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

Subjects classification (27186)
- Australian and New Zealand Standard Research Classification (27186)
  - ECONOMICS (140000) (665)
    - APPLIED ECONOMICS (140200) (496)
      - Financial Economics (140207) (91)

Number of items at this level: 91.

Book Chapter

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

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.

244

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 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 (2010) 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.

377

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.

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.

132

110

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

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.

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.

1,844

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.

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.

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

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

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 & 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.

1,129

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.

495

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.

200

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

599

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.

494

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.

814

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.

654

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.

619

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.

1,085

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.

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.

212

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.

263

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.

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.

Report

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

258

Working Paper

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)

126

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

471

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]

377

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

485

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

336

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

450

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

397

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)

356

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

254

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

253

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

310

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

306

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

476

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

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]

245

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]

138

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)

833

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

434

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

672

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

303

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

17,397

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

1,297

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

1,432

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

546

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

383

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

1,032

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

476

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]

388

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

368

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

599

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)

756

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

137

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

195

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

436

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

124

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)

554

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)

248

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)

110

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)

151

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)

326

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)

578

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]

539

Other

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

This list was generated on Sat May 26 07:39:11 2012 EST.

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