Select Publications
Book Chapters
2008, 'Introduction to Securities Markets', in Frino A; Segara R (ed.), An Introduction to Trade Execution, Arbitrage and Dealing in Australia, Pearson
,Journal articles
2024, 'Informal Foreign Currency Market Rate Coordination and Remittance Flows', Applied Economics, http://dx.doi.org/10.1080/00036846.2024.2403780
,2022, 'The more we know, the less we agree: A test of the trading horizon heterogeneity theory', The Financial Review, 57, pp. 45 - 67, http://dx.doi.org/10.1111/fire.12282
,2021, 'Financial Transaction Tax and Market Quality: Evidence from France', International Review of Finance, 22, pp. 90 - 113, http://dx.doi.org/10.1111/irfi.12342
,2020, 'Are entrepreneurs special? Evidence from board appointments', Journal of Business Venturing, 35, pp. 106003, http://dx.doi.org/10.1016/j.jbusvent.2020.106003
,2020, 'When Does a Stock Boycott Work? Evidence from a Clinical Study of the Sudan Divestment Campaign', Journal of Business Ethics, 163, pp. 507 - 527, http://dx.doi.org/10.1007/s10551-018-4021-0
,2020, 'The application of scam compliance models to investment fraud offending', Journal of Criminological Research, Policy and Practice, 6, pp. 65 - 81, http://dx.doi.org/10.1108/JCRPP-12-2019-0073
,2019, 'Did connected hedge funds benefit from bank bailouts during the financial crisis?', Journal of Banking and Finance, 107, pp. 105605, http://dx.doi.org/10.1016/j.jbankfin.2019.08.003
,2017, 'Should Indirect Brokerage Fees Be Capped? Lessons from Mutual Fund Marketing and Distribution Expenses', Journal of Financial and Quantitative Analysis, 52, pp. 781 - 809, http://dx.doi.org/10.1017/S0022109017000060
,2017, 'Information sharing within the networks of delegated portfolio managers: Evidence from plan sponsors and their sub-advisors', Journal of Behavioral Finance, 18, pp. 99 - 113, http://dx.doi.org/10.1080/15427560.2016.1238369
,2015, 'The governance effect of the media's news dissemination role: Evidence from insider trading', Journal of Accounting Research, 53, pp. 331 - 366, http://dx.doi.org/10.1111/1475-679X.12073
,2012, 'Evolution of a mutual fund market: Empirical analysis of simultaneous growth and decline by fund category in Indonesia', Journal of International Financial Markets Institutions and Money, 22, pp. 1217 - 1236, http://dx.doi.org/10.1016/j.intfin.2012.05.012
,2012, 'Location Decisions of Domestic and Foreign-Affiliated Financial Advisors: Australian Evidence', Journal of Financial Services Research, 42, pp. 207 - 228, http://dx.doi.org/10.1007/s10693-011-0123-x
,2012, 'Predicting stock price movements: an ordered probit analysis on the Australian Securities Exchange', Quantitative Finance, 12, pp. 791 - 804
,2009, 'Information Diffusion among International Fund Managers: Multi-country Evidence', Financial Management, 38, pp. 817 - 835
,2008, 'The genesis of home bias? The location and portfolio choices of investment company start-ups', JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 43, pp. 245 - 266, http://dx.doi.org/10.1017/S0022109000002817
,2008, 'Investors` trading behavior and performance: Online versus non-online equity trading in Korea', Pacific Basin Finance Journal, 16, pp. 26 - 43
,2008, 'The genesis of home bias? The location and portfolio choices of investment company start-ups', Journal of Financial and Quantitative Analysis, 43, pp. 245 - 266, http://dx.doi.org/10.1017/S0022109000002817
,2007, 'INSTITUTIONAL INVESTMENT FLOWS AND THE DETERMINANTS OF TOP FUND MANAGER TURNOVER', Accounting and Finance, 47, pp. 243 - 266
,2007, 'RELATIONS BETWEEN MUTUAL FUND FLOWS AND STOCK MARKET RETURNS IN KOREA', Journal of International Financial Markets Institutions and Money, 17, pp. 140 - 151
,2007, 'The information content of Australian managed fund ratings', Journal of Business Finance and Accounting, 34, pp. 1528 - 1547, http://dx.doi.org/10.1111/j.1468-5957.2007.02053.x
,2006, 'Fund flows, MERs and managed fund ratings: Australian Evidence', Journal of Investing, 15, pp. 69 - 78
,2006, 'Investors` response to mutual fund company mergers', International Journal of Managerial Finance, 2, pp. 121 - 135
,2005, 'Pension plan investment management mandates: An empirical analysis of manager selection', Journal of Financial Services Research, 27, pp. 77 - 98
,2004, 'Effects of Bank Funds Management Activities on the Disintermediation of Bank Deposits', Journal of Business Finance and Accounting, 37, pp. 1151 - 1169
,2003, 'Trends and determinants of Australian managed fund transaction costs', Accounting and Finance, 43, pp. 345 - 363
,Conference Papers
2007, 'Foreign investors` trading disadvantage in US stock markets: An analysis by country of origin', in Financial Services Institute 2007 - Financial Services: Imports or Exports, New York, presented at Financial Services Institute 2007 - Financial Services: Imports or Exports, New York, 14 September 2007
,Conference Presentations
2016, 'The Value of institutional brokerage relationships: Evidence from the collapse of Lehman Brothers', presented at Financial Management Association annual meeting, Las Vegas, U.S., 19 October 2016 - 22 October 2016
,2016, 'The Value of institutional brokerage relationships: Evidence from the collapse of Lehman Brothers', presented at 2016 European Finance Association annual meeting, Oslo, Norway, 17 August 2016 - 20 August 2016
,2016, 'Are hedge funds more skilled than other institutional investors? Evidence from their use of insider trading information', presented at 2016 China International Conference in Finance, Xiamen, China, 07 July 2016 - 10 July 2016
,Working Papers
2015, Should Indirect Brokerage Fees Be Capped? Lessons from Mutual Fund Marketing and Distribution Expenses, FIRN Research Paper No 2633816, http://dx.doi.org10.2139/ssrn.2633816, https://ssrn.com/abstract=2633816
,Preprints
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
,Are Entrepreneurs Special? Evidence from Board Appointments, http://dx.doi.org/10.2139/ssrn.2428355
,Are Hedge Funds More Skilled than Other Institutional Investors? Evidence from Their Use of Insider Trading Information, http://dx.doi.org/10.2139/ssrn.3488875
,Do Bank-Related Hedge Funds Benefit from Bailouts?, http://dx.doi.org/10.2139/ssrn.1493004
,Do Foreign Investors Pay More for Stocks in the United States? An Analysis By Country of Origin, http://dx.doi.org/10.2139/ssrn.960368
,Does Geography Matter? The Portability of Performance, Strategy and Money Flow Following Fund Manager Relocations, http://dx.doi.org/10.2139/ssrn.1742023
,Does Mandatory Risk Information Disclosure Affect Bank Debt Design? Cross-Country Evidence from Yankee Bond Covenants, http://dx.doi.org/10.2139/ssrn.2766726
,Does Religion Affect Stock Markets and Institutional Investor Behavior?, http://dx.doi.org/10.2139/ssrn.1746564
,Effect of Market Comovements on International Mutual Fund Managers' Portfolio Holdings, http://dx.doi.org/10.2139/ssrn.926272
,Effects of Bank Funds Management Activities on the Disintermediation of Bank Deposits, http://dx.doi.org/10.2139/ssrn.301026
,Empirical Test of the Liquidity-Based Theory of Closed-End Funds, http://dx.doi.org/10.2139/ssrn.2267599
,Empirical Test of the Liquidity-Based Theory of the Closed-End Funds, http://dx.doi.org/10.2139/ssrn.2311070
,Evolution of a Mutual Fund Market: Empirical Analysis of Simultaneous Growth and Decline by Fund Category in Indonesia, http://dx.doi.org/10.2139/ssrn.1619080
,Evolution of Mutual Fund Market: Empirical Analysis of Simultaneous Growth and Decline by Fund Category in Indonesia, http://dx.doi.org/10.2139/ssrn.1302854
,Foreign Investors' Trading Disadvantage in U.S. Stock Markets, http://dx.doi.org/10.2139/ssrn.1147966
,Fund Managers' Institutional Background and the Birth of Investment Management Companies, http://dx.doi.org/10.2139/ssrn.893481
,Hedge Fund Ownership, Funding Liquidity Constraints and Excess Return Co-Movement, http://dx.doi.org/10.2139/ssrn.2835273
,Information Diffusion among International Fund Managers: Multi-Country Evidence, http://dx.doi.org/10.2139/ssrn.1115276
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