|
Differential access to dark markets and execution outcomes
|
Journal of Financial Economics |
2025 |
A* |
|
ETF effects: The role of primary versus secondary market activities
|
Journal of Financial Markets |
2025 |
A* |
|
Nonstandard Errors
|
Indian Journal of Finance |
2024 |
C |
|
Measuring Financial Wellbeing with Self-Reported and Bank Record Data*
|
The Economic Record |
2022 |
A |
|
Secondary Market Transparency and Corporate Bond Issuing Costs
|
Review of Finance |
2022 |
A* |
|
Does Financial Market Structure Affect the Cost of Raising Capital?
|
Journal of Financial and Quantitative Analysis |
2021 |
A* |
|
Comment on: Price Discovery in High Resolution
|
Journal of Financial Econometrics |
2021 |
A* |
|
Inverted fee structures, tick size, and market quality
|
Journal of Financial Economics |
2019 |
A* |
|
Regulating dark trading: Order flow segmentation and market quality
|
Journal of Financial Economics |
2018 |
A* |
|
Assessing the information content of short-selling metrics using daily disclosures
|
Journal of Banking & Finance |
2016 |
A* |
|
Shorting at close range: a tale of two types
|
Journal of Financial Economics |
2016 |
A* |
|
Dark trading and price discovery
|
Journal of Financial Economics |
2015 |
A* |
|
Stock price manipulation: Prevalence and determinants
|
Review of Finance |
2014 |
A* |
|
IS AUSTRALIA HFT-friendly?
|
JASSA: The Finsia Journal of Applied Finance |
2012 |
B |
|
Is Australia HFT-friendly?
|
JASSA: The Finsia Journal of Applied Finance |
2012 |
B |
|
Why do traders choose to trade anonymously?
|
Journal of Financial and Quantitative Analysis |
2011 |
A* |
|
Measuring closing price manipulation
|
Journal of Financial Intermediation |
2011 |
A* |
|
Stealth trading: The case of the Tokyo Stock Exchange
|
Pacific-Basin Finance Journal |
2011 |
A |
|
Pricing accuracy, liquidity and trader behavior with closing price manipulation
|
Experimental Economics |
2011 |
A* |
|
Transaction costs and institutional trading in small-cap equity funds
|
Australian Journal of Management |
2010 |
A |
|
Investment manager skill in small-cap equities
|
Australian Journal of Management |
2010 |
A |
|
Time variation in liquidity: The role of market-maker inventories and revenues
|
Indian Journal of Finance |
2010 |
C |
|
An examination of minimum tick sizes on the Tokyo Stock Exchange
|
Japan and the World Economy |
2010 |
B |
|
Anonymity, liquidity and fragmentation
|
Journal of Financial Markets |
2009 |
A* |
|
Not all call auctions are created equal: Evidence from Hong Kong
|
Review of Quantitative Finance and Accounting |
2007 |
B |
|
Anonymity, Frontrunning, and Market Integrity
|
The Journal of Trading |
2007 |
C |
|
Opening and closing behavior following the introduction of call auctions in Singapore
|
Pacific-Basin Finance Journal |
2007 |
A |
|
An Empirical Analysis of Strategic Behaviour Models
|
Australian Journal of Management |
2007 |
A |
|
Price clustering on the Tokyo stock exchange
|
Financial Review (US) |
2007 |
A |
|
The influence of call auction algorithm rules on market efficiency
|
Journal of Financial Markets |
2006 |
A* |
|
Market integrity and surveillance effort
|
Journal of Financial Services Research |
2006 |
A |
|
Call auction algorithm design and market manipulation
|
Journal of Multinational Financial Management |
2006 |
B |
|
The current state of Asia-Pacific stock exchanges: A critical review of market design
|
Pacific-Basin Finance Journal |
2006 |
A |
|
Closing call auctions and liquidity
|
Accounting and Finance |
2005 |
A |
|
How broker ability affects institutional trading costs
|
Accounting and Finance |
2005 |
A |
|
Do reductions in tick sizes influence liquidity?
|
Accounting and Finance |
2005 |
A |
|
The impact of limit order anonymity on liquidity: Evidence from Paris, Tokyo and Korea
|
Journal of Economics and Business |
2005 |
B |
|
Managing institutional execution costs
|
JASSA: The Finsia Journal of Applied Finance |
2005 |
B |
|
How should liquidity be measured?
|
Pacific-Basin Finance Journal |
2003 |
A |
|
Do trading rules impact on market efficiency? A comparison of opening procedures on the Australian and Jakarta Stock Exchanges
|
Pacific-Basin Finance Journal |
1999 |
A |