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Details about Terry Walter

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Workplace:School of Accounting, Economics, and Finance, University of Wollongong, (more information at EDIRC)

Access statistics for papers by Terry Walter.

Last updated 2020-08-17. Update your information in the RePEc Author Service.

Short-id: pwa317


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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 Downloads

2017

  1. The value-added role of industry specialist advisors in M&As
    Journal of Banking & Finance, 2017, 81, (C), 81-104 Downloads View citations (3)

2016

  1. Responses and Rejoinders to Commentaries
    Abacus, 2016, 52, (4), 772-780 Downloads
  2. Towards a Set of Design Principles for Executive Compensation Contracts
    Abacus, 2016, 52, (4), 619-684 Downloads View citations (2)

2015

  1. The microstructure of Australian takeover announcements
    Australian Journal of Management, 2015, 40, (1), 161-188 Downloads View citations (7)

2014

  1. Cross-region and cross-sector asset allocation with regimes
    Accounting and Finance, 2014, 54, (3), 809-846 Downloads View citations (3)
  2. Investment performance of “environmentally-friendly” firms and their initial public offers and seasoned equity offers
    Journal of Banking & Finance, 2014, 44, (C), 177-188 Downloads View citations (8)
  3. Portfolio Quality and Mutual Fund Performance
    International Review of Finance, 2014, 14, (4), 485-521 Downloads View citations (2)
  4. Quality investing in an Australian context
    Australian Journal of Management, 2014, 39, (4), 615-643 Downloads View citations (2)

2013

  1. Capital structure and stock returns: evidence from an emerging market with unique financing arrangements
    Applied Financial Economics, 2013, 23, (14), 1197-1203 Downloads View citations (1)
  2. Fundamentals or Managerial Discretion? The Relationship between Accrual Variability and Future Stock Return Volatility
    Abacus, 2013, 49, (4), 441-475 Downloads View citations (2)
  3. The CAPM: Theoretical Validity, Empirical Intractability and Practical Applications
    Abacus, 2013, 49, 44-50 Downloads View citations (9)

2012

  1. Out-of-sample stock return predictability in Australia
    Australian Journal of Management, 2012, 37, (3), 461-479 Downloads View citations (10)

2011

  1. Broker recommendations and Australian small‐cap equity fund management
    Accounting and Finance, 2011, 51, (4), 893-922 Downloads View citations (4)
  2. Dividend smoothing when firms distribute most of their earnings as dividends
    Applied Financial Economics, 2011, 21, (16), 1175-1183 Downloads View citations (2)
  3. The information content of cash dividend announcements in a unique environment
    Journal of Banking & Finance, 2011, 35, (3), 606-612 Downloads View citations (23)

2010

  1. Dividend stability in a unique environment
    Managerial Finance, 2010, 36, (10), 903-916 Downloads View citations (4)
  2. Investment manager skill in small-cap equities
    Australian Journal of Management, 2010, 35, (1), 23-49 Downloads View citations (3)
  3. Transaction costs and institutional trading in small-cap equity funds
    Australian Journal of Management, 2010, 35, (3), 313-327 Downloads View citations (1)

2009

  1. 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 Downloads View citations (2)

2008

  1. Effect of Investor Category Trading Imbalances on Stock Returns*
    International Review of Finance, 2008, 8, (3‐4), 179-206 Downloads View citations (4)
  2. Ex‐Dividend Day Behavior in the Absence of Taxes and Price Discreteness*
    International Review of Finance, 2008, 8, (3‐4), 103-123 Downloads View citations (9)
  3. Investors' trading behavior and performance: Online versus non-online equity trading in Korea
    Pacific-Basin Finance Journal, 2008, 16, (1-2), 26-43 Downloads View citations (9)
  4. The role of investment banks in M&A transactions: Fees and services
    Pacific-Basin Finance Journal, 2008, 16, (4), 341-369 Downloads View citations (5)

2006

  1. IPO flipping in Australia: cross-sectional explanations
    Pacific-Basin Finance Journal, 2006, 14, (4), 327-348 Downloads View citations (14)
  2. The Reach of the Disposition Effect: Large Sample Evidence Across Investor Classes*
    International Review of Finance, 2006, 6, (1‐2), 43-78 Downloads View citations (28)

2005

  1. 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 Downloads View citations (2)
  2. Expert reports in Australian takeovers: fees and quality
    Abacus, 2005, 41, (3), 307-322 Downloads View citations (3)

2004

  1. 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 Downloads View citations (5)
  2. Competition in the Market for Takeover Advisers
    Australian Journal of Management, 2004, 29, (1_suppl), 61-92 Downloads
  3. Corporate governance, insider ownership and operating performance of Australian initial public offerings
    Accounting and Finance, 2004, 44, (3), 299-328 Downloads View citations (29)
  4. Market Returns to Acquirers of Substantial Assets
    Australian Journal of Management, 2004, 29, (1_suppl), 111-133 Downloads View citations (2)
  5. Momentum returns in Australian equities: The influences of size, risk, liquidity and return computation
    Pacific-Basin Finance Journal, 2004, 12, (2), 143-158 Downloads View citations (54)

2003

  1. 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 Downloads View citations (13)
  2. The sharemarket performance of Australian venture capital-backed and non-venture capital-backed IPOs
    Pacific-Basin Finance Journal, 2003, 11, (2), 197-218 Downloads View citations (25)

2000

  1. The Method of Payment Decision in Australian Takeovers: An Investigation of Causes and Effects
    Australian Journal of Management, 2000, 25, (1), 67-94 Downloads View citations (6)
  2. The lead–lag relationship between equities and stock index futures markets around information releases
    Journal of Futures Markets, 2000, 20, (5), 467-487 Downloads View citations (13)

1999

  1. IPO Underpricing Explanations: Implications from Investor Application and Allocation Schedules
    Journal of Financial and Quantitative Analysis, 1999, 34, (4), 425-444 Downloads View citations (21)

1996

  1. Australian IPO pricing in the short and long run
    Journal of Banking & Finance, 1996, 20, (7), 1189-1210 Downloads View citations (68)
  2. Expected and realised returns for Singaporean IPOs: Initial and long-run analysis
    Pacific-Basin Finance Journal, 1996, 4, (2-3), 153-180 Downloads View citations (15)
  3. Price clustering on the Australian Stock Exchange
    Pacific-Basin Finance Journal, 1996, 4, (2-3), 297-314 Downloads View citations (39)

1989

  1. A direct test of Rock's model of the pricing of unseasoned issues
    Journal of Financial Economics, 1989, 23, (2), 251-272 Downloads View citations (69)
  2. OPTIMAL CAPITAL STRUCTURE: IMPLICATIONS FOR GOVERNMENT BUSINESS ENTERPRISES
    Economic Papers, 1989, 8, (3), 44-54 Downloads

1986

  1. Ex-Dividend Day Behaviour of Australian Share Prices
    Australian Journal of Management, 1986, 11, (2), 139-152 Downloads View citations (13)

1985

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

1984

  1. Australian Takeovers: Capital Market Efficiency and Shareholder Risk and Return
    Australian Journal of Management, 1984, 9, (1), 63-118 Downloads View citations (15)

1982

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