04435440, HAL.

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 2004.07612, arXiv.org.

2017

  1. Amélie Charles & Olivier Darné & Jae H Kim, 2017. "Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices," Post-Print hal-01526483, HAL.
  2. Amélie Charles & Olivier Darné & Jae H Kim, 2017. "Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices," Post-Print hal-01579718, HAL.
  3. Amélie Charles & Olivier Darné & Jae H Kim, 2017. "International Stock Return Predictability: Evidence from New Statistical Tests," Post-Print hal-01626101, HAL.

2016

  1. Yoshihiko Kadoya & Mostafa Saidur Rahim Khan, 2016. "What Determines Financial Literacy in Japan?," ISER Discussion Paper 0982, Institute of Social and Economic Research, The University of Osaka.
  2. Yoshihiko KADOYA & Mostafa Saidur Rahim KHAN, 2016. "Can Financial Literacy Reduce Anxiety about Life in Old Age?," Discussion papers 16076, Research Institute of Economy, Trade and Industry (RIETI).
  3. Amélie Charles & Olivier Darné & Jae H. Kim & Etienne Redor, 2016. "Stock Exchange Mergers and Market," Post-Print hal-01238707, HAL.
  4. Charles, Amelie & Darne, Olivier & Kim, Jae, 2016. "Stock Return Predictability: Evaluation based on Prediction Intervals," MPRA Paper 70143, University Library of Munich, Germany.
  5. Kim, Jae, 2016. "Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation?," MPRA Paper 70692, University Library of Munich, Germany.

2015

  1. Kim, Jae, 2015. "How to Choose the Level of Significance: A Pedagogical Note," MPRA Paper 66373, University Library of Munich, Germany.
  2. Amélie Charles & Olivier Darné & Jae H. Kim, 2015. "Will precious metals shine ? A market efficiency perspective," Post-Print hal-01238706, HAL.
  3. Kim, Jae & Choi, In, 2015. "Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement," MPRA Paper 68411, University Library of Munich, Germany.
  4. O'Connor, Fergal & Lucey, Brian & Batten, Jonathan & Baur, Dirk, 2015. "The Financial Economics of Gold - a survey," MPRA Paper 65484, University Library of Munich, Germany.

2014

  1. Chowdhury, Biplob & Dungey, Mardi & Pham, Thu Phuong, 2014. "The impact of post-IPO changes in corporate governance mechanisms on firm performance: evidence from young Australian firms," Working Papers 2014-11, University of Tasmania, Tasmanian School of Business and Economics, revised 24 Sep 2014.
  2. Yoshihiko Kadoya & Yoshio Sano, 2014. "Are Chinese workers from the one-child-policy generation selfish in a group? Evidence from worker surveys in six major Chinese Cities," ISER Discussion Paper 0900, Institute of Social and Economic Research, The University of Osaka.
  3. Amélie Charles & Olivier Darné & Jae H. Kim & Etienne Redor, 2014. "Stock Exchange Mergers and Market Efficiency," Working Papers hal-00940105, HAL.
  4. Amélie Charles & Olivier Darné & Jae H. Kim, 2014. "Precious metals shine? A market efficiency perspective," Working Papers hal-01010516, HAL.
  5. Kim, Jae & Doucouliagos, Hristos & Stanley, T. D., 2014. "Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence," Working Papers eco_2014_9, Deakin University, Department of Economics.
  6. 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 iiisdp460, IIIS.

2013

  1. Pham, Thu Phuong & Westerholm, P. Joakim, 2013. "An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume," Working Papers 17210, University of Tasmania, Tasmanian School of Business and Economics, revised 16 Oct 2013.
  2. Pham, Thu Phuong, 2013. "Broker ID Transparency and Price Impact of Trades: Evidence from the Korean Exchange," Working Papers 17211, University of Tasmania, Tasmanian School of Business and Economics, revised 16 Oct 2013.
  3. Pham, Thu Phuong & Westerholm, P. Joakim, 2013. "A survey of research into broker identity and limit order book," Working Papers 17212, University of Tasmania, Tasmanian School of Business and Economics, revised 16 Oct 2013.
  4. Yoshihiko Kadoya, 2013. "Towards an Age-Friendly City: The Constraints Preventing the Elderly's Participation in Community Programs in Akita City," ISER Discussion Paper 0870, Institute of Social and Economic Research, The University of Osaka.
  5. David Green & Yoshihiko Kadoya, 2013. "English as a Gateway? Immigration and Public Opinion in Japan," ISER Discussion Paper 0883, Institute of Social and Economic Research, The University of Osaka.
  6. David R. Gallagher & Katja Ignatieva & James McCulloch, 2013. "Industry Concentration, Excess Returns and Innovation in Australia," Research Paper Series 334, Quantitative Finance Research Centre, University of Technology, Sydney.

2012

  1. Yoshihiko Kadoya, 2012. "Ensuring the Service Quality of Long-Term Care Provided through," ISER Discussion Paper 0831, Institute of Social and Economic Research, The University of Osaka.
  2. Yoshihiko Kadoya, 2012. "What makes people anxious about life after the age of 65? Evidence from international survey research in Japan, the United States, China, and India," ISER Discussion Paper 0847rr, Institute of Social and Economic Research, The University of Osaka, revised Sep 2015.
  3. Yoshihiko Kadoya & Ting Yin, 2012. "Gender Imbalance at Birth and Parents' Anxiety about Old Age in China," ISER Discussion Paper 0855, Institute of Social and Economic Research, The University of Osaka.
  4. Yoshihiko Kadoya & Ting Yin, 2012. "Widow Discrimination and Family Care-Giving in India," ISER Discussion Paper 0858, Institute of Social and Economic Research, The University of Osaka.

2010

  1. Amélie Charles & Olivier Darné & Jae H. Kim, 2010. "Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates," Working Papers hal-00547722, HAL.
  2. Amélie Charles & Olivier Darné & Jae H Kim, 2010. "Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis," Working Papers 2010.07, School of Economics, La Trobe University.
  3. Jae H Kim & Iain Fraser & Rob J. Hyndman, 2010. "Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach," Working Papers 2010.06, School of Economics, La Trobe University.
  4. Jonathan A. Batten & Warren P. Hogan & Peter G Szilagyi, 2010. "Foreign Bond Markets and Financial Market Development: International Perspectives," Working Papers id:3042, eSocialSciences.
  5. Vo, Xuan Vinh & Batten, Jonathan, 2010. "An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis," MPRA Paper 29862, University Library of Munich, Germany, revised 10 Jan 2011.
  6. Batten, Jonathan & Szilagyi, Peter, 2010. "The Recent Internationalisation of Japanese Banks," MPRA Paper 48049, University Library of Munich, Germany.

2009

  1. Abul Shamsuddin & Jae H Kim, 2009. "Short-Horizon Return Predictability in International Equity Markets," Working Papers 2009.01, School of Economics, La Trobe University.

2008

  1. Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu, 2008. "Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals," Monash Econometrics and Business Statistics Working Papers 11/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009.
  2. 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 iiisdp255, IIIS.

2007

  1. Kingsley Fong & David Gallagher & Adrian Lee, 2007. "Where Do Australian Active Equity Managers Outperform?," Published Paper Series 2007-5, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  2. Jayasuriya, Sisira & Kim, Jae H. & Kumar, Parmod, 2007. "International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market," 106th Seminar, October 25-27, 2007, Montpellier, France 7935, European Association of Agricultural Economists.
  3. Kannan Thuraisamy & Gerry Gannon & Jonathan A. Batten, 2007. "The Credit Spread Dynamics of Latin American Euro Issues in International Bond Markets," Working Papers 2007_12, Deakin University, Department of Economics.
  4. Kannan Thuraisamy & Gerry Gannon & Jonathan A. Batten, 2007. "Credit Spread Dynamics: Evidence from Latin America," Working Papers 2007_13, Deakin University, Department of Economics.
  5. 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 iiisdp195, IIIS.
  6. Jonathan A. Batten & Brian M. Lucey, 2007. "Volatility in the Gold Futures Market," The Institute for International Integration Studies Discussion Paper Series iiisdp225, IIIS.

2006

  1. Jae Kim & Param Silvapulle & Rob J. Hyndman, 2006. "Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach," Monash Econometrics and Business Statistics Working Papers 11/06, Monash University, Department of Econometrics and Business Statistics.
  2. Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2006. "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," The Warwick Economics Research Paper Series (TWERPS) 777, University of Warwick, Department of Economics.
  3. 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 iiisdp127, IIIS.
  4. 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 iiisdp128, IIIS.
  5. 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 iiisdp138, IIIS.

2005

  1. Jae H. Kim & Hristos Doucouliagos, 2005. "Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects," Monash Econometrics and Business Statistics Working Papers 22/05, Monash University, Department of Econometrics and Business Statistics.
  2. Philip Inyeob Ji & Jae H. Kim, 2005. "Real Interest Rate Linkages in the Pacific Basin Region," Monash Econometrics and Business Statistics Working Papers 23/05, Monash University, Department of Econometrics and Business Statistics.

2004

  1. Jae H. Kim, 2004. "Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test," Econometric Society 2004 Australasian Meetings 98, Econometric Society.
  2. Jae H. Kim & Philip I. Ji, 2004. "International linkage of real interest rates: the case of East Asian countries," Econometric Society 2004 Australasian Meetings 124, Econometric Society.
  3. Param Silvapulle & Titi Kanti Lestari & Jae Kim, 2004. "Nonlinear Modelling of Purchasing Power Parity in Indonesia," Econometric Society 2004 Australasian Meetings 316, Econometric Society.
  4. Jonathan A. Batten & Craig A. Ellis & Warren P. Hogan, 2004. "Decomposing Intraday Dependence in Currency Markets: Evidence from the AUD/USD Spot Market," Papers math/0412344, arXiv.org.

2003

  1. MoonJoong Tcha & Jae H. Kim, 2003. "Exchange Rate Pass-Through and Market Response: The Case of the US Steel Market," Economics Discussion / Working Papers 03-02, The University of Western Australia, Department of Economics.

2002

  1. Ron Bird & David Gallagher, 2002. "The evaluation of active manager returns in a non-symmetrical environment," Published Paper Series 2002-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

2001

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

1995

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

1993

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

1992

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

1990

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

Journal articles

2025

  1. Adeabah, David & Pham, Thu Phuong, 2025. "Asymmetric tail risk spillover and co-movement between climate risk and the international energy market," Energy Economics, Elsevier, vol. 141(C).

2024

  1. Brockman, Paul & Dang, Tung Lam & Pham, Thu Phuong, 2024. "Stock price synchronicity and stock liquidity: International evidence," Journal of Empirical Finance, Elsevier, vol. 79(C).
  2. Dang, Viet Anh & Nguyen, Dinh Trung & Pham, Thu Phuong & Zurbruegg, Ralf, 2024. "The dynamics of informed trading around corporate bankruptcies," Finance Research Letters, Elsevier, vol. 63(C).
  3. Nguyen, Dinh Trung & Pham, Thu Phuong & Tran, Ngoc Anh & Zurbruegg, Ralf, 2024. "The dynamic effects of debtor bankruptcy on unsecured creditors' stock liquidity," Journal of Financial Stability, Elsevier, vol. 74(C).
  4. Batten, Jonathan A. & Mo, Di & Pourkhanali, Armin, 2024. "Can inflation predict energy price volatility?," Energy Economics, Elsevier, vol. 129(C).
  5. Jonathan A. Batten & Tonmoy Choudhury & Harald Kinateder & Niklas F. Wagner, 2024. "Correction to: Volatility impacts on the European banking sector: GFC and COVID-19," Annals of Operations Research, Springer, vol. 332(1), pages 1195-1195, January.

2023

  1. Md Abdul Wasi & Thu Phuong Pham & Ralf Zurbruegg, 2023. "Bank systemic risk: An analysis of the sovereign rating ceiling policy and rating downgrades," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 50(1-2), pages 411-440, January.
  2. Haque, Tariq & Pham, Thu Phuong & Yang, Jiaxin, 2023. "Geopolitical risk, financial constraints, and tax avoidance," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
  3. Pham, Thu Phuong & Singh, Harminder & Vu, Van Hoang, 2023. "The impact of bank loan announcements on stock liquidity," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 848-864.
  4. Sumeet Lal & Abdul-Salam Sulemana & Trinh Xuan Thi Nguyen & Mostafa Saidur Rahim Khan & Yoshihiko Kadoya, 2023. "Information Sources for Investment Decisions: Evidence from Japanese Investors," IJFS, MDPI, vol. 11(4), pages 1-18, October.
  5. Abdul-Salam Sulemana & Trinh Xuan Thi Nguyen & Sumeet Lal & Mostafa Saidur Rahim Khan & Yoshihiko Kadoya, 2023. "Loneliness during the COVID-19 Pandemic: A Comparison of Urban and Rural Areas," Sustainability, MDPI, vol. 15(16), pages 1-12, August.
  6. Honoka Nabeshima & Yu Kuramoto & Mostafa Saidur Rahim Khan & Yoshihiko Kadoya, 2023. "Does the Easing of COVID-19 Restrictive Measures Improve Loneliness Conditions? Evidence from Japan," Sustainability, MDPI, vol. 15(24), pages 1-14, December.
  7. Mostafa Saidur Rahim Khan & Yoshihiko Kadoya, 2023. "Who Became Victims of Financial Frauds during the COVID-19 Pandemic in Japan?," Sustainability, MDPI, vol. 15(4), pages 1-17, February.
  8. Abdul-Salam Sulemana & Sumeet Lal & Trinh Xuan Thi Nguyen & Mostafa Saidur Rahim Khan & Yoshihiko Kadoya, 2023. "Pandemic Fatigue in Japan: Factors Affecting the Declining COVID-19 Preventive Measures," Sustainability, MDPI, vol. 15(7), pages 1-17, April.
  9. Sumeet Lal & Trinh Xuan Thi Nguyen & Abdul-Salam Sulemana & Mostafa Saidur Rahim Khan & Yoshihiko Kadoya, 2023. "Time Discounting and Hand-Sanitization Behavior: Evidence from Japan," Sustainability, MDPI, vol. 15(8), pages 1-14, April.
  10. Takuya Katauke & Sayaka Fukuda & Mostafa Saidur Rahim Khan & Yoshihiko Kadoya, 2023. "Financial Literacy and Impulsivity: Evidence from Japan," Sustainability, MDPI, vol. 15(9), pages 1-14, April.
  11. 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, vol. 56(C).
  12. 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, vol. 215(C), pages 325-350.
  13. Batten, Jonathan A. & Bilgin, Mehmet Huseyin & Demir, Ender & Gozgor, Giray, 2023. "Does globalization affect credit market controls?," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 21-43.
  14. 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, vol. 330(1), pages 335-360, November.

2022

  1. Bui, Anh Tuan & Nguyen, Cuong Viet & Pham, Thu Phuong & Phung, Duc Tung, 2022. "Female leadership and borrowing constraints: Evidence from an emerging economy," International Review of Financial Analysis, Elsevier, vol. 81(C).
  2. Anh Tuan Bui & Thu Phuong Pham, 2022. "Correction: Bui, A.T.; Pham, T.P. Financial and Labour Obstacles and Firm Employment: Evidence from Europe and Central Asia Firms. Sustainability 2021, 13 , 8650," Sustainability, MDPI, vol. 14(1), pages 1-1, January.
  3. Yoshihiko Kadoya & Naheed Rabbani & Mostafa Saidur Rahim Khan, 2022. "Insurance literacy among older people in Japan: The role of socio‐economic status," Journal of Consumer Affairs, Wiley Blackwell, vol. 56(2), pages 788-805, June.
  4. Mostafa Saidur Rahim Khan & Pattaphol Yuktadatta & Yoshihiko Kadoya, 2022. "Who Became Lonely during the COVID-19 Pandemic? An Investigation of the Socioeconomic Aspects of Loneliness in Japan," IJERPH, MDPI, vol. 19(10), pages 1-18, May.
  5. Mostafa Saidur Rahim Khan & Trinh Xuan Thi Nguyen & Sumeet Lal & Somtip Watanapongvanich & Yoshihiko Kadoya, 2022. "Hesitancy towards the Third Dose of COVID-19 Vaccine among the Younger Generation in Japan," IJERPH, MDPI, vol. 19(12), pages 1-13, June.
  6. Trinh Xuan Thi Nguyen & Sumeet Lal & Sulemana Abdul-Salam & Pattaphol Yuktadatta & Louis McKinnon & Mostafa Saidur Rahim Khan & Yoshihiko Kadoya, 2022. "Has Smartphone Use Influenced Loneliness during the COVID-19 Pandemic in Japan?," IJERPH, MDPI, vol. 19(17), pages 1-12, August.
  7. Sumeet Lal & Trinh Xuan Thi Nguyen & Abdul-Salam Sulemana & Pattaphol Yuktadatta & Mostafa Saidur Rahim Khan & Yoshihiko Kadoya, 2022. "A Longitudinal Study on Loneliness during the COVID-19 Pandemic in Japan," IJERPH, MDPI, vol. 19(18), pages 1-17, September.
  8. Trinh Xuan Thi Nguyen & Sumeet Lal & Sulemana Abdul-Salam & Mostafa Saidur Rahim Khan & Yoshihiko Kadoya, 2022. "Financial Literacy, Financial Education, and Cancer Screening Behavior: Evidence from Japan," IJERPH, MDPI, vol. 19(8), pages 1-17, April.
  9. Pattaphol Yuktadatta & Shunsuke Ono & Mostafa Saidur Rahim Khan & Yoshihiko Kadoya, 2022. "Satisfaction with the COVID-19 Economic Stimulus Policy: A Study of the Special Cash Payment Policy for Residents of Japan," Sustainability, MDPI, vol. 14(6), pages 1-15, March.
  10. David R. Gallagher & Graham Harman & Camille H. Schmidt & Geoffrey J. Warren, 2022. "Global equity fund performance adjusted for equity and currency factors," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(S1), pages 1535-1565, April.
  11. David Forsberg & David R. Gallagher & Geoffrey J. Warren, 2022. "Capacity Constraints in Hedge Funds: The Relation between Fund Performance and Cohort Size," Financial Analysts Journal, Taylor & Francis Journals, vol. 78(2), pages 57-77, April.
  12. 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, vol. 58(1), pages 1-23, March.
  13. Jonathan A. Batten & Harald Kinateder & Niklas Wagner, 2022. "Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity," Abacus, Accounting Foundation, University of Sydney, vol. 58(3), pages 567-588, September.

2021

  1. Wasi, Md Abdul & Pham, Thu Phuong & Zurbruegg, Ralf, 2021. "The non-pecuniary determinants of sovereign and bank rating changes," Finance Research Letters, Elsevier, vol. 41(C).
  2. Anh Tuan Bui & Thu Phuong Pham, 2021. "Financial and Labour Obstacles and Firm Employment: Evidence from Europe and Central Asia Firms," Sustainability, MDPI, vol. 13(15), pages 1-18, August.
  3. Mostafa Saidur Rahim Khan & Yoshihiko Kadoya, 2021. "Loneliness during the COVID-19 Pandemic: A Comparison between Older and Younger People," IJERPH, MDPI, vol. 18(15), pages 1-15, July.
  4. Mostafa Saidur Rahim Khan & Somtip Watanapongvanich & Yoshihiko Kadoya, 2021. "COVID-19 Vaccine Hesitancy among the Younger Generation in Japan," IJERPH, MDPI, vol. 18(21), pages 1-17, November.
  5. Mostafa Saidur Rahim Khan & Pongpat Putthinun & Somtip Watanapongvanich & Pattaphol Yuktadatta & Md. Azad Uddin & Yoshihiko Kadoya, 2021. "Do Financial Literacy and Financial Education Influence Smoking Behavior in the United States?," IJERPH, MDPI, vol. 18(5), pages 1-18, March.
  6. Hikaru Oba & Yoshihiko Kadoya & Haruka Okamoto & Teruyuki Matsuoka & Yoshinari Abe & Keisuke Shibata & Jin Narumoto, 2021. "The Economic Burden of Dementia: Evidence from a Survey of Households of People with Dementia and Their Caregivers," IJERPH, MDPI, vol. 18(5), pages 1-10, March.
  7. Yoshihiko Kadoya & Somtip Watanapongvanich & Pattaphol Yuktadatta & Pongpat Putthinun & Stella T. Lartey & Mostafa Saidur Rahim Khan, 2021. "Willing or Hesitant? A Socioeconomic Study on the Potential Acceptance of COVID-19 Vaccine in Japan," IJERPH, MDPI, vol. 18(9), pages 1-18, May.
  8. Pongpat Putthinun & Somtip Watanapongvanich & Mostafa Saidur Rahim Khan & Yoshihiko Kadoya, 2021. "Financial Literacy and Alcohol Drinking Behavior: Evidence from Japan," Sustainability, MDPI, vol. 13(16), pages 1-13, August.
  9. Pattaphol Yuktadatta & Mostafa Saidur Rahim Khan & Yoshihiko Kadoya, 2021. "Financial Literacy and Exercise Behavior in the United States," Sustainability, MDPI, vol. 13(16), pages 1-17, August.
  10. Mostafa Saidur Rahim Khan & Naheed Rabbani & Yoshihiko Kadoya, 2021. "Can Financial Literacy Explain Lack of Investment in Risky Assets in Japan?," Sustainability, MDPI, vol. 13(22), pages 1-12, November.
  11. Shunsuke Ono & Pattaphol Yuktadatta & Takafumi Taniguchi & Tomoe Iitsuka & Masafumi Noguchi & Sawa Tanaka & Haruka Ito & Kousei Nakamura & Nanako Yasuhara & Chihiro Miyawaki & Katsumi Mikura & Mostafa, 2021. "Financial Literacy and Exercise Behavior: Evidence from Japan," Sustainability, MDPI, vol. 13(8), pages 1-15, April.
  12. David Forsberg & David R. Gallagher & Geoffrey J. Warren, 2021. "Identifying Hedge Fund Skill by Using Peer Cohorts," Financial Analysts Journal, Taylor & Francis Journals, vol. 77(2), pages 97-123, April.
  13. Jae H. Kim & In Choi, 2021. "Choosing the Level of Significance: A Decision‐theoretic Approach," Abacus, Accounting Foundation, University of Sydney, vol. 57(1), pages 27-71, March.
  14. 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, vol. 66(C).
  15. 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, vol. 66(C).
  16. Batten, Jonathan A. & Khaw, Karren Lee-Hwei & Young, Martin R., 2021. "Convertible debt and asset substitution of multinational corporations," Journal of Corporate Finance, Elsevier, vol. 67(C).
  17. Batten, Jonathan A. & Lončarski, Igor & Szilagyi, Peter G., 2021. "Strategic insider trading in foreign exchange markets," Journal of Corporate Finance, Elsevier, vol. 69(C).
  18. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2021. "Hedging stocks with oil," Energy Economics, Elsevier, vol. 93(C).
  19. Batten, Jonathan A. & Maddox, Grace E. & Young, Martin R., 2021. "Does weather, or energy prices, affect carbon prices?," Energy Economics, Elsevier, vol. 96(C).
  20. 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, vol. 39(C).
  21. 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, vol. 54(C).

2020

  1. Bui, Tuan Anh & Nguyen, Cuong Viet & Nguyen, Khuong Duc & Nguyen, Ha Hong & Pham, Phuong Thu, 2020. "The effect of tuition fee reduction and education subsidy on school enrollment: Evidence from Vietnam," Children and Youth Services Review, Elsevier, vol. 108(C).
  2. Phanhpakit Onphanhdala & Vanvisa Philavong & Yoshihiko Kadoya & Mostafa S. Rahim Khan, 2020. "Access to Antenatal Care in Laos: Analysis Using National Level Survey," Asian Economic Journal, East Asian Economic Association, vol. 34(3), pages 327-349, September.
  3. Kadoya, Yoshihiko & Khan, Mostafa Saidur Rahim, 2020. "What determines financial literacy in Japan?," Journal of Pension Economics and Finance, Cambridge University Press, vol. 19(3), pages 353-371, July.
  4. Yoshihiko Kadoya & Mostafa Saidur Rahim Khan & Tomomi Yamane, 2020. "The rising phenomenon of financial scams: evidence from Japan," Journal of Financial Crime, Emerald Group Publishing Limited, vol. 27(2), pages 387-396, January.
  5. Mostafa Saidur Rahim Khan & Naheed Rabbani & Yoshihiko Kadoya, 2020. "Is Financial Literacy Associated with Investment in Financial Markets in the United States?," Sustainability, MDPI, vol. 12(18), pages 1-14, September.
  6. Yoshihiko Kadoya & Mostafa Saidur Rahim Khan & Somtip Watanapongvanich & Punjapol Binnagan, 2020. "Emotional Status and Productivity: Evidence from the Special Economic Zone in Laos," Sustainability, MDPI, vol. 12(4), pages 1-15, February.
  7. Yoshihiko Kadoya & Mostafa Saidur Rahim Khan, 2020. "Financial Literacy in Japan: New Evidence Using Financial Knowledge, Behavior, and Attitude," Sustainability, MDPI, vol. 12(9), pages 1-15, May.
  8. Yoshihiko Kadoya & Mostafa Saidur Rahim Khan & Tomomi Yamane, 2020. "Government’s Stimulus Program to Boost Consumer Spending: A Case of Discount Shopping Coupon Scheme in Japan," Sustainability, MDPI, vol. 12(9), pages 1-12, May.
  9. Zhe Chen & David R. Gallagher & Graham Harman & Geoffrey J. Warren & Lihui Xi, 2020. "How much does tax erode fund excess returns?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 3407-3446, December.
  10. Kim, Jae H. & Shamsuddin, Abul, 2020. "A bootstrap test for predictability of asset returns," Finance Research Letters, Elsevier, vol. 35(C).
  11. Jae H. Kim, 2020. "Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig," The American Statistician, Taylor & Francis Journals, vol. 74(4), pages 370-379, October.
  12. Muhammad Ishaq Bhatti & Jae H. Kim, 2020. "Towards a New Paradigm for Statistical Evidence in the Use of p -Value," Econometrics, MDPI, vol. 9(1), pages 1-3, December.
  13. Kim, Hakkon & Batten, Jonathan A. & Ryu, Doojin, 2020. "Financial crisis, bank diversification, and financial stability: OECD countries," International Review of Economics & Finance, Elsevier, vol. 65(C), pages 94-104.

2019

  1. Bui, Anh Tuan & Nguyen, Cuong Viet & Pham, Thu Phuong, 2019. "Impact of foreign investment on household welfare: Evidence from Vietnam," Journal of Asian Economics, Elsevier, vol. 64(C), pages 1-1.
  2. Pascal Nguyen & Younes Ben Zaied & Thu Phuong Pham, 2019. "Does idiosyncratic risk matter? Evidence from mergers and acquisitions," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 20(4), pages 313-329, September.
  3. Zhe Chen & David R. Gallagher & Geoffrey J. Warren, 2019. "The effect of data availability in measuring fund managers’ after‐tax alphas," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(S1), pages 411-448, April.
  4. Zhe Chen & David Forsberg & David R. Gallagher, 2019. "Which institutional investor types are the most informed?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(S1), pages 449-480, April.
  5. David R. Gallagher & Timothy M. Gapes & Geoffrey J. Warren, 2019. "In‐house asset management in the Australian superannuation industry," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(S1), pages 615-655, April.
  6. Jae H. Kim, 2019. "Tackling False Positives In Business Research: A Statistical Toolbox With Applications," Journal of Economic Surveys, Wiley Blackwell, vol. 33(3), pages 862-895, July.
  7. Jae H. Kim & Andrew P. Robinson, 2019. "Interval-Based Hypothesis Testing and Its Applications to Economics and Finance," Econometrics, MDPI, vol. 7(2), pages 1-22, May.
  8. Kim, Jae H. & Rahman, Md Lutfur & Shamsuddin, Abul, 2019. "Can energy prices predict stock returns? An extreme bounds analysis," Energy Economics, Elsevier, vol. 81(C), pages 822-834.
  9. 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, vol. 77(C), pages 119-138.
  10. 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, vol. 77(C), pages 93-104.
  11. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2019. "Time-varying energy and stock market integration in Asia," Energy Economics, Elsevier, vol. 80(C), pages 777-792.
  12. 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, vol. 63(C).
  13. Jonathan Batten & Xuan Vinh Vo, 2019. "Determinants of Bank Profitability—Evidence from Vietnam," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(6), pages 1417-1428, May.
  14. 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., vol. 64(02), pages 365-376, March.

2018

  1. Dang, Viet Anh & Michayluk, David & Pham, Thu Phuong, 2018. "The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ," Journal of Financial Markets, Elsevier, vol. 41(C), pages 17-35.
  2. Yoshihiko Kadoya & Mostafa Saidur Rahim Khan & Tomomi Hamada & Alvaro Dominguez, 2018. "Financial literacy and anxiety about life in old age: evidence from the USA," Review of Economics of the Household, Springer, vol. 16(3), pages 859-878, September.
  3. Yoshihiko Kadoya & Mostafa Saidur Rahim Khan, 2018. "Can financial literacy reduce anxiety about life in old age?," Journal of Risk Research, Taylor & Francis Journals, vol. 21(12), pages 1533-1550, December.
  4. Yoshihiko Kadoya & Mostafa Saidur Rahim Khan & Yoshio Sano, 2018. "Effects of China's one-child policy on group cooperation: survey evidence," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 23(3), pages 327-339, July.
  5. Scott Bennett & David R. Gallagher & Graham Harman & Geoffrey J. Warren & Yuki Xi, 2018. "A new perspective on performance persistence: evidence using portfolio holdings," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(1), pages 91-125, March.
  6. Andrew B. Ainsworth & Kingsley Y.L. Fong & David R. Gallagher & Graham Partington, 2018. "Taxes, Order Imbalance and Abnormal Returns around the ex‐Dividend day," International Review of Finance, International Review of Finance Ltd., vol. 18(3), pages 379-409, September.
  7. Jae H. Kim & Kamran Ahmed & Philip Inyeob Ji, 2018. "Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence," Abacus, Accounting Foundation, University of Sydney, vol. 54(4), pages 524-546, December.
  8. 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, vol. 116(C), pages 127-136.
  9. 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, vol. 52(C), pages 102-113.
  10. Batten, Jonathan A. & Khaw, Karren Lee-Hwei & Young, Martin R., 2018. "Pricing convertible bonds," Journal of Banking & Finance, Elsevier, vol. 92(C), pages 216-236.
  11. Jonathan A. Batten & Igor Lončarski & Peter G. Szilagyi, 2018. "When Kamay Met Hill: Organisational Ethics in Practice," Journal of Business Ethics, Springer, vol. 147(4), pages 779-792, February.

2017

  1. Anh Tuan Bui & Cuong Viet Nguyen & Thu Phuong Pham, 2017. "Poverty among ethnic minorities: the transition process, inequality and economic growth," Applied Economics, Taylor & Francis Journals, vol. 49(31), pages 3114-3128, July.
  2. Zhe Chen & David R. Gallagher & Adrian D. Lee, 2017. "Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57, pages 101-116, April.
  3. Zhe Chen & David R Gallagher & Camille H Schmidt, 2017. "Are funds true to label? A note on matching qualitative and quantitative information," Australian Journal of Management, Australian School of Business, vol. 42(2), pages 296-307, May.
  4. David R. Gallagher & Graham Harman & Camille H. Schmidt & Geoffrey J. Warren, 2017. "Global Equity Fund Performance: An Attribution Approach," Financial Analysts Journal, Taylor & Francis Journals, vol. 73(1), pages 56-71, January.
  5. Kim, Jae H., 2017. "Stock returns and investors' mood: Good day sunshine or spurious correlation?," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 94-103.
  6. Charles, Amélie & Darné, Olivier & Kim, Jae H., 2017. "International stock return predictability: Evidence from new statistical tests," International Review of Financial Analysis, Elsevier, vol. 54(C), pages 97-113.
  7. Charles, Amélie & Darné, Olivier & Kim, Jae H., 2017. "Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices," International Economics, Elsevier, vol. 151(C), pages 100-112.
  8. Jae H. Kim & In Choi, 2017. "Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels," Econometrics, MDPI, vol. 5(3), pages 1-23, September.
  9. Batten, Jonathan A. & Ciner, Cetin & Kosedag, Arman & Lucey, Brian M., 2017. "Is the price of gold to gold mining stocks asymmetric?," Economic Modelling, Elsevier, vol. 60(C), pages 402-407.
  10. Batten, Jonathan A. & Ciner, Cetin & Lucey, Brian M., 2017. "The dynamic linkages between crude oil and natural gas markets," Energy Economics, Elsevier, vol. 62(C), pages 155-170.
  11. 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, vol. 66(C), pages 559-570.
  12. Jonathan Batten & Brian Lucey & Frank McGroarty & Maurice Peat & Andrew Urquhart, 2017. "Stylized facts of intraday precious metals," PLOS ONE, Public Library of Science, vol. 12(4), pages 1-21, April.

2016

  1. Murray, Hamish & Pham, Thu Phuong & Singh, Harminder, 2016. "Latency reduction and market quality: The case of the Australian Stock Exchange," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 257-265.
  2. Yoshihiko Kadoya, 2016. "What makes people anxious about life after the age of 65? Evidence from international survey research in Japan, the United States, China, and India," Review of Economics of the Household, Springer, vol. 14(2), pages 443-461, June.
  3. Kingsley Y. L. Fong & F. Douglas Foster & David R. Gallagher & Adrian D. Lee, 2016. "How has the Relevance of Institutional Brokerage Changed?," International Review of Finance, International Review of Finance Ltd., vol. 16(4), pages 499-524, December.
  4. Scott Bennett & David R Gallagher & Graham Harman & Geoffrey J Warren & Lihui Xi, 2016. "Alpha generation in portfolio management: Long-run Australian equity fund evidence," Australian Journal of Management, Australian School of Business, vol. 41(1), pages 107-140, February.
  5. Andrew Ainsworth & Kingsley YL Fong & David R Gallagher & Graham Partington, 2016. "Institutional trading around the ex-dividend day," Australian Journal of Management, Australian School of Business, vol. 41(2), pages 299-323, May.
  6. Am鬩e Charles & Olivier Darn頍 & Jae H. Kim & Etienne Redor, 2016. "Stock exchange mergers and market efficiency," Applied Economics, Taylor & Francis Journals, vol. 48(7), pages 576-589, February.
  7. Batten, Jonathan A. & Lucey, Brian M. & Peat, Maurice, 2016. "Gold and silver manipulation: What can be empirically verified?," Economic Modelling, Elsevier, vol. 56(C), pages 168-176.
  8. Batten, Jonathan A. & Szilagyi, Peter G., 2016. "The internationalisation of the RMB: New starts, jumps and tipping points," Emerging Markets Review, Elsevier, vol. 28(C), pages 221-238.
  9. Jonathan A. Batten & Xuan Vinh Vo, 2016. "Bank risk shifting and diversification in an emerging market," Risk Management, Palgrave Macmillan, vol. 18(4), pages 217-235, December.

2015

  1. Thu Phuong Pham, 2015. "Broker ID transparency and price impact of trades: evidence from the Korean Exchange," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 11(1), pages 117-131, February.
  2. David R. Gallagher & Katja Ignatieva & James McCulloch & Henk Berkman, 2015. "Industry concentration, excess returns and innovation in Australia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 55(2), pages 443-466, June.
  3. Zhe Chen & F. Douglas Foster & David R. Gallagher & Adrian D. Lee & Steven Cahan, 2015. "A model of emulation funds," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 55(3), pages 717-748, September.
  4. David R Gallagher & Peter A Gardner & Camille H Schmidt, 2015. "Style factor timing: An application to the portfolio holdings of US fund managers," Australian Journal of Management, Australian School of Business, vol. 40(2), pages 318-350, May.
  5. Kim, Jae H. & Ji, Philip Inyeob, 2015. "Significance testing in empirical finance: A critical review and assessment," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 1-14.
  6. Charles, Amélie & Darné, Olivier & Kim, Jae H., 2015. "Will precious metals shine? A market efficiency perspective," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 284-291.
  7. Shamsuddin, Abul & Kim, Jae H., 2015. "Market sentiment and the Fama–French factor premia," Economics Letters, Elsevier, vol. 136(C), pages 129-132.
  8. Jae H. Kim & Abul Shamsuddin, 2015. "A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests," Quantitative Finance, Taylor & Francis Journals, vol. 15(9), pages 1501-1514, September.
  9. Sohel Azad, A.S.M. & Batten, Jonathan A. & Fang, Victor & Wickramanayake, Jayasinghe, 2015. "International swap market contagion and volatility," Economic Modelling, Elsevier, vol. 47(C), pages 355-371.
  10. Azad, A.S.M. Sohel & Batten, Jonathan A. & Fang, Victor, 2015. "What determines the yen swap spread?," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 1-13.
  11. 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, vol. 41(C), pages 186-205.
  12. Batten, Jonathan A. & Vo, Xuan Vinh, 2015. "Foreign ownership in emerging stock markets," Journal of Multinational Financial Management, Elsevier, vol. 32, pages 15-24.
  13. 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, vol. 22(6), pages 466-473, April.
  14. Jonathan A. Batten & Peter G. Szilagyi & Wagner, 2015. "Should emerging market investors buy commodities?," Applied Economics, Taylor & Francis Journals, vol. 47(39), pages 4228-4246, August.
  15. 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., vol. 60(01), pages 1-24.

2014

  1. Anh Tuan Bui & Mardi Dungey & Cuong Viet Nguyen & Thu Phuong Pham, 2014. "The impact of natural disasters on household income, expenditure, poverty and inequality: evidence from Vietnam," Applied Economics, Taylor & Francis Journals, vol. 46(15), pages 1751-1766, May.
  2. Paul Y. Dou & David R. Gallagher & David Schneider & Terry S. Walter & Henk Berkman, 2014. "Cross-region and cross-sector asset allocation with regimes," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(3), pages 809-846, September.
  3. David R. Gallagher & Peter A. Gardner & Camille H. Schmidt & Terry S. Walter, 2014. "Portfolio Quality and Mutual Fund Performance," International Review of Finance, International Review of Finance Ltd., vol. 14(4), pages 485-521, December.
  4. Fong, Kingsley Y. L. & Gallagher, David R. & Lee, Adrian D., 2014. "Individual Investors and Broker Types," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(2), pages 431-451, April.
  5. David R Gallagher & Peter A Gardner & Camille H Schmidt & Terry S Walter, 2014. "Quality investing in an Australian context," Australian Journal of Management, Australian School of Business, vol. 39(4), pages 615-643, November.
  6. Kim, Jae H., 2014. "Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative," Economic Modelling, Elsevier, vol. 41(C), pages 267-273.
  7. Jonathan A. Batten & Karren Lee-Hwei Khaw & Martin R. Young, 2014. "Convertible Bond Pricing Models," Journal of Economic Surveys, Wiley Blackwell, vol. 28(5), pages 775-803, December.
  8. Batten, Jonathan A. & Jacoby, Gady & Liao, Rose C., 2014. "Corporate yield spreads and real interest rates," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 89-100.
  9. Batten, Jonathan A. & Ciner, Cetin & Lucey, Brian M, 2014. "On the economic determinants of the gold–inflation relation," Resources Policy, Elsevier, vol. 41(C), pages 101-108.
  10. 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, vol. 401(C), pages 71-81.
  11. 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, vol. 50(03), pages 61-76, May.
  12. Jonathan A. Batten & Xuan Vinh Vo, 2014. "Liquidity and Return Relationships in an Emerging Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(1), pages 5-21, January.

2013

  1. Phuong Pham, Thu & Joakim Westerholm, P., 2013. "An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 202-223.
  2. Gallagher, David R. & Gardner, Peter A. & Swan, Peter L., 2013. "Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(2), pages 427-458, April.
  3. Paul Y Dou & David R Gallagher & David H Schneider, 2013. "Dissecting anomalies in the Australian stock market," Australian Journal of Management, Australian School of Business, vol. 38(2), pages 353-373, August.
  4. Zhe Chen & F Douglas Foster & David R Gallagher & Adrian D Lee, 2013. "Does portfolio emulation outperform its target funds?," Australian Journal of Management, Australian School of Business, vol. 38(2), pages 401-427, August.
  5. Kian-Ping Lim & Weiwei Luo & Jae H. Kim, 2013. "Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests," Applied Economics, Taylor & Francis Journals, vol. 45(8), pages 953-962, March.
  6. 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, vol. 13(4), pages 561-570, March.

2012

  1. Yiwen (Paul) Dou & David R. Gallagher & David Schneider & Terry S. Walter, 2012. "Out-of-sample stock return predictability in Australia," Australian Journal of Management, Australian School of Business, vol. 37(3), pages 461-479, December.
  2. Jasim Al-Ajmi & J. H. Kim, 2012. "Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests," Applied Economics, Taylor & Francis Journals, vol. 44(14), pages 1737-1747, May.
  3. Rushdi, Mustabshira & Kim, Jae H. & Silvapulle, Param, 2012. "ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia," Economic Modelling, Elsevier, vol. 29(3), pages 535-543.
  4. Charles, Amélie & Darné, Olivier & Kim, Jae H., 2012. "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1607-1626.
  5. Nath, H. (Mindi) B. & Kim, Jae H. & Brooks, Robert D., 2012. "Realized dual-betas for leading Australian stocks: An evaluation of the estimation methods and the effect of the sampling interval," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 83(C), pages 10-22.
  6. 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, vol. 25(C), pages 136-141.
  7. Batten, Jonathan A. & Szilagyi, Peter G., 2012. "Bank internationalization since 1995," Journal of Financial Transformation, Capco Institute, vol. 35, pages 91-105.

2011

  1. Kingsley Y. L. Fong & David R. Gallagher & Peter A. Gardner & Peter L. Swan, 2011. "Follow the leader: fund managers trading in signal‐strength sequence," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 51(3), pages 684-710, September.
  2. Carole Comerton‐Forde & David R. Gallagher & Joyce Lai & Terry Walter, 2011. "Broker recommendations and Australian small‐cap equity fund management," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 51(4), pages 893-922, December.
  3. Aelee Jun & David R. Gallagher & Graham H. Partington, 2011. "Institutional Dividend Clienteles Under an Imputation Tax System," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(1-2), pages 198-224, January.
  4. Douglas Foster, F. & Gallagher, David R. & Looi, Adrian, 2011. "Institutional trading and share returns," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3383-3399.
  5. Charles, Amélie & Darné, Olivier & Kim, Jae H., 2011. "Small sample properties of alternative tests for martingale difference hypothesis," Economics Letters, Elsevier, vol. 110(2), pages 151-154, February.
  6. Kim, Jae H. & Fraser, Iain & Hyndman, Rob J., 2011. "Improved interval estimation of long run response from a dynamic linear model: A highest density region approach," Computational Statistics & Data Analysis, Elsevier, vol. 55(8), pages 2477-2489, August.
  7. Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011. "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, vol. 27(3), pages 887-901, July.
  8. Kim, Jae H. & Ji, Philip Inyeob, 2011. "Mean-reversion in international real interest rates," Economic Modelling, Elsevier, vol. 28(4), pages 1959-1966, July.
  9. Lim, Kian-Ping & Kim, Jae H., 2011. "Trade openness and the informational efficiency of emerging stock markets," Economic Modelling, Elsevier, vol. 28(5), pages 2228-2238, September.
  10. Kim, Jae H. & Ryoo, Heajin H., 2011. "Common stocks as a hedge against inflation: Evidence from century-long US data," Economics Letters, Elsevier, vol. 113(2), pages 168-171.
  11. Kim, Jae H. & Shamsuddin, Abul & Lim, Kian-Ping, 2011. "Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 868-879.
  12. 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, vol. 44(1), pages 36-50, March.
  13. Jonathan Batten & Peter Szilagyi, 2011. "The Recent Internationalization of Japanese Banks," Japanese Economy, Taylor & Francis Journals, vol. 38(1), pages 81-120.
  14. 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, vol. 17(7), pages 471-486.
  15. Jonathan Batten, 2011. "Financial sector reform and regulation in the Asia-Pacific region: a perspective," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 16(3), pages 285-293.
  16. 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, vol. 16(3), pages 372-392.

2010

  1. David R. Gallagher & Adrian Looi & Matt Pinnuck, 2010. "Are active fund managers collectors of private information or fast interpreters of public information?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 50(3), pages 635-662, September.
  2. Cong Chen & Carole Comerton-Forde & David R. Gallagher & Terry S. Walter, 2010. "Investment manager skill in small-cap equities," Australian Journal of Management, Australian School of Business, vol. 35(1), pages 23-49, April.
  3. Carole Comerton-Forde & David R. Gallagher & Jumana Nahhas & Terry S. Walter, 2010. "Transaction costs and institutional trading in small-cap equity funds," Australian Journal of Management, Australian School of Business, vol. 35(3), pages 313-327, December.
  4. Abul Shamsuddin & Jae H. Kim, 2010. "Short‐Horizon Return Predictability in International Equity Markets," The Financial Review, Eastern Finance Association, vol. 45(2), pages 469-484, May.
  5. Batten, Jonathan A. & Ciner, Cetin & Lucey, Brian M., 2010. "The macroeconomic determinants of volatility in precious metals markets," Resources Policy, Elsevier, vol. 35(2), pages 65-71, June.
  6. Jonathan Andrew Batten & Brian M. Lucey, 2010. "Volatility in the gold futures market," Applied Economics Letters, Taylor & Francis Journals, vol. 17(2), pages 187-190, January.
  7. 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, vol. 17(3), pages 283-287, February.
  8. Jonathan Batten & Xuan Vinh Vo, 2010. "The determinates of equity portfolio holdings," Applied Financial Economics, Taylor & Francis Journals, vol. 20(14), pages 1125-1132.

2009

  1. Gallagher, David R. & Gardner, Peter & Swan, Peter L., 2009. "Portfolio pumping: An examination of investment manager quarter-end trading and impact on performance," Pacific-Basin Finance Journal, Elsevier, vol. 17(1), pages 1-27, January.
  2. Fong, Kingsley Y.L. & Gallagher, David R. & Lau, Sarah S.W. & Swan, Peter L., 2009. "Do active fund managers care about capital gains tax efficiency?," Pacific-Basin Finance Journal, Elsevier, vol. 17(2), pages 257-270, April.
  3. Howard W. H. Chan & Robert W. Faff & David R. Gallagher & Adrian Looi, 2009. "Fund Size, Transaction Costs and Performance: Size Matters!," Australian Journal of Management, Australian School of Business, vol. 34(1), pages 73-96, June.
  4. Kingsley Fong & David R. Gallagher & Adrian D. Lee, 2009. "The Value of Alpha Forecasts in Portfolio Construction," Australian Journal of Management, Australian School of Business, vol. 34(1), pages 97-121, June.
  5. Kim, Jae H., 2009. "Automatic variance ratio test under conditional heteroskedasticity," Finance Research Letters, Elsevier, vol. 6(3), pages 179-185, September.
  6. Ji, Philip Inyeob & Kim, Jae H., 2009. "Real interest rate linkages in the Pacific-Basin region," International Review of Economics & Finance, Elsevier, vol. 18(3), pages 440-448, June.
  7. 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, vol. 44(3), pages 641-656, June.
  8. Jonathan Batten & Xuan Vinh Vo, 2009. "An analysis of the relationship between foreign direct investment and economic growth," Applied Economics, Taylor & Francis Journals, vol. 41(13), pages 1621-1641.

2008

  1. Kingsley Fong & David R. Gallagher & Adrian D. Lee, 2008. "Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 48(5), pages 761-781, December.
  2. Andrew B. Ainsworth & Kingsley Fong & David R. Gallagher, 2008. "Style Drift and Portfolio Management for Active Australian Equity Funds," Australian Journal of Management, Australian School of Business, vol. 32(3), pages 387-418, March.
  3. Kingsley Fong & David R. Gallagher & Adrian D. Lee, 2008. "The State of Origin of Australian Equity: Does Active Fund Manager Location Matter?," Australian Journal of Management, Australian School of Business, vol. 32(3), pages 503-523, March.
  4. Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2008. "Quantile forecasts of daily exchange rate returns from forecasts of realized volatility," Journal of Empirical Finance, Elsevier, vol. 15(4), pages 729-750, September.
  5. Kim, Jae H. & Shamsuddin, Abul, 2008. "Are Asian stock markets efficient? Evidence from new multiple variance ratio tests," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 518-532, June.
  6. Lim, Kian-Ping & Brooks, Robert D. & Kim, Jae H., 2008. "Financial crisis and stock market efficiency: Empirical evidence from Asian countries," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 571-591, June.
  7. Guneratne B Wickremasinghe & Jae H Kim, 2008. "Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 7(2), pages 169-196, August.
  8. 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, vol. 36(5), pages 1126-1140.
  9. 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, vol. 18(4), pages 328-345, October.
  10. Jonathan A. Batten & Samanthala Hettihewa & Robert Mellor, 2008. "Ethical Management Practice in Australia," Global Business Review, International Management Institute, vol. 9(1), pages 1-18, June.

2007

  1. Thu Phuong Pham & Anh Tuan Bui, 2007. "The time to shut down," Economics Bulletin, AccessEcon, vol. 7(14), pages 1-14.
  2. Elor Dishi & David R. Gallagher & Jerry T. Parwada, 2007. "Institutional investment flows and the determinants of top fund manager turnover," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 47(2), pages 243-266, June.
  3. Karen L. Benson & David R. Gallagher & Patrick Teodorowski, 2007. "Momentum investing and the asset allocation decision," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 47(4), pages 571-598, December.
  4. Kim, Jae H. & Silvapulle, Param & Hyndman, Rob J., 2007. "Half-life estimation based on the bias-corrected bootstrap: A highest density region approach," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3418-3432, April.
  5. Clements, Michael P. & Kim, Jae H., 2007. "Bootstrap prediction intervals for autoregressive time series," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3580-3594, April.
  6. Hoque, Hafiz A.A.B. & Kim, Jae H. & Pyun, Chong Soo, 2007. "A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets," International Review of Economics & Finance, Elsevier, vol. 16(4), pages 488-502.
  7. 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, vol. 376(C), pages 409-421.
  8. Jonathan A. Batten & Peter G. Szilagyi, 2007. "Domestic Bond Market Development: The Arirang Bond Experience in Korea," The World Bank Research Observer, World Bank, vol. 22(2), pages 165-195, September.
  9. 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, vol. 13(1), pages 59-78, January.

2006

  1. David R. Gallagher & Adrian Looi, 2006. "Trading behaviour and the performance of daily institutional trades," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(1), pages 125-147, March.
  2. Simone Brands & David R. Gallagher & Adrian Looi, 2006. "Active investment manager portfolios and preferences for stock characteristics," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(2), pages 169-190, June.
  3. David R. Gallagher & Matt Pinnuck, 2006. "Seasonality in Fund Performance: An Examination of the Portfolio Holdings and Trades of Investment Managers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(7‐8), pages 1240-1266, September.
  4. Frino, Alex & Gallagher, David R. & Oetomo, Teddy N., 2006. "Further analysis of the liquidity and information components of institutional orders: Active versus passive funds," Pacific-Basin Finance Journal, Elsevier, vol. 14(5), pages 439-452, November.
  5. David R Gallagher & Peter Gardner, 2006. "The implications of blending specialist active equity fund management," Journal of Asset Management, Palgrave Macmillan, vol. 7(1), pages 31-48, May.
  6. David R. Gallagher, 2006. "Thirty Years of Published Research in the Australian Journal of Management," Australian Journal of Management, Australian School of Business, vol. 31(1), pages 141-160, June.
  7. David R. Gallagher & Prashanthi Nadarajah & Matt Pinnuck, 2006. "Top Management Turnover: An Examination of Portfolio Holdings and Fund Performance," Australian Journal of Management, Australian School of Business, vol. 31(2), pages 265-292, December.
  8. Kim, Jae H., 2006. "Wild bootstrapping variance ratio tests," Economics Letters, Elsevier, vol. 92(1), pages 38-43, July.
  9. Ahmed, Kamran & Kim, Jae H. & Henry, Darren, 2006. "International cross-listings by Australian firms: A stochastic dominance analysis of equity returns," Journal of Multinational Financial Management, Elsevier, vol. 16(5), pages 494-508, December.
  10. Kelvin Balcombe & Iain Fraser & Jae Kim, 2006. "Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies," Applied Economics, Taylor & Francis Journals, vol. 38(19), pages 2221-2236.
  11. 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, vol. 16(1), pages 57-70, February.
  12. Jonathan Batten & Francis In, 2006. "Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework," Applied Financial Economics, Taylor & Francis Journals, vol. 16(12), pages 881-892.
  13. Seppo Pynnonen & Warren Hogan & Jonathan Batten, 2006. "Modelling credit spreads on yen Eurobonds within an equilibrium correction framework," Applied Financial Economics, Taylor & Francis Journals, vol. 16(8), pages 583-606.

2005

  1. David R. Gallagher & Kyle M. Martin, 2005. "Size and investment performance: a research note," Abacus, Accounting Foundation, University of Sydney, vol. 41(1), pages 55-65, February.
  2. Simone Brands & David R. Gallagher, 2005. "Portfolio selection, diversification and fund‐of‐funds: a note," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 45(2), pages 185-197, July.
  3. Kingsley Fong & David R. Gallagher & Aaron Ng, 2005. "The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk," International Review of Finance, International Review of Finance Ltd., vol. 5(1‐2), pages 1-29, March.
  4. Simone Brands & Stephen J. Brown & David R. Gallagher, 2005. "Portfolio Concentration and Investment Manager Performance," International Review of Finance, International Review of Finance Ltd., vol. 5(3‐4), pages 149-174, September.
  5. Alex Frino & David R. Gallagher & Teddy N. Oetomo, 2005. "The Index Tracking Strategies of Passive and Enhanced Index Equity Funds," Australian Journal of Management, Australian School of Business, vol. 30(1), pages 23-55, June.
  6. 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.
  7. Jae Kim & Mahbuba Yeasmin, 2005. "The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors," Computational Economics, Springer;Society for Computational Economics, vol. 25(3), pages 255-267, June.
  8. Jae Kim, 2005. "Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach," Applied Economics, Taylor & Francis Journals, vol. 37(3), pages 347-354.
  9. Jae Kim, 2005. "Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors," Economics Bulletin, AccessEcon, vol. 3(44), pages 1-8.
  10. 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, vol. 34(1), pages 35-50, February.
  11. Batten, Jonathan A. & Ellis, Craig & Fetherston, Thomas A., 2005. "Return anomalies on the Nikkei: Are they statistical illusions?," Chaos, Solitons & Fractals, Elsevier, vol. 23(4), pages 1125-1136.
  12. Hogan, Warren P. & Batten, Jonathan A., 2005. "Informed and uninformed trading on the Australian dollar," International Review of Financial Analysis, Elsevier, vol. 14(1), pages 61-75.
  13. Batten, Jonathan A. & Ellis, Craig A., 2005. "Paramater estimation bias and volatility scaling in Black-Scholes option prices," International Review of Financial Analysis, Elsevier, vol. 14(2), pages 165-176.
  14. 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, vol. 352(2), pages 558-572.
  15. Jonathan A. Batten & David Birch, 2005. "Defining Corporate Citizenship: Evidence from Australia," Asia Pacific Business Review, Taylor & Francis Journals, vol. 11(3), pages 293-308, September.
  16. Jonathan Batten & Warren Hogan & Gady Jacoby, 2005. "Measuring credit spreads: evidence from Australian Eurobonds," Applied Financial Economics, Taylor & Francis Journals, vol. 15(9), pages 651-666.
  17. 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., vol. 8(04), pages 573-592.

2004

  1. Gallagher, David R. & Jarnecic, Elvis, 2004. "International equity funds, performance, and investor flows: Australian evidence," Journal of Multinational Financial Management, Elsevier, vol. 14(1), pages 81-95, February.
  2. David R. Gallagher & Prashanthi Nadarajah, 2004. "Top Management Turnover: An Analysis of Active Australian Investment Managers," Australian Journal of Management, Australian School of Business, vol. 29(2), pages 243-274, December.
  3. Kim, Jae H., 2004. "Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators," International Journal of Forecasting, Elsevier, vol. 20(1), pages 85-97.
  4. Jae H. Kim, 2004. "Bias-corrected bootstrap prediction regions for vector autoregression," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(2), pages 141-154.
  5. Moosa, Imad A. & Kim, Jae H., 2004. "Forecasting the Velocity of Circulation in the Japanese Economy," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 45(1), pages 1-14, June.
  6. Imad Moosa & Jae Kim, 2004. "Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom," International Economic Journal, Taylor & Francis Journals, vol. 18(1), pages 103-118.
  7. 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, vol. 13(1), pages 13-25.
  8. Jonathan Batten & Vincentiu Covrig, 2004. "The Japan Premium And The Floating-Rate Yen Euromarket," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 9(3), pages 288-300.

2003

  1. David R. Gallagher, 2003. "Investment manager characteristics, strategy, top management changes and fund performance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 43(3), pages 283-309, November.
  2. Shamsuddin, Abul F. M. & Kim, Jae H., 2003. "Integration and interdependence of stock and foreign exchange markets: an Australian perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(3), pages 237-254, July.
  3. Kim, Jae H., 2003. "Forecasting autoregressive time series with bias-corrected parameter estimators," International Journal of Forecasting, Elsevier, vol. 19(3), pages 493-502.
  4. Gerard, Bruno & Thanyalakpark, Kessara & Batten, Jonathan A., 2003. "Are the East Asian markets integrated? Evidence from the ICAPM," Journal of Economics and Business, Elsevier, vol. 55(5-6), pages 585-607.
  5. Batten, Jonathan A. & Hogan, Warren P., 2003. "Time variation in the credit spreads on Australian Eurobonds," Pacific-Basin Finance Journal, Elsevier, vol. 11(1), pages 81-99, January.
  6. 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, vol. 43(3), pages 518-541.
  7. 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, vol. 10(4), pages 335-357, December.
  8. 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, vol. 10(1), pages 67-82.
  9. Jonathan Batten & Peter Szilagyi, 2003. "Why Japan Needs to Develop its Corporate Bond Market," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 10(1), pages 83-108.

2002

  1. Alex Frino & David R. Gallagher, 2002. "Is Index Performance Achievable? An Analysis of Australian Equity Index Funds," Abacus, Accounting Foundation, University of Sydney, vol. 38(2), pages 200-214, June.
  2. R Bird & DR Gallagher, 2002. "The evaluation of active manager returns in a non-symmetrical environment," Journal of Asset Management, Palgrave Macmillan, vol. 2(4), pages 303-324, March.
  3. David R. Gallagher & Elvis Jarnecic, 2002. "The Performance of Active Australian Bond Funds," Australian Journal of Management, Australian School of Business, vol. 27(2), pages 163-185, December.
  4. Kim, Jae H, 2002. "Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(4), pages 265-280, July.
  5. 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, vol. 41(1), pages 115-128, March.
  6. Batten, Jonathan & Hogan, Warren, 2002. "Erratum to "A perspective on credit derivatives"," International Review of Financial Analysis, Elsevier, vol. 11(3), pages 249-249.
  7. Batten, Jonathan & Hogan, Warren, 2002. "A perspective on credit derivatives," International Review of Financial Analysis, Elsevier, vol. 11(3), pages 251-278.
  8. Batten, Jonathan & Ellis, Craig & Hogan, Warren, 2002. "Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds," International Review of Financial Analysis, Elsevier, vol. 11(3), pages 331-344.
  9. Seppo Pynnönen & Warren Hogan & Jonathan Batten, 2002. "Expectations and Liquidity in Yen Bond Markets," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 7(3), pages 335-354.

2001

  1. David R. Gallagher, 2001. "Attribution of investment performance: an analysis of Australian pooled superannuation funds," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 41(1‐2), pages 41-62, July.
  2. Kim, Jae H, 2001. "Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(1), pages 117-128, January.
  3. Jae H. Kim & Imad Moosa, 2001. "Seasonal Behaviour of Monthly International Tourist Flows: Specification and Implications for Forecasting Models," Tourism Economics, , vol. 7(4), pages 381-396, December.
  4. Jae H. Kim & Monique T. Ngo, 2001. "Modelling and Forecasting Monthly Airline Passenger Flows among Three Major Australian Cities," Tourism Economics, , vol. 7(4), pages 397-412, December.
  5. Jonathan Batten & Warren Hogan, 2001. "Price Discovery In The Australian Dollar Foreign Exchange Market," Economic Papers, The Economic Society of Australia, vol. 20(S1), pages 64-74, December.
  6. Batten, Jonathan & Ellis, Craig, 2001. "Scaling relationships of Gaussian processes," Economics Letters, Elsevier, vol. 72(3), pages 291-296, September.

2000

  1. Denzil Fiebig & Jae Kim, 2000. "Estimation and inference in sur models when the number of equations is large," Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 105-130.
  2. Batten, Jonathan & Hogan, Warren & Pynnonen, Seppo, 2000. "The dynamics of Australian dollar bonds with different credit qualities," International Review of Financial Analysis, Elsevier, vol. 9(4), pages 389-404.
  3. 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, vol. 12(4), pages 337-349, December.

1999

  1. Kim, Jae H., 1999. "Asymptotic and bootstrap prediction regions for vector autoregression," International Journal of Forecasting, Elsevier, vol. 15(4), pages 393-403, October.
  2. Jae H. Kim, 1999. "Forecasting Monthly Tourist Departures from Australia," Tourism Economics, , vol. 5(3), pages 277-291, September.
  3. Jonathan Batten & Warren Hogan, 1999. "Credit Derivatives: An Appraisal For Australian Financial Institutions," Economic Papers, The Economic Society of Australia, vol. 18(2), pages 19-41, June.
  4. Batten, Jonathan & Ellis, Craig & Mellor, Robert, 1999. "Scaling laws in variance as a measure of long-term dependence," International Review of Financial Analysis, Elsevier, vol. 8(2), pages 123-138, June.
  5. Batten, Jonathan & Hettihewa, Samanthala, 1999. "Small Firm Behaviour in Sri Lanka," Small Business Economics, Springer, vol. 13(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, vol. 2(1), pages 28-57.

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, vol. 8(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, vol. 24(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, May.

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, in: Risk Management Post Financial Crisis: A Period of Monetary Easing, volume 96, pages 3-13, Emerald Group Publishing Limited.

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, in: Bank for International Settlements (ed.), Are central bank balance sheets in Asia too large?, volume 66, pages 265-284, Bank for International Settlements.
  2. Jonathan A. Batten & Warren P. Hogan & Peter G. Szilagyi, 2012. "Foreign Bond Markets and Financial Market Development: International Perspectives," Chapters, in: Masahiro Kawai & David G. Mayes & Peter Morgan (ed.), Implications of the Global Financial Crisis for Financial Reform and Regulation in Asia, chapter 12, Edward Elgar Publishing.
  3. Jonathan A. Batten & Niklas Wagner, 2012. "Derivatives Securities Pricing and Modelling," Contemporary Studies in Economic and Financial Analysis, in: Derivative Securities Pricing and Modelling, pages 3-14, Emerald Group Publishing Limited.
  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, in: Derivative Securities Pricing and Modelling, pages 379-398, Emerald Group Publishing Limited.

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, in: The Impact of the Global Financial Crisis on Emerging Financial Markets, pages 3-16, Emerald Group Publishing Limited.

2007

  1. David R. Gallagher, 2007. "The role of index funds in retirement asset allocation," Chapters, in: Hazel Bateman (ed.), Retirement Provision in Scary Markets, chapter 4, Edward Elgar Publishing.

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, in: Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century, pages 1-25, Emerald Group Publishing Limited.
  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, in: Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century, pages 167-176, Emerald Group Publishing Limited.
  3. Mukund Narayanamurti & Jonathan A. Batten, 2005. "Encouraging Growth in Asia with Multi-Pillar Financial Systems," Contemporary Studies in Economic and Financial Analysis, in: Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century, pages 361-415, Emerald Group Publishing Limited.

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