Items where Subject is "Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > APPLIED ECONOMICS (140200) > Financial Economics (140207)"
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Number of items at this level: 98.
(2009) Bwembya Chikolwa interviewed by Nicole Lindsay for Herald Sun 20th August 2009, Property trusts hit hard by US crash,. Herald Sun.
Baker, Janet & Nelms, Emma (2013) Would you like data with that? Library provision of financial datasets. In eResearch Australasia Conference 2013: Delivering eResearch for the Masses, 20-25 October 2013, Brisbane Convention and Exhibition Centre, Brisbane, QLD. (Unpublished)
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. & Andrews, Stephanie (2013) Asset allocation policy, returns and expenses of Australian superannuation funds : Recent evidence based on default options. The Australian Economic Review. (In Press)
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.
Basu, Anup K., Doran, Brett, & Drew, Michael (2013) Sequencing risk : the worst returns in their worst order. Investment Magazine, 92, pp. 38-39.
Basu, Anup K., Doran, Brett M., & Drew, Michael E. (2013) Are target date funds the easy bake option? Journal of Financial Services Marketing, 18, pp. 199-206.
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.
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.
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.
Bodie, Zvi, Drew, Michael, Basu, Anup K., Kane, Alex, & Marcus, Alan (2013) Principles of investments. McGraw-Hill Education (Australia), North Ryde, NSW.
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)
Brown, Philip, Beekes, Wendy, & Verhoeven, Peter (2011) Corporate governance, accounting and finance: a review. Accounting and Finance, 51(1), pp. 96-172.
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.
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.
Dempsey, Mike, Drew, Michael E., & Veeraraghavan, Madhu (2001) Idiosyncratic Risk and Australian Equity Returns : Discussion Paper No 96. [Working Paper] (Unpublished)
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]
Drew, Michael E. & Chong, Leonard (2002) Stock Market Interdependence: Evidence from Australia: Discussion Paper No. 106. [Working Paper]
Drew, Michael E., Naughton, Tony, & Veeraraghavan, Madhu (2003) Asset Pricing in China: Evidence from the Shanghai Stock Exchange. [Working Paper]
Drew, Michael E. & Stanford, Jon D. (2002) The Economics of Choice of Superannuation Fund : Discussion Paper No. 102. [Working Paper]
Drew, Michael E. & Stanford, Jon D. (2003) Retail Superannuation Management in Australia: Risk, Cost and Alpha, Discussion Paper No 126. . [Working Paper] (Unpublished)
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)
Drew, Michael E. & Veeraraghavan, Madhu (2001) Asset Pricing in the Asian Region: Discussion Paper No 94. [Working Paper]
Drew, Michael E. & Veeraraghavan, Madhu (2002) Idiosyncratic Volatility: Evidence from Asia: Discussion Paper No. 107. [Working Paper]
Drew, Michael E. & Veeraraghavan, Madhu (2001) On the Value Premium in Malaysia: Discussion Paper N0 92. [Working Paper] (Unpublished)
Drew, Michael E., Veeraraghavan, Madhu, & Wilson, Vanessa (2002) Market Timing and Selectivity: Evidence from Australian Equity Superannuation Funds: Discussion Paper No. 105. [Working Paper]
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.
Fry, Renee (2002) International SVAR Factor Modelling: Discussion Paper No. 109. [Working Paper]
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.
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.
Harding, Don & Pagan, Adrian (2002) Dissecting the cycle: a methodological investigation. Journal of Monetary Economics, 49(2), pp. 365-381.
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]
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]
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)
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.
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.
Kidwell, David, Brimble, Mark, Basu, Anup K., & Lenten, Liam (2013) Financial Markets, Institutions and Money [3rd ed.]. John Wiley and Sons Australia, Milton, QLD.
Lahiri, Radhika (2003) Co-operation versus Non Co-operation in R&D Competition with Spillovers. Discussion Paper No. 166. [Working Paper] (Unpublished)
Layton, Allan P. & Banerji, Anirvan (2001) What is recession? : A reprise : Discussion Paper No 95. [Working Paper] (Unpublished)
Lee, Boon L. (2003) Interstate Comparison of Output and Productivity in the Australian Agricultural Sector, 1991 to 1999, Discussion Paper No 161. . [Working Paper]
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.
McCarthy, Scott D. (2003) Hedging versus not hedging: strategies for managing foreign exchange transaction exposure, Discussion Paper No 162. . [Working Paper]
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'Gorman, Colm & Terjesen, Siri A. (2006) Financing the Celtic Tigress: Venturing Financing and Informal Investment in Ireland. Venture Capital, 8(1), pp. 69-88.
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.
Page, Lionel (2011) Markets’ ability to predict conditional probabilities : evidence from the US presidential campaign. In Prediction markets : theory and applications. Routledge, pp. 123-136.
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.
Robinson, Marc (2000) Accrual Accounting and the Public Sector, Discussion Paper No. 86. [Working Paper] (Unpublished)
Robinson, Marc (2000) Accrual Financial Reporting and Australian Fiscal Policy. [Working Paper] (Unpublished)
Robinson, Marc (2002) Accrual Output Budgeting in Australia : Discussion Paper No. 103. [Working Paper]
Robinson, Marc (2003) Co-operation versus Non Co-operation in R&D Competition with Spillovers, Discussion Paper 165. . [Working Paper] (Unpublished)
Robinson, Marc (2000) Financial Control in Australian Government Budgeting, Discussion Paper No. 87. [Working Paper] (Unpublished)
Robinson, Marc (2002) Output-Driven Funding and Budgeting Systems in the Public Sector : Discussion Paper No. 101. [Working Paper]
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]
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.
Valadkhani, Abbas (2002) An Empirical Analysis of Australian Labour Productivity: Discussion Paper No. 110. [Working Paper]
Valadkhani, Abbas & Alauddin, Mohammad (2003) Demand for M2 in Developing Countries: An Empirical Panel Investigation: Discussion Paper No. 149. [Working Paper]
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.
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)
Wong, Gary (2001) Towards a More General Approach to Testing the Time Additivity Hypothesis, Discussion Paper No 98. [Working Paper] (Unpublished)
Wong, Gary & Yu, Qiao (2001) Inverse Demand Systems for Composite Liquid Assets: Evidence from China. Discussion Paper No 97. [Working Paper] (Unpublished)
Worthington, Andrew C. (2000) Cost efficiency in Australian non-bank financial institutions: A non-parametric approach. Accounting and Finance, 40(1), pp. 75-98.
Worthington, Andrew C. (2003) Debt as a source of financial stress in Australian households. Discussion Paper No. 164. [Working Paper] (Unpublished)
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.
Worthington, Andrew C. (2003) Emergency finance in Australian households: An empirical analysis of capacity and sources. Discussion paper No 163. [Working Paper] (Unpublished)
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.
Worthington, Andrew C. (2000) Technical Efficiency and Technological Change in Australian Building Societies. Abacus, 36(2), pp. 189-197.
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.
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.
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)
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.
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.
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)
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)
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)
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)
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.
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)
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]
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.