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Submissions from 2010

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Using Quantile Regression to Estimate Capital Buffer Requirements for Japanese Banks, David Allen, Robert Powell, and Abhay Singh

The Impact of Beijing Olympic Sponsorship Program on Annual Report Social Disclosure of Local Sponsors, Theo Christopher and Jun Cheng Hu

Injunctive Social Norms Primacy Over Descriptive Social Norms in Retirement Savings Decisions, Peter Croy, Paul Gerrans, and Craig Speelman

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The role and relevance of domain knowledge, perceptions of planning importance, and risk tolerance in predicting savings intentions, Peter Croy, Paul Gerrans, and Craig Speelman

Career Barriers of Female Accountants in the State Public Sector, Lisa Cullen and Theo Christopher

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Financial Market Integration in the Greater China Region: A Multivariate Asymmetric Approach, K.Y. Ho and Zhaoyong Zhang

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Evaluating Currency Convergence in East Asia, Lee Lim

Ethical issues facing tax professionals: a comparative survey of tax agents and practitioners in Australia, Rex Marshall, Malcolm Smith, and Robert Armstrong

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Dysfunctional Audit Behaviour: An Exploratory Study in Malaysia, Halil Paino, Zubaidah Ismail, and Malcolm Smith

European Sectors and Conditional Measures of Extreme Market and Credit Risk, Robert Powell and David Allen

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Equilibrium Exchange Rate of Asian Currencies: the Chinese Renminbi, K. Sato, J. Shimizu, N. Shrestha, and Zhaoyong Zhang

Portfolio evaluation using OWA-heuristic algorithm and data envelopment analysis, Abhay Kumar Singh, Rajendra Sahu, and Shalini Bharadwaj

Improving customer outcomes through the implementation of customer relationship management: evidence from Taiwan, Malcolm Smith and Chen Chang

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The Boycott Model of Foreign Product Purchase: An Empirical test in China, Malcolm Smith and Qianpin Li

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The Role of Occupation in an Integrated Boycott Model: a cross-regional study in China, Malcolm Smith and Qianpin Li

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Revisiting the 1997 Asian Financial Crisis: A Copula Approach, A. Tsui and Zhaoyong Zhang

Management Accounting and Organizational Change: An Exploratory Study in Malaysian Manufacturing Firms, Taun Zainun Tuanmat, George Smith, and Geri Djajadikerta

Determinants of management accounting control system in Malaysian manufacturing Companies, Zainun TuanMat, Malcolm Smith, and Hadrian Djajadikerta

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Examining the Existence of Long-Run Relationships Between East Asian Economic Integration and ASEAN Tourism Exports, Ghialy Choy Lee Yap

Submissions from 2009

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Stock Returns and Equity Premium Evidence Using Dividend Price Ratios and Dividend Yields in Malaysia, David Allen and Imbarine Bujang

Measuring and Modelling Risk, David E. Allen

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Conditional beta capital asset pricing model (CAPM) and duration dependence tests, David E. Allen and Imbarine Bujang

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Pricing options by simulation using realized volatility , David E. Allen, Michael McAleer, and Marcel Scharth

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Transitional Credit Modelling and its Relationship to Market Value at Risk: an Australian sectoral perspective, David E. Allen and Robert Powell

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Asset Pricing, the Fama-French Factor Model and the Implications of Quantile Regression Analysis, David E. Allen, Abhay K. Singh, and Robert J. Powell

Quantile regression: its application in investment analysis, David Allen, Paul Gerrans, Abhay Singh, and Robert Powell

Structural credit modeling and its relationship to market value at risk, David Allen and Robert Powell

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Investigating other leading indicators influencing Australian domestic tourism demand, David Allen and Ghialy Choy Lee Yap

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Return Chasing as a Driver in Individual Retirement Savings Investment Choices: Evidence from Australia, Marilyn Clark-Murphy, Paul Gerrans, and Craig Speelman

Bank Default Risk in the United States and the United Kingdom , Robert Powell and David E. Allen

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Impact of the Financial Crisis on Australian Bank Default Risk, Robert Powell and David E. Allen

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CVaR and Credit Risk Measurement, Robert J. Powell and David E. Allen

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The suitability of a monetary union in East Asia: What does the cointegration approach tell?, Kiyotaka Sato, Zhaoyong Zhang, and David E. Allen

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AREIT returns from 1990-2008: A multi-factor approach, Jaime Yong, David E. Allen, and Lee K. Lim

Submissions from 2008

Returns, volatility, and liquidity on the ASX, David Allen, Alexander Shu-Sing Cheng, Carole Comerton-Forde, and Joey Wenling Yang

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Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks, David E. Allen, Felix Chan, Michael McAleer, and Shelton Peiris

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Takeovers and shareholder value creation on the stock exchange of Thailand, David E. Allen and Amporn Soongswang

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Long-run underperformance of seasoned equity offerings: Fact or an illusion?, David E. Allen and V Soucik

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Econometric modelling in finance and risk management: An overview , Jiti Gao, Michael McAleer, and David E. Allen

Submissions from 2007

The Impact of Undisclosed versus disclosed limit orders : Evidence from inter-day returns, signalling, information effects on the ASX., David E. Allen, Alexander S. Cheng, and Wenling Joey Yang

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Thoughts on VaR and CVaR, David E. Allen and Robert J. Powell

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The Performance of Seasoned Equity Issues in a Risk-Adjusted Environment, David E. Allen and V Soucik

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A monetary union in East Asia: What does the common cycles approach tell?, K Sato, David E. Allen, and Zhaoyong Zhang

Submissions from 2006

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Investors' response to mutual fund company mergers, David E. Allen and Jerry T. Parwada

Post-Takeover Effects on Thai Bidding Firms: are Takeovers in the Bidder's Interests?, David Allen and Amporn Soongswang

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Asset Allocation and Age Effects in Superannuation Investment Choice, Paul Gerrans, Marilyn Clark-Murphy, and Craig Speelman

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How Much Investment Choice is Enough for Members?, Paul Gerrans, Marilyn Clark-Murphy, and Craig Speelman

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An Investigation of Home Bias in Superannuation Investment Choices, Paul Gerrans, Deborah Gardner, Marilyn Clark-Murphy, and Craig Speelman

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Benchmarking Australian Fixed Interest Fund Performance: Finding the Optimal Factors, Victor Soucik and David E. Allen

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Decision Making Clusters and Gender Issues in Retirement Savings, Craig Speelman, Marilyn Clark-Murphy, and Paul Gerrans