|
Nonstandard Errors
|
Indian Journal of Finance |
2024 |
C |
|
Dynamic limit order placement activities and their effects on stock market quality
|
Annals of Operations Research |
2023 |
A |
|
Non-Standard Errors
|
The Journal of Finance |
2023 |
A* |
|
Do Security Analysts Discipline Credit Rating Agencies?
|
Review of Corporate Finance Studies |
2022 |
A* |
|
Algorithmic Trading and Market Quality: International Evidence
|
Journal of Financial and Quantitative Analysis |
2021 |
A* |
|
Dynamic limit order placement strategies: survival analysis with a multiple-spell duration model
|
Annals of Operations Research |
2021 |
A |
|
The role of implied volatility in liquidity provision
|
Australian Journal of Management |
2020 |
A |
|
Determinants of household broker choices and their impacts on performance
|
Journal of Banking & Finance |
2020 |
A* |
|
Multiple duration analyses of dynamic limit order placement strategies and aggressiveness in a low-latency market environment
|
International Review of Financial Analysis |
2020 |
A |
|
Taxes, order imbalance and abnormal returns around the ex-dividend day
|
International Review of Finance |
2018 |
A |
|
What are the best liquidity proxies for global research?
|
Review of Finance |
2017 |
A* |
|
Institutional trading around the ex-dividend day
|
Australian Journal of Management |
2016 |
A |
|
How has the Relevance of Institutional Brokerage Changed?
|
International Review of Finance |
2016 |
A |
|
Individual investors and broker types
|
Journal of Financial and Quantitative Analysis |
2014 |
A* |
|
Limit Order Revisions
|
Journal of Banking & Finance |
2010 |
A* |
|
Do active fund managers care about capital gains tax efficiency?
|
Pacific-Basin Finance Journal |
2009 |
A |
|
The Value of Alpha Forecasts in Portfolio Construction
|
Australian Journal of Management |
2009 |
A |
|
Style drift and portfolio management for active Australian equity funds
|
Australian Journal of Management |
2008 |
A |
|
Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data
|
Accounting and Finance |
2008 |
A |
|
The state of origin of Australian equity: Does active fund manager location matter?
|
Australian Journal of Management |
2008 |
A |
|
The use of derivatives by investment managers and implications for portfolio performance and risk
|
International Review of Finance |
2006 |
A |
|
How much do locals contribute to the price discovery process?
|
Journal of Empirical Finance |
2003 |
A |
|
Real Options Valuation of Australian Gold Mines and Mining Companies
|
The Journal of Alternative Investments |
2003 |
B |
|
Overnight futures trading: now even Australia and US have common trading hours
|
Journal of International Financial Markets, Institutions and Money |
2002 |
A |
|
Stock market closure and intraday stock index futures market volatility: `contagin` bid-ask bias or both?
|
Pacific-Basin Finance Journal |
2001 |
A |