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2025
|
Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market
|
Energy Economics
|
A
|
3
|
|
2025
|
Corrigendum to “Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market” [Energy Economics Volume 143, March 2025, 108225]
|
Energy Economics
|
A
|
3
|
|
2024
|
Dynamic industry uncertainty networks and the business cycle
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
2024
|
Are there any safe haven assets against oil price falls?
|
Applied Economics
|
C
|
3
|
|
2022
|
What can we learn from firm-level jump-induced tail risk around earnings announcements?
|
Journal of Banking & Finance
|
B
|
3
|
|
2022
|
Uncertainty, investment spikes, and corporate leverage adjustments
|
Journal of Banking & Finance
|
B
|
3
|
|
2021
|
Institutional investor horizon and bank risk-taking
|
Journal of Corporate Finance
|
B
|
4
|
|
2021
|
Relative bond-stock liquidity and capital structure choices
|
Journal of Corporate Finance
|
B
|
3
|
|
2021
|
Business shocks and corporate leverage
|
Journal of Banking & Finance
|
B
|
4
|
|
2021
|
Institutional ownership and corporate risk-taking in Japanese listed firms
|
Applied Economics
|
C
|
4
|
|
2020
|
Evidence of strategic information uncertainty around opportunistic insider purchases
|
Journal of Banking & Finance
|
B
|
3
|
|
2019
|
Did connected hedge funds benefit from bank bailouts during the financial crisis?
|
Journal of Banking & Finance
|
B
|
3
|
|
2019
|
Labor unions and corporate financial leverage: The bargaining device versus crowding-out hypotheses
|
Journal of Financial Intermediation
|
B
|
3
|
|
2018
|
A specialised volatility index for the new GICS sector - Real estate
|
Economic Modeling
|
C
|
3
|
|
2017
|
Hitting SKEW for SIX
|
Economic Modeling
|
C
|
2
|
|
2016
|
CEO overconfidence and corporate debt maturity
|
Journal of Corporate Finance
|
B
|
3
|
|
2016
|
Deviation from target capital structure, cost of equity and speed of adjustment
|
Journal of Corporate Finance
|
B
|
4
|
|
2016
|
Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality?
|
Journal of Banking & Finance
|
B
|
2
|
|
2016
|
Do corporate policies follow a life-cycle?
|
Journal of Banking & Finance
|
B
|
4
|
|
2015
|
Yes, one-day international cricket ‘in-play’ trading strategies can be profitable!
|
Journal of Banking & Finance
|
B
|
3
|
|
2015
|
Herding Behavior and Rating Convergence among Credit Rating Agencies: Evidence from the Subprime Crisis
|
Review of Finance
|
B
|
3
|
|
2014
|
Bias correction in the estimation of dynamic panel models in corporate finance
|
Journal of Corporate Finance
|
B
|
3
|
|
2014
|
An investigation of the asymmetric link between credit re-ratings and corporate financial decisions: “Flicking the switch” with financial flexibility
|
Journal of Corporate Finance
|
B
|
2
|
|
2014
|
Uncovering the asymmetric linkage between financial derivatives and firm value — The case of oil and gas exploration and production companies
|
Energy Economics
|
A
|
3
|
|
2013
|
Canonical vine copulas in the context of modern portfolio management: Are they worth it?
|
Journal of Banking & Finance
|
B
|
4
|
|
2013
|
What drives the commodity price beta of oil industry stocks?
|
Energy Economics
|
A
|
3
|
|
2013
|
Pricing innovations in consumption growth: A re-evaluation of the recursive utility model
|
Journal of Banking & Finance
|
B
|
4
|
|
2013
|
Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news
|
Journal of Banking & Finance
|
B
|
4
|
|
2013
|
Does board structure in banks really affect their performance?
|
Journal of Banking & Finance
|
B
|
2
|
|
2013
|
Diminishing marginal returns from R&D investment: evidence from manufacturing firms
|
Applied Economics
|
C
|
4
|
|
2012
|
Rights Offerings, Subscription Period, Shareholder Takeup, and Liquidity
|
Journal of Financial and Quantitative Analysis
|
B
|
4
|
|
2012
|
Stock salience and the asymmetric market effect of consumer sentiment news
|
Journal of Banking & Finance
|
B
|
4
|
|
2011
|
The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns
|
Journal of Banking & Finance
|
B
|
4
|
|
2010
|
Variations in sovereign credit quality assessments across rating agencies
|
Journal of Banking & Finance
|
B
|
3
|
|
2010
|
Erratum to "Variations in sovereign credit quality assessments across rating agencies" [J. Bank. Finance 34 (2010) 1327-1343]
|
Journal of Banking & Finance
|
B
|
3
|
|
2008
|
Rights offerings, takeup, renounceability, and underwriting status
|
Journal of Financial Economics
|
A
|
3
|
|
2008
|
Does oil move equity prices? A global view
|
Energy Economics
|
A
|
2
|
|
2006
|
On the estimation and comparison of short-rate models using the generalised method of moments
|
Journal of Banking & Finance
|
B
|
2
|
|
2005
|
Complete markets, informed trading and equity option introductions
|
Journal of Banking & Finance
|
B
|
2
|
|
2004
|
The national market impact of sovereign rating changes
|
Journal of Banking & Finance
|
B
|
4
|
|
2003
|
Sudden changes in property rights: the case of Australian native title
|
Journal of Economic Behavior and Organization
|
B
|
3
|
|
2002
|
An ordered response model of test cricket performance
|
Applied Economics
|
C
|
3
|
|
2000
|
A multi-country study of power ARCH models and national stock market returns
|
Journal of International Money and Finance
|
B
|
4
|
|
1999
|
An examination of the relationship between Australian industry equity returns and expected inflation
|
Applied Economics
|
C
|
2
|
|
1997
|
A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions
|
Journal of Banking & Finance
|
B
|
3
|
|
1996
|
An evaluation of volatility forecasting techniques
|
Journal of Banking & Finance
|
B
|
2
|