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John Watson

Personal Details

First Name:John
Middle Name:
Last Name:Watson
Suffix:
RePEc Short-ID:pwa673
http://www.monash.edu.au/research/people/profiles/profile.html?sid=4516&pid=3629

Affiliation

Department of Banking and Finance
Monash Business School
Monash University

Caulfield, Australia
http://business.monash.edu/banking-and-finance

: +61 3 9903 2616

PO Box 197, Caulfield East, VIC 3145
RePEc:edi:dfmonau (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Galagedera, Don U.A. & Watson, John & Premachandra, I.M. & Chen, Yao, 2016. "Modeling leakage in two-stage DEA models: An application to US mutual fund families," Omega, Elsevier, vol. 61(C), pages 62-77.
  2. John Watson & James Delaney & Michael Dempsey & J. Wickramanayake, 2016. "Australian superannuation (pension) fund product ratings and performance: A guide for fund managers," Australian Journal of Management, Australian School of Business, vol. 41(2), pages 189-211, May.
  3. Don U. A. Galagedera & John Watson, 2015. "Benchmarking superannuation funds based on relative performance," Applied Economics, Taylor & Francis Journals, vol. 47(28), pages 2959-2973, June.
  4. Premachandra, I.M. & Zhu, Joe & Watson, John & Galagedera, Don U.A., 2012. "Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3302-3317.
  5. Watson, John & Wickramanayake, J., 2012. "The relationship between aggregate managed fund flows and share market returns in Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 451-472.
  6. John Watson & J. Wickramanayke & I.M. Premachandra, 2011. "The value of Morningstar ratings: evidence using stochastic data envelopment analysis," Managerial Finance, Emerald Group Publishing, vol. 37(2), pages 94-116, January.
  7. Premachandra, I.M. & Chen, Yao & Watson, John, 2011. "DEA as a tool for predicting corporate failure and success: A case of bankruptcy assessment," Omega, Elsevier, vol. 39(6), pages 620-626, December.
  8. Rod Lambert & Kevin Tant & John Watson, 2008. "Simulated financial dealing room: learning discovery and student accountability," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 48(3), pages 461-474.
  9. Balasingham Balachandran & Michael Skully & Kevin Tant & John Watson, 2006. "Australian evidence on student expectations and perceptions of introductory business finance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(5), pages 697-713.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Premachandra, I.M. & Zhu, Joe & Watson, John & Galagedera, Don U.A., 2012. "Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3302-3317.

    Cited by:

    1. Galagedera, Don U.A., 2014. "Modeling risk concerns and returns preferences in performance appraisal: An application to global equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 400-416.
    2. Kao, Chiang, 2014. "Network data envelopment analysis: A review," European Journal of Operational Research, Elsevier, vol. 239(1), pages 1-16.
    3. Kao, Chiang, 2014. "Efficiency decomposition for general multi-stage systems in data envelopment analysis," European Journal of Operational Research, Elsevier, vol. 232(1), pages 117-124.
    4. Galagedera, Don U.A. & Watson, John & Premachandra, I.M. & Chen, Yao, 2016. "Modeling leakage in two-stage DEA models: An application to US mutual fund families," Omega, Elsevier, vol. 61(C), pages 62-77.
    5. Ruiyue Lin & Zhiping Chen & Qianhui Hu & Zongxin Li, 2017. "Dynamic network DEA approach with diversification to multi-period performance evaluation of funds," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 39(3), pages 821-860, July.
    6. Sánchez-González, Carlos & Sarto, José Luis & Vicente, Luis, 2017. "The efficiency of mutual fund companies: Evidence from an innovative network SBM approach," Omega, Elsevier, vol. 71(C), pages 114-128.
    7. Vassilios Babalos & Michael Doumpos & Nikolaos Philippas & Constantin Zopounidis, 2015. "Towards a Holistic Approach for Mutual Fund Performance Appraisal," Computational Economics, Springer;Society for Computational Economics, vol. 46(1), pages 35-53, June.
    8. Ruiyue Lin & Zhiping Chen & Qianhui Hu & Zongxin Li, 0. "Dynamic network DEA approach with diversification to multi-period performance evaluation of funds," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 0, pages 1-40.
    9. Chiu, Ching-Ren & Chiu, Yung-Ho & Chen, Yu-Chuan & Fang, Chen-Ling, 2016. "Exploring the source of metafrontier inefficiency for various bank types in the two-stage network system with undesirable output," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 1-13.
    10. Antonella Basso & Stefania Funari, 2017. "The role of fund size in the performance of mutual funds assessed with DEA models," The European Journal of Finance, Taylor & Francis Journals, vol. 23(6), pages 457-473, May.
    11. Li, Yongjun & Lei, Xiyang & Dai, Qianzhi & Liang, Liang, 2015. "Performance evaluation of participating nations at the 2012 London Summer Olympics by a two-stage data envelopment analysis," European Journal of Operational Research, Elsevier, vol. 243(3), pages 964-973.
    12. Babalos, Vassilios & Mamatzakis, Emmanuel C. & Matousek, Roman, 2015. "The performance of US equity mutual funds," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 217-229.
    13. Qingyou Yan & Youwei Wan & Jingye Yuan & Jieting Yin & Tomas Baležentis & Dalia Streimikiene, 2017. "Economic and Technical Efficiency of the Biomass Industry in China: A Network Data Envelopment Analysis Model Involving Externalities," Energies, MDPI, Open Access Journal, vol. 10(9), pages 1-19, September.
    14. Kao, Chiang & Hwang, Shiuh-Nan, 2014. "Multi-period efficiency and Malmquist productivity index in two-stage production systems," European Journal of Operational Research, Elsevier, vol. 232(3), pages 512-521.
    15. Lu, Wen-Min & Liu, John S. & Kweh, Qian Long & Wang, Chung-Wei, 2016. "Exploring the benchmarks of the Taiwanese investment trust corporations: Management and investment efficiency perspectives," European Journal of Operational Research, Elsevier, vol. 248(2), pages 607-618.
    16. An, Qingxian & Yan, Hong & Wu, Jie & Liang, Liang, 2016. "Internal resource waste and centralization degree in two-stage systems: An efficiency analysis," Omega, Elsevier, vol. 61(C), pages 89-99.

  2. Watson, John & Wickramanayake, J., 2012. "The relationship between aggregate managed fund flows and share market returns in Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 451-472.

    Cited by:

    1. Chang, Chia-Lin & Ke, Yu-Pei, 2014. "Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds," MPRA Paper 57625, University Library of Munich, Germany.
    2. Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016. "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis," Working Papers 201619, University of Pretoria, Department of Economics.
    3. Alexakis, Christos & Dasilas, Apostolos & Grose, Chris, 2013. "Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of hidden cointegration technique," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 1-8.
    4. Luo Wang & Bin Li & Benjamin Liu, 2017. "Can Macroeconomic Variables Explain Managed Fund Returns? The Australian Case," Economic Papers, The Economic Society of Australia, vol. 36(2), pages 171-184, June.
    5. Qureshi, Fiza & Kutan, Ali M. & Ismail, Izlin & Gee, Chan Sok, 2017. "Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets," Emerging Markets Review, Elsevier, vol. 31(C), pages 176-192.
    6. Yue Meinn GOH & Ros Zam Zam SAPIAN, 2017. "Return, Volatility And Fund Flows Linkages: Malaysian Evidence," Management and Marketing Journal, University of Craiova, Faculty of Economics and Business Administration, vol. 0(2), pages 59-69, November.

  3. John Watson & J. Wickramanayke & I.M. Premachandra, 2011. "The value of Morningstar ratings: evidence using stochastic data envelopment analysis," Managerial Finance, Emerald Group Publishing, vol. 37(2), pages 94-116, January.

    Cited by:

    1. Agrell, Per J. & Niknazar, Pooria, 2014. "Structural and behavioral robustness in applied best-practice regulation," Socio-Economic Planning Sciences, Elsevier, vol. 48(1), pages 89-103.

  4. Premachandra, I.M. & Chen, Yao & Watson, John, 2011. "DEA as a tool for predicting corporate failure and success: A case of bankruptcy assessment," Omega, Elsevier, vol. 39(6), pages 620-626, December.

    Cited by:

    1. Liu, John S. & Lu, Louis Y.Y. & Lu, Wen-Min & Lin, Bruce J.Y., 2013. "A survey of DEA applications," Omega, Elsevier, vol. 41(5), pages 893-902.
    2. Yang, Xiaopeng & Morita, Hiroshi, 2013. "Efficiency improvement from multiple perspectives: An application to Japanese banking industry," Omega, Elsevier, vol. 41(3), pages 501-509.
    3. Carlos Serrano-Cinca & Y. Fuertes-Callén & Begoña Gutiérrez-Nieto & B. Cuéllar-Fernández, 2011. "Path modeling to bankruptcy: causes and symptoms of the banking crisis," Working Papers CEB 11-007, ULB -- Universite Libre de Bruxelles.
    4. Peng, Yi & Kou, Gang & Wang, Guoxun & Shi, Yong, 2011. "FAMCDM: A fusion approach of MCDM methods to rank multiclass classification algorithms," Omega, Elsevier, vol. 39(6), pages 677-689, December.
    5. Mousavi, Mohammad M. & Ouenniche, Jamal & Xu, Bing, 2015. "Performance evaluation of bankruptcy prediction models: An orientation-free super-efficiency DEA-based framework," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 64-75.
    6. You, Yan Q. & Jie, Tao, 2016. "A study of the operation efficiency and cost performance indices of power-supply companies in China based on a dynamic network slacks-based measure model," Omega, Elsevier, vol. 60(C), pages 85-97.
    7. Chen, Yao & Du, Juan & Huo, Jiazhen, 2013. "Super-efficiency based on a modified directional distance function," Omega, Elsevier, vol. 41(3), pages 621-625.
    8. Zhang, Faming & Tadikamalla, Pandu R. & Shang, Jennifer, 2016. "Corporate credit-risk evaluation system: Integrating explicit and implicit financial performances," International Journal of Production Economics, Elsevier, vol. 177(C), pages 77-100.
    9. Sahoo, Biresh K. & Tone, Kaoru, 2013. "Non-parametric measurement of economies of scale and scope in non-competitive environment with price uncertainty," Omega, Elsevier, vol. 41(1), pages 97-111.
    10. Edelstein, Barak & Paradi, Joseph C., 2013. "Ensuring units invariant slack selection in radial data envelopment analysis models, and incorporating slacks into an overall efficiency score," Omega, Elsevier, vol. 41(1), pages 31-40.
    11. Jamal Ouenniche & Kaoru Tone, 2017. "An out-of-sample evaluation framework for DEA with application in bankruptcy prediction," Annals of Operations Research, Springer, vol. 254(1), pages 235-250, July.
    12. Li, Yongjun & Chen, Yao & Liang, Liang & Xie, Jianhui, 2012. "DEA models for extended two-stage network structures," Omega, Elsevier, vol. 40(5), pages 611-618.
    13. Liu, Wenbin & Zhou, Zhongbao & Liu, Debin & Xiao, Helu, 2015. "Estimation of portfolio efficiency via DEA," Omega, Elsevier, vol. 52(C), pages 107-118.
    14. Du, Juan & Chen, Yao & Huo, Jiazhen, 2015. "DEA for non-homogenous parallel networks," Omega, Elsevier, vol. 56(C), pages 122-132.

  5. Rod Lambert & Kevin Tant & John Watson, 2008. "Simulated financial dealing room: learning discovery and student accountability," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 48(3), pages 461-474.

    Cited by:

    1. Hall, Matthew, 2010. "Accounting information and managerial work," LSE Research Online Documents on Economics 28539, London School of Economics and Political Science, LSE Library.
    2. Hall, Matthew, 2010. "Accounting information and managerial work," Accounting, Organizations and Society, Elsevier, vol. 35(3), pages 301-315, April.

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