|
An examination of the characteristics versus covariance debate for contemporary asset-pricing models: Australian evidence
|
Accounting and Finance |
2024 |
A |
|
Assessing the usefulness of daily and monthly asset-pricing factors for Australian equities
|
Accounting and Finance |
2022 |
A |
|
The profitability of trading on large Lévy jumps
|
International Review of Finance |
2021 |
A |
|
Treasury rates no longer predict returns: a reappraisal of Breen, Glosten and Jagannathan (1989)
|
Critical Finance Review |
2021 |
A* |
|
Political uncertainty, market anomalies and Presidential honeymoons
|
Journal of Banking & Finance |
2020 |
A* |
|
Investment-related anomalies in Australia: evidence and explanations
|
International Review of Financial Analysis |
2019 |
A |
|
The enduring and evolving influence of Ball and Brown (1968)
|
Australian Journal of Management |
2019 |
A |
|
The profitability of trading NOA and accruals: one effect or two?
|
International Review of Financial Analysis |
2018 |
A |
|
Volatility jumps and macroeconomic news announcements
|
The Journal of Futures Markets |
2018 |
A |
|
Do scheduled macroeconomic announcements influence energy price jumps?
|
The Journal of Futures Markets |
2017 |
A |
|
Assessing the information content of short-selling metrics using daily disclosures
|
Journal of Banking & Finance |
2016 |
A* |
|
The MAX effect: An exploration of risk and mispricing explanations
|
Journal of Banking & Finance |
2016 |
A* |
|
The profitability of volatility spread trading on ASX equity options
|
The Journal of Futures Markets |
2016 |
A |
|
Anomalies, risk adjustment and seasonality: Australian evidence
|
International Review of Financial Analysis |
2014 |
A |
|
Seasonality in momentum profitability
|
JASSA: The Finsia Journal of Applied Finance |
2014 |
B |
|
Stock weighting and nontrading bias in estimated portfolio returns
|
Accounting and Finance |
2014 |
A |
|
The relationship between asset growth and the cross-section of stock returns
|
Journal of Banking & Finance |
2011 |
A* |
|
Accruals quality, information risk and cost of capital: Evidence from Australia
|
International Journal of Accounting and Business Finance |
2009 |
C |
|
An empirical investigation of the level effect in Australian interest rates
|
Australian Journal of Management |
2008 |
A |
|
A new approach to characterizing and forecasting electricity price volatility
|
International Journal of Forecasting |
2008 |
A |
|
Economic significance of predictability in Australian equities
|
Accounting and Finance |
2008 |
A |
|
Portfolio construction and performance measurement when returns are non-normal
|
Australian Journal of Management |
2008 |
A |
|
Canonical valuation and hedging of index options
|
The Journal of Futures Markets |
2007 |
A |
|
Consumer expectations and short-horizon return predictability
|
Journal of Banking & Finance |
2007 |
A* |
|
On the estimation and comparison of short-rate models using the generalised method of moments
|
Journal of Banking & Finance |
2006 |
A* |
|
Using extreme value theory to measure value-at-risk for daily electricity spot prices
|
International Journal of Forecasting |
2006 |
A |
|
Bayesian estimation of short-rate models
|
Australian Journal of Management |
2005 |
A |
|
Canonical valuation of options in the presence of stochastic volatility
|
The Journal of Futures Markets |
2005 |
A |
|
Dynamic, nonparametric hedging of European style contingent claims using canonical valuation
|
Finance Research Letters |
2005 |
A |
|
Efficiency of football betting markets: the economic significance of trading strategies
|
Accounting and Finance |
2005 |
A |
|
Forecasting stock returns using model-selection criteria
|
The Economic Record |
2005 |
A |
|
Assessing the economic significance of return predictability: A research note
|
International Journal of Accounting and Business Finance |
2003 |
C |
|
Short-Term Autocorrelation in Australian Equities
|
Australian Journal of Management |
2003 |
A |
|
Bayesian estimation of financial models
|
Accounting and Finance |
2002 |
A |
|
The impact of share price on seasonality and size anomalies in Australian equity returns
|
Accounting and Finance |
2000 |
A |
|
Testing the multivariate normality of Australian stock returns
|
Australian Journal of Management |
1998 |
A |
|
Testing market efficiency: Evidence from the nfl sports betting market
|
Indian Journal of Finance |
1997 |
C |
|
The effect of the production volume variance on absorption costing income
|
Accounting and Finance |
1995 |
A |
|
The Efficiency of Australian Football Betting Markets
|
Australian Journal of Management |
1995 |
A |