If you made any changes in Pure these will be visible here soon.

Research Output 1979 2019

2019

The wealth effects of the announcement of the Australian carbon pricing scheme

Han, J., Linnenluecke, M. K., Pan, Z. T. & Smith, T., 1 Feb 2019, In : Pacific-Basin Finance Journal. 53, p. 399-409 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Wealth effect
Pricing
Announcement
Carbon
News
2018

Adaptation of MSMEs to climate change: a review of the existing literature

Linnenluecke, M. & Smith, T., 2018, Private-sector action in adaptation: Perspectives on the role of micro, small and medium size enterprises. Schaer, C. & Kuruppu, N. (eds.). Copenhagen: UNEP DTU Partnership, p. 19-27 9 p. (UDP Perspectives).

Research output: Chapter in Book/Report/Conference proceedingChapterResearchpeer-review

climate change
developing world

A review of the return-illiquidity relationship

Drienko, J., Smith, T. & von Reibnitz, A., 2018, In : Critical Finance Review.

Research output: Contribution to journalArticleResearchpeer-review

Illiquidity
Liquidity
Cross-validation
Risk factors
Transaction costs

Big data techniques in auditing research and practice: current trends and future opportunities

Gepp, A., Linnenluecke, M. K., O'Neill, T. J. & Smith, T., 2018, In : Journal of Accounting Literature. 40, p. 102-115 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Auditing
Modeling
Financial fraud
Prediction
Financial distress

Business studies and the environment

Linnenluecke, M. & Smith, T., 2018, Companion to environmental studies. Castree, N., Hulme, M. & Proctor, J. D. (eds.). London: Routledge, Taylor and Francis Group, p. 373-378 6 p. (London, UK and New York: Routledge).

Research output: Chapter in Book/Report/Conference proceedingChapterResearchpeer-review

Business studies
Climate change
Patents
Wealth
Railway

Dividend persistence and dividend behaviour

Chan, K. F., Powell, J. G., Shi, J. & Smith, T., Mar 2018, In : Accounting and Finance. 58, 1, p. 127-147 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Dividends
Persistence
Spurious regression
Predictors
Common component

From the Editor

Smith, T., 1 Mar 2018, In : Accounting and Finance. 58, 1, p. 5-10 6 p.

Research output: Contribution to journalEditorialResearchpeer-review

Literature review
Experiment

How markets will drive the transition to a low carbon economy

Linnenluecke, M. K., Han, J., Pan, Z. & Smith, T., 19 Jul 2018, In : Economic Modelling.

Research output: Contribution to journalArticleResearchpeer-review

Carbon
Patents
Factors
Pricing policy
Real options

Otherwise

Linnenluecke, M. K., Jacobs, K. & Smith, T., 2018, In : Accounting, Auditing & Accountability Journal. 31, 1, p. 373-373 1 p.

Research output: Contribution to journalOther journal contributionResearch

The unpaid social cost of carbon: Introducing a framework to estimate "legal looting" in the fossil fuel industry

Linnenluecke, M. K., Smith, T. & Whaley, R. E., 2018, In : Accounting Research Journal. 31, 2, p. 122-134 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Social costs
Fossil fuels
Industry
Carbon
Methodology
2017

Accounting research in Abacus, A&F, AAR, and AJM from 2008–2015: a review and research agenda

Linnenluecke, M. K., Birt, J., Chen, X., Ling, X. & Smith, T., 1 Jun 2017, In : Abacus. 53, 2, p. 159-179 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Accounting research
Research agenda
Auditing
Corporate governance
Impairment

Research in finance: A review of influential publications and a research agenda

Linnenluecke, M. K., Chen, X., Ling, X., Smith, T. & Zhu, Y., 1 Jun 2017, In : Pacific-Basin finance journal. 43, p. 188-199 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Finance
Research agenda
Genealogy
Research trends
Knowledge gap
2016

Are we impaired?

Jacobs, K., Linnenluecke, M. & Smith, T., 1 Apr 2016, In : Accouting, Auditing & Accountability Journal. 29, 3, 1 p.

Research output: Contribution to journalOther journal contributionResearchpeer-review

Comments and Rejoinders to Shan and Walter: 'Towards a set of design principles for executive compensation contracts'

Smith, T. & Zhou, Q., 2016, In : Abacus. 52, 4, p. 740-743 4 p.

Research output: Contribution to journalArticleResearch

CEO compensation
Executive compensation
Design principles

Emerging trends in Asia-Pacific finance research: a review of recent influential publications and a research agenda

Linnenluecke, M. K., Chen, X., Ling, X., Smith, T. & Zhu, Y., 1 Feb 2016, In : Pacific Basin Finance Journal. 36, p. 66-76 11 p.

Research output: Contribution to journalReview articleResearchpeer-review

Asia-Pacific
Finance
Research agenda
Pathway
Qualitative methods

Environmental finance: a research agenda for interdisciplinary finance research

Linnenluecke, M. K., Smith, T. & McKnight, B., 1 Dec 2016, In : Economic Modelling. 59, p. 124-130 7 p.

Research output: Contribution to journalArticleResearchpeer-review

Finance
Wealth
Research agenda
Environmental change
Railway

IPO exit risk: The timing and sequencing of innovation, investment, financing and payout decisions

Zhu, E., Gippel, J., Linnenluecke, M. & Smith, T., 2016, Academy of Management Proceedings. Anaheim, CA, USA: Academy of Management, Vol. 2016. 1 p.

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionResearchpeer-review

Exit
Innovation
Initial public offerings
Sequencing
Financing

Reply to' So, who really is a “noted author” within the accounting literature? A reflection on Benson et al. (2015)'

Benson, K. L. & Smith, T., 2016, In : Australian Journal of Management. 41, 4, p. 656-659 4 p.

Research output: Contribution to journalArticleResearch

2015

A review of accounting research in the Asia Pacific region

Benson, K., Clarkson, P. M., Smith, T. & Tutticci, I., 14 Feb 2015, In : Australian Journal of Management. 40, 1, p. 36-88 53 p.

Research output: Contribution to journalArticleResearchpeer-review

Accounting research
Asia-Pacific region
Auditing
Economics
Finance

Divestment from fossil fuel companies: confluence between policy and strategic viewpoints

Linnenluecke, M. K., Meath, C., Rekker, S., Sidhu, B. K. & Smith, T., 24 Aug 2015, In : Australian Journal of Management. 40, 3, p. 478-487 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Fossil fuels
Divestment
Announcement
Strategic response
Policy responses

Editorial to 40th issue of AJM

Smith, T., 2015, In : Australian Journal of Management. 40, 3, p. 399-402 4 p.

Research output: Contribution to journalArticleResearch

Endogeneity in accounting and finance research: natural experiments as a state-of-the-art solution

Gippel, J., Smith, T. & Zhu, Y., 2015, In : Abacus. 51, 2, p. 143-168 26 p.

Research output: Contribution to journalArticleResearchpeer-review

Endogeneity
Finance
Natural experiment
Generalized method of moments
Accounting research

Injecting liquidity into liquidity research

Benson, K., Faff, R. W. & Smith, T., 2015, In : Pacific Basin Finance Journal. 35, Part B, p. 533-540 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Liquidity
Viability
Macroeconomy
Finance
Corporate finance

Qualitative theory in finance: Theory into practice

Salmona, M., Kaczynski, D. & Smith, T., 2015, In : Australian Journal of Management. 40, 3, p. 403-413 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Finance
Practice theory
Systems theory
Social constructivism
Social action
2014

Fifty years of finance research in the Asia Pacific Basin

Benson, K., Faff, R. & Smith, T., 2014, In : Accounting and Finance. 54, 2, p. 335-363 29 p.

Research output: Contribution to journalArticleResearchpeer-review

Finance
Asia-Pacific
Breakdown
International management
Anomaly

Qualitative research in finance

Kaczynski, D., Salmona, M. & Smith, T., Feb 2014, In : Australian Journal of Management. 39, 1, p. 127-135 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Qualitative research
Finance
Social sciences
Research paradigms
Qualitative methods
2013

Using option prices to infer overpayments and synergies in M&A transactions

Barraclough, K., Robinson, D. T., Smith, T. & Whaley, R. E., 1 Mar 2013, In : Review of Financial Studies. 26, 3, p. 695-722 28 p.

Research output: Contribution to journalArticleResearchpeer-review

Option prices
Announcement
News
Synergy
Call option

Why the CAPM is half-right and everything else is wrong

Smith, T. & Walsh, K., Jan 2013, In : Abacus. 49, Suppl.1, p. 73-78 6 p.

Research output: Contribution to journalArticleResearchpeer-review

2010

The simultaneous relation between fund flows and returns

Benson, K. L., Faff, R. W. & Smith, T., Apr 2010, In : Australian Journal of Management. 35, 1, p. 51-68 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Fund flows
Investors
Linkage
Flow of funds
2009

Common divisors, payout persistence, and return predictability

Powell, J., Shi, J., Smith, T. & Whaley, R., Dec 2009, In : International Review of Finance. 9, 4, p. 335-357 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Persistence
Payout
Return predictability
Ordinary least squares
Critical value

Political regimes, business cycles, seasonalities, and returns

Powell, J. G., Shi, J., Smith, T. & Whaley, R. E., Jun 2009, In : Journal of Banking and Finance. 33, 6, p. 1112-1128 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Seasonality
Business cycles
Political regime
Persistence
Simulation
2008

Regulation fair disclosure and the cost of adverse selection

Sidhu, B., Smith, T., Whaley, R. E. & Willis, R. H., Jun 2008, In : Journal of Accounting Research. 46, 3, p. 697-728 32 p.

Research output: Contribution to journalArticleResearchpeer-review

Adverse selection
Costs
Regulation fair disclosure
Private information
Insider

Special issue on ‘Delegated Portfolio Management’

Dolan, P. & Smith, T., 2008, In : Australian Journal of Management. 32, 3, p. i-iii 3 p.

Research output: Contribution to journalArticleResearchpeer-review

2007

The persistent presidential dummy

Powell, J. G., Jing, S., Smith, T. & Whaley, R. E., Dec 2007, In : Journal of Portfolio Management. 33, 2, p. 133-143 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Political parties
Stock market returns
Observer
Statistical tests
Publicity
2006

Ownership, competition, and financial disclosure

Birt, J. L., Bilson, C. M., Smith, T. & Whaley, R. E., 2006, In : Australian Journal of Management. 31, 2, p. 235-263 29 p.

Research output: Contribution to journalArticleResearchpeer-review

Ownership
Financial disclosure
Disclosure
Intuition
Proprietary costs
2004

Modeling the bid/ask spread: measuring the inventory-holding premium

Bollen, N. P. B., Smith, T. & Whaley, R. E., Apr 2004, In : Journal of Financial Economics. 72, 1, p. 97-141 45 p.

Research output: Contribution to journalArticleResearchpeer-review

Modeling
Premium
Bid/ask spread
Market makers
Adverse selection costs
2003

Optimal contract design: for whom?

Bollen, N. P. B., Smith, T. & Whaley, R. E., 1 Aug 2003, In : Journal of Futures Markets. 23, 8, p. 719-750 32 p.

Research output: Contribution to journalReview articleResearchpeer-review

Contract design
Optimal contract
Futures contracts
Redesign
Bid/ask spread

Stock splits: implications for investor trading costs

Gray, S. F., Smith, T. & Whaley, R. E., May 2003, In : Journal of Empirical Finance. 10, 3, p. 271-303 33 p.

Research output: Contribution to journalArticleResearchpeer-review

Trading costs
Stock splits
Investors
Market makers
Market depth
1999

Ex ante bond returns and the liquidity preference hypothesis

Boudoukh, J., Richardson, M., Smith, T. & Whitelaw, R. F., Jun 1999, In : Journal of Finance. 54, 3, p. 1153-1167 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Bond returns
Liquidity preference
Term premium
Test statistic
Inequality restrictions
1997

Assessing goodness-of-fit of asset pricing models: the distribution of the maximal R2

Foster, F. D., Smith, T. & Whaley, R. E., Jun 1997, In : Journal of Finance. 52, 2, p. 591-607 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Goodness of fit
Asset pricing models
Security returns
Economics
Critical value
1994

A direct test of the mixture of distributions hypothesis: measuring the daily flow of information

Richardson, M. & Smith, T., 1994, In : Journal of Financial and Quantitative Analysis. 29, 1, p. 101-116 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Mixture of distributions
By-products
Stock prices
Price changes
Trading volume

Econometrics of financial models and market microstructure effects

Smith, T., 1994, In : Journal of Financial and Quantitative Analysis. 29, 4, p. 519-540 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Financial markets
Financial models
Market microstructure
Estimator
Econometrics

Estimating the effective BID/ASK spread from time and sales data

Smith, T. & Whaley, R. E., 1994, In : Journal of Futures Markets. 14, 4, p. 437-455 19 p.

Research output: Contribution to journalArticleResearchpeer-review

1993

Is the ex ante risk premium always positive? A new approach to testing conditional asset pricing models

Boudoukh, J., Richardson, M. & Smith, T., 1993, In : Journal of Financial Economics. 34, 3, p. 387-408 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Conditional asset pricing
Asset pricing models
Testing
Risk premium
Inequality restrictions
1992

The monotonicity of the term premium: another look

Richardson, M., Richardson, P. & Smith, T., 1992, In : Journal of Financial Economics. 31, 1, p. 97-105 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Monotonicity
Term premium
Inequality constraints
Statistics
Liquidity preference
1979

Insider trading ‐ a review of Australian and United States regulation

Smith, T. & Mason, H., 1979, In : Accounting & Finance. 19, 1, p. 52-70 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Insider trading
Common law