subject area of

• A Cognitive Theory of Corporate Disclosures  Academic Article
• A Protocol for Factor Identification  Working Paper
• A Theory of Trading in Stock Index Futures  Academic Article
• A bootstrap test for predictability of asset returns  Academic Article
• A closed-form solution to American options under general diffusion processes  Academic Article
• A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests  Academic Article
• A survey of Islamic banking and finance literature: Issues, challenges and future directions  Academic Article
• A test of the Samuelson Hypothesis using realized range  Academic Article
• Accounting quality in the pre-/post-IFRS adoption periods and the impact on audit committee effectiveness - evidence from Australia  Academic Article
• Agency costs, ownership structure and corporate governance compliance: A private contracting perspective  Academic Article
• Algorithmic and high frequency trading in Asia-Pacific, now and the future  Academic Article
• Alternative factor specifications, security characteristics, and the cross-section of expected stock returns  Academic Article
• An Empirical Analysis of Stock and Bond Market Liquidity  Academic Article
• An analysis of asymmetry in foreign currency exposure of the Australian equities market  Academic Article
• An international market model and exchange rate risk: Australian evidence  Academic Article
• Analysis of dependence in the G11 countries' financial markets: simulation and empirical evidence  Academic Article
• Analysis of price reactions to interim dividend reductions — a note  Academic Article
• Annals of Finance  Journal
• Announcements of bonus share options: Signalling of the quality of firms  Academic Article
• Anonymity and order submissions  Academic Article
• Anonymity and the Information Content of the Limit Order Book  Academic Article
• Applied Economics Letters  Journal
• Applied Financial Economics  Journal
• Are Asian stock markets efficient? Evidence from new multiple variance ratio tests  Academic Article
• Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation  Working Paper
• Are Islamic stock returns predictable? A global perspective  Academic Article
• Are all regulatory compliant independent director appointments the same? An analysis of Taiwanese board appointments.  Academic Article
• Are price limits really bad for equity markets?  Academic Article
• Asset price bubbles and economic welfare  Academic Article
• Asset sales and subsequent acquisitions  Academic Article
• Asymmetric Information and News Disclosure Rules  Academic Article
• Attendance of board meetings and company performance: Evidence from Taiwan  Academic Article
• Automatic variance ratio test under conditional heteroskedasticity  Academic Article
• Bank modelling methodologies: A comparative non-parametric analysis of efficiency in the Japanese banking sector  Academic Article
• Bank performance and risk-taking - does directors' busyness matter?  Academic Article
• Behavioural Finance: A Review and Synthesis  Academic Article
• Board independence, investment opportunity set and performance of South African firms  Academic Article
• Board quality and the cost of debt capital: the case of bank loans  Academic Article
• Brand perceptions and the market for common stock  Academic Article
• Can economic policy uncertainty predict stock returns? Global evidence  Academic Article
• Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market  Working Paper
• Capital Market Efficiency and Arbitrage Efficacy  Academic Article
• Capital market efficiency and arbitrage efficacy  Academic Article
• Capital structure effects on the prices of equity call options  Academic Article
• Circuit Breakers and Market Volatility: A Theoretical Perspective  Academic Article
• Co-Movements in Bid-Ask Spreads and Market Depth  Academic Article
• Cognitive dissonance, sentiment, and momentum  Academic Article
• Common liquidity shocks and market collapse: Lessons from the market for perps  Academic Article
• Commonality in liquidity  Academic Article
• Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam  Academic Article
• Corporate Governance Structure and the Valuation of Australian Firms: Is There Value in Ticking the Boxes?  Academic Article
• Corporate boards and performance pricing in private debt contracts  Academic Article
• Corporate governance and ownership structure of target companies and the outcome of takeovers  Academic Article
• Corporate governance, firm value and risk: Past, present, and future  Academic Article
• Coskewness risk decomposition, covariation risk, and intertemporal asset pricing  Academic Article
• Cross-country determinants of ownership choices in cross-border acquisitions: Evidence from emerging markets  Academic Article
• Currency option pricing: Mean reversion and multi-scale stochastic volatility  Academic Article
• Directors’ Recommendations in Takeovers: An Agency and Governance Analysis  Academic Article
• Divergence of US and Local Returns in the After-market for Equity Issuing ADRs  Academic Article
• Diversification evidence from international equity markets using extreme values and stochastic copulas  Academic Article
• Dividend reductions, the timing of dividend payments and information content  Academic Article
• Do constraints on financial and operating leverage affect the performance of Islamic equity portfolios?  Academic Article
• Do wealthy investors have an informational advantage? Evidence based on account classifications of individual investors  Working Paper
• Does Carbon Risk Matter in Firm Dividend Policy? Evidence from a Quasi-Natural Experiment in an Imputation Environment  Academic Article
• Does Islamic stock sensitivity to oil prices have economic significance?  Academic Article
• Does carbon risk matter in firm dividend policy? Evidence from a quasi-natural experiment in an imputation environment  Working Paper
• Does exposure to foreign competition affect stock liquidity? Evidence from industry-level import data  Academic Article
• Dual-class premium, corporate governance, and the mandatory bid rule: Evidence from the Brazilian stock market  Academic Article
• Economic Notes  Journal
• Effective Governance, Financial Markets, Financial Institutions & Crises  Academic Article
• Emerging Markets Review  Journal
• Empirical tests on the liquidity-adjusted capital asset pricing model  Academic Article
• Equity market momentum: A synthesis of the literature and suggestions for future work  Academic Article
• European Financial Management  Journal
• Evidence on the speed of convergence to market efficiency  Academic Article
• Exchange rate fluctuations, financing constraints, hedging, and exports: Evidence from firm level data  Academic Article
• Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates  Academic Article
• Factor reversal in the euro zone stock returns: Evidence from the crisis period  Academic Article
• Feedback and the success of irrational investors☆  Academic Article
• Feedback from Stock Prices to Cash Flows  Academic Article
• Finance Research Letters  Journal
• Financial Analysts Journal  Journal
• Financial Management  Journal
• Financial crisis and stock market efficiency: Empirical evidence from Asian countries  Academic Article
• Financial market shocks and the macroeconomy  Academic Article
• Flexible price limits: The case of Tokyo Stock Exchange  Academic Article
• Foreign versus local investors: Who knows more? Who makes more?  Academic Article
• Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration  Academic Article
• Further evidence on the announcement effect of bonus shares in an imputation tax setting  Academic Article
• Global Finance Journal  Journal
• High-Frequency Measures of Informed Trading and Corporate Announcements  Working Paper
• Impact of Oil Price on Australian Stock Market Returns  Academic Article
• Improving mental health inequality? Some initial evidence from Australia  Academic Article
• Information and the intermediary: Are market intermediaries informed traders in electronic markets?  Academic Article
• Information or noise: What does algorithmic trading incorporate into the stock prices?  Academic Article
• Information, Expected Utility, and Portfolio Choice  Academic Article
• Informed Speculation and Hedging in a Noncompetitive Securities Market  Academic Article
• Insider ownership and dividend policy in an imputation tax environment  Working Paper
• Insider ownership and dividend policy in an imputation tax environment  Academic Article
• Institutional trading before dividend reduction announcements  Academic Article
• Integration and interdependence of stock and foreign exchange markets: an Australian perspective  Academic Article
• Interim dividend cuts and omissions in the UK  Academic Article
• International Review of Financial Analysis  Journal
• International cross-listings by Australian firms: A stochastic dominance analysis of equity returns  Academic Article
• International stock return predictability: Evidence from new statistical tests  Academic Article
• Intraday volatility interaction between the crude oil and equity markets  Academic Article
• Intraweek and intraday trade patterns and dynamics  Academic Article
• Introduction  Chapter
• Investment Opportunity Set and Voluntary Disclosure of Prospective Information: A Simultaneous Equations Approach  Academic Article
• Investment analysis and price formation in securities markets  Academic Article
• Investor Psychology and Security Market Under- and Overreactions  Academic Article
• Investor sentiment, executive compensation, and corporate investment  Academic Article
• Is the profitability of Indian stocks compensation for risks?  Academic Article
• Is there a financial news risk premium in Islamic stocks?  Academic Article
• Islamic spot and index futures markets: Where is the price discovery?  Academic Article
• Journal of Banking and Finance  Journal
• Journal of Business Finance and Accounting  Journal
• Journal of Corporate Finance  Journal
• Journal of Economics and Business  Journal
• Journal of Empirical Finance  Journal
• Journal of Financial Economics  Journal
• Journal of Financial Intermediation  Journal
• Journal of Financial Markets  Journal
• Journal of Financial and Quantitative Analysis  Journal
• Journal of Futures Markets  Journal
• Journal of International Financial Markets, Institutions and Money  Journal
• Journal of International Money and Finance: theoretical and empirical research in international economics and finance  Journal
• Journal of Multinational Financial Management  Journal
• Lagged order flows and returns: A longer-term perspective  Academic Article
• Learning from experience and trading volume  Academic Article
• Liquidity Dynamics Across Small and Large Firms  Book
• Liquidity Dynamics Across Small and Large Firms  Academic Article
• Liquidity Dynamics and Cross-Autocorrelations  Academic Article
• Liquidity Effects of the Introduction of the S&P 500 Index Futures Contract on the Underlying Stocks  Academic Article
• Liquidity and market efficiency☆  Academic Article
• Liquidity and the Law of One Price: The Case of the Futures-Cash Basis  Academic Article
• Liquidity provision and informed trading by individual investors  Academic Article
• Liquidity skewness  Academic Article
• Liquidity, Return and Order-Flow Linkages Between REITs and the Stock Market  Academic Article
• Long-Lived Private Information and Imperfect Competition  Academic Article
• Market Liquidity and Trading Activity  Academic Article
• Market microstructure and asset pricing: On the compensation for illiquidity in stock returns  Academic Article
• Market volatility, liquidity shocks, and stock returns: Worldwide evidence  Academic Article
• Mergers and acquisitions: CEO duality, operating performance and stock returns in Vietnam  Academic Article
• Momentum strategies for Islamic stocks  Academic Article
• Multi-market trading and the informativeness of stock trades: An empirical intraday analysis  Academic Article
• New evidence on the impact of fees on mutual fund performance of two types of funds  Academic Article
• News Events, Information Acquisition, and Serial Correlation  Academic Article
• Nonsecular regularities in returns and volume  Academic Article
• O/S: The relative trading activity in options and stock  Academic Article
• On Intraday Risk Premia  Academic Article
• On Sharia'a-compliance, positive assortative matching, and return to investment banking  Academic Article
• On rules versus discretion in procedures to halt trade  Academic Article
• On the Stability of the Cross-Section of Expected Stock Returns in the Cross-Section: Understanding the Curious Role of Share Turnover  Academic Article
• Optimal financial education  Academic Article
• Options trading activity and firm valuation  Academic Article
• Order aggressiveness of institutional and individual investors  Academic Article
• Order imbalance and individual stock returns: Theory and evidence  Academic Article
• Order imbalance, liquidity, and market returns  Academic Article
• Order imbalances and market efficiency: Evidence from the Taiwan Stock Exchange  Academic Article
• Overconfidence, Arbitrage, and Equilibrium Asset Pricing  Academic Article
• Ownership structure and tax-friendly dividends  Academic Article
• Pacific-Basin Finance Journal  Journal
• Partial-control versus full-control acquisitions: Does target corporate governance matter? Evidence from eight East and Southeast Asian countries  Academic Article
• Pension deficits and the design of private debt contracts  Academic Article
• Predictive regression: An improved augmented regression method  Academic Article
• Price discovery and asset pricing  Academic Article
• Price limits and volatility  Academic Article
• Public disclosure in acquisitions  Academic Article
• Public information arrival and volatility of intraday stock returns  Academic Article
• Quantile forecasts of daily exchange rate returns from forecasts of realized volatility  Academic Article
• Quantitative Finance  Journal
• Quarterly Review of Economics and Finance  Journal
• Real Estate Economics  Journal
• Real earnings management in family firms: Evidence from an emerging economy  Academic Article
• Recent trends in trading activity and market quality  Academic Article
• Religion and education: recent evidence from the United States  Academic Article
• Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news  Academic Article
• Research in International Business and Finance  Journal
• Review of Financial Economics  Journal
• Review of Pacific Basin Financial Markets and Policies  Journal
• Review of Quantitative Finance and Accounting  Journal
• Rights Offerings, Subscription Period, Shareholder Takeup, and Liquidity  Academic Article
• Rights offerings, takeup, renounceability, and underwriting status  Academic Article
• Risk Aversion, Liquidity, and Endogenous Short Horizons  Academic Article
• Risk Aversion, Market Liquidity, and Price Efficiency  Academic Article
• Risk in Islamic banking and corporate governance  Academic Article
• Risk perceptions and international stock market liquidity  Academic Article
• Risk-adjusted efficiency and corporate governance: Evidence from Islamic and conventional banks  Academic Article
• Security Analysis and Trading Patterns When Some Investors Receive Information Before Others  Academic Article
• Sell-order liquidity and the cross-section of expected stock returns  Academic Article
• Short-Term Reversals: The Effects of Past Returns and Institutional Exits  Academic Article
• Short-term contrarian investing—is it profitable? … Yes and No  Academic Article
• Significance testing in empirical finance: a critical review and assessment  Academic Article
• Skill or Effort? Institutional Ownership and Managerial Efficiency  Academic Article
• Smart money, dumb money, and capital market anomalies  Academic Article
• Social Networks and Corporate Governance  Academic Article
• Some evidence on the countercyclicality of the trade balance  Academic Article
• Stock market liquidity and trading activity: Is China different?  Academic Article
• Stock return forecasting: Some new evidence  Academic Article
• Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data  Academic Article
• Stock returns and investors' mood: Good day sunshine or spurious correlation?  Academic Article
• Stock salience and the asymmetric market effect of consumer sentiment news  Academic Article
• Substitution between monetary assets and consumer goods: New evidence on the monetary transmission mechanism  Academic Article
• Systematic liquidity in the long run  Academic Article
• Takeover rumors: Returns and pricing of rumored targets  Academic Article
• Target CEO age, ownership decisions, and takeover outcomes  Academic Article
• Target corporate governance, acquirers' location choices, and partial acquisitions  Academic Article
• Taxes and dividend clientele: Evidence from trading and ownership structure  Academic Article
• Technology-investing countries and stock return predictability  Academic Article
• The Cross Section of Analyst Recommendations  Book
• The Cross-Section of Expected Stock Returns: What Have We Learnt from the Past Twenty-Five Years of Research?  Academic Article
• The Cross-Section of Expected Trading Activity  Academic Article
• The Determinants of Average Trade Size  Academic Article
• The Dynamics of Market Efficiency  Working Paper
• The European Journal of Finance  Journal
• The Going-Public Decision and the Development of Financial Markets  Academic Article
• The Journal of Business (Chicago)  Journal
• The Journal of Finance  Journal
• The Review of Financial Studies  Journal
• The Samuelson hypothesis in futures markets: An analysis using intraday data  Academic Article
• The cross section of expected stock returns in the Chinese A-share market  Academic Article
• The cross-section of expected stock returns: What have we learnt from the past twenty-five years of research?  Academic Article
• The cross-sectional relationship between stock returns and domestic and global factors in the Chinese A-share market  Academic Article
• The determinants of foreign direct investment : an extreme bounds analysis.  Academic Article
• The determinants of foreign direct investment: An extreme bounds analysis  Academic Article
• The determinants of household risky asset holdings : Australian evidence on background risk and other factors  Academic Article
• The determinants of household risky asset holdings: Australian evidence on background risk and other factors  Academic Article
• The effect of anonymity on price efficiency: Evidence from the removal of broker identities  Academic Article
• The effects of financial distress and capital structure on the work effort of outside directors  Academic Article
• The evolution of price discovery in us equity and derivatives markets  Academic Article
• The ex ante effects of trade halting rules on informed trading strategies and market liquidity  Academic Article
• The ex-date impact of special dividend announcements: A note  Academic Article
• The impact of exchange rates on stock market returns: new evidence from seven free-floating currencies  Academic Article
• The impact of macroeconomic and regulatory factors on bank efficiency: A non-parametric analysis of Hong Kong’s banking system  Academic Article
• The impact of the global financial crisis on mortgage pricing and credit supply  Academic Article
• The implications of liquidity and order flows for neoclassical finance  Academic Article
• The information content of special orders  Academic Article
• The intra-industry impact of special dividend announcements: contagion versus competition  Academic Article
• The intraday price behaviour of Australian and New Zealand cross-listed stocks  Academic Article
• The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns  Academic Article
• The pricing of foreign exchange risk in the Australian equities market  Academic Article
• The term structure of bond market liquidity and its implications for expected bond returns  Academic Article
• The term structure of credit spreads, firm fundamentals, and expected stock returns  Academic Article
• The underdog should always fire the first salvo against Brazil  Academic Article
• Theory-Based Illiquidity and Asset Pricing  Academic Article
• Trading activity and expected stock returns  Academic Article
• Trading activity in the equity market and its contingent claims: An empirical investigation  Academic Article
• Trading volume, realized volatility and jumps in the Australian stock market  Academic Article
• Transaction Taxes and Financial Market Equilibrium  Academic Article
• UK interim and final dividend reductions: a note on price reaction  Academic Article
• Underpricing, stock allocation, ownership structure and post-listing liquidity of newly listed firms  Academic Article
• Using intraday data to test for effects of index futures on the underlying stock markets  Academic Article
• Variables in dollar terms versus in rate terms: The case of market feedback on merger negotiations  Academic Article
• Variables in dollar terms versus in rate terms: The case of market feedback on merger negotiations  Academic Article
• Venture capitalists' value-enhancing activities under weak protection of law  Academic Article
• Will precious metals shine? A market efficiency perspective  Academic Article