|
Collateral reuse as a direct funding mechanism in repo markets
|
Pacific-Basin Finance Journal |
2024 |
A |
|
Local Experiences, Search, and Spillovers in the Housing Market
|
The Journal of Finance |
2023 |
A* |
|
Who Values Economist Forecasts? Evidence From Trading in Treasury Markets
|
Journal of Financial Intermediation |
2022 |
A* |
|
Effect of Trading Relationships on Execution Costs in Low-Information-Asymmetry Over-the-Counter Markets
|
Journal of Financial and Quantitative Analysis |
2019 |
A* |
|
Equity issues and the impact of lead manager affiliation on broker market share and trading volume
|
Pacific-Basin Finance Journal |
2016 |
A |
|
The Effect of Option Market Maker Mandates on Liquidity and Profitability
|
Review of Futures Markets |
2016 |
B |
|
Asymmetric effects of sell-side analyst optimism and broker market share by clientele
|
Journal of Financial Markets |
2015 |
A* |
|
Does Broker Competition in Liquidity Supply Matter?
|
The Journal of Trading |
2015 |
C |
|
The determinants of alternative trading venue market share: Global evidence from the introduction of Chi-X
|
Journal of Financial Markets |
2015 |
A* |
|
The Role of Retail and Institutional Traders in Options Markets
|
The Journal of Derivatives |
2015 |
A |
|
The provision of liquidity by high-frequency participants
|
Financial Review (US) |
2014 |
A |
|
Quantifying Shareholder Losses from Continuous Disclosure Breaches: An Assessment of US Court Methods
|
Journal of Applied Research in Accounting and Finance |
2013 |
C |
|
Activity in futures: does underlying market size relate to futures trading volume?
|
Review of Quantitative Finance and Accounting |
2010 |
B |
|
Local trader profitability in futures markets: Liquidity and position taking profits
|
The Journal of Futures Markets |
2010 |
A |
|
An event time study of the price reaction to large retail trades
|
Quarterly Review of Economics and Finance |
2009 |
B |
|
The Scholarly Output of Universities and Academics in the Asia-Pacific Region Who Publish in Major Finance Journals: 2000-2007
|
Australasian Accounting Business and Finance Journal |
2008 |
B |
|
The Determinants of the Price Impact of Block Trades: Further Evidence
|
Abacus |
2007 |
A |
|
Limit order book transparency, execution risk and market liquidity: Evidence from the Sydney Futures Exchange
|
The Journal of Futures Markets |
2006 |
A |
|
Sources of price discovery in the Australian dollar currency market
|
Review of Futures Markets |
2006 |
B |
|
Bid-ask bounce and the measurement of price behaviour around block trades on the Australian Stock Exchange
|
Pacific-Basin Finance Journal |
2005 |
A |
|
Differences in the Cost of Trade Execution Services on Floor-Based and Electronic Futures Markets
|
Journal of Financial Services Research |
2004 |
A |
|
International equity funds, performance, and investor flows: Australian evidence
|
Journal of Multinational Financial Management |
2004 |
B |
|
Public Information Arrival And Volatility Of Intraday Stock Returns
|
Journal of Banking & Finance |
2004 |
A* |
|
The Impact of Electronic Trading on Bid-Ask Spreads: Evidence from Futures Markets in Hong Kong, London, and Sydney
|
The Journal of Futures Markets |
2004 |
A |
|
The Performance of Active Australian Bond Funds
|
Australian Journal of Management |
2002 |
A |
|
Intraday returns and the frequency of trading at the ask in Sydney futures exchange: A research note
|
Abacus |
1997 |
A |