Select Publications
Preprints
Algorithmic Trading and Changes in Firms’ Equity Capital, , http://dx.doi.org/10.2139/ssrn.2050856
,Algorithmic Trading and Changes in Firmss Equity Capital, , http://dx.doi.org/10.2139/ssrn.2348730
,Algorithmic Trading and Mutual Fund Performance, , http://dx.doi.org/10.2139/ssrn.3111598
,Algorithmic Trading and Mutual Fund Performance, , http://dx.doi.org/10.2139/ssrn.2980774
,An Empirical Examination of Institutional Trading Around the Ex-Dividend Day in Australia, , http://dx.doi.org/10.2139/ssrn.1102042
,Are Upstairs Markets Pareto Improving?, , http://dx.doi.org/10.2139/ssrn.424983
,Are Volatility Over Volume Liquidity Proxies Useful For Global Or US Research?, , http://dx.doi.org/10.2139/ssrn.2989367
,Brokerage Services and Individual Investor Trade Performance, , http://dx.doi.org/10.2139/ssrn.1572146
,Brokers and Institutional Investor Trades, , http://dx.doi.org/10.2139/ssrn.1937446
,Determinants of Household Broker Choice and the Impact on Performance, , http://dx.doi.org/10.2139/ssrn.2720267
,Do Active Fund Managers Care about Capital Gains Tax Efficiency?, , http://dx.doi.org/10.2139/ssrn.968871
,Do Institutions Really Exploit Individuals? The Intraday Losses and Offsetting Returns of Discount and Premium Retail Investors, , http://dx.doi.org/10.2139/ssrn.1246890
,Do Security Analysts Discipline Credit Rating Agencies?, , http://dx.doi.org/10.2139/ssrn.1970963
,Follow the Leader: The Cause and Consequences of Fund Managers Trading in Signal-Strength Sequence, , http://dx.doi.org/10.2139/ssrn.508822
,Impact of Gender, Age, Income and Education on Household Broker Choice, , http://dx.doi.org/10.2139/ssrn.2648301
,Institutional Trading Around the Ex-Dividend Day, , http://dx.doi.org/10.2139/ssrn.1253282
,International Evidence on Algorithmic Trading, , http://dx.doi.org/10.2139/ssrn.2022034
,Limit Order Revisions, , http://dx.doi.org/10.2139/ssrn.890463
,Market Sentiment and Liquidity Provision, , http://dx.doi.org/10.2139/ssrn.2909722
,Style Drift and Portfolio Management for Active Australian Equity Funds, , http://dx.doi.org/10.2139/ssrn.1004670
,Taxes, Price Pressure and Order Imbalance around the Ex-Dividend Day, , http://dx.doi.org/10.2139/ssrn.1314087
,The Performance of Trades Executed Using Multiple Brokers, , http://dx.doi.org/10.2139/ssrn.1005561
,The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk, , http://dx.doi.org/10.2139/ssrn.756184
,The Value of Alpha Forecasts in Portfolio Construction, , http://dx.doi.org/10.2139/ssrn.1004434
,Who Wins and Who Loses Among Individual Investors?, , http://dx.doi.org/10.2139/ssrn.1364978
,Why do Markets Fragment? A Panel-Data Analysis of Off-Exchange Trading, , http://dx.doi.org/10.2139/ssrn.246509
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