• Publications
  • Influence
Corporate Governance, Accounting and Finance: A Review
We review accounting and finance research on corporate governance (CG). In the course of our review, we focus on a particularly vexing issue, namely endogeneity in the relationships between CG andExpand
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The interaction between order imbalance and stock price
Abstract We study the interaction between imbalance of bid and ask orders and stock return, using two metrics for order imbalance and two whole years of data on every order placed for the 20 stocksExpand
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Share Purchase Plans in Australia: Issuer Characteristics and Valuation Implications
Share purchase plans (SPPs) are offered exclusively to a company's registered shareholders, who may purchase up to $5,000 worth of shares in a 12-month period at a discount to the market price andExpand
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  • PDF
Dividend Changes, Earnings Reports, And Share Prices: Some Australian Findings
Australian companies typically announce profit figures and dividend payouts at the same time. During the 60's and early 70's, profit and dividend changes were positively correlated, and wereExpand
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Valuing Executive Stock Options: Performance Hurdles, Early Exercise and Stochastic Volatility
Accounting standards require companies to assess the fair value of any stock options granted to executives and employees. We develop a model for accurately valuing executive and employee stockExpand
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An Intraday Analysis of the Probability of Trading on the ASX at the Asking Price
We explain the probability of a trade at the asking price across time. The database contains intraday bid‐ask quotes and transaction prices on the Australian Stock Exchange. We find systematicExpand
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Market Reactions to the Proposed Resources Rent Tax
We investigate share market reactions to the proposed introduction in Australia of the Resources Super Profits Tax (RSPT). The RSPT was one of the 138 recommendations of the Henry Taxation ReviewExpand
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Market reactions to the reports of a star resource analyst
Keith Goode has for many years been one of Australia’s highest profile mining analysts. He is unique among them, being a commissioned analyst. Goode’s clients—mostly small cap mining companies withExpand
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Development and Multi-Scale Validation of a Finite Element Football Helmet Model
We developed an accurate representative helmet model that could be used in further study of head injury to mitigate the toll of concussions in contact sports. Expand
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