|
Factor replication with industry stratification
|
Financial Analysts Journal |
2023 |
A |
|
Nonlinear hedge fund index clones?
|
Australian Journal of Management |
2023 |
A |
|
The effects of trade size and market depth on immediate price impact in a limit order book market
|
Journal of Economic Dynamics and Control |
2020 |
A* |
|
Financial education via television comedy
|
Applied Economics Letters |
2018 |
B |
|
The effect of anonymity on price efficiency: evidence from the removal of broker identities
|
Pacific-Basin Finance Journal |
2018 |
A |
|
A comparison of the forecasting ability of immediate price impact models
|
Journal of Forecasting |
2017 |
A |
|
The information content of special orders
|
Pacific-Basin Finance Journal |
2017 |
A |
|
Factors affecting the birth and fund flows of CTAs
|
Australian Journal of Management |
2016 |
A |
|
Is Fundamental Indexation able to time the market? Evidence from the Dow Jones Industrial Average and the Russell 1000
|
Journal of International Financial Markets, Institutions and Money |
2015 |
A |
|
The viability of alternative indexation when including all costs
|
International Review of Financial Analysis |
2015 |
A |
|
Virtue remains after removing sin: Finding skill amongst socially responsible investment managers
|
Journal of Business Ethics |
2013 |
A |
|
Estimating the cost of capital with basis assets
|
Journal of Banking & Finance |
2012 |
A* |
|
Imputation credits and equity returns
|
The Economic Record |
2012 |
A |
|
A model of fund growth for managed futures: Evidence of managerial skill
|
Journal of Investment Management |
2008 |
C |
|
Going negative: What to do with negative book equity stocks
|
Journal of Management |
2008 |
A* |
|
Incentives for asset growth: The different causes of monthly in-flows and out-flows of surviving managed futures funds
|
Journal of Derivatives and Hedge Funds |
2008 |
C |
|
How important is money management? Comparing the largest expected equity drawdown, optimal-f and two naive money management approaches
|
The Journal of Trading |
2007 |
C |
|
On line learning and Social Presence: Developing Tertiary Students' Skills of Critique
|
International Journal of Information and Communication Technology Education |
2004 |
C |