Articles
Personal bank account access and awareness: An analysis of the technological and informational constraints of Australian consumers, Faculty of Commerce - Papers (2007)
Logit models are used to predict access and awareness of personal bank accounts. Access is...
A comparative analysis of oil as a risk factor in Australian industry stock returns, 1980-2006 (with E. McSweeney), Faculty of Commerce - Papers (2007)
This paper uses a multifactor model to examine the role of crude oil as a...
A Primer on Islamic Finance: Definitions, Sources, Principles and Methods (with A. Gait), Faculty of Commerce - Papers (2007)
Islamic finance is one of the most rapidly growing segments of the global financial system....
An empirical note on the holiday effect in the Australian stock market, 1996-2006 (with G. Marrett), Faculty of Commerce - Papers (2007)
This note examines the holiday effect in Australian daily stock returns at the market and...
An Empirical Survey of Individual Consumer, Business Firm and Financial Institution Attitudes towards Islamic Methods of Finance (with A. Gait), Faculty of Commerce - Papers (2007)
Islamic finance – financial institutions, products and services designed to comply with the central tenets...
Assessing financial integration in European Union equity markets, 1990-2006: Panel unit root and multivariate cointegration and causality evidence (with H. Higgs), Faculty of Commerce - Papers (2007)
This paper measures financial integration among selected European Union equity markets over the period July...
Evidence of financial integration in Asia: An empirical application of panel unit root tests and multivariate cointegration and causality procedures (with H. Higgs), Faculty of Commerce - Papers (2007)
This paper measures the extent of financial integration and interdependence among Asian equity markets over...
Gambling Participation in Australia: Findings from the National Household Expenditure Survey (with K. Brown, M. Crawford, and D. Pickernell), Faculty of Commerce - Papers (2007)
Regression modeling is used to predict gambling patterns in Australia on the basis of the...
National exuberance: A note on the Melbourne Cup effect in Australian stock returns, Faculty of Commerce - Papers (2007)
This note examines the presence of a Melbourne Cup effect in Australian daily stock returns...
A state of the art review of residential water demand modelling (with M. Hoffmann), Faculty of Commerce - Papers (2006)
The increased reliance on demand-side management policies as an urban water consumption management tool has...
Modelling residential water demand in Queensland, Australia: A comparative analysis of pricing structures and estimation techniques (with H. Higgs and M. Hoffmann), Faculty of Commerce - Papers (2006)
This paper uses monthly data from eleven local governments to model residential water demand in...
Urban water demand with fixed volumetric charging in a large municipality: the case of Brisbane, Australia (with M. Hoffmann and H. Higgs), Faculty of Commerce - Papers (2006)
This paper uses suburb-level quarterly data to model residential water demand in Brisbane, Australia from...
Market risk in demutualised self-listed stock exchanges: An international analysis of selected time-varying betas (with H. Higgs), Faculty of Commerce - Papers (2006)
This paper examines market risk in four demutualised and self-listed stock exchanges: the Australian Stock...
Macroeconomic risk factors in Australian commercial real estate, listed property trust and property sector stock returns: A comparative analysis using GARCH-M (with T. West), Faculty of Commerce - Papers (2006)
This paper employs a Generalised Autoregressive Conditional Heteroskedasticity in Mean (GARCH-M) model to consider the...
Ranking and Clustering Australian University Research Performance, 1998-2002 (with A. Valadkhani), Faculty of Commerce - Papers (2006)
This paper clusters and ranks the research performance of thirty-six Australian universities over the period...
Evaluating financial development in emerging capital markets with efficiency benchmarks (with H. Higgs), Faculty of Commerce - Papers (2006)
This paper examines the weak-form market efficiency of twenty-seven emerging markets. The sample encompasses three...
Predicting financial literacy in Australia, Faculty of Commerce - Papers (2006)
Logit models are used to predict financial literacy using the 2003 ANZ Survey of Adult...
A Note on Financial Risk, Return and Asset Pricing in Australian Modern and Contemporary Art (with H. Higgs), Faculty of Commerce - Papers (2006)
In this note, 30,227 paintings by fifty well-known modern and contemporary Australian artists sold at...
Debt as a source of financial stress in Australian households, Faculty of Commerce - Papers (2006)
This paper examines the role of demographic, socioeconomic and debt portfolio characteristics as contributors to...
Efficiency in the Australian Stock Market, 1875-2006: A Note on Extreme Long-Run Random Walk Behaviour (with H. Higgs), Faculty of Commerce - Papers (2006)
This note examines the weak-form market efficiency of the Australian stock market. Daily returns from...
Gold investment as an inflationary hedge: Cointegration evidence with allowance for endogenous structural breaks (with M. Pahlavani), Faculty of Commerce - Papers (2006)
This note tests for the presence of a stable long-run relationship between the monthly price...
Modelling the usage and understanding of financial products: An empirical analysis of Australian owner-occupied and investor mortgages, Faculty of Commerce - Papers (2006)
Binary logit models are used to predict usage and understanding of owner-occupied and investor mortgages...
Political cycles and risk and return in the Australian stock market, Menzies to Howard, Faculty of Commerce - Papers (2006)
This paper examines the presence of a political cycle in Australian daily stock returns over...
Political cycles in the Australian stock market since Federation, Faculty of Commerce - Papers (2006)
December 2005. The period selected includes fifty-nine Liberal-National (or their antecedents) and Labor ministries and...
Stochastic price modelling of high volatility, mean-reverting, spike-prone commodities: The Australian wholesale electricity market (with H. Higgs), Faculty of Commerce - Papers (2006)
It is commonly known that wholesale spot electricity markets exhibit high price volatility, strong mean-reversion...
The decline and fall of seasonality in the Australian stock exchange, 1958-2005, Faculty of Commerce - Papers (2006)
1958 to 30 December 2005. Three principal calendar effects – day-of-the-week, day-of-the-month and month-ofthe- year...
Weak-Form Market Efficiency in Asian Emerging and Developed Equity Markets: Comparative Tests of Random Walk Behaviour (with H. Higgs), Faculty of Commerce - Papers (2006)
This paper examines the weak-form market efficiency of Asian equity markets. Daily returns for ten...
Whether the weather: A comprehensive assessment of climate effects in the Australian stock market, Faculty of Commerce - Papers (2006)
The paper examines the impact of weather-related moods and feelings on the Australian stock market...
Return relationships among European equity sectors: A comparative analysis across selected sectors in small and large economies (with S. Taing), Faculty of Commerce - Papers (2005)
This paper examines return interrelationships between numbers of equity sectors across several European markets. The...
Catastrophic Shocks and Capital Markets: A Comparative Analysis by Disaster and Sector (with A. Valadkhani), Faculty of Commerce - Papers (2005)
This paper provides an analysis of the impact of natural, industrial and terrorist disasters on...
A Note on the Rising Cost of Education in Australia (with A. Valadkhani and A. Layton), Faculty of Commerce - Papers (2005)
Human capital, or a better educated labour force, is a major determinant of economic growth...
Efficiency, technology and productivity change in Australian universities, 1998-2003 (with B. Lee), Faculty of Commerce - Papers (2005)
In this study, productivity growth in thirty-five Australian universities is investigated using nonparametric frontier techniques...
Financial returns and price determinants in the Australian art market, 1973-2003 (with H. Higgs), Faculty of Commerce - Papers (2005)
In this study, 37,605 paintings by sixty well-known Australian artists sold at auction over the...
Modelling residential water demand with fixed volumetric charging in a large urban municipality: The case of Brisbane, Australia (with M. Hoffmann and H. Higgs), Faculty of Commerce - Papers (2005)
This paper uses household level data to model residential water demand in Brisbane, Australia from...
Systematic Features of High-Frequency Volatility in Australian Electricity Markets: Intraday Patterns, Information Arrival and Calendar Effects (with H. Higgs), Faculty of Commerce - Papers (2005)
This paper investigates the intraday price volatility process in four Australian wholesale electricity markets; namely...
The impact of financial deregulation on money aggregates and financial variables in Australia: An empirical analysis with endogenously determined structural breaks (with M. Pahlavani and A. Valadkhani), Faculty of Commerce - Papers (2005)
This paper employs all quarterly time series currently available to endogenously determine the timing of...
Transmission of prices and price volatility in Australian electricity spot markets: A multivariate GARCH analysis (with A. Kay-Spratley and H. Higgs), Faculty of Commerce - Papers (2005)
This paper examines the transmission of spot electricity prices and price volatility among the five...
A note on households’ choice of emergency finance, Faculty of Commerce - Papers (2005)
This note examines demographic and socioeconomic characteristics as predictors of emergency finance in Australian households....
Australian Fine Art as an Alternative Investment (with H. Higgs), Faculty of Commerce - Papers (2005)
In this study, 35,805 paintings by forty-five leading Australian artists sold at auction over the...
Business expectations and preferences regarding the introduction of daylight saving in Queensland, Faculty of Commerce - Papers (2005)
This paper examines business support for the introduction of state-wide and zonal daylight saving time...
Catastrophic Shocks and Capital markets: A Comparative Analysis by Disaster and Sector (with A. Valadkhani), Faculty of Commerce - Papers (2005)
This paper provides an analysis of the impact of natural, industrial and terrorist disasters on...
Coverage, knowledge and perceptions of superannuation in Australia, Faculty of Commerce - Papers (2005)
Binary logit models are used to predict coverage, knowledge and perceptions of superannuation on the...
Testing for Structural Breaks in Australia's Monetary Aggregates and Interest Rates: An Application of the Innovational Outlier and Additive Outlier Models (with M. Pahlavani and A. Valadkhani), Faculty of Commerce - Papers (2005)
This paper employs all quarterly time series currently available to endogenously determine the timing of...
Testing for Structural Breaks in Australia’s Monetary Aggregates and Interest Rates: An Application of the Innovational Outlier and Additive Outlier Models (with M. Pahlavani, A. Valadkhani, and A. Worthington), Faculty of Commerce - Economics Working Papers (2005)
This paper employs all quarterly time series currently available to endogenously determine the timing of...
Trade-GDP Nexus in Iran: An Application of the Autoregressive Distributed Lag (ARDL) Model (with M. Pahlavani and E. Wilson), Faculty of Commerce - Papers (2005)
This paper employs annual time series data on Iranian exports, imports and economic growth from...
An empirical note on the random walk behaviour and market efficiency of Latin American stock markets (with H. Higgs), Faculty of Commerce - Papers (2003)
This note examines the weak-form market efficiency of Latin American equity markets. Daily returns for...