Details about Anthony Richards

Access statistics for papers by Anthony Richards.

Last updated 2009-10-07. Update your information in the RePEc Author Service.

Short-id: pri31

Working Papers

2006

1. Measuring Housing Price Growth – Using Stratification to Improve Median-based Measures
   RBA Research Discussion Papers, Reserve Bank of Australia
2. The Performance of Trimmed Mean Measures of Underlying Inflation
   RBA Research Discussion Papers, Reserve Bank of Australia View citations

2005

3. The Australian Business Cycle: A Coincident Indicator Approach
   RBA Research Discussion Papers, Reserve Bank of Australia View citations
   See also Chapter (2005)

2004

4. Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging Equity Markets
   RBA Research Discussion Papers, Reserve Bank of Australia View citations
   See also Journal Article in Journal of Financial and Quantitative Analysis (2005)
5. The Impact of Rating Changes in Australian Financial Markets
   RBA Research Discussion Papers, Reserve Bank of Australia View citations
   See also Journal Article in Pacific-Basin Finance Journal (2007)
6. Trade Openness: An Australian Perspective
   RBA Research Discussion Papers, Reserve Bank of Australia View citations
   See also Journal Article in Australian Economic Papers (2006)

2003

7. Do Collective Action Clauses Influence Bond Yields? New Evidence from Emerging Markets
   RBA Research Discussion Papers, Reserve Bank of Australia View citations
   See also Journal Article in International Finance (2003)
8. The Characteristics and Trading Behaviour of Dual-listed Companies
   RBA Research Discussion Papers, Reserve Bank of Australia View citations

2001

9. Bond Restructuring and Moral Hazard: Are Collective Action Clauses Costly?
   IMF Working Papers, International Monetary Fund View citations
   See also Journal Article in Journal of International Economics (2003)
10. From Crisis to Recovery in Korea: Strategy, Achievements, and Lessons
    IMF Working Papers, International Monetary Fund View citations
11. Rating agency actions and the pricing of debt and equity of European banks: What can we infer about private sector monitoring of bank soundness?
    Working Paper Series, European Central Bank View citations

2000

12. Devaluation Expectations and the Stock Market - The Case of Mexico in 1994/95
    IMF Working Papers, International Monetary Fund

1999

13. Bank Rating Changes and Bank Stock Returns - Puzzling Evidence from the Emerging Markets
    IMF Working Papers, International Monetary Fund View citations
14. Idiosyncratic Risk - An Empirical Analysis, with Implications for the Risk of Relative-Value Trading Strategies
    IMF Working Papers, International Monetary Fund View citations

1997

15. Winner-Loser Reversals in National Stock Market Indices - Can They be Explained?
    IMF Working Papers, International Monetary Fund View citations
    See also Journal Article in Journal of Finance (1997)

1996

16. Comovements in National Stock Market Returns: Evidence of Predictability but not Cointegration
    IMF Working Papers, International Monetary Fund View citations
    See also Journal Article in Journal of Monetary Economics (1995)
17. Volatility and Predictability in National Stock Markets: How Do Emerging and Mature Markets Differ?
    IMF Working Papers, International Monetary Fund View citations

1995

18. Growth, Nontradables, and Price Convergence in the Baltics
    IMF Working Papers, International Monetary Fund View citations
    See also Journal Article in Journal of Comparative Economics (1996)

1991

19. The Cost of Equity Capital in Australia: What Can We Learn from International Equity Returns?
    RBA Research Discussion Papers, Reserve Bank of Australia

Undated

20. Consumption and Permanent Income: The Australian Case
    RBA Research Discussion Papers, Reserve Bank of Australia View citations
21. Estimating the Inflationary Effects of Depreciation
    RBA Research Discussion Papers, Reserve Bank of Australia View citations

Journal Articles

2008

1. Improving Median Housing Price Indexes through Stratification
   Journal of Real Estate Research, 2008, 30, (1), 45-72

2007

2. The impact of rating changes in Australian financial markets
   Pacific-Basin Finance Journal, 2007, 15, (1), 1-17
   See also Working Paper (2004)

2006

3. TRADE OPENNESS: AN AUSTRALIAN PERSPECTIVE
   Australian Economic Papers, 2006, 45, (3), 188-203
   See also Working Paper (2004)

2005

4. Big Fish in Small Ponds: The Trading Behavior and Price Impact of Foreign Investors in Asian Emerging Equity Markets
   Journal of Financial and Quantitative Analysis, 2005, 40, (01), 1-27 View citations
   See also Working Paper (2004)

2003

5. Bond restructuring and moral hazard: are collective action clauses costly?
   Journal of International Economics, 2003, 61, (1), 127-161 View citations
   See also Working Paper (2001)
6. Do Collective Action Clauses Influence Bond Yields? New Evidence from Emerging Markets
   International Finance, 2003, 6, (3), 415-47 View citations
   See also Working Paper (2003)

2002

7. Devaluation Expectations and the Stock Market: A New Measure and an Application to Mexico 1994/95
   International Journal of Finance & Economics, 2002, 7, (3), 195-214

1997

8. Winner-Loser Reversals in National Stock Market Indices: Can They Be Explained?
   Journal of Finance, 1997, 52, (5), 2129-44 View citations
   See also Working Paper (1997)

1996

9. Growth, Nontradables, and Price Convergence in the Baltics
   Journal of Comparative Economics, 1996, 23, (2), 121-145 View citations
   See also Working Paper (1995)

1995

10. Comovements in national stock market returns: Evidence of predictability, but not cointegration
    Journal of Monetary Economics, 1995, 36, (3), 631-654 View citations
    See also Working Paper (1996)

Chapters

2005

1. The Australian Business Cycle: A Coincident Indicator Approach
   A chapter in The Changing Nature of the Business Cycle, 2005 View citations
   See also Working Paper (2005)

2003

2. Introduction to Asset Prices and Monetary Policy
   A chapter in Asset Prices and Monetary Policy, 2003