https://nova.newcastle.edu.au/vital/access/ /manager/Index ${session.getAttribute("locale")} 5 Flights-to-control: time variation in the value of a vote https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:39191 Wed 13 Mar 2024 08:53:46 AEDT ]]> Australian evidence on the implementation of the size and value premia https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:15301 Wed 11 Apr 2018 14:42:53 AEST ]]> Asset tangibility, industry representation and the cross section of equity returns https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:12072 Wed 11 Apr 2018 14:15:29 AEST ]]> Tangibility and investment irreversibility in asset pricing https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:10797 Wed 11 Apr 2018 13:30:26 AEST ]]> Asset tangibility, industry representation and the cross section of equity returns https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:15292 Wed 11 Apr 2018 12:52:21 AEST ]]> The differential impact of monetary policy announcements and explanatory minutes releases on the Australian interest rate futures market https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:15305 Wed 11 Apr 2018 12:35:42 AEST ]]> Interest rate, size and book-to-market effects in Australian financial firms https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:15304 Wed 11 Apr 2018 11:24:00 AEST ]]> Market efficiency and continuous information arrival: evidence from prediction markets https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:15303 Wed 11 Apr 2018 10:15:26 AEST ]]> Tangibility, investment irreversibility and asset pricing https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:8996 Wed 11 Apr 2018 09:14:36 AEST ]]> A comprehensive study of domain-specific emoji meanings in sentiment classification https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:50148 Wed 05 Jul 2023 13:57:15 AEST ]]> Can we treat empirical regularities as state variables in the ICAPM? evidence from Australia https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:15302 Tue 27 Mar 2018 10:21:25 AEDT ]]> The impact of regulation on the seasoned equity offering decision https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:44638 Tue 18 Oct 2022 14:55:31 AEDT ]]> Profitability and investment-based factor pricing models https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:33330 Ex ante predictors of stock returns must exhibit explanatory power across the feasible set of investments. But empirical results of factor pricing models that incorporate firm investment and profitability cannot explain the apparently high returns of US small stocks with very high investment levels and very low profitability. Whilst these stocks comprise only a small fraction of US data sets, this is not the case across global markets. Using a data set that is concentrated with stocks that exhibit high investment despite low profitability, we demonstrate that such factor models are limited in their explanatory power over these stocks.]]> Tue 16 Oct 2018 12:08:38 AEDT ]]> Deep neural networks understand investors better https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:35934 Thu 25 Jun 2020 12:19:41 AEST ]]> State-varying illiquidity risk in sovereign bond spreads https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:36002 Thu 23 Jan 2020 14:49:18 AEDT ]]> Return dispersion and conditional momentum returns: international evidence https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:36000 Thu 23 Jan 2020 14:49:12 AEDT ]]> Firm-level investor sentiment and corporate announcement returns https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:49991 Thu 22 Jun 2023 14:05:36 AEST ]]> Explanations of cycles in seasoned equity offerings: An examination of the choice between rights issues and private placements https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:47418 Thu 19 Jan 2023 12:49:24 AEDT ]]> The Feller diffusion, filter rules and abnormal stock returns https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:34684 Thu 11 Apr 2019 15:08:07 AEST ]]> Tangibility and investment irreversibility in asset pricing https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:10145 Sat 24 Mar 2018 08:14:00 AEDT ]]> A note on the pricing of Australian government asset sales https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:18500 Sat 24 Mar 2018 07:51:22 AEDT ]]> The race that stops the equity market https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:27847 Sat 24 Mar 2018 07:41:14 AEDT ]]> Net share issues and the cross-section of equity returns under a dividend imputation tax system https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:26508 Sat 24 Mar 2018 07:35:33 AEDT ]]> The channels of monetary policy triggered by central bank actions and statements in the Australian equity market https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:25482 Sat 24 Mar 2018 07:30:03 AEDT ]]> Liquidity commonality in the secondary corporate loan market https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:30429 Sat 24 Mar 2018 07:29:14 AEDT ]]> Trend salience, investor behaviours and momentum profitability https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:26395 Sat 24 Mar 2018 07:28:02 AEDT ]]> Seasonal anomalies in advanced emerging stock markets https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:30466 Sat 24 Mar 2018 07:24:18 AEDT ]]> Momentum in Australian style portfolios: risk or inefficiency? https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:23872 Sat 24 Mar 2018 07:13:42 AEDT ]]> The long-run efficiency gains in public-to-private transfers: new evidence from earnings announcements https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:23338 Sat 24 Mar 2018 07:13:34 AEDT ]]> Internal Governance Does Matter to Equity Returns but Much More So During "Flights to Quality" https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:45513 Mon 31 Oct 2022 13:07:04 AEDT ]]> Limits to arbitrage and the MAX anomaly in advanced emerging markets https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:48811 Mon 10 Apr 2023 10:22:20 AEST ]]> Liquidity shocks in the secondary corporate loan market https://nova.newcastle.edu.au/vital/access/ /manager/Repository/uon:34693 Fri 12 Apr 2019 14:01:00 AEST ]]>