Details about Ron Bird

Homepage:	http://datasearch.uts.edu.au/business/staff/finance/details.cfm?StaffId=77
Phone:	+61 2 9514 7716
Postal address:	PO Box 123 Broadway NSW 2007 Australia
Workplace:	Finance Discipline Group, Business School, University of Technology Sydney, (more information at EDIRC) Waikato Management School, University of Waikato, (more information at EDIRC)

Access statistics for papers by Ron Bird.

Last updated 2025-02-07. Update your information in the RePEc Author Service.

Short-id: pbi46

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Jump to Journal Articles Chapters

Working Papers

2019

1. Corporate Governance, Information Uncertainty and Market Reaction to Information Signals
   Working Papers in Economics, University of Waikato
2. Corporate Governance, Institutions, Markets and Social Factors
   Working Papers in Economics, University of Waikato
   See also Journal Article Corporate governance, institutions, markets, and social factors, Research in International Business and Finance, Elsevier (2020) View citations (4) (2020)
3. The Role of Corporate Governance and Estimation Methods in Predicting Bankruptcy
   Working Papers in Economics, University of Waikato

2016

4. Australian prudential regulation before and after the global financial crisis
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
5. Mispricing of Australian IPOs
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (1)

2013

6. Forecasting extreme performance: The experience with Australian equities
   Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (1)

2012

7. Diversification Versus Concentration......... and the Winner Is?
   Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (3)
8. The Strategic Implementation of an Investment Process in a Funds Management Firm
   Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (2)
9. The Tortoise and the Hare: Risk Premium Versus Alternative Asset Portfolios
   Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (7)

2011

10. A Brief Critical Review of Australia's Retirement Savings System
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (4)
11. Infrastructure: Real Assets and Real Returns
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (13)
    See also Journal Article Infrastructure: Real Assets and Real Returns, European Financial Management, European Financial Management Association (2014) View citations (15) (2014)
12. Market Uncertainty and Sentiment, and the Post-Earnings Announcement Drift
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (2)
    See also Journal Article Market uncertainty, market sentiment, and the post-earnings announcement drift, Review of Quantitative Finance and Accounting, Springer (2014) View citations (20) (2014)
13. Performance Implications of Active Management of Institutional Mutual Funds
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (1)
    See also Journal Article Performance implications of active management of institutional mutual funds, Accounting and Finance, Accounting and Finance Association of Australia and New Zealand (2015) View citations (3) (2015)
14. Private Equity: Strategies for Improving Performance
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (1)
15. The Relationship Between Uncertainty and the Market Reaction to Information: How is it Influenced by Market and Stock-Specific Characteristics?
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney
    See also Journal Article The relationship between uncertainty and the market reaction to information: Is it influenced by stock-specific characteristics?, International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd (2014) View citations (1) (2014)

2010

16. Accounting for employee stock options: What can we learn from the market's perceptions?
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (5)
17. Asset Price Regulators Unite: You Have Macroeconomic Stability to Win and the Microeconomic Losses are Second-order
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney
    Also in Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre (2010)
18. Hedge Fund Excess Returns Under Time-Varying Beta
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (3)
19. How Do Investors React Under Uncertainty?
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (5)
    See also Journal Article How do investors react under uncertainty?, Pacific-Basin Finance Journal, Elsevier (2012) View citations (45) (2012)
20. Institutional Ownership and IPO Performance: Australian Evidence
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (5)
21. The Economic Costs of US Stock Mispricing
    Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre View citations (5)
    See also Journal Article The economic costs of US stock mispricing, Journal of Policy Modeling, Elsevier (2011) View citations (1) (2011)
22. The Market Response to Exploration, Resource and Reserve Announcements by Mining Companies: Australian Data
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (2)
    See also Journal Article The market response to exploration, resource and reserve announcements by mining companies: Australian data, Australian Journal of Management, Australian School of Business (2013) View citations (18) (2013)

2009

23. Improving pension management and delivery: An (im)modest and likely (un)popular proposal
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney
24. The Aggregate Economic Costs of US Stock Mispricing
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney
25. The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney
    See also Journal Article The impact on the pricing process of costly active management and performance chasing clients, Journal of Economic Interaction and Coordination, Springer (2011) View citations (1) (2011)

2008

26. Conditional Style Rotation Model on Enhanced Value and Growth Portfolios: The European Experience
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney View citations (3)
    See also Journal Article Conditional style rotation model on enhanced value and growth portfolios: The European experience, Journal of Asset Management, Palgrave Macmillan (2011) View citations (2) (2011)
27. Insights into the Market Impact of Different Investment Styles
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney

2006

28. Biases and information in analysts'recommendations: The European experience
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (4)
    See also Journal Article Biases and information in analysts' recommendations: The European experience, Journal of Asset Management, Palgrave Macmillan (2006) View citations (1) (2006)
29. Insights into the Momentum Life Cycle for European Stocks
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (4)

2005

30. Momentum and index investing: implications for market efficiency
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney
31. The case for market inefficiency: Investment style and market pricing
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (4)
    See also Journal Article The case for market inefficiency: Investment style and market pricing, Journal of Asset Management, Palgrave Macmillan (2005) View citations (2) (2005)

2004

32. The performance of value and momentum investment portfolios: Recent experience in the major European markets Part 2
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (7)
    See also Journal Article The performance of value and momentum investment portfolios: Recent experience in the major European markets Part 2, Journal of Asset Management, Palgrave Macmillan (2004) View citations (7) (2004)

2003

33. Economic implications of passive investing
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (8)
    See also Journal Article Economic implications of passive investing, Journal of Asset Management, Palgrave Macmillan (2003) View citations (7) (2003)
34. The performance of value and momentum investment portfolios: Recent experience in the major European markets
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (26)
    See also Journal Article The performance of value and momentum investment portfolios: Recent experience in the major European markets, Journal of Asset Management, Palgrave Macmillan (2003) View citations (25) (2003)

2002

35. The evaluation of active manager returns in a non-symmetrical environment
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (6)
    See also Journal Article The evaluation of active manager returns in a non-symmetrical environment, Journal of Asset Management, Palgrave Macmillan (2002) View citations (4) (2002)

2001

36. Changes in the Behavior of Earnings Surprise: International Evidence & Implications
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (1)
37. The prediction of earnings movements using accounting data: An update and extension of Ou and Penman
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (9)
    See also Journal Article The prediction of earnings movements using accounting data: An update and extension of Ou and Penman, Journal of Asset Management, Palgrave Macmillan (2001) View citations (9) (2001)

2000

38. A Bayesian Approach to Variable Selection in Logistic Regression with Application to Predicting Earnings Direction from Accounting Information
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (4)
39. A Global Perspective of Analysts' Earnings Forecasts
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney

1990

40. A stop loss approach to portfolio insurance
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (7)

1981

41. Financial Accounting Reports: A Market Model of Disclosure: Financial Accounting Reports
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney

1977

42. Financial Ratios - An Empirical Study
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (5)

1974

43. A Reappraisal of the Share Price Maximisation Criterion
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney

Journal Articles

2022

1. Factors influencing the profitability of banks in India and China
   Applied Economics Letters, 2022, 29, (5), 371-375 View citations (1)

2021

2. A horse race of models and estimation methods for predicting bankruptcy
   Advances in accounting, 2021, 52, (C) View citations (5)
3. Experiences of current and former members of self-managed superannuation funds
   Australian Journal of Management, 2021, 46, (2), 304-325 View citations (2)

2020

4. Corporate governance, institutions, markets, and social factors
   Research in International Business and Finance, 2020, 51, (C) View citations (4)
   See also Working Paper Corporate Governance, Institutions, Markets and Social Factors, Working Papers in Economics (2019) (2019)
5. Do Profitable Banks Make a Positive Contribution to the Economy?
   JRFM, 2020, 13, (8), 1-18 View citations (4)
6. Sensitivity to sentiment: News vs social media
   International Review of Financial Analysis, 2020, 67, (C) View citations (30)

2018

7. Board independence and the variability of firm performance: Evidence from an exogenous regulatory shock
   Australian Journal of Management, 2018, 43, (1), 3-26 View citations (6)
8. Mandatory Corporate Social Responsibility: The Indian experience
   Journal of Contemporary Accounting and Economics, 2018, 14, (3), 254-265 View citations (20)
9. Who starts a self-managed superannuation fund and why?
   Australian Journal of Management, 2018, 43, (3), 373-403 View citations (4)

2017

10. Time-series and cross-sectional momentum strategies under alternative implementation strategies
    Australian Journal of Management, 2017, 42, (2), 230-251 View citations (10)

2016

11. Analysis of mandatory CSR expenditure in India: a survey
    International Journal of Corporate Governance, 2016, 7, (1), 32-59 View citations (15)
12. Corporate social responsibility and firm market performance: a study of Indian listed companies
    International Journal of Business Governance and Ethics, 2016, 11, (1), 68-88 View citations (10)

2015

13. Performance implications of active management of institutional mutual funds
    Accounting and Finance, 2015, 55, (1), 1-27 View citations (3)
    See also Working Paper Performance Implications of Active Management of Institutional Mutual Funds, Working Paper Series (2011) View citations (1) (2011)

2014

14. Infrastructure: Real Assets and Real Returns
    European Financial Management, 2014, 20, (4), 802-824 View citations (15)
    See also Working Paper Infrastructure: Real Assets and Real Returns, Working Paper Series (2011) View citations (13) (2011)
15. Market uncertainty, market sentiment, and the post-earnings announcement drift
    Review of Quantitative Finance and Accounting, 2014, 43, (1), 45-73 View citations (20)
    See also Working Paper Market Uncertainty and Sentiment, and the Post-Earnings Announcement Drift, Working Paper Series (2011) View citations (2) (2011)
16. The relationship between uncertainty and the market reaction to information: Is it influenced by stock-specific characteristics?
    International Journal of Behavioural Accounting and Finance, 2014, 4, (2), 113-132 View citations (1)
    See also Working Paper The Relationship Between Uncertainty and the Market Reaction to Information: How is it Influenced by Market and Stock-Specific Characteristics?, Working Paper Series (2011) (2011)

2013

17. The market response to exploration, resource and reserve announcements by mining companies: Australian data
    Australian Journal of Management, 2013, 38, (2), 311-331 View citations (18)
    See also Working Paper The Market Response to Exploration, Resource and Reserve Announcements by Mining Companies: Australian Data, Working Paper Series (2010) View citations (2) (2010)

2012

18. How do investors react under uncertainty?
    Pacific-Basin Finance Journal, 2012, 20, (2), 310-327 View citations (45)
    See also Working Paper How Do Investors React Under Uncertainty?, Working Paper Series (2010) View citations (5) (2010)
19. The market acceptance of corporate social responsibility: a comparison across six countries/regions
    Australian Journal of Management, 2012, 37, (2), 153-168 View citations (17)

2011

20. Asset Price Regulators, Unite: You have the Macroeconomy to Win and the Microeconomic Losses are Small
    The Economic Record, 2011, 87, (278), 449-464
21. Conditional style rotation model on enhanced value and growth portfolios: The European experience
    Journal of Asset Management, 2011, 11, (6), 375-390 View citations (2)
    See also Working Paper Conditional Style Rotation Model on Enhanced Value and Growth Portfolios: The European Experience, Working Paper Series (2008) View citations (3) (2008)
22. The economic costs of US stock mispricing
    Journal of Policy Modeling, 2011, 33, (4), 552-567 View citations (1)
    See also Working Paper The Economic Costs of US Stock Mispricing, Centre of Policy Studies/IMPACT Centre Working Papers (2010) View citations (5) (2010)
23. The impact on the pricing process of costly active management and performance chasing clients
    Journal of Economic Interaction and Coordination, 2011, 6, (1), 61-82 View citations (1)
    See also Working Paper The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients, Working Paper Series (2009) (2009)

2009

24. Fundamental Indexation: An Australian Investigation
    Australian Journal of Management, 2009, 34, (1), 1-20 View citations (11)

2007

25. Sentiment and Financial Health Indicators for Value and Growth Stocks: The European Experience
    The European Journal of Finance, 2007, 13, (8), 769-793 View citations (28)
26. Value enhancement using momentum indicators: the European experience
    International Journal of Managerial Finance, 2007, 3, (3), 229-262 View citations (15)
27. What Corporate Social Responsibility Activities are Valued by the Market?
    Journal of Business Ethics, 2007, 76, (2), 189-206 View citations (206)

2006

28. A Bayesian Model Averaging Approach to Enhance Value Investment
    International Journal of Business and Economics, 2006, 5, (2), 111-127 View citations (1)
29. Biases and information in analysts' recommendations: The European experience
    Journal of Asset Management, 2006, 6, (5), 345-380 View citations (1)
    See also Working Paper Biases and information in analysts'recommendations: The European experience, Published Paper Series (2006) View citations (4) (2006)

2005

30. Prophets during boom and gloom downunder
    Global Finance Journal, 2005, 15, (3), 337-367 View citations (7)
31. The case for market inefficiency: Investment style and market pricing
    Journal of Asset Management, 2005, 5, (6), 365-388 View citations (2)
    See also Working Paper The case for market inefficiency: Investment style and market pricing, Published Paper Series (2005) View citations (4) (2005)

2004

32. The performance of value and momentum investment portfolios: Recent experience in the major European markets Part 2
    Journal of Asset Management, 2004, 5, (3), 157-175 View citations (7)
    See also Working Paper The performance of value and momentum investment portfolios: Recent experience in the major European markets Part 2, Published Paper Series (2004) View citations (7) (2004)

2003

33. Economic implications of passive investing
    Journal of Asset Management, 2003, 3, (4), 303-312 View citations (7)
    See also Working Paper Economic implications of passive investing, Published Paper Series (2003) View citations (8) (2003)
34. The performance of value and momentum investment portfolios: Recent experience in the major European markets
    Journal of Asset Management, 2003, 4, (4), 221-246 View citations (25)
    See also Working Paper The performance of value and momentum investment portfolios: Recent experience in the major European markets, Published Paper Series (2003) View citations (26) (2003)

2002

35. The evaluation of active manager returns in a non-symmetrical environment
    Journal of Asset Management, 2002, 2, (4), 303-324 View citations (4)
    See also Working Paper The evaluation of active manager returns in a non-symmetrical environment, Published Paper Series (2002) View citations (6) (2002)

2001

36. The prediction of earnings movements using accounting data: An update and extension of Ou and Penman
    Journal of Asset Management, 2001, 2, (2), 180-195 View citations (9)
    See also Working Paper The prediction of earnings movements using accounting data: An update and extension of Ou and Penman, Published Paper Series (2001) View citations (9) (2001)

1990

37. Portfolio insurance: a simulation under different market conditions
    Insurance: Mathematics and Economics, 1990, 9, (1), 1-19 View citations (19)

1987

38. Are Gamblers Really Risk Takers?
    Australian Economic Papers, 1987, 26, (49), 237-53 View citations (11)
39. Tests of the Efficiency of Racetrack Betting Using Bookmaker Odds
    Management Science, 1987, 33, (12), 1552-1562 View citations (23)
    See also Chapter TESTS OF THE EFFICIENCY OF RACETRACK BETTING USING BOOKMAKER ODDS, World Scientific Book Chapters, 2008, 593-603 (2008) (2008)

1986

40. Note---Naive Diversification and Portfolio Risk---A Note
    Management Science, 1986, 32, (2), 244-251 View citations (26)

1983

41. The Performance of Australian Superannuation Funds
    Australian Journal of Management, 1983, 8, (1), 49-69 View citations (43)

Chapters

2008

1. TESTS OF THE EFFICIENCY OF RACETRACK BETTING USING BOOKMAKER ODDS
   Chapter 59 in Efficiency Of Racetrack Betting Markets, 2008, pp 593-603
   See also Journal Article Tests of the Efficiency of Racetrack Betting Using Bookmaker Odds, INFORMS (1987) View citations (23) (1987)
2. THE EFFICIENCY OF RACETRACK BETTING MARKETS: AUSTRALIAN EVIDENCE
   Chapter 57 in Efficiency Of Racetrack Betting Markets, 2008, pp 575-582 View citations (6)