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Details about Ron Bird

E-mail: This e-mail address is bad, please ask Ron Bird to update the entry in the RePEc Author Service or the correct address.
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:Waikato Management School, University of Waikato, (more information at EDIRC)
Finance Discipline Group, Business School, University of Technology Sydney, (more information at EDIRC)

Access statistics for papers by Ron Bird.

Last updated 2022-11-23. Update your information in the RePEc Author Service.

Short-id: pbi46


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Working Papers

2019

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

2016

  1. 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 Downloads
  2. Mispricing of Australian IPOs
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (1)

2013

  1. 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

  1. Diversification Versus Concentration......... and the Winner Is?
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney Downloads View citations (2)
  2. 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 Downloads View citations (2)
  3. 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 Downloads View citations (7)

2011

  1. 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)
  2. Infrastructure: Real Assets and Real Returns
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney Downloads View citations (13)
    See also Journal Article Infrastructure: Real Assets and Real Returns, European Financial Management, European Financial Management Association (2014) Downloads View citations (13) (2014)
  3. 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 Downloads 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) Downloads View citations (20) (2014)
  4. Performance Implications of Active Management of Institutional Mutual Funds
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney Downloads 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) Downloads View citations (3) (2015)
  5. Private Equity: Strategies for Improving Performance
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney Downloads View citations (1)
  6. 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 Downloads
    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) Downloads View citations (1) (2014)

2010

  1. 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 Downloads View citations (5)
  2. 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 Downloads
    Also in Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre (2010) Downloads
  3. Hedge Fund Excess Returns Under Time-Varying Beta
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney Downloads View citations (3)
  4. How Do Investors React Under Uncertainty?
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney Downloads View citations (5)
    See also Journal Article How do investors react under uncertainty?, Pacific-Basin Finance Journal, Elsevier (2012) Downloads View citations (40) (2012)
  5. Institutional Ownership and IPO Performance: Australian Evidence
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney Downloads View citations (4)
  6. The Economic Costs of US Stock Mispricing
    Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre Downloads View citations (5)
    See also Journal Article The economic costs of US stock mispricing, Journal of Policy Modeling, Elsevier (2011) Downloads View citations (1) (2011)
  7. 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 Downloads 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) Downloads View citations (18) (2013)

2009

  1. 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
  2. The Aggregate Economic Costs of US Stock Mispricing
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney Downloads
  3. 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 Downloads
    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) Downloads View citations (1) (2011)

2008

  1. 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 Downloads 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) Downloads View citations (2) (2011)
  2. Insights into the Market Impact of Different Investment Styles
    Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney Downloads

2006

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

2005

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

2004

  1. 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 Downloads 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) Downloads View citations (7) (2004)

2003

  1. Economic implications of passive investing
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (8)
    See also Journal Article Economic implications of passive investing, Journal of Asset Management, Palgrave Macmillan (2003) Downloads View citations (7) (2003)
  2. 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 Downloads 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) Downloads View citations (25) (2003)

2002

  1. The evaluation of active manager returns in a non-symmetrical environment
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads 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) Downloads View citations (4) (2002)

2001

  1. Changes in the Behavior of Earnings Surprise: International Evidence & Implications
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads View citations (1)
  2. 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 Downloads 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) Downloads View citations (9) (2001)

2000

  1. 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 Downloads View citations (4)
  2. A Global Perspective of Analysts' Earnings Forecasts
    Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney Downloads

1990

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

1981

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

1977

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

1974

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

Journal Articles

2022

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

2021

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

2020

  1. Corporate governance, institutions, markets, and social factors
    Research in International Business and Finance, 2020, 51, (C) Downloads View citations (4)
    See also Working Paper Corporate Governance, Institutions, Markets and Social Factors, Working Papers in Economics (2019) Downloads (2019)
  2. Do Profitable Banks Make a Positive Contribution to the Economy?
    JRFM, 2020, 13, (8), 1-18 Downloads View citations (3)
  3. Sensitivity to sentiment: News vs social media
    International Review of Financial Analysis, 2020, 67, (C) Downloads View citations (26)

2018

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

2017

  1. Time-series and cross-sectional momentum strategies under alternative implementation strategies
    Australian Journal of Management, 2017, 42, (2), 230-251 Downloads View citations (9)

2016

  1. Analysis of mandatory CSR expenditure in India: a survey
    International Journal of Corporate Governance, 2016, 7, (1), 32-59 Downloads View citations (14)
  2. 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 Downloads View citations (10)

2015

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

2014

  1. Infrastructure: Real Assets and Real Returns
    European Financial Management, 2014, 20, (4), 802-824 Downloads View citations (13)
    See also Working Paper Infrastructure: Real Assets and Real Returns, Working Paper Series (2011) Downloads View citations (13) (2011)
  2. Market uncertainty, market sentiment, and the post-earnings announcement drift
    Review of Quantitative Finance and Accounting, 2014, 43, (1), 45-73 Downloads View citations (20)
    See also Working Paper Market Uncertainty and Sentiment, and the Post-Earnings Announcement Drift, Working Paper Series (2011) Downloads View citations (2) (2011)
  3. 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 Downloads 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) Downloads (2011)

2013

  1. The market response to exploration, resource and reserve announcements by mining companies: Australian data
    Australian Journal of Management, 2013, 38, (2), 311-331 Downloads 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) Downloads View citations (2) (2010)

2012

  1. How do investors react under uncertainty?
    Pacific-Basin Finance Journal, 2012, 20, (2), 310-327 Downloads View citations (40)
    See also Working Paper How Do Investors React Under Uncertainty?, Working Paper Series (2010) Downloads View citations (5) (2010)
  2. The market acceptance of corporate social responsibility: a comparison across six countries/regions
    Australian Journal of Management, 2012, 37, (2), 153-168 Downloads View citations (17)

2011

  1. Asset Price Regulators, Unite: You have the Macroeconomy to Win and the Microeconomic Losses are Small
    The Economic Record, 2011, 87, (278), 449-464 Downloads
  2. Conditional style rotation model on enhanced value and growth portfolios: The European experience
    Journal of Asset Management, 2011, 11, (6), 375-390 Downloads View citations (2)
    See also Working Paper Conditional Style Rotation Model on Enhanced Value and Growth Portfolios: The European Experience, Working Paper Series (2008) Downloads View citations (3) (2008)
  3. The economic costs of US stock mispricing
    Journal of Policy Modeling, 2011, 33, (4), 552-567 Downloads View citations (1)
    See also Working Paper The Economic Costs of US Stock Mispricing, Centre of Policy Studies/IMPACT Centre Working Papers (2010) Downloads View citations (5) (2010)
  4. 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 Downloads 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) Downloads (2009)

2009

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

2007

  1. Sentiment and Financial Health Indicators for Value and Growth Stocks: The European Experience
    The European Journal of Finance, 2007, 13, (8), 769-793 Downloads View citations (28)
  2. Value enhancement using momentum indicators: the European experience
    International Journal of Managerial Finance, 2007, 3, (3), 229-262 Downloads View citations (15)
  3. What Corporate Social Responsibility Activities are Valued by the Market?
    Journal of Business Ethics, 2007, 76, (2), 189-206 Downloads View citations (203)

2006

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

2005

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

2004

  1. 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 Downloads 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) Downloads View citations (7) (2004)

2003

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

2002

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

2001

  1. 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 Downloads 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) Downloads View citations (9) (2001)

1990

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

1987

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

1986

  1. Note---Naive Diversification and Portfolio Risk---A Note
    Management Science, 1986, 32, (2), 244-251 Downloads View citations (25)

1983

  1. The Performance of Australian Superannuation Funds
    Australian Journal of Management, 1983, 8, (1), 49-69 Downloads 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 Downloads
    See also Journal Article Tests of the Efficiency of Racetrack Betting Using Bookmaker Odds, INFORMS (1987) Downloads 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 Downloads View citations (6)
 
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