Details about Michael E. Drew

Access statistics for papers by Michael E. Drew.

Last updated 2024-11-21. Update your information in the RePEc Author Service.

Short-id: pdr17

Working Papers

2015

1. Microscopic momentum in commodity futures
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics View citations (2)

2014

2. Equity risk versus retirement adequacy: Asset allocation solutions for KiwiSaver
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics
   See also Journal Article Equity risk versus retirement adequacy: asset allocation solutions for KiwiSaver, Accounting and Finance, Accounting and Finance Association of Australia and New Zealand (2020) (2020)

2013

3. Industry-academic partnerships in finance programmes. Cast of CFA-partnered programmes
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics

2010

4. Establishing additionality: fraud vulnerabilities in the clean development mechanism
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics View citations (7)
   See also Journal Article Establishing additionality: fraud vulnerabilities in the clean development mechanism, Accounting Research Journal, Emerald Group Publishing Limited (2010) View citations (7) (2010)
5. Ponzimonium: Madoff and the Red Flags of Fraud
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics
6. Systemic Risk, the TED Spread and Hedge Fund Returns
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics View citations (6)
7. The Identification of Ponzi Schemes: Can a Picture Tell a Thousand Frauds?
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics View citations (5)
8. The Puzzle of Financial Reporting and Corporate Short- Termism: A Universal Ownership Perspective
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics View citations (1)
   See also Journal Article The Puzzle of Financial Reporting and Corporate Short-Termism: A Universal Ownership Perspective, Australian Accounting Review, CPA Australia (2009) View citations (1) (2009)

2009

9. Dynamic Lifecycle Strategies for Target Date Retirement Funds
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics View citations (18)
10. The Appropriateness of Default Investment Options in Defined Contribution Plans: Australian Evidence
    Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2006) View citations (2)
    See also Journal Article The appropriateness of default investment options in defined contribution plans: Australian evidence, Pacific-Basin Finance Journal, Elsevier (2010) View citations (11) (2010)
11. The Case for Gender-Sensitive Superannuation Plan Design
    Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics View citations (3)
    See also Journal Article The Case for Gender‐Sensitive Superannuation Plan Design, Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research (2009) View citations (4) (2009)

2003

12. A Review Of Australia's Compulsory Superannuation Scheme After A Decade
    Discussion Papers Series, University of Queensland, School of Economics View citations (1)
13. Sustainable Retirement: A Look At Consumer Desires
    Discussion Papers Series, University of Queensland, School of Economics

Undated

14. 2012-07 The Retirement Risk Zone: A Baseline Study
    Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics View citations (2)
15. 2012-08 Regimes in Australian Pension Fund Returns: A Hidden Semi-Markov Approach
    Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics
16. 2012-09 Who was Swimming Naked when the Tide went out? Introducing Criminology to the Finance Curriculum
    Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics View citations (1)
17. 2012-12 On the Ethics of Short Selling
    Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics

Journal Articles

2021

1. Retirement Income Sufficiency through Personalised Glidepaths
   Financial Analysts Journal, 2021, 77, (2), 5-20

2020

2. Equity risk versus retirement adequacy: asset allocation solutions for KiwiSaver
   Accounting and Finance, 2020, 60, (4), 3851-3873
   See also Working Paper Equity risk versus retirement adequacy: Asset allocation solutions for KiwiSaver, Discussion Papers in Finance (2014) (2014)

2018

3. Time Variation in the Allocation to Real Estate Assets through the Life Cycle
   Journal of Real Estate Portfolio Management, 2018, 24, (1), 51-64

2017

4. Risk factors in Australian bond returns
   Accounting and Finance, 2017, 57, (2), 373-400 View citations (1)

2016

5. Commodities momentum: A behavioral perspective
   Journal of Banking & Finance, 2016, 72, (C), 133-150 View citations (23)
6. Retirement Adequacy of Indigenous Australians: A Baseline Study
   Economic Papers, 2016, 35, (4), 359-374 View citations (1)
7. The Predictive Performance of Asset Pricing Models: Evidence from the Australian Securities Exchange
   Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2016, 19, (04), 1-18 View citations (2)

2015

8. Combining momentum with reversal in commodity futures
   Journal of Banking & Finance, 2015, 59, (C), 423-444 View citations (53)
9. The value of tail risk hedging in defined contribution plans: what does history tell us*
   Journal of Pension Economics and Finance, 2015, 14, (3), 240-265

2014

10. Long-term U.S. infrastructure returns and portfolio selection
    Journal of Banking & Finance, 2014, 42, (C), 314-325 View citations (13)

2012

11. Sustainable stock indices and long-term portfolio decisions
    Journal of Sustainable Finance & Investment, 2012, 2, (3-4), 303-317 View citations (2)

2010

12. Establishing additionality: fraud vulnerabilities in the clean development mechanism
    Accounting Research Journal, 2010, 23, (3), 243-253 View citations (7)
    See also Working Paper Establishing additionality: fraud vulnerabilities in the clean development mechanism, Discussion Papers in Finance (2010) View citations (7) (2010)
13. On the responsible investment disclosure practices of the world's largest pension funds
    Accounting Research Journal, 2010, 23, (3), 302-318 View citations (1)
14. The appropriateness of default investment options in defined contribution plans: Australian evidence
    Pacific-Basin Finance Journal, 2010, 18, (3), 290-305 View citations (11)
    See also Working Paper The Appropriateness of Default Investment Options in Defined Contribution Plans: Australian Evidence, Discussion Papers in Finance (2009) View citations (1) (2009)

2009

15. The Case for Gender‐Sensitive Superannuation Plan Design
    Australian Economic Review, 2009, 42, (2), 177-189 View citations (4)
    See also Working Paper The Case for Gender-Sensitive Superannuation Plan Design, Discussion Papers in Finance (2009) View citations (3) (2009)
16. The Puzzle of Financial Reporting and Corporate Short-Termism: A Universal Ownership Perspective
    Australian Accounting Review, 2009, 19, (4), 295-302 View citations (1)
    See also Working Paper The Puzzle of Financial Reporting and Corporate Short- Termism: A Universal Ownership Perspective, Discussion Papers in Finance (2010) View citations (1) (2010)

2007

17. Does Idiosyncratic Volatility Matter? New Zealand Evidence
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2007, 10, (03), 289-308 View citations (7)

2006

18. Idiosyncratic volatility and security returns: evidence from Germany and United Kingdom
    Studies in Economics and Finance, 2006, 23, (2), 80-93
19. Small Firm Effect, Liquidity and Security Returns
    Journal of Emerging Market Finance, 2006, 5, (2), 135-149 View citations (2)
20. Superannuation: Switching and Roulette Wheels
    Australian Accounting Review, 2006, 16, (40), 23-31 View citations (2)

2005

21. A test of momentum trading strategies in foreign exchange markets: evidence from the G7
    Global Business and Economics Review, 2005, 7, (2/3), 155-179 View citations (3)

2004

22. Is idiosyncratic volatility priced?: Evidence from the Shanghai Stock Exchange
    International Review of Financial Analysis, 2004, 13, (3), 349-366 View citations (16)
23. Portability of Superannuation Balances
    Agenda - A Journal of Policy Analysis and Reform, 2004, 11, (2), 113-125

2003

24. Beta, Firm Size, Book-to-Market Equity and Stock Returns
    Journal of the Asia Pacific Economy, 2003, 8, (3), 354-379 View citations (20)
25. IS THERE A POSITIVE RELATIONSHIP BETWEEN SUPERANNUATION FUND COSTS AND RETURNS?
    Economic Papers, 2003, 22, (3), 74-84 View citations (2)
26. Principal and Agent Problems in Superannuation Funds
    Australian Economic Review, 2003, 36, (1), 98-107 View citations (15)
27. Returns from investing in Australian equity superannuation funds, 1991--1999
    The Service Industries Journal, 2003, 23, (4), 12-24 View citations (9)
28. Stock Market Interdependence: Evidence from Australia
    Pacific Accounting Review, 2003, 15, (2), 51-76

2002

29. ASSETS UNDER MANAGEMENT AND SUPERANNUATION FUND PERFORMANCE: A THIRD NOTE FOR TRUSTEES
    Economic Papers, 2002, 21, (1), 80-91 View citations (5)
30. Efficiency with Costly Information: A Study of Australian Wholesale Superannuation Fund Performance
    Economic Analysis and Policy, 2002, 32, (1), 35-47 View citations (4)

2001

31. ASSET SELECTION AND SUPERANNUATION FUND PERFORMANCE: A NOTE FOR TRUSTEES
    Economic Papers, 2001, 20, (1), 57-65 View citations (14)
32. HOT HANDS AND SUPERANNUATION FUND PERFORMANCE: A SECOND NOTE FOR TRUSTEES
    Economic Papers, 2001, 20, (4), 18-25 View citations (6)
33. The Impact of Fund Attrition on Superannuation Returns
    Economic Analysis and Policy, 2001, 31, (1), 25-32 View citations (11)