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Interest rate, size and book-to-market effects in Australian financial firms

Liquidity commonality in the secondary corporate loan market

Liquidity shocks in the secondary corporate loan market

Internal Governance Does Matter to Equity Returns but Much More So During "Flights to Quality"

Momentum in Australian style portfolios: risk or inefficiency?

Return dispersion and conditional momentum returns: international evidence

Tangibility and investment irreversibility in asset pricing

Asset tangibility, industry representation and the cross section of equity returns

Tangibility and investment irreversibility in asset pricing

A note on the pricing of Australian government asset sales

State-varying illiquidity risk in sovereign bond spreads

Australian evidence on the implementation of the size and value premia

Tangibility, investment irreversibility and asset pricing

Asset tangibility, industry representation and the cross section of equity returns

The race that stops the equity market

The Feller diffusion, filter rules and abnormal stock returns

Market efficiency and continuous information arrival: evidence from prediction markets

Can we treat empirical regularities as state variables in the ICAPM? evidence from Australia

The long-run efficiency gains in public-to-private transfers: new evidence from earnings announcements

Flights-to-control: time variation in the value of a vote

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