Discussion Papers in Finance

From Griffith University, Department of Accounting, Finance and Economics
Contact information at EDIRC.
Bibliographic data for series maintained by Dr. Alexandr Akimov ().

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201204: 2012-04 Ethics and Quantitative Finance

Jason West

201203: 2012-03 Why are financial advisor participation rates so low?

Jason West

201202: 2012-02 Marginal abatement cost curves and carbon capture and storage options in Australia

Jason West

201201: 2012-01 Financial Literacy Education and Behaviour Unhinged: Combating Bias and Poor Product Design

Jason West

201120: Reâ Designing Financial Systems: A Review of the Role of Stock Markets in Developing Economies

Parmendra Sharma and Eduardo Roca

201119: A comparative technical, cost and profit efficiency analysis of Australian, Canadian and UK banks: Feasible efficiency improvements in the context of controllable and uncontrollable factors

Dong Xiang, Abul Shamsuddin and Andrew Worthington

201118: Comparative fund flows for Malaysian Islamic and conventional domestic managed equity funds

Ainulashikin Marzuki and Andrew Worthington

201117: Price and income elasticity of Australian retail finance: An autoregressive distributed lag (ARDL) approach

Helen Higgs and Andrew Worthington

201116: Macro drivers of Australian housing affordability, 1985â 2010: An autoregressive distributed lag approach

Andrew Worthington and Helen Higgs

201115: Firm-level determinants and impacts of finance-seeking behaviour and outcomes for small and medium-sized enterprises (SMEs) in Australia

Dong Xiang, Andrew Worthington and Helen Higgs

201114: The quarter century record on housing affordability, affordability drivers, and government policy responses in Australia

Andrew Worthington

201113: Are ASEAN stock market efficient? Evidence from univariate and multivariate variance ratio tests

Francesco Guidi and Rakesh Gupta

201112: Determinants of bank net interest margins in a Small Island Developing Economy: Panel Evidence from Fiji

Parmendra Sharma and Neelesh Gounder

201111: Are Real Estate Markets Integrated with the World Market?

Abdulnasser Hatemi-J and Eduardo Roca

201110: Obstacles to Financing Micro and Small Enterprises: Empirical Evidence from a Small Island Developing State

Parmendra Sharma and Neelesh Gounder

201109: Are Euro exchange rates markets efficient? New evidence from a large panel

Adrian (Wai-Kong) Cheung, Jen-Je Su and Astrophel Kim Choo

201108: The Effect of Quality Differentials on Integration of the Seaborne Thermal Coal Market

Jason West

201107: Long-Dated Agricultural Futures Price Estimates Using the Seasonal Nelson-Siegel Model

Jason West

201106: Analysing the Motives Sustaining a Foreign Investment Resurgence in Australian Coal

Jason West

201105: A comparative analysis of the future cost of electricity generation in OECD and non-OECD countries

Jason West

201104: Optimising Coal Stockpiles in a Supply Chain Using a Dynamic Cost Flow Model

Jason West

201103: Policies Convertible Bonds and Stock Liquidity

Jason West

201102: A Note on the Presence of Inconvenience Yields in Bulk Commodity Markets

Jason West

201101: Supply Side Obstacles to Financing the Private Sector: Empirical Evidence from a Small Island Developing State

Parmendra Sharma and Neelesh Gounder

201018: The Performance of Socially Responsible Investments Across Different Market Regimes

Adrian (Wai-Kong) Cheung, Huimin Li and Eduardo Roca

201017: Is Corporate Sustainability valued by Australian Investors?

Adrian (Wai-Kong) Cheung and Eduardo Roca

201016: Do Pacific Basin Investors Value Corporate Sustainability?

Adrian (Wai-Kong) Cheung and Eduardo Roca

201015: Economies of Scale and Scope in Australian Superannuation Funds

Helen Higgs and Andrew Worthington

201014: Macroeconomic Conditions and Capital Structure: Evidence from Taiwan

Hsien-Hung Yeh and Eduardo Roca

201013: Can Information Made Publicly Available Explain Long-Term Performance of New Economy Seasoned Equity Offers?

Zoltan Murgulov and Eduardo Roca

201012: The Market Sensitivity of Australian Superannuation Socially Responsible Investment Funds. Evidence from a Markov Regime Switching Approach

Eduardo Roca, Victor Wong and Gurudeo Tularam

201011: An Empirical Investigation of Consumption CAPMs in the Australian Market

Bin Li, Benjamin Liu and Eduardo Roca

201010: Estimating Optimal Hedge Ratio with Unknown Structural Breaks

Abdulnasser Hatemi-J and Eduardo Roca

201009: Hedging With Futures Contract: Estimation and Performance Evaluation of Optimal Hedge Ratios in the European Union Emissions Trading Scheme

John Hua Fan, Eduardo Roca and Alexandr Akimov

201008: The Identification of Ponzi Schemes: Can a Picture Tell a Thousand Frauds?

Jacqueline M. Drew and Michael Drew

201007: Ponzimonium: Madoff and the Red Flags of Fraud

Jacqueline M. Drew and Michael Drew

201006: Establishing additionality: fraud vulnerabilities in the clean development mechanism

Jacqueline M. Drew and Michael Drew

201005: The Puzzle of Financial Reporting and Corporate Short- Termism: A Universal Ownership Perspective

Michael Drew

201004: Systemic Risk, the TED Spread and Hedge Fund Returns

Robert Bianchi, Michael Drew and Thanula R. Wijeratne

201003: The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods

Abdulnasser Hatemi-J and Eduardo Roca

201002: Firm-specific determinants and outcomes of initial public offerings in Thailand, 2001â 2007

Jirapun Chorruk and Andrew Worthington

201001: Enhancing Contrarian Strategies: Evidence from Developed Markets Indices

Mirela Malin and Graham Bornholt

200915: The Goods and Services Tax (GST) and Non-Bank Lender Mortgage Costs: Empirical Evidence

Allen Huang and Benjamin Liu

200914: The Goods and Services Tax (GST) and Bank Mortgage Costs: Empirical Evidence

Allen Huang and Benjamin Liu

200913: New Evidence on the Pricing and Performance of Initial Public Offerings in Thailand: 1997-2008

Andrew Worthington and Jirapun Chorruk

200912: The Pricing and Performance of IPOs for Small-and-medium-sized Enterprises: Emerging Market Evidence

Andrew Worthington and Jirapun Chorruk

200911: Frontier Efficiency Measurement in Deposit-taking Financial Mutuals: A Review of Techniques, Application, and Future Research Directions

Andrew Worthington

200910: Libyan Business Firm Attitudes towards Islamic Methods in Finance

Andrew Worthington and Alsadek H. Gait

200909: A Primer on Islamic Finance: Definitions, Sources, Principles and Methods

Andrew Worthington and Alsadek H. Gait

200908: Household Asset Portfolio Diversification: Evidence from the Household, Income and Labour Dynamics in Australia (HILDA) Survey

Andrew Worthington

200907: Predictability of Future Index Returns based on the 52 Week High Strategy

Mirela Malin and Graham Bornholt

200906: Financial System Development in Indonesia and South Korea in 1980s and early 1990s: Policies and Outcomes

Alexandr Akimov and Brian Dollery

200905: The Uzbek Approach to Financial System Development: An Analysis of Achievements and Failures

Alexandr Akimov and Brian Dollery

200904: The Case for Gender-Sensitive Superannuation Plan Design

Anup Basu and Michael Drew

200903: The Appropriateness of Default Investment Options in Defined Contribution Plans: Australian Evidence

Anup Basu and Michael Drew

200902: Dynamic Lifecycle Strategies for Target Date Retirement Funds

Michael Drew, Anup Basu and Alistair Byrnes

200901: What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition

Benjamin Liu, Donghui Li and Eduardo Roca