Academic Research Grants

All Australian Centre for Financial Studies Academic Research Grant are listed in the data-table below.

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Legend:
DP indicates link to Discussion Paper. WP indicates link to WP. PP indicates Published Paper.

Year	Project Title	Research Area(s)	Investigator(s)	Affiliation	Link
2010; 2009	The Costs of Corporate Litigation in Australia	Financial institutions and markets; Insurance	Asjeet S. Lamba; Ian M. Ramsay	The University of Melbourne	DP
2010	Credit Ratings for Securitisations and Financial Institutions Stability	Financial institutions and markets	Harald Scheule	The University of Melbourne
2010	Financing Home Ownership in Australia	Financial institutions and markets	Guay Lim; Edda Claus	The University of Melbourne
2010	The effect of Superannuation Brands on the neural basis of financial decision-making	Funds management; Superannuation	Carsten Murawski	The University of Melbourne
2010	The Joint Dynamics of Crude oil and Natural Gas futures with an Application to Value at Risk	Insurance and risk management	Jonathan Dark; Guilherme Gomes	The University of Melbourne
2010	Superannuation Fund Management, Governance and Performance in Australian Industry Funds	Financial institutions and markets; Funds Management	Monica Tan; Marie-Anne Cam	RMIT University
2010	Earnings Information, Dividend Payments and Stock Returns In Australia	Financial institutions and markets	Cameron Truong	Monash University
2010	Passive Hedge Fund Replication: The nonlinear case.	Funds management	Paul Lajbcygier	Monash University
2010	A new approach to measuring hedge fund contagion: A copula structure analysis	Funds management	Francis In	Monash University
2010	The value of selective hedging – Evidence from the Australian gold mining sector	Insurance and risk management	Philip Gharghori; Hoa Nguyen,	Monash University	DP
2010	Initial Public Offerings by Commitments Test Entities on the ASX	Financial institutions and markets	Madhu Veeraraghavan; Zoltan Murgulov	Monash University
2009	Brands, emotions and the neural basis of financial risk-taking	Financial institutions and markets; Funds management; Insurance	Carsten Murawski; Phillip Harris	The University of Melbourne	DP
2009	Rating performance and agency incentives of structured finance transactions	Financial institutions and markets	Harald Scheule	The University of Melbourne	DP
2009	Investment in real estate	Funds management	Richard Heaney; David Higgins; Amalia Di Iorio	RMIT University	DP
2009	Predicting bank financial distress	Banking	Richard Heaney; Malick Sy; Tony Naughton; Dirk Hollaender; Terrance Hallahan	RMIT University	DP
2009	CEO Compensation and Corporate Governance: Empirical Evidence from Australia	Financial institutions and markets	Richard Heaney Larry Li Vicar Valencia	RMIT University	DP
2009	Determinant of Ratings in Banking and Financial Industry	Banking; Financial institutions and markets	Sirimon Treepongkaruna; Emawtee (Banita) Bissoondoyal-Bheenick	Monash University	DP WP
2009	A new approach to detect suspicious funds	Funds management	Francis In	Monash University	DP
2009	Rankings for Australian Managed Funds:A case of Performance Index Failure?	Funds management	Mike Dempsey; John Vaz	Monash University	DP
2009	The relationship between beta and equity returns: Evidence from up and down markets	Financial institutions and markets	Philip Gharghori	Monash University	DP
2008	The Impact of Tax Provisions on the Probability of Investment in Residential Real Estate by Private Investors	Funds management	Callum Scott; Greg Schwann; Rob Brown; Rayna Brown	The University of Melbourne	DP
2008	The Relation between Asset Volatility, Credit Quality and Recovery	Funds management	Harald Scheule	The University of Melbourne	DP PP PP
2008	Financial Innovation, Bank Default Risk and Banking System Stability	Banking	Carsten Murawski Markus Leippold (Imperial)	The University of Melbourne	DP
2008	The Interest Rate Setting Behaviour of Australian Banks	Banking	Guay Lim; Sam Tsiaplias; Michael Chua	The University of Melbourne	DP
2008	Synergistic gains in the 21st century – The role of R&D in Australian Mergers and Acquisitions from 2000 to 2008	Funds management	Amalia Di Iorio; Richard Heaney; Terrence Hallahan; Michael Graham	RMIT University	DP
2008	Is there market timing in the Australian Mutual funds?	Funds management	Francis In	Monash University	DP
2008	Dividend Reductions and Signalling in an Imputation Environment	Funds management	Balasingham Balachandran	Monash University	DP WP
2008	Fund style analysis with time varying exposures	Funds management	Philip Gharghori; Robert Faff	Monash University	DP
2008	Investing in negative book equity stocks that do not default	Funds management	Paul Lajbcygier; Philip Gharghori	Monash University	DP PP
2008	Optimal management of operational risk using a Bayesian Decision Network model.	Financial institutions and markets; Risk management	Andrew Sanford; Imad Moosa	Monash University	DP WP WP
2008	A Study of Companies Listed on the Australian Securities Exchange based on the Commitments Test Entity Rule	Funds management	Madhu Veeraraghavan; Zoltan Murgulov	Monash University	DP
2007, 2006	Understanding the risks in and the rewards for pairs-trading	Funds management	Michael T. Chng; Aihua Xia	The University of Melbourne	DP WP PP
2007	Busy Boards: The Effect of Multiple Directorships on Corporate Governance, Firm Monitoring and Performance in Australia	Banking, Financial institutions and markets	Chander Shekhar Chongwoo Choe (Monash)	The University of Melbourne	DP
2007	Macroeconomic analysis of market prices for Collateralized Debt Obligations	Banking, Financial institutions and markets; Insurance and risk management	Harald Scheule	The University of Melbourne	DP PP PP
2007	The Characteristics and Performance of Listed Managed Investment Companies in Australia	Funds management	Terrence Hallahan; Amalia Di Iorio; Michael Graham; Richard Heaney	RMIT University	DP
2007	Conditional Performance Evaluation incorporating Time‑Changing Alpha and Beta in Australian Managed Funds: A Kalman Filter Approach	Funds management	Terrence Hallahan; Heather Mitchell	RMIT University	DP
2007	Board Structure, Fee-setting and Performance of Australian Superannuation Funds	Funds management	Madhu Veeraraghavan; Vijaya Marisetty	Monash University	DP
2007	Rights Offerings, Renounceability Underwritten Status, Ownership Structure and Liquidity	Financial institutions and markets	Balasingham Balachandran; Robert Faff	Monash University	DP
2007	Issues with Non-Market Capitalization Weighted Indices in the US	Funds management	Paul Lajbcygier; Madhu Veeraraghavan	Monash University	DP
2007	The relationship between corporate governance and management earnings forecasts being informative in a continuous disclosure environment	Financial institutions and markets	Paul Mather; Robert Faff; Alan Ramsay; Howard Chan (Melbourne)	Monash University	DP
2007	Time aggregation properties of tail dependence between hedge funds and the equity market	Funds management	Francis In	Monash University	DP PP
2007	Migration, Size and Value Premium: Australian Evidence	Funds management	Philip Gharghori; Madhu Veeraraghavan	Monash University	DP WP PP
2006	Revealing Market Expectations with Derivatives	Funds management	Bruce Grundy; Paul Kofman	The University of Melbourne	DP WP PP
2006	Alternative Methods of Issuing Equity in Australia: Effects of Rights Issues and Private Placements on Shareholder Wealth and Ownership Structure	Financial institutions and markets	Chander Shekhar; Vladimir Atasanov	The University of Melbourne	DP
2006	A Consistent Framework for Stressing Credit Risk Parameters	Financial institutions and markets; Risk management	Harald Scheule Daniel Rosch (Regensburg)	The University of Melbourne	DP WP PP PP PP
2006	Dividend Strip and Information Revelation	Funds management	Qi Zeng	The University of Melbourne	DP
2006	International Evidence on the Other January Effect	Funds management	Sean Pinder; Steve Easton	The University of Melbourne	DP PP
2006	The Impact of Anonymous Trading on SFE Market Microstructure	Funds management	Sean Pinder; Christine Brown	The University of Melbourne	DP
2006	An Exploratory Study in the Pricing of Credit Default Swaps	Financial institutions and markets	Vikash Ramiah; Tony Naughton; George Tawadros	RMIT University	DP
2006	The Costs of Financial Services Regulation in Australia: The Price of Consuming Regulation	Financial institutions and markets	Heather Mitchell; Terrence Hallahan; Bruce Cowling	RMIT University	DP WP PP
2006	The Identification of Issues Relating to the Marketing Orientation of Managed Funds	Funds management	Kate Westberg; Terrence Hallahan; Michael Schwartz	RMIT University	DP
2006	The Nature and Impact of Short Selling in the Hong Kong Stock Market	Funds management	Michael McKenzie; Olan Henry	RMIT University	DP WP
2006	Do Australian firms have a lower propensity to undertake R&D?	Financial institutions and markets	Sinclair Davidson	RMIT University	DP
2006	Fundamental Indexation Down Under: An Examination of the Performance of Non-Capitalization Weighted Indexation in the Australian Equity Market	Funds management	Terrence Hallahan; Norm Sinclair	RMIT University	DP
2006	Optimal Fund Size, Funds Flows and Fund Performance in the Presence of Structural Breaks	Funds management	Petko Kalev; Mark Harris	Monash University	DP
2006	Intraday and Interday Time-Zone Volatility Forecasting	Funds management	Petko Kalev	Monash University	DP
2006	Is a mandatory ‘Quiet Period’ appropriate in the new issues market?	Financial institutions and markets	Victor Fang	Monash University	DP
2006	Does Investor Disagreement Explain Stock Returns or Managed Fund Returns?	Funds management	Philip Gharghori; Madhu Veeraraghavan	Monash University	DP WP
2006	Director Share Trading: Disclosure and Market Integrity	Funds management	Robert Faff; Steve Easton	Monash University	DP PP
2006	The role of trust and competence in the supply of external advice to SMEs in Australia	Financial institutions and markets	George Tanewski; Peter Carey	Monash University	DP
2006	Dynamic Hedge Funds Allocation – An Adaptive Neuro-fuzzy Inference System (ANFIS) Approach	Funds management	Victor Fang; Vincent Lee; Kok Fai Phoon	Monash University	DP WP PP
2006	A new approach to the evaluation of mutual fund performance: the case study of Australia and US mutual funds	Funds management	Francis In	Monash University	DP WP
2006	An Investigation into the Chinese Exchange Rate Regime and its Implications for International Financial and Trading Relations	Financial institutions and markets	Imad Moosa Larry Li (La Trobe) Tony Naughton (RMIT)	Monash University	DP WP PP PP
2006	Discovering Style Consistency and Drift in Australian Equity Funds and Hedge Funds	Funds management	Madhu Veeraraghavan	Monash University	DP
2006	An Investigation into the Smart Money Effect in Australian Superannuation Funds	Funds management	Madhu Veeraraghavan; Philip Gharghori	Monash University	DP WP PP PP
2006	Corporate Governance and Risk-Taking of US Banks	Banking	Michael Skully; Jaya Wickramanayake	Monash University	DP
2006	Towards a Reconciliation of Portfolio Theory and Empirical Outcomes in Stock Price Behaviour: Australian Evidence	Funds management	Mike Dempsey; Madhu Veeraraghavan	Monash University	DP WP WP WP WP PP PP
2006	Alternative Risk Indices for the Mutual Fund Industry	Funds management	Mike Dempsey; Mohammad Ariff	Monash University	DP WP PP
2006	Validating the characteristics based asset pricing approach using a statistical clustering asset pricing model	Funds management	Steven Brown (NYU); Robert Faff; Paul Lajbcygier; Madhu Veeraraghavan	Monash University	DP
2006	Foreign entry into the Australian funds management industry through investment advisory alliances	Funds management	Robert Faff; Jerry Parwada (UNSW)	Monash University	DP WP
2005	Succession Financing in Small and Medium Sized Enterprises in Australia	Financial institutions and markets	Asjeet Lamba; Andre Gygax	The University of Melbourne	DP
2005	Integrated Framework for Financial Ship Risk	Financial institutions and markets; Insurance and risk management	Harald Scheule	The University of Melbourne	DP WP PP
2005	Rating Transitions: How do they vary with the Business Cycle?	Financial institutions and markets; Insurance and risk management	Guay Lim; Michael Chua; Penny Smith	The University of Melbourne	DP
2005	Analyst Incentives Academic and Signals: The Role of the Institutional and Disclosure Environment	Funds management	Howard Chan; Robert Faff (Monash); Rob Brown	The University of Melbourne	DP WP
2005	Dynamic Capital Structure Choice	Financial institutions and markets	Xin Chang; Sudipto Dasgupta	The University of Melbourne	DP WP PP
2005	The end of non-tradable shares in China: Modeling the impact on existing shareholders	Financial institutions and markets	Tony Naughton; Madhu Veeraraghavan; Charles Corrado; Larry Li	RMIT University	DP
2005	Corporate Governance: Asian Boards of Directors	Financial institutions and markets	Richard Heaney	RMIT University	DP WP PP
2005	Electricity Pricing	Financial institutions and markets	Richard Heaney; Heather Mitchell; Vikash Ramiah; Stuart Thomas	RMIT University	DP WP WP PP
2005	Does the diversification penalty crowd out R&D value?	Financial institutions and markets	Sinclair Davidson; Robert Brooks (Monash)	RMIT University	DP WP
2005	Are Actively Managed Funds Really that Bad?	Funds management	Terrence Hallahan; Richard Heaney; Tom Josev; Heather Mitchell	RMIT University	DP PP
2005	Improving Techniques for Evaluating Financial Literacy and Inclusion Programs	Banking; Funds Management; Insurance	Tim Fry; Roslyn Russell; Robert Brooks (Monash)	RMIT University	DP WP WP PP
2005	Price Discovery in Spot and Derivative Equity Markets	Funds management	Petko Kalev; Sugato Chakravarty	Monash University	DP
2005	The Systematic Risk Effect of Hybrid Securities Classifications	Financial institutions and markets, Insurance and risk management	Jayne Godfrey; Farshid Navissi; Keryn Chalmers	Monash University	DP WP
2005	The price formation of substitute markets: Theory and empirical applications	Financial institutions and markets; Funds Management	Michael T Chng; Aihua Xia (Melbourne)	Monash University	DP WP
2005	Modelling Time-Varying Asymmetric Foreign Exchange Exposures	Funds management	Robert Faff; Robert Brooks; Jonathan Dark; Amalia Di Iorio; Tim Fry (RMIT)	Monash University	DP WP

Year Project Title Research Area(s) Investigator(s) Affiliation Link

2010; 2009 The Costs of Corporate Litigation in Australia Financial institutions and markets; Insurance Asjeet S. Lamba;
Ian M. Ramsay The University of Melbourne DP

2010 Credit Ratings for Securitisations and Financial Institutions Stability Financial institutions and markets Harald Scheule The University of Melbourne

2010 Financing Home Ownership in Australia Financial institutions and markets Guay Lim;
Edda Claus The University of Melbourne

2010 The effect of Superannuation Brands on the neural basis of financial decision-making Funds management; Superannuation Carsten Murawski The University of Melbourne

2010 The Joint Dynamics of Crude oil and Natural Gas futures with an Application to Value at Risk Insurance and risk management Jonathan Dark;
Guilherme Gomes The University of Melbourne

2010 Superannuation Fund Management, Governance and Performance in Australian Industry Funds Financial institutions and markets; Funds Management Monica Tan;
Marie-Anne Cam RMIT University

2010 Earnings Information, Dividend Payments and Stock Returns In Australia Financial institutions and markets Cameron Truong Monash University

2010 Passive Hedge Fund Replication: The nonlinear case. Funds management Paul Lajbcygier Monash University

2010 A new approach to measuring hedge fund contagion: A copula structure analysis Funds management Francis In Monash University

2010 The value of selective hedging – Evidence from the Australian gold mining sector Insurance and risk management Philip Gharghori;
Hoa Nguyen, Monash University DP

2010 Initial Public Offerings by Commitments Test Entities on the ASX Financial institutions and markets Madhu Veeraraghavan;
Zoltan Murgulov Monash University

2009 Brands, emotions and the neural basis of financial risk-taking Financial institutions and markets; Funds management; Insurance Carsten Murawski;
Phillip Harris The University of Melbourne DP

2009 Rating performance and agency incentives of structured finance transactions Financial institutions and markets Harald Scheule The University of Melbourne DP

2009 Investment in real estate Funds management Richard Heaney;
David Higgins;
Amalia Di Iorio RMIT University DP

2009 Predicting bank financial distress Banking Richard Heaney; Malick Sy; Tony Naughton; Dirk Hollaender; Terrance Hallahan RMIT University DP

2009 CEO Compensation and Corporate Governance: Empirical Evidence from Australia Financial institutions and markets Richard Heaney
Larry Li
Vicar Valencia RMIT University DP

2009 Determinant of Ratings in Banking and Financial Industry Banking; Financial institutions and markets Sirimon Treepongkaruna;
Emawtee (Banita) Bissoondoyal-Bheenick Monash University DP
WP

2009 A new approach to detect suspicious funds Funds management Francis In Monash University DP

2009 Rankings for Australian Managed Funds:A case of Performance Index Failure? Funds management Mike Dempsey;
John Vaz Monash University DP

2009 The relationship between beta and equity returns: Evidence from up and down markets Financial institutions and markets Philip Gharghori Monash University DP

2008 The Impact of Tax Provisions on the Probability of Investment in Residential Real Estate by Private Investors Funds management Callum Scott;
Greg Schwann;
Rob Brown;
Rayna Brown The University of Melbourne DP

2008 The Relation between Asset Volatility, Credit Quality and Recovery Funds management Harald Scheule The University of Melbourne DP
PP
PP

2008 Financial Innovation, Bank Default Risk and Banking System Stability Banking Carsten Murawski
Markus Leippold (Imperial) The University of Melbourne DP

2008 The Interest Rate Setting Behaviour of Australian Banks Banking Guay Lim;
Sam Tsiaplias;
Michael Chua The University
of Melbourne DP

2008 Synergistic gains in the 21st century – The role of R&D in Australian Mergers and Acquisitions from 2000 to 2008 Funds management Amalia Di Iorio;
Richard Heaney;
Terrence Hallahan;
Michael Graham RMIT University DP

2008 Is there market timing in the Australian Mutual funds? Funds management Francis In Monash University DP

2008 Dividend Reductions and Signalling in an Imputation Environment Funds management Balasingham Balachandran Monash University DP
WP

2008 Fund style analysis with time varying exposures Funds management Philip Gharghori;
Robert Faff Monash University DP

2008 Investing in negative book equity stocks that do not default Funds management Paul Lajbcygier;
Philip Gharghori Monash University DP
PP

2008 Optimal management of operational risk using a Bayesian Decision Network model. Financial institutions and markets; Risk management Andrew Sanford;
Imad Moosa Monash University DP
WP
WP

2008 A Study of Companies Listed on the Australian Securities Exchange based on the Commitments Test Entity Rule Funds management Madhu Veeraraghavan;
Zoltan Murgulov Monash University DP

2007, 2006 Understanding the risks in and the rewards for pairs-trading Funds management Michael T. Chng;
Aihua Xia The University
of Melbourne DP
WP
PP

2007 Busy Boards: The Effect of Multiple Directorships on Corporate Governance, Firm Monitoring and Performance in Australia Banking, Financial institutions and markets Chander Shekhar
Chongwoo Choe (Monash) The University
of Melbourne DP

2007 Macroeconomic analysis of market prices for Collateralized Debt Obligations Banking, Financial institutions and markets; Insurance and risk management Harald Scheule The University
of Melbourne DP
PP
PP

2007 The Characteristics and Performance of Listed Managed Investment Companies in Australia Funds management Terrence Hallahan; Amalia Di Iorio;
Michael Graham;
Richard Heaney RMIT University DP

2007 Conditional Performance Evaluation incorporating Time‑Changing Alpha and Beta in Australian Managed Funds: A Kalman Filter Approach Funds management Terrence Hallahan;
Heather Mitchell RMIT University DP

2007 Board Structure, Fee-setting and Performance of Australian Superannuation Funds Funds management Madhu Veeraraghavan;
Vijaya Marisetty Monash University DP

2007 Rights Offerings, Renounceability Underwritten Status, Ownership Structure and Liquidity Financial institutions and markets Balasingham Balachandran;
Robert Faff Monash University DP

2007 Issues with Non-Market Capitalization Weighted Indices in the US Funds management Paul Lajbcygier;
Madhu Veeraraghavan Monash University DP

2007 The relationship between corporate governance and management earnings forecasts being informative in a continuous disclosure environment Financial institutions and markets Paul Mather;
Robert Faff;
Alan Ramsay;
Howard Chan (Melbourne) Monash University DP

2007 Time aggregation properties of tail dependence between hedge funds and the equity market Funds management Francis In Monash University DP
PP

2007 Migration, Size and Value Premium: Australian Evidence Funds management Philip Gharghori;
Madhu Veeraraghavan Monash University DP
WP
PP

2006 Revealing Market Expectations with Derivatives Funds management Bruce Grundy;
Paul Kofman The University
of Melbourne DP
WP
PP

2006 Alternative Methods of Issuing Equity in Australia: Effects of Rights Issues and Private Placements on Shareholder Wealth and Ownership Structure Financial institutions and markets Chander Shekhar;
Vladimir Atasanov The University
of Melbourne DP

2006 A Consistent Framework for Stressing Credit Risk Parameters Financial institutions and markets; Risk management Harald Scheule
Daniel Rosch (Regensburg) The University
of Melbourne DP
WP
PP
PP
PP

2006 Dividend Strip and Information Revelation Funds management Qi Zeng The University
of Melbourne DP

2006 International Evidence on the Other January Effect Funds management Sean Pinder;
Steve Easton The University
of Melbourne DP
PP

2006 The Impact of Anonymous Trading on SFE Market Microstructure Funds management Sean Pinder;
Christine Brown The University
of Melbourne DP

2006 An Exploratory Study in the Pricing of Credit Default Swaps Financial institutions and markets Vikash Ramiah;
Tony Naughton;
George Tawadros RMIT University DP

2006 The Costs of Financial Services Regulation in Australia: The Price of Consuming Regulation Financial institutions and markets Heather Mitchell;
Terrence Hallahan;
Bruce Cowling RMIT University DP
WP
PP

2006 The Identification of Issues Relating to the Marketing Orientation of Managed Funds Funds management Kate Westberg;
Terrence Hallahan;
Michael Schwartz RMIT University DP

2006 The Nature and Impact of Short Selling in the Hong Kong Stock Market Funds management Michael McKenzie;
Olan Henry RMIT University DP
WP

2006 Do Australian firms have a lower propensity to undertake R&D? Financial institutions and markets Sinclair Davidson RMIT University DP

2006 Fundamental Indexation Down Under: An Examination of the Performance of Non-Capitalization Weighted Indexation in the Australian Equity Market Funds management Terrence Hallahan;
Norm Sinclair RMIT University DP

2006 Optimal Fund Size, Funds Flows and Fund Performance in the Presence of Structural Breaks Funds management Petko Kalev;
Mark Harris Monash University DP

2006 Intraday and Interday Time-Zone Volatility Forecasting Funds management Petko Kalev Monash University DP

2006 Is a mandatory ‘Quiet Period’ appropriate in the new issues market? Financial institutions and markets Victor Fang Monash University DP

2006 Does Investor Disagreement Explain Stock Returns or Managed Fund Returns? Funds management Philip Gharghori;
Madhu Veeraraghavan Monash University DP
WP

2006 Director Share Trading: Disclosure and Market Integrity Funds management Robert Faff;
Steve Easton Monash University DP
PP

2006 The role of trust and competence in the supply of external advice to SMEs in Australia Financial institutions and markets George Tanewski;
Peter Carey Monash University DP

2006 Dynamic Hedge Funds Allocation – An Adaptive Neuro-fuzzy Inference System (ANFIS) Approach Funds management Victor Fang;
Vincent Lee;
Kok Fai Phoon Monash University DP
WP
PP

2006 A new approach to the evaluation of mutual fund performance: the case study of Australia and US mutual funds Funds management Francis In Monash University DP
WP

2006 An Investigation into the Chinese Exchange Rate Regime and its Implications for International Financial and Trading Relations Financial institutions and markets Imad Moosa
Larry Li (La Trobe)
Tony Naughton (RMIT) Monash University DP
WP
PP
PP

2006 Discovering Style Consistency and Drift in Australian Equity Funds and Hedge Funds Funds management Madhu Veeraraghavan Monash University DP

2006 An Investigation into the Smart Money Effect in Australian Superannuation Funds Funds management Madhu Veeraraghavan;
Philip Gharghori Monash University DP
WP
PP
PP

2006 Corporate Governance and Risk-Taking of US Banks Banking Michael Skully;
Jaya Wickramanayake Monash University DP

2006 Towards a Reconciliation of Portfolio Theory and Empirical Outcomes in Stock Price Behaviour: Australian Evidence Funds management Mike Dempsey;
Madhu Veeraraghavan Monash University DP
WP
WP
WP
WP
PP
PP

2006 Alternative Risk Indices for the Mutual Fund Industry Funds management Mike Dempsey;
Mohammad Ariff Monash University DP
WP
PP

2006 Validating the characteristics based asset pricing approach using a statistical clustering asset pricing model Funds management Steven Brown (NYU);
Robert Faff;
Paul Lajbcygier;
Madhu Veeraraghavan Monash University DP

2006 Foreign entry into the Australian funds management industry through investment advisory alliances Funds management Robert Faff;
Jerry Parwada (UNSW) Monash University DP
WP

2005 Succession Financing in Small and Medium Sized Enterprises in Australia Financial institutions and markets Asjeet Lamba;
Andre Gygax The University
of Melbourne DP

2005 Integrated Framework for Financial Ship Risk Financial institutions and markets; Insurance and risk management Harald Scheule The University
of Melbourne DP
WP
PP

2005 Rating Transitions: How do they vary with the Business Cycle? Financial institutions and markets; Insurance and risk management Guay Lim;
Michael Chua;
Penny Smith The University
of Melbourne DP

2005 Analyst Incentives Academic and Signals: The Role of the Institutional and Disclosure Environment Funds management Howard Chan;
Robert Faff (Monash);
Rob Brown The University
of Melbourne DP
WP

2005 Dynamic Capital Structure Choice Financial institutions and markets Xin Chang;
Sudipto Dasgupta The University
of Melbourne DP
WP
PP

2005 The end of non-tradable shares in China: Modeling the impact on existing shareholders Financial institutions and markets Tony Naughton;
Madhu Veeraraghavan;
Charles Corrado;
Larry Li RMIT University DP

2005 Corporate Governance: Asian Boards of Directors Financial institutions and markets Richard Heaney RMIT University DP
WP
PP

2005 Electricity Pricing Financial institutions and markets Richard Heaney;
Heather Mitchell;
Vikash Ramiah;
Stuart Thomas RMIT University DP
WP
WP
PP

2005 Does the diversification penalty crowd out R&D value? Financial institutions and markets Sinclair Davidson;
Robert Brooks (Monash) RMIT University DP
WP

2005 Are Actively Managed Funds Really that Bad? Funds management Terrence Hallahan;
Richard Heaney;
Tom Josev;
Heather Mitchell RMIT University DP
PP

2005 Improving Techniques for Evaluating Financial Literacy and Inclusion Programs Banking; Funds Management; Insurance Tim Fry;
Roslyn Russell;
Robert Brooks (Monash) RMIT University DP
WP
WP
PP

2005 Price Discovery in Spot and Derivative Equity Markets Funds management Petko Kalev;
Sugato Chakravarty Monash University DP

2005 The Systematic Risk Effect of Hybrid Securities Classifications Financial institutions and markets, Insurance and risk management Jayne Godfrey;
Farshid Navissi;
Keryn Chalmers Monash University DP
WP

2005 The price formation of substitute markets: Theory and empirical applications Financial institutions and markets; Funds Management Michael T Chng;
Aihua Xia (Melbourne) Monash University DP
WP

2005 Modelling Time-Varying Asymmetric Foreign Exchange Exposures Funds management Robert Faff;
Robert Brooks;
Jonathan Dark;
Amalia Di Iorio; Tim Fry (RMIT) Monash University DP
WP

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