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Brailsford, TJ and Cusack, AJ (1997) A comparison of futures pricing models in a new market: The case of individual share futures. Journal of Futures Markets, 17 5: 515-541. doi:10.1002/(SICI)1096-9934(199708)17:5<515::AID-FUT2>3.0.CO;2-I 41   9 0
Brailsford, T. J. and Yeoh, D. (2004) Agency problems and capital expenditure announcements. Journal of Business, 77 2: 223-256. doi:10.1086/381274 203   8 Cited 15 times in Scopus15 0
Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2006) An analysis of Asian market integration pre- and post-crisis. International Journal of Theoretical and Applied Finance, 9 4: 483-501. doi:10.1142/S0219024906003718 66   Cited 3 times in Scopus3 0
Brailsford, T. J., O'Neill, T. J. and Penm, J. (2008). A new approach for estimating relationships between stock market returns: Evidence of financial integration in the Southeast Asian region. In Kim. S. and McKenzie, M. (Ed.), Asia-Pacific Financial Markets: Integration, Innovation and Challenges. International Finance Review. Volume 8 (pp. 17-37) Amsterdam, The Netherlands: Elsevier JAI. doi:10.1016/S1569-3767(07)00002-7 74   0
Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2004). A new approach to testing PPP: Evidence from the Yen. In A. H. Chen (Ed.), Research in Finance (pp. 135-154) USA: Elsevier. doi:10.1016/S0196-3821(04)21006-1 92   Cited 2 times in Scopus2 0
Berkman, H., Brailsford, T. J. and Frino, A. (2005) A note on execution costs for stock index futures: Information versus liquidity effects. Journal of Banking and Finance, 29 3: 565-577. doi:10.1016/j.jbankfin.2004.05.019 177 5 18 Cited 18 times in Scopus18 0
Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2004). A proposal for 'measuring financial integration in the region of Asia'. In R. Deane Terrell and T.J. Brailsford (Ed.), Collaborative Research in Econometrics and Quantitative Finance 1st ed. (pp. 69-80) Canberra, Australia: Evergreen Publishing. 103  
Low, Rand Kwong Yew, Alcock, Jamie, Faff, Robert and Brailsford, Timothy J. (2013) Canonical vine copulas in the context of modern portfolio management: are they worth it?. Journal of Banking and Finance, 37 8: 3085-3099. doi:10.1016/j.jbankfin.2013.02.036 202 4 8 Cited 10 times in Scopus10 0
Brailsford, T. J., O'Neill, T. J. and Penm, J. (2006) Causality detection on US mutual fund movements using evolutionary subset time-series. International Journal of Services and Standards, 2 4: 368-384. doi:10.1504/IJSS.2006.010470 110   Cited 7 times in Scopus7 0
Brailsford, T. J., Penm, J. and Terrell, R. D. (2008) Causal relationship testing with applications to exchange rates. International Journal of Electronic Finance, 2 1: 50-69. doi:10.1504/IJEF.2008.016884 99   0
Brailsford, T. J., Lin, S. L. and Penm, J. H. W. (2006) Conditional risk, return and contagion in the banking sector in Asia. Research in International Business and Finance, 20 3: 322-339. doi:10.1016/j.ribaf.2005.03.001 91   Cited 5 times in Scopus5 0
Brailsford, T. J., Marchesi, D. and Tutticci, I. M. (2004). Determinants of shares repurchased in on-market buy-backs. In: P. Gray and E. Margiolis, 2004 AFAANZ Conference proceedings. AFAANZ 2004: Accounting & Finance Association of Australia & New Zealand 2004 Conference, Alice Springs, NT, Australia, (). 4-6 July, 2004. 84  
Brailsford, T. J., O'Neill, T. J., Penm, J. and Terrell, R. D. (2007) Development of international markets for Australian renewable energy resources. Japanese Journal of Administrative Sciences, 20 2: 243-254. 70  
Brailsford, T. and O'Brien, M. A. (2008) Disentangling size from momentum in Australian stock returns. Australian Journal of Management, 32 3: 463-484. doi:10.1177/031289620803200305 211 7 7 Cited 10 times in Scopus10 0
Brailsford, T. J. (2005) Does form matter? From the sporting field to the fund manager. Portfolio Construction Journal, 2 4: . 37  
Benson, K. L., Brailsford, T. J. and Humphrey, J. E. (2006) Do socially responsible fund managers really invest differently?. Journal of Business Ethics, 65 4: 337-357. doi:10.1007/s10551-006-0003-8 564   29 Cited 40 times in Scopus40 0
Brailsford, T. J., Berkman, H. and Frino, A. (2004). Execution costs for stock index futures: Information versus liquidity effects. In: P. Gray and E. Margiolis, 2004 AFAANZ Conference proceedings. AFAANZ 2004: Accounting & Finance Association of Australia & New Zealand 2004 Conference, Alice Springs, NT, Australia, (). 4-6 July 2004. 91  
Treepongkaruna, Sirimon, Brailsford, Tim and Gray, Stephen (2013) Explaining the bid-ask spread in the foreign exchange market: a test of alternate models. Australian Journal of Management, OnlineFirst 1-20. doi:10.1177/0312896213499028 129 1 Cited 0 times in Scopus0 0
O'Brien, M., Brailsford, T. and Gaunt, C. (2010) Interaction of size, book-to-market and momentum effects in Australia. Accounting and Finance, 50 1: 197-219. doi:10.1111/j.1467-629X.2009.00318.x 204 4 14 Cited 16 times in Scopus16 0
Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2006). International linkages of the Japanese Government bond market: Time-series evidence. In J. A. Batten, T. A. Fetherston and P. G. Szilagyi (Ed.), Japanese Fixed Income Markets: Money, Bond and Interest Rate Derivatives (pp. 395-412) Amsterdam, The Netherlands: Elsevier. 60  
Brailsford, Timothy J., Penm, Jack H.W. and Terrell, Richard D. (2007). Kernel bandwidth applications to the euro and the U.S. mutual fund movements. In Andrew H. Chen (Ed.), Research in Finance (pp. 81-97) Amsterdam, The Netherlands: JAI Press, Elsevier. doi:10.1016/S0196-3821(06)23003-X 79   Cited 2 times in Scopus2 0
Brailsford, T. J., Liao, S. and Penm, J. (2007) Measuring financial synergies in cross-border M&A transactions using diffusion processes. International Journal of Services Technology and Management, 8 4/5: 276-292. doi:10.1504/IJSTM.2007.013920 324   Cited 1 times in Scopus1 0
Brailsford, T. J., Heaney, R. A. and Shi, J. (2004) Modelling the behaviour of the new issue market. International Review of Financial Analysis, 13 2: 119-132. doi:10.1016/j.irfa.2004.02.001 57   Cited 7 times in Scopus7 0
Brailsford, T. J., Oliver, B.R. and Pua, S.L.H. (2002) On the relation between ownership structure and capital structure. Accounting and Finance, 42 1: 1-26. doi:10.1111/1467-629X.00001 334   0
Brailsford, T. J., Heaney, R. A. and Oliver, B. R. (2003) Practices and attitudes to derivatives use in Australian commonwealth organisations. Australian Journal of Public Administration, 62 2: 87-100. doi:10.1111/1467-8497.00328 72   0 Cited 1 times in Scopus1 0
Bilson, C. M., Brailsford, T. J., Sullivan, L. J. and Treepongkaruna, S. (2008) Pricing bonds in the Australian market. Australian Journal of Management, 33 1: 123-144. doi:10.1177/031289620803300107 85 1 3 Cited 2 times in Scopus2 0
Brailsford, T. J., Penm, J. and Terrell, R. D. (2005). Proposal on a Kernel-based Evolutionary modelling and forecasting system using Semiparametric methods applied to World Oil, Coal and Metal. In R.D. Terrell, T.J. Brailsford, T.J. O'Neill and J. Penm (Ed.), Collaborative Research in Econometrics, Quantitative Finance, Operations Research and Risk Management: Improvement of National Competitiveness (pp. 95-102) ACT, Australia: Evergreen Publishing. 64  
Terrell, R. D., Brailsford, T. J., Chen, A. H., Brogan, B., Wu, S. and Penm, J. H. W. (2005). Proposal on investment evaluation and price formation in markets for oil and mineral resources. In R.D. Terrell, T.J. Brailsford, T.J. O'Neill and J. Penm (Ed.), Collaborative Research in Quantitative Finance, Risk Management and Econometrics: Stabilising World Oil Prices (pp. 27-47) Canberra, Australia: Evergreen Publishing. 86  
Brailsford, T., Handley, J. C. and Maheswaran, K. (2008) Re-examination of the historical equity risk premium in Australia. Accounting and Finance, 48 1: 73-97. doi:10.1111/j.1467-629x.2007.00231.x 801   12 Cited 15 times in Scopus15 0
Brailsford, Timothy J., Penm, H. W. and Terrel, R. D. (2002) Selecting the forgetting factor in subset autoregressive modelling. Journal of Time Series Analysis, 23 6: 629-649. doi:10.1111/1467-9892.00283 97   10 Cited 10 times in Scopus10 0
Brailsford, Tim, Gaunt, Clive and O'Brien, Michael A. (2012) Size and book-to-market factors in Australia. Australian Journal of Management, 37 2: 261-281. doi:10.1177/0312896211423555 66   3 Cited 4 times in Scopus4 0
Brailsford, T (1994) Struggle and Survival On Wall St - the Economics of Competition Among Securities Firms - Matthews,jo. Economic Record, 70 210: 348-350. 10   0
Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2004). Subset autoregressive filtering using the forgetting factor for financial simulations. In R. D. Terrell and T.J. Brailsford (Ed.), Collaborative Research in Econometrics and Quantitative Finance 1st ed. (pp. 178-205) Canberra, Australia: Evergreen Publishing. 48  
Brailsford, T. J., Penm, J. and Terrell, R. D. (2008) Testing PPP by means of ZNZ patterned VECM. International Journal of Theoretical and Applied Finance, 11 4: 345-362. doi:10.1142/S021902490800483X 96   Cited 0 times in Scopus0 0
Brailsford, T. J., Easton, S. A., Gray, P. K. and Gray, S. F. (1995) The efficiency of Australian football betting markets. Australian Journal of Management, 20 2: 167-196. 218  
Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2006) The equivalence of causality detection in VAR and VECM modeling with applications to exchange rates. Multinational Finance Journal, 10 3/4: 153-177. 552  
Bilson, Christopher M., Brailsford, Timothy J. and Hooper, Vincent C. (2002) The explanatory power of political risk in emerging markets. International Review of Financial Analysis, 11 1: 1-27. doi:10.1016/S1057-5219(01)00067-9 76   Cited 24 times in Scopus24 0
Brailsford, Tim, Handley, John C. and Maheswaran, Krishnan (2012) The historical equity risk premium in Australia: post-GFC and 128 years of data. Accounting and Finance, 52 1: 237-247. doi:10.1111/j.1467-629X.2011.00435.x 23   2 Cited 5 times in Scopus5 0
Brailsford, T. J., O'Neill, T. J. and Penm, J. H. W. (2005). The Impact of US Mutual Fund Value Movements on Global Bond and Stock Markets: Evolutionary Kernel-based Subset Time-series. In R.D. Terrell, T.J. Brailsford, T.J. O'Neill and J. Penm (Ed.), Collaborative Research in Econometrics, Quantitative Finance, Operations Research and Risk Management: Improvement of National Competitiveness (pp. 235-259) ACT, Australia: Evergreen Publishing. 71  
Bilson, C. M., Brailsford, T. J. and Evans, T. (2005) The international transmission of arbitrage information across futures markets. Journal of Business Finance and Accounting, 32 5/6: 973-1000. doi:10.1111/j.0306-686X.2005.00619.x 75 2 2 Cited 3 times in Scopus3 0
Brailsford, Tim, Gaunt, Clive and O'Brien, Michael (2012) The investment value of the value premium. Pacific-Basin Finance Journal, 20 3: 416-437. doi:10.1016/j.pacfin.2011.12.008 59   2 Cited 2 times in Scopus2 0
Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2004) The price elasticity of the Euro to movements in foreign reserves through European Central Bank intevention. Finance India, 18 4: 1627-1642. 78  
Brailsford, T. J., Hyung, N., Penm, J. H. W. and Terrell, R. D. (2004) The sequential fitting of subset auto regressions with a forgetting factor. Journal of Economic Research, 9 29-57. 57  
Brailsford, T (1995) The Value Imperative - McTaggart,jm, Kontes,pw, Mankins,mc. Economic Record, 71 214: 305-306. 37   0
Brailsford, Tim, Heaney, Richard and Oliver, Barry (2005) Use of derivatives in public sector organisations. Accounting and Finance, 45 1: 43-66. doi:10.1111/j.1467-629X.2004.00120.x 93   Cited 0 times in Scopus0 0
Brailsford, Tim, Dash, Stephen, Hutchinson, Marion, Pappu, Ravi and Ritchie, Brent W. (2009) Valuing brand equity of a geographic region. Tourism Analysis, 14 6: 765-779. doi:10.3727/108354210X12645141401188 106   Cited 1 times in Scopus1 0
Brailsford, T. J. and Cross, T. (2003) Voluntary trading suspensions and media coverage on the London Stock Exchange. Accounting, Accountability & Performance, 9 2: 1-22. 46  
Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2005) Zero-non-zero patterned vector error correction modeling for I(2) cointegrated time series with applications in testing PPP and stock market relationships. Research in Finance, 22 305-326. doi:10.1016/S0196-3821(05)22011-7 231   0