Details about Terry Walter

Access statistics for papers by Terry Walter.

Last updated 2021-03-15. Update your information in the RePEc Author Service.

Short-id: pwa317

Journal Articles

2020

1. Can firm‐specific dividend drop‐off ratios be used to infer shareholder marginal tax rates?
   Accounting and Finance, 2020, 60, (1), 507-534

2017

2. The value-added role of industry specialist advisors in M&As
   Journal of Banking & Finance, 2017, 81, (C), 81-104 View citations (8)

2016

3. Responses and Rejoinders to Commentaries
   Abacus, 2016, 52, (4), 772-780
4. Towards a Set of Design Principles for Executive Compensation Contracts
   Abacus, 2016, 52, (4), 619-684 View citations (5)

2015

5. The microstructure of Australian takeover announcements
   Australian Journal of Management, 2015, 40, (1), 161-188 View citations (10)

2014

6. Cross-region and cross-sector asset allocation with regimes
   Accounting and Finance, 2014, 54, (3), 809-846 View citations (5)
7. Investment performance of “environmentally-friendly” firms and their initial public offers and seasoned equity offers
   Journal of Banking & Finance, 2014, 44, (C), 177-188 View citations (28)
8. Portfolio Quality and Mutual Fund Performance
   International Review of Finance, 2014, 14, (4), 485-521 View citations (7)
9. Quality investing in an Australian context
   Australian Journal of Management, 2014, 39, (4), 615-643 View citations (3)

2013

10. Capital structure and stock returns: evidence from an emerging market with unique financing arrangements
    Applied Financial Economics, 2013, 23, (14), 1197-1203 View citations (1)
11. Fundamentals or Managerial Discretion? The Relationship between Accrual Variability and Future Stock Return Volatility
    Abacus, 2013, 49, (4), 441-475 View citations (5)
12. The CAPM: Theoretical Validity, Empirical Intractability and Practical Applications
    Abacus, 2013, 49, 44-50 View citations (12)

2012

13. Out-of-sample stock return predictability in Australia
    Australian Journal of Management, 2012, 37, (3), 461-479 View citations (11)

2011

14. Broker recommendations and Australian small‐cap equity fund management
    Accounting and Finance, 2011, 51, (4), 893-922 View citations (4)
15. Dividend smoothing when firms distribute most of their earnings as dividends
    Applied Financial Economics, 2011, 21, (16), 1175-1183 View citations (4)
16. The information content of cash dividend announcements in a unique environment
    Journal of Banking & Finance, 2011, 35, (3), 606-612 View citations (37)

2010

17. Investment manager skill in small-cap equities
    Australian Journal of Management, 2010, 35, (1), 23-49 View citations (7)
18. Transaction costs and institutional trading in small-cap equity funds
    Australian Journal of Management, 2010, 35, (3), 313-327 View citations (3)

2009

19. The information content of Australian credit ratings: A comparison between subscription and non-subscription-based credit rating agencies
    Economic Systems, 2009, 33, (1), 22-44 View citations (2)

2008

20. Effect of Investor Category Trading Imbalances on Stock Returns*
    International Review of Finance, 2008, 8, (3‐4), 179-206 View citations (8)
21. Ex‐Dividend Day Behavior in the Absence of Taxes and Price Discreteness*
    International Review of Finance, 2008, 8, (3‐4), 103-123 View citations (8)
22. Investors' trading behavior and performance: Online versus non-online equity trading in Korea
    Pacific-Basin Finance Journal, 2008, 16, (1-2), 26-43 View citations (14)
23. The role of investment banks in M&A transactions: Fees and services
    Pacific-Basin Finance Journal, 2008, 16, (4), 341-369 View citations (13)

2006

24. IPO flipping in Australia: cross-sectional explanations
    Pacific-Basin Finance Journal, 2006, 14, (4), 327-348 View citations (18)
25. The Reach of the Disposition Effect: Large Sample Evidence Across Investor Classes*
    International Review of Finance, 2006, 6, (1‐2), 43-78 View citations (42)

2005

26. Do Informed Traders Win? An Analysis of Changes in Corporate Ownership around Substantial Shareholder Notices*
    International Review of Finance, 2005, 5, (3‐4), 113-147 View citations (3)
27. Expert reports in Australian takeovers: fees and quality
    Abacus, 2005, 41, (3), 307-322 View citations (4)

2004

28. Australian Mergers and Acquisitions Since the 1980s: What Do We Know and What Remains to Be Done?
    Australian Journal of Management, 2004, 29, (1_suppl), i-xiii View citations (7)
29. Competition in the Market for Takeover Advisers
    Australian Journal of Management, 2004, 29, (1_suppl), 61-92 View citations (7)
30. Corporate governance, insider ownership and operating performance of Australian initial public offerings
    Accounting and Finance, 2004, 44, (3), 299-328 View citations (43)
31. Market Returns to Acquirers of Substantial Assets
    Australian Journal of Management, 2004, 29, (1_suppl), 111-133 View citations (4)
32. Momentum returns in Australian equities: The influences of size, risk, liquidity and return computation
    Pacific-Basin Finance Journal, 2004, 12, (2), 143-158 View citations (64)

2003

33. The association between audit quality, accounting disclosures and firm-specific risk: Evidence from initial public offerings
    Journal of Accounting and Public Policy, 2003, 22, (5), 377-400 View citations (17)
34. The sharemarket performance of Australian venture capital-backed and non-venture capital-backed IPOs
    Pacific-Basin Finance Journal, 2003, 11, (2), 197-218 View citations (31)

2000

35. The Method of Payment Decision in Australian Takeovers: An Investigation of Causes and Effects
    Australian Journal of Management, 2000, 25, (1), 67-94 View citations (23)
36. The lead–lag relationship between equities and stock index futures markets around information releases
    Journal of Futures Markets, 2000, 20, (5), 467-487 View citations (14)

1999

37. IPO Underpricing Explanations: Implications from Investor Application and Allocation Schedules
    Journal of Financial and Quantitative Analysis, 1999, 34, (4), 425-444 View citations (28)

1996

38. Australian IPO pricing in the short and long run
    Journal of Banking & Finance, 1996, 20, (7), 1189-1210 View citations (84)
39. Expected and realised returns for Singaporean IPOs: Initial and long-run analysis
    Pacific-Basin Finance Journal, 1996, 4, (2-3), 153-180 View citations (19)
40. Price clustering on the Australian Stock Exchange
    Pacific-Basin Finance Journal, 1996, 4, (2-3), 297-314 View citations (45)

1989

41. A direct test of Rock's model of the pricing of unseasoned issues
    Journal of Financial Economics, 1989, 23, (2), 251-272 View citations (76)
42. OPTIMAL CAPITAL STRUCTURE: IMPLICATIONS FOR GOVERNMENT BUSINESS ENTERPRISES
    Economic Papers, 1989, 8, (3), 44-54

1986

43. Ex-Dividend Day Behaviour of Australian Share Prices
    Australian Journal of Management, 1986, 11, (2), 139-152 View citations (15)

1985

44. The Trading Stock Valuation Adjustment: Some Extensions and Modifications
    Australian Journal of Management, 1985, 10, (1), 77-95

1984

45. Australian Takeovers: Capital Market Efficiency and Shareholder Risk and Return
    Australian Journal of Management, 1984, 9, (1), 63-118 View citations (18)

1982

46. Sharemarket Efficiency and the Experts: Some Australian Findings
    Australian Journal of Management, 1982, 7, (1), 19-31 View citations (1)