|
Which factors in China? A pre-registered report
|
Pacific-Basin Finance Journal |
2025 |
A |
|
Has idiosyncratic volatility increased? Not in recent times
|
Critical Finance Review |
2023 |
A* |
|
Internet search intensity and its relation with trading activity and stock returns
|
International Review of Finance |
2021 |
A |
|
Attracting investors for public health programmes with social impact bonds
|
Public Money & Management |
2020 |
B |
|
Comovement in anomalies between the Australian and US equity markets
|
International Review of Finance |
2020 |
A |
|
Which model best explains the returns of large Australian stocks?
|
Pacific-Basin Finance Journal |
2019 |
A |
|
Informed trading around stock split announcements: evidence from the option market
|
Journal of Financial and Quantitative Analysis |
2017 |
A* |
|
The financial performance of socially responsible investments: insights from the intertemporal CAPM
|
Journal of Business Ethics |
2017 |
A |
|
How is β related to asset returns?
|
Applied Economics |
2016 |
A |
|
Non-nested tests of a GDP-augmented Fama-French model versus a conditional Fama-French model in the Australian stock market
|
International Review of Economics |
2014 |
C |
|
An empirical study of the world price of sustainability
|
Journal of Business Ethics |
2013 |
A |
|
Liquidity in asset pricing: New Australian evidence using low-frequency data
|
Australian Journal of Management |
2013 |
A |
|
Pricing innovations in consumption growth: a re-evaluation of the recursive utility model
|
Journal of Banking & Finance |
2013 |
A* |
|
Value versus growth: Australian evidence
|
Accounting and Finance |
2013 |
A |
|
Return-based style analysis in Australian funds
|
Multinational Finance Journal |
2012 |
B |
|
Difference of opinion and the cross-section of equity returns: Australian evidence
|
Pacific-Basin Finance Journal |
2011 |
A |
|
Migration and its contribution to the size and value premiums: Australian evidence
|
Journal of International Financial Markets, Institutions and Money |
2010 |
A |
|
New evidence on the relation between stock liquidity and measures of trading activity
|
International Review of Financial Analysis |
2010 |
A |
|
Anomalies and stock returns: Australian evidence
|
Accounting and Finance |
2009 |
A |
|
Are the Fama-French factors proxying news related to GDP growth? The Australian evidence
|
Review of Quantitative Finance and Accounting |
2009 |
B |
|
Default risk and equity returns: Australian evidence
|
Pacific-Basin Finance Journal |
2009 |
A |
|
Are Australian investors smart?
|
Australian Journal of Management |
2008 |
A |
|
Are stock returns related toshort-term and long-term past returns? Australian evidence
|
Applied Economics Letters |
2008 |
B |
|
An examination of conditional asset pricing models in the Australian equities market
|
Applied Economics Letters |
2007 |
B |
|
Are the Fama-French factors proxying default risk?
|
Australian Journal of Management |
2007 |
A |
|
How smart is money? An investigation into investor behaviour in the Australian managed fund industry
|
Pacific-Basin Finance Journal |
2007 |
A |
|
The relation between R&D intensity and future market returns: Does expensing versus capitalization matter?
|
Review of Quantitative Finance and Accounting |
2007 |
B |
|
Factors or characteristics? that is the question
|
Pacific Accounting Review |
2006 |
B |
|
Investigating the performance of alternative default-risk models: option-based versus accounting-based approaches
|
Australian Journal of Management |
2006 |
A |