Items where Subject is "Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > APPLIED ECONOMICS (140200) > Financial Economics (140207)"

Subjects classification (32824)
- Australian and New Zealand Standard Research Classification (32824)
  - ECONOMICS (140000) (721)
    - APPLIED ECONOMICS (140200) (526)
      - Financial Economics (140207) (91)

Group by: Authors/Creators | Item Type

Jump to: NULL | B | C | D | E | F | G | H | K | L | M | O | P | R | T | V | W | Z

Number of items at this level: 91.

NULL

(2009) Bwembya Chikolwa interviewed by Nicole Lindsay for Herald Sun 20th August 2009, Property trusts hit hard by US crash,. Herald Sun.

B

Basu, Anup (2008) Towards a dynamic asset allocation framework for target retirement funds: getting rid of the dogma in lifecycle investing. In Robinson, T, Christensen, M, & Fletcher, A (Eds.) Proceedings of the 16th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management : Innovation for a Sustainable Future: Visions for 2020, 2-4 July 2008, Australia, Queensland, Brisbane.

Basu, Anup & Drew, Michael (2006) Appropriateness of Default Investment Options in Defined Contribution Plans: The Australian Evidence. In Boyer, M (Ed.) Proceedings Northern Finance Association 2006 Conference, 15-17 September 2006, Canada, Montreal.

Basu, Anup K., Byrne, Alistair, & Drew, Michael (2009) Dynamic lifecycle strategies of target date retirement funds. In Proceedings of the Asian Finance Association 2009 International Conference, Asian Finance Association, Hilton Brisbane, Brisbane, Queensland, pp. 1-35.

115

Basu, Anup K. & Drew, Michael (2009) Portfolio size effect in retirement accounts : what does it imply for lifecycle asset allocation funds? The Journal of Portfolio Management, 35(3), pp. 61-72.

Basu, Anup K. & Drew, Michael (2010) The appropriateness of default investment options in defined contribution plans : Australian evidence. Pacific-Basin Finance Journal, 18(3), pp. 290-305.

Basu, Anup K. & Drew, Michael (2009) The case for gender-sensitive superannuation plan design. Australian Economic Review, 42(2), pp. 177-189.

Becker, Ralf, Clements, Adam, & McClelland, Andrew (2009) The jump component of S&P 500 volatility and the VIX index. Journal of Banking and Finance, 33(6), pp. 1033-1038.

444

Benz, Eva & Trueck, Stefan (2006) CO2 Emission Allowances Trading in Europe - Specifying a New Class of Assets. Problems and Perspectives in Management, 4(3), pp. 30-40.

Bianchi, Robert, Drew, Michael, & Zhu, Roger (2009) Pairs trading profits in commodity futures markets. In Proceedings of Asian Finance Association 2009 International Conference, University of Queensland, Hilton Brisbane, Brisbane, Queensland, pp. 1-26.

385

Bianchi, Robert J., Drew, Michael E., & Stanley, Alex (2008) The search for hedge fund alpha. JASSA The Finsia Journal of Applied Finance, pp. 39-47.

Boulter, Terry & Tan, Celeste Ping Fern (2000) The Short Run Impact of Scheduled Macroeconomic Announcements on the Australian Dollar during 1998, Discussion Paper No 82. [Working Paper] (Unpublished)

131

Brown, Philip, Beekes, Wendy, & Verhoeven, Peter (2011) Corporate governance, accounting and finance: a review. Accounting and Finance, 51(1), pp. 96-172.

C

Camp, Graeme, Comer, Aimee, & How, Janice C. Y. (2006) Incentives to underprice. Accounting and Finance, 46(4), pp. 537-551.

Chen, En Te & Clements, Adam (2007) S&P 500 Implied Volatility and Monetary Policy Announcements. Finance Research Letters, 4(4), pp. 227-232.

Chikolwa, Bwembya (2008) Structuring issues for commercial mortgage-backed securities in Australia. Pacific Rim Property Research Journal, 14(3), pp. 334-355.

405

Clements, Adam, Drew, Michael, Krpan, Ivan, & Veeraraghavan, Madhu (2009) Can book-to-market and size be risk factors that predict economic growth in Asia's emerging economies? Finance India, 23(4), pp. 1213-1230.

Connelly, Luke (2002) Welfarist and Non-Welfarist Conceptions of "Health Promotion : Discussion Paper No. 104.

293

D

Dempsey, Mike, Drew, Michael E., & Veeraraghavan, Madhu (2001) Idiosyncratic Risk and Australian Equity Returns : Discussion Paper No 96. [Working Paper] (Unpublished)

538

Doessel, Darrel P. & Valadkhani, Abbas (2002) Public Finance and The Size of Government: A Literature Review and Econometric Results for Fiji: Discussion Paper No. 108. [Working Paper]

429

Drew, Michael E. & Chong, Leonard (2002) Stock Market Interdependence: Evidence from Australia: Discussion Paper No. 106. [Working Paper]

513

Drew, Michael E., Naughton, Tony, & Veeraraghavan, Madhu (2003) Asset Pricing in China: Evidence from the Shanghai Stock Exchange. [Working Paper]

387

Drew, Michael E. & Stanford, Jon D. (2002) The Economics of Choice of Superannuation Fund : Discussion Paper No. 102. [Working Paper]

493

Drew, Michael E. & Stanford, Jon D. (2003) Retail Superannuation Management in Australia: Risk, Cost and Alpha, Discussion Paper No 126. [Working Paper] (Unpublished)

422

Drew, Michael E., Stanford, Jon D., & Veeraraghavan, Madhu (2001) Testing the Incomplete Arbitrate Hypothesis: Evidence from Australian Wholesale Superannuation Funds, Discussion Paper No 99. [Working Paper] (Unpublished)

372

Drew, Michael E. & Veeraraghavan, Madhu (2001) Asset Pricing in the Asian Region: Discussion Paper No 94. [Working Paper]

280

Drew, Michael E. & Veeraraghavan, Madhu (2002) Idiosyncratic Volatility: Evidence from Asia: Discussion Paper No. 107. [Working Paper]

288

Drew, Michael E. & Veeraraghavan, Madhu (2001) On the Value Premium in Malaysia: Discussion Paper N0 92. [Working Paper] (Unpublished)

335

Drew, Michael E., Veeraraghavan, Madhu, & Wilson, Vanessa (2002) Market Timing and Selectivity: Evidence from Australian Equity Superannuation Funds: Discussion Paper No. 105. [Working Paper]

344

E

Engel, James, Haugh, David, & Pagan, Adrian (2005) Some methods for assessing the need for non-linear models in business cycle analysis. International Journal of Forecasting, 21(4), pp. 651-662.

F

Fry, Renee (2002) International SVAR Factor Modelling: Discussion Paper No. 109. [Working Paper]

492

G

Garner, Gary O. (2010) Approaches for calculation of holding costs in the context of greenfield residential development. In Garner, Gary Owen (Ed.) Proceedings of the 16th Pacific Rim Real Estate Society Conference, Pacific Rim Real Estate Society, Wellington, New Zealand.

330

Garner, Gary O. (2010) Holding and opportunity cost theory in a property development context. [Working Paper] (Unpublished)

Gray, P. & Smith, D. R. (2008) An empirical investigation of the level effect in Australian interest rates. Australian Journal of Management, 33(1), pp. 31-45.

H

Harding, Don & Pagan, Adrian (2002) Dissecting the cycle: a methodological investigation. Journal of Monetary Economics, 49(2), pp. 365-381.

162

146

Harding, Don & Pagan, Adrian (2006) Synchronization of cycles. Journal of Econometrics, 132(1), pp. 59-79.

Hernandez, Javier & Layton, Allan P. (2002) The Regional Appropriateness of Monetary Policy: An Application of Taylor’s Rule to Australian States and Territories: Discussion Paper No 115. [Working Paper]

283

Higgs, Helen & Worthington, Andrew C. (2002) The Prospects for Geographic Diversification in UK Regional Property Investment: Implications Derived from Multivariate Cointegration Analysis: Discussion Paper No. 111. [Working Paper]

147

Higgs, Helen & Worthington, Andrew C. (2004) Systematic Features of High-Frequency Volatility in Australian Electricity Markets: Intraday Patterns, Information Arrival and Calendar Effects. [Working Paper] (Unpublished)

921

Hurn, Aubrey, Jeisman, Joseph, & Lindsay, Kenneth (2007) Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations. Journal of Financial Econometrics, 5(3), pp. 390-455.

Hurn, Stan, Jeisman, Joseph, & Lindsay, Ken (2006) Some Remarks on the Approximation of Transitional Density in Stochastic Differential Equations. In Dungey, M & Bardsley, P (Eds.) Econometric Society, ESAM06, 4 - 7 July 2006, Australia, Northern Territory, Alice Springs.

Hurn, Stan, Jeisman, Joseph, & Lindsay, Ken (2006) Teaching an Old Dog New Tricks: Improved Estimation of the Parameters of Stochastic Differential Equations by Numerical Solution of the Fokker-Planck Equation. In Dungey, M & Bardsley, P (Eds.) Proceedings of the Australasian Meeting of the Econometric Society 2006, 4-7 July 2006, Australia, Northern Territory, Alice Springs.

Hurn, Stan, Lindsay, Kenneth, & Pavlov, Vladimir (2005) Smooth Estimation of Yield Curves by Laguerre Functions. In Zerger, A & Argent, R (Eds.) MODSIM 05 - International Congress On MOdelling And Simulation Advances And Applications For Management And Decision Making, 12 December - 15 December, 2005, Australia, Victoria, Melbourne.

K

Khouzam, Kamel Y. (1999) Technical and economic assessment of utility interactive PV systems for domestic applications in south-east Queensland. IEEE Transactions on Energy Conversion, 14(4), pp. 1544-1550.

1,955

L

Lahiri, Radhika (2003) Co-operation versus Non Co-operation in R&D Competition with Spillovers. Discussion Paper No. 166. [Working Paper] (Unpublished)

509

Layton, Allan P. & Banerji, Anirvan (2001) What is recession? : A reprise : Discussion Paper No 95. [Working Paper] (Unpublished)

701

Lee, Boon L. (2003) Interstate Comparison of Output and Productivity in the Australian Agricultural Sector, 1991 to 1999, Discussion Paper No 161. [Working Paper]

317

Lorenz, David, Lutzkendorft, Thomas, & Trueck, Stefan (2006) Addressing Risk and Uncertainty in Property Valuations: A Viewpoint from Germany. Journal of Property Investment and Finance, 24(5), pp. 400-433.

M

McCarthy, Scott D. (2003) Hedging versus not hedging: strategies for managing foreign exchange transaction exposure, Discussion Paper No 162. [Working Paper]

21,788

McGovern, Mark & Temel, Nurcan (2006) Accounting and Finance Entities in Transition: Casting Analysis to Reflect which Realities? In Lewis, M & McIver, R (Eds.) Proceedings 4th International Conference on Accounting and Finance in Transition, 10-12 April 2006, Australia, South Australia, Adelaide.

O

O'Gorman, Colm & Terjesen, Siri A. (2006) Financing the Celtic Tigress: Venturing Financing and Informal Investment in Ireland. Venture Capital, 8(1), pp. 69-88.

P

Pagan, Adrian R. & Sossounov, Kirill A. (2003) A simple framework for analysing bull and bear markets. Journal of Applied Econometrics, 18(1), pp. 23-46.

Pavlov, Vladimir (2004) Missing Data and Interpolation in Dynamic Term Structure Models. In Contemporary Issues in Economics and Econometrics. Edward Elgar Publishing, Cheltenham, United Kingdom, pp. 162-175.

Perignon, Christophe & Smith, Daniel (2010) Diversification and value-at-risk. Journal of Banking and Finance, 34(1), pp. 55-66.

R

Robinson, Marc (2000) Accrual Accounting and the Public Sector, Discussion Paper No. 86. [Working Paper] (Unpublished)

1,569

Robinson, Marc (2000) Accrual Financial Reporting and Australian Fiscal Policy. [Working Paper] (Unpublished)

1,812

Robinson, Marc (2002) Accrual Output Budgeting in Australia : Discussion Paper No. 103. [Working Paper]

637

Robinson, Marc (2003) Co-operation versus Non Co-operation in R&D Competition with Spillovers, Discussion Paper 165. [Working Paper] (Unpublished)

399

Robinson, Marc (2000) Financial Control in Australian Government Budgeting, Discussion Paper No. 87. [Working Paper] (Unpublished)

1,454

Robinson, Marc (2002) Output-Driven Funding and Budgeting Systems in the Public Sector : Discussion Paper No. 101. [Working Paper]

534

Rubin, Amir & Smith, Daniel (2009) Institutional ownership, volatility and dividends. Journal of Banking and Finance, 33(4), pp. 627-639.

Ryan, Susan M. & Worthington, Andrew C. (2002) Time-Varying Market, Interest Rate and Exchange Rate Risk in Australian Bank Portfolio Stock Returns: A Garch-M Approach: Discussion Paper No 112. [Working Paper]

426

T

Torgler, Benno (2005) Tax morale in Latin America. Public Choice, 122(1-2), pp. 133-157.

Torgler, Benno (2006) The importance of faith: Tax morale and religiosity. Journal of Economic Behavior & Organization, 61(1), pp. 81-109.

Torgler, Benno & Schaltegger, Christoph A. (2006) Government accountability and fiscal discipline : a panel analysis using Swiss data. Journal of Public Economics, 91(1-2), pp. 117-140.

V

Valadkhani, Abbas (2002) An Empirical Analysis of Australian Labour Productivity: Discussion Paper No. 110. [Working Paper]

387

Valadkhani, Abbas & Alauddin, Mohammad (2003) Demand for M2 in Developing Countries: An Empirical Panel Investigation: Discussion Paper No. 149. [Working Paper]

735

Valadkhani, Abbas & Robinson, Timothy J. (2005) An analysis of the Output and employment conversion matrices of Australia's Economy. American Journal of Applied Sciences, 2(2), pp. 483-490.

W

West, Tracey A. & Worthington, Andrew C. (2003) Macroeconomic risk factors in Australian commercial real estate, listed property trust and property sector stock returns: A comparative analysis using GARCH-M. [Working Paper] (Unpublished)

790

Wong, Gary (2001) Towards a More General Approach to Testing the Time Additivity Hypothesis, Discussion Paper No 98. [Working Paper] (Unpublished)

148

Wong, Gary & Yu, Qiao (2001) Inverse Demand Systems for Composite Liquid Assets: Evidence from China. Discussion Paper No 97. [Working Paper] (Unpublished)

217

Worthington, Andrew C. (2000) Cost efficiency in Australian non-bank financial institutions: A non-parametric approach. Accounting and Finance, 40(1), pp. 75-98.

1,263

Worthington, Andrew C. (2003) Debt as a source of financial stress in Australian households. Discussion Paper No. 164. [Working Paper] (Unpublished)

517

Worthington, Andrew C. (1998) Efficiency in Australian building societies: An econometric cost function approach using panel data. Applied Financial Economics, 8(5), pp. 459-467.

556

Worthington, Andrew C. (2003) Emergency finance in Australian households: An empirical analysis of capacity and sources. Discussion paper No 163. [Working Paper] (Unpublished)

148

Worthington, Andrew C. (2003) Losing Sleep At The Market: An Empirical Note On The Daylight Saving Anomaly In Australia. Economic Papers, 22(4), pp. 83-93.

211

Worthington, Andrew C. (2000) Technical Efficiency and Technological Change in Australian Building Societies. Abacus, 36(2), pp. 189-197.

749

Worthington, Andrew C. (1998) Testing The Association Between Production And Financial Performance Evidence From A Not-For-Profit, Cooperative Setting. Annals of Public and Cooperative Economics, 69(1), pp. 67-84.

553

Worthington, Andrew C. (1998) The application of mathematical programming techniques to financial statement analysis: Australian gold production and exploration. Australian Journal of Management, 23(1), pp. 97-114.

950

Worthington, Andrew C. & Higgs, Helen (2001) Art as an Investment: Risk, Return and Comovements in Major Painting Markets: Discussion Paper No 93. [Working Paper] (Unpublished)

572

Worthington, Andrew C. & Higgs, Helen (2003) Art as an investment: short and long-term comovements in major painting markets. Empirical Economics, 28(4), pp. 649-668.

811

Worthington, Andrew C. & Higgs, Helen (2004) Comovements in Asia-Pacific Equity Markets: Developing Patterns in APEC. Asia-Pacific Journal of Economics and Business, 8(1), pp. 79-93.

641

Worthington, Andrew C. & Higgs, Helen (2001) Factors Explaining the Choice of a Finance Major: The Role of Student Characteristics, Personality and Perceptions of the Profession : Discussion Paper No 88. [Working Paper] (Unpublished)

264

Worthington, Andrew C. & Higgs, Helen (2001) Recent Changes in Accounting Enrolments, 1989–1999 : Discussion Paper No 90. [Working Paper] (Unpublished)

Worthington, Andrew C. & Higgs, Helen (2002) Short and Long-Term Price Linkages Among Asia-Pacific Economic Cooperation (APEC) Equity Markets, Discussion Paper No. 100. [Working Paper] (Unpublished)

122

Worthington, Andrew C. & Higgs, Helen (2001) A Statistical Note on Australian Banking and Finance Enrolments, Student Load and Composition, 1989-1999 : Discussion Paper No 91. [Working Paper] (Unpublished)

160

Worthington, Andrew C. & Higgs, Helen (2000) Student Perceptions of the Profession and the Decision to Major in Economics, Discussion Paper No. 85. [Working Paper] (Unpublished)

426

Worthington, Andrew C. & Higgs, Helen (2004) Transmission of equity returns and volatility in Asian developed and emerging markets : a multivariate Garch analysis. International Journal of Finance and Economics, 9(1), pp. 71-80.

1,306

Worthington, Andrew C. & Higgs, Helen (2001) A multivariate GARCH analysis of equity returns and volatility in Asian equity markets: Discussion Paper No 89. [Working Paper] (Unpublished)

635

Worthington, Andrew C., Kay-Spratley, Adam, & Higgs, Helen (2002) Transmission of prices and price volatility in Australian electricity spot markets: A multivariate GARCH analysis: Discussion Paper No 114. [Working Paper]

566

Z

Zhu, Qiaoqiao (2009) The home stigma : adverse selection in ADRs and the home capital market environment. In Proceedings of 2009 FMA Annual Meeting, University of South Florida, Reno, Nevada, pp. 1-40.

This list was generated on Sat May 18 09:08:57 2013 EST.

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