List of Subject Classifications Records

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 Browse by Research Fields, Courses and Disciplines The Research Fields, Courses and Disciplines (Australian Standard Research Classification) is published by the Australian Bureau of Statistics (ABS catalogue number 1297.0) 1998. ABS data is used with permission from the Australian Bureau of Statistics -> 350000 Commerce, Management, Tourism and Services -> 350300 Banking, Finance and Investment -> 350301 Finance :

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  Abstract Views File Downloads Thomson Reuters Web of Science Citation Count Scopus Citation Count Altmetric Score
Gray, P. and Gray, S. F. (2001) A framework for valuing derivative securities. Financial Markets, Institutions & Instruments, 10 5: 253-276. doi:10.1111/1468-0416.00047 138   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 201   7 Cited 15 times in Scopus15 0
Chan, K. F., Gan, C. and McGraw, P. A. (2003) A hedging strategy for New Zealand's exporter in transaction exposure to currency risk. Multinational Finance Journal, 7 1-2: 25-54. 172  
Colthup, G. and Zhong, M. (2005). Analyses of equity market linkage in the Pacific Basin. In: P. Gray and E. Margiolis, 2005 Annual Conference Program & Abstracts. AFAANZ 2005 Conference, Melbourne, (69-69). 3-5 July, 2005. 81  
Bellamy, David Ewan. (2002). An analysis of ex-dividend day abnormal trading volumes and share price changes in the Australian equity market PhD Thesis, School of Business, The University of Queensland. 571 3
Comerton-Forde, C., O'Brien, M. A. and Westerholm, P. J. (2007) An empirical analysis of strategic behaviour models. Australian Journal of Management, 32 2: 181-203. 55   4
McNamara, S. M. (2002). An empirical examination of natural resource valuation models. In: A. Pinnington, 4th Annual RHD Student Colloquium - Abstracts. 2002 Research Student Colloquium, Riverglenn Conference Centre, Indooroopilly, (47-47). 1 June, 2002. 37  
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 89   Cited 2 times in Scopus2 0
Benson, K. L., Pope, P. and Faff, R. W. (2003) An investigation of the relationship between stated fund management policy and market timing ability. Pacific Accounting Review, 15 1: 1-16. 82  
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.2004.05.019 171 5 16 Cited 16 times in Scopus16 0
Benson, K. L. and Faff, R. W. (2003) A performance analysis of Australian international equity trusts. Journal of International Financial Markets, Institutions and Money, 13 1: 69-84. doi:10.1016/S1042-4431(02)00027-6 74   Cited 6 times in Scopus6 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. 100  
Finn, F. J. and Hodgson, A. (2000). A re-examination of the determinants of aggregate takeover activity. In: Proceedings of the 7th Asia Pacific Finance Association Annual Conference. 7th APFA Annual Conference, Shanghai, (). 24-26 July, 2000. 51  
Treepongkaruna, S. and Gray, S. F. (2006) Are there non-linearities in short-term interest rates?. Accounting and Finance, 46 1: 149-167. doi:10.1111/j.1467-629X.2006.00151.x 70 1 Cited 5 times in Scopus5 0
Boudry, W. I. and Gray, P. (2003) Assessing the economic significance of return predictability: A research note. Journal of Business, Finance and Accounting, 30 9/10: 1305-1326. 57 100
Avkiran, N. K. (2008) Assessing the real profit efficiency of banks in less regulated markets. JASSA, 2008 1: 35-39. 79 1
Gray, P. K. and McAllister, J. C. (2000). Assessing the robustness of market overreaction to alternate measurement methodologies. In: Program and Collected Abstracts of the AAANZ 2000 Annual Conference. AAANZ 2000 Annual Conference, Hamilton Island, (58-58). 2nd - 4th July, 2000. 45  
Gray, P. K. and McAllister, J. C. (2000). Assessing the robustness of market overreaction to alternate measurement methodologies. In: Proceedings of the 7th Asia Pacific Finance Association Annual Conference. 7th APFA Annual Conference, Shanghai, (92-92). 24-26 July, 2000. 73  
Alcock, J and Hatherley, A (2009) Asymmetric dependence between domestic equity indices and its effect on portfolio construction. Australian Actuarial Journal, 15 1: 143-180. 218  
Craswell, A, Stokes, DJ and Laughton, J (2002) Auditor independence and fee dependence. Journal of Accounting & Economics, 33 2: 253-275. doi:10.1016/S0165-4101(02)00044-7 295   60 Cited 87 times in Scopus87 0
Cooney, M., Finn, F. J. and Karl, A. (2001). Australian divestiture activity and a theoretical framework for explaining divestiture gains. In: Program and Collected Abstracts of AAANZ 2001 Annual Conference. AAANZ Annual Conference, Auckland, New Zealand, (41-41). 1-3 July, 2001. 112  
Gray, P. and Tutticci, I. (2007) Australian stock market anomalies. Journal of Investment Strategy, 2 2: 27-35. 205  
Gray, P. (2005) Bayesian estimation of short-rate models. Australian Journal of Management, 30 1: 1-22. 63  
Gray, P., Edwards, S. and Kalotay, E. (2007) Canonical valuation and hedging of index options. Journal of Futures Markets, 27 8: 771-790. doi:10.1002/fut.20268 120 3 8 Cited 9 times in Scopus9 0
Gray, P. and Newman, S. (2005) Canonical valuation of options in the presence of stochastic volatility. Journal of Futures Markets, 25 1: 1-19. doi:10.1002/fut.20140 102 2 14 Cited 13 times in Scopus13 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 105   Cited 7 times in Scopus7 0
Clarkson, P. M., Van Bueren, A. L. and Walker, J K (2006) Chief executive officer remuneration disclosure quality: Corporate responses to an evolving disclosure environment. Accounting and Finance, 46 5: 771-796. doi:10.1111/j.1467-629x.2006.00197.x 194 2 Cited 16 times in Scopus16 0
Collaborative Research in Econometrics and Quantitative Finance. Edited by R. D. Terrell and T. J. Brailsford Canberra, Australia: Evergreen Publishing, 2004. 48  
Collaborative Research in Econometrics, Quantitative Finance, Operations Research and Risk Management: Improvement of National Competitiveness. Edited by R. D. Terrell, T. J. Brailsford, T. J. O'Neill and J. H. W. Penm Canberra, Australia: Evergreen Publishing, 2005. 56  
Collaborative Research in Quantitative Finance, Risk Management and Econometrics: Stabilising World Oil Prices. Edited by R. D. Terrell, T. J. Brailsford, T. J. O'Neill and J. H. W. Penm Canberra, Australia: Evergreen Publishing, 2005. 44  
Benson, K. L. and Humphrey, J. E. (2005) Comparing SRI funds and conventional funds. Portfolio Construction Journal, 2 1: 30-33. 116  
Chan, K. F. (2004). Conditional heteroscedasticity and jumps in Australian short-term interest rates. In: P. Gray and E. Margiolis, 2004 Annual Conference Program & Abstracts. AFAANZ 2004 Conference, Alice Springs, NT, (). 4-6 July, 2004. 57  
Benson, K. L. and Faff, R. W. (2003). Conditional performance evaluation and the relevance of money flows for Australian international equity funds. In: AFAANZ 2003 Annual Conference: Program and Abstracts. AFAANZ 2003 Annual Conference, Brisbane, (38-38). 6-8 July, 2003. 76  
Benson, Karen L. and Faff, Robert W. (2006) Conditional performance evaluation and the relevance of money flows for Australian international equity funds. Pacific Basin Finance Journal, 14 3: 231-249. doi:10.1016/j.pacfin.2005.10.002 95 2 Cited 5 times in Scopus5 0
Kalotay, E., Gray, P. and Sin, S. (2007) Consumer expectations and short-horizon return predictability. Journal of Banking and Finance, 31 10: 3102-3124. doi:10.1016/j.jbankfin.2006.11.017 202 3 3 Cited 4 times in Scopus4 0
Li, Yuming and Zhong, Maosen (2005) Consumption habit and international stock returns. Journal of Banking & Finance, 29 3: 579-601. doi:10.1016/j.jbankfin.2004.05.020 73   10 Cited 17 times in Scopus17 0
Ragunathan, Vanitha, Faff, Robert W. and Brooks, Robert D. (2004) Correlations, integration and Hansen-Jagannathan Bounds. Applied Financial Economics, 14 16: 1167-1180. doi:10.1080/0960310042000281149 80   Cited 2 times in Scopus2 0
Robinson, D. (2001). Default risk in the Australian Interest Rate Swap Market. In: Program and Collected Abstract of the AAANZ 2001 Annual Conference. AAANZ Annual Conference, Auckland, New Zealand, (100-100). 1-3 July, 2001. 187  
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. 83  
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 199 7 7 Cited 10 times in Scopus10 0
Benson, K. L., Faff, R. W. and Nowland, J. (2007) Do derivatives have a role in the risk shifting behaviour of fund managers?. Australian Journal of Management, 32 2: 271-292. 128 4 3
Benson, K. L. and Gray, P. K. (2005) Does the short rate predict market returns?. Journal of Investment Strategy, 1 1: 59-62. 52  
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/s10551-006-0003-8 556   28 Cited 36 times in Scopus36 0
Zhong, M., Darratt, A. F. and Anderson, D. C. (2003) Do US stock prices deviate from their fundamental values? Some new evidence. Journal of Banking and Finance, 27 4: 673-697. doi:10.1016/S0378-4266(01)00259-X 65   0 Cited 20 times in Scopus20 0
Alcock, J.T. and Gray, P. (2005) Dynamic, nonparametric hedging of European style contingent claims using canonical valuation. Finance Research Letters, 2 1: 41-50. doi:10.1016/j.frl.2004.09.002 70   Cited 7 times in Scopus7 0
Choy, Elisa Y. W., Gray, Stephen F. and Ragunathan, Vanitha (2006) Effect of credit rating changes on Australian stock returns. Accounting and Finance, 46 5: 755-769. doi:10.1111/j.1467-629X.2006.00192.x 177 472 Cited 5 times in Scopus5 0
Alpert, K. and Knight, W.J. (2002). Effects of taxation for option writers. In: Accounting Association of Australia and New Zealand (AAANZ) 2002 Annual Conference: Program and Abstracts. AAANZ 2002 Annual Conference, Perth, Western Australia, (24-24). 7-9 July, 2002. 65  
Gray, P., Gray, S. F. and Roche, T. (2005) Efficiency of football betting markets: The economic significance of trading strategies. Accounting and Finance, 45 2: 269-281. doi:10.1111/j.1467-629x.2004.00129.x 91   Cited 1 times in Scopus1 0
Hoang, Philip, Powell, John G . and Shi, Jing (1999) Endowment warrant valuation. The Journal of Derivatives, 7 1: 1-13. doi:10.3905/jod.1999.319108 38   0
Darratt, A. F. and Zhong, M. (2003). Equity market integration and multinational trade agreements: The case of NAFTA. In: AFAANZ 2003 Annual Conference: Program and Abstracts. AFAANZ 2003 Annual Conference, Brisbane, (149-149). 6-8 July, 2003. 136  

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