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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: 100.

Book

Bodie, Zvi, Drew, Michael, Basu, Anup K., Kane, Alex, & Marcus, Alan (2013) Principles of investments. McGraw-Hill Education (Australia), North Ryde, NSW.

Kidwell, David, Brimble, Mark, Basu, Anup K., & Lenten, Liam (2013) Financial Markets, Institutions and Money [3rd ed.]. John Wiley and Sons Australia, Milton, QLD.

Book Chapter

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.

Journal Article

Arslanalp, Serkan & Liao, Yin (2014) Banking sector contingent liabilities and sovereign risk. Journal of Empirical Finance. (In Press)

Basu, Anup & Andrews, Stephanie (2014) Asset allocation policy, returns and expenses of superannuation funds : recent evidence based on default options. The Australian Economic Review, 47(1), pp. 63-77.

Basu, Anup K. & Ashwood, Andrew J. (2014) THE quest for alpha : can artificial neural networks help? JASSA, March(1), pp. 13-18.
Number of full-text downloads 45

Basu, Anup K., Chen, En Te, & Clements, Adam (2014) Are lifecycle funds appropriate as default options in participant-directed retirement plans? Economics Letters, 124(1), pp. 51-54.

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.
Number of full-text downloads 3

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.
Number of citations in Scopus 11
Number of citations in Web of Science® 8

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.
Number of full-text downloads 83
Number of citations in Scopus 5
Number of citations in Web of Science® 2

Basu, Anup K. & Drew, Michael (2009) The case for gender-sensitive superannuation plan design. Australian Economic Review, 42(2), pp. 177-189.
Number of citations in Scopus 1

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.
Number of full-text downloads 720
Number of citations in Scopus 33
Number of citations in Web of Science® 30

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.
Number of citations in Scopus 22

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.

Brown, Philip, Beekes, Wendy, & Verhoeven, Peter (2011) Corporate governance, accounting and finance: a review. Accounting and Finance, 51(1), pp. 96-172.
Number of citations in Scopus 39
Number of citations in Web of Science® 23

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.
Number of citations in Scopus 9

Chikolwa, Bwembya (2008) Structuring issues for commercial mortgage-backed securities in Australia. Pacific Rim Property Research Journal, 14(3), pp. 334-355.
Number of full-text downloads 746
Number of citations in Scopus 3

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.

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.
Number of citations in Scopus 7
Number of citations in Web of Science® 8

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.
Number of citations in Scopus 2
Number of citations in Web of Science® 3

Harding, Don & Pagan, Adrian (2002) Dissecting the cycle: a methodological investigation. Journal of Monetary Economics, 49(2), pp. 365-381.
Number of citations in Scopus 221
Number of citations in Web of Science® 174

Harding, Don & Pagan, Adrian (2006) Synchronization of cycles. Journal of Econometrics, 132(1), pp. 59-79.
Number of citations in Scopus 65
Number of citations in Web of Science® 54

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.
Number of citations in Scopus 30
Number of citations in Web of Science® 25

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.
Number of full-text downloads 2,241
Number of citations in Scopus 12
Number of citations in Web of Science® 5

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.
Number of citations in Scopus 14

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.
Number of citations in Scopus 14

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.
Number of citations in Scopus 90
Number of citations in Web of Science® 64

Perignon, Christophe & Smith, Daniel (2010) Diversification and value-at-risk. Journal of Banking and Finance, 34(1), pp. 55-66.
Number of citations in Scopus 15
Number of citations in Web of Science® 8

Rubin, Amir & Smith, Daniel (2009) Institutional ownership, volatility and dividends. Journal of Banking and Finance, 33(4), pp. 627-639.
Number of citations in Scopus 13
Number of citations in Web of Science® 11

Torgler, Benno (2005) Tax morale in Latin America. Public Choice, 122(1-2), pp. 133-157.
Number of citations in Scopus 43
Number of citations in Web of Science® 27

Torgler, Benno (2006) The importance of faith: Tax morale and religiosity. Journal of Economic Behavior & Organization, 61(1), pp. 81-109.
Number of citations in Scopus 46
Number of citations in Web of Science® 33

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.
Number of citations in Scopus 18
Number of citations in Web of Science® 12

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.

Worthington, Andrew C. (2000) Cost efficiency in Australian non-bank financial institutions: A non-parametric approach. Accounting and Finance, 40(1), pp. 75-98.
Number of full-text downloads 1,490
Number of citations in Scopus 9

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.
Number of full-text downloads 663
Number of citations in Scopus 9

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.
Number of full-text downloads 289

Worthington, Andrew C. (2000) Technical Efficiency and Technological Change in Australian Building Societies. Abacus, 36(2), pp. 189-197.
Number of full-text downloads 1,367

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.
Number of full-text downloads 637
Number of citations in Scopus 9

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.
Number of full-text downloads 1,226
Number of citations in Scopus 6

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.
Number of full-text downloads 1,256
Number of citations in Scopus 13

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.
Number of full-text downloads 910

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.
Number of full-text downloads 1,948
Number of citations in Scopus 42
Number of citations in Web of Science® 18

Conference Paper

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.
Number of full-text downloads 200

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.
Number of full-text downloads 564

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.
Number of full-text downloads 460

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.
Number of full-text downloads 55

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.
Number of full-text downloads 100

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.

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.
Number of full-text downloads 117

Conference Item

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)
Number of full-text downloads 74

Report

Working Paper

Dempsey, Mike, Drew, Michael E., & Veeraraghavan, Madhu (2001) Idiosyncratic Risk and Australian Equity Returns : Discussion Paper No 96. [Working Paper] (Unpublished)
Number of full-text downloads 637

Drew, Michael E. & Chong, Leonard (2002) Stock Market Interdependence: Evidence from Australia: Discussion Paper No. 106. [Working Paper]
Number of full-text downloads 846

Drew, Michael E., Naughton, Tony, & Veeraraghavan, Madhu (2003) Asset Pricing in China: Evidence from the Shanghai Stock Exchange. [Working Paper]
Number of full-text downloads 526

Drew, Michael E. & Stanford, Jon D. (2002) The Economics of Choice of Superannuation Fund : Discussion Paper No. 102. [Working Paper]
Number of full-text downloads 803

Drew, Michael E. & Stanford, Jon D. (2003) Retail Superannuation Management in Australia: Risk, Cost and Alpha, Discussion Paper No 126. . [Working Paper] (Unpublished)
Number of full-text downloads 487

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)
Number of full-text downloads 398

Drew, Michael E. & Veeraraghavan, Madhu (2001) Asset Pricing in the Asian Region: Discussion Paper No 94. [Working Paper]
Number of full-text downloads 523

Drew, Michael E. & Veeraraghavan, Madhu (2002) Idiosyncratic Volatility: Evidence from Asia: Discussion Paper No. 107. [Working Paper]
Number of full-text downloads 415

Drew, Michael E. & Veeraraghavan, Madhu (2001) On the Value Premium in Malaysia: Discussion Paper N0 92. [Working Paper] (Unpublished)
Number of full-text downloads 710

Drew, Michael E., Veeraraghavan, Madhu, & Wilson, Vanessa (2002) Market Timing and Selectivity: Evidence from Australian Equity Superannuation Funds: Discussion Paper No. 105. [Working Paper]
Number of full-text downloads 624

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

Layton, Allan P. & Banerji, Anirvan (2001) What is recession? : A reprise : Discussion Paper No 95. [Working Paper] (Unpublished)
Number of full-text downloads 795

Robinson, Marc (2000) Accrual Accounting and the Public Sector, Discussion Paper No. 86. [Working Paper] (Unpublished)
Number of full-text downloads 2,114

Robinson, Marc (2000) Accrual Financial Reporting and Australian Fiscal Policy. [Working Paper] (Unpublished)
Number of full-text downloads 2,300

Robinson, Marc (2000) Financial Control in Australian Government Budgeting, Discussion Paper No. 87. [Working Paper] (Unpublished)
Number of full-text downloads 2,085

Valadkhani, Abbas & Alauddin, Mohammad (2003) Demand for M2 in Developing Countries: An Empirical Panel Investigation: Discussion Paper No. 149. [Working Paper]
Number of full-text downloads 1,425

Worthington, Andrew C. (2003) Debt as a source of financial stress in Australian households. Discussion Paper No. 164. [Working Paper] (Unpublished)
Number of full-text downloads 985

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)
Number of full-text downloads 783

Worthington, Andrew C. & Higgs, Helen (2001) Recent Changes in Accounting Enrolments, 1989–1999 : Discussion Paper No 90. [Working Paper] (Unpublished)
Number of full-text downloads 147

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)
Number of full-text downloads 657

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)
Number of full-text downloads 683

Other

This list was generated on Sat Dec 20 06:57:51 2014 AEST.