Tariq H. Haque

University of Adelaide

10 Pulteney St, Adelaide Busines School

Adelaide, South Australia 5005

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

SCHOLARLY PAPERS

9

DOWNLOADS

1,243

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (9)

1.

Coskewness and Reversal of Momentum Returns: The US and International Evidence

Journal of Empirical Finance, Forthcoming
Number of pages: 57 Posted: 20 Oct 2022
Hunan University of Technology and Business, affiliation not provided to SSRN, University of Adelaide, The Chinese University of Hong Kong and Australian National University (ANU)
Downloads 422 (130,456)

Abstract:

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Reversal risk, Coskewness, Momentum

2.

Using Cashflow and Value Spreads to Forecast Long/Short Factor Returns

Number of pages: 34 Posted: 05 Nov 2018
Yiqing Dai, Tariq H. Haque and Ralf Zurbruegg
affiliation not provided to SSRN, University of Adelaide and University of Adelaide
Downloads 217 (261,204)

Abstract:

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Value Spread, Profitability Spread, Investment Spread, Composite Characteristic Spread, Factor Returns

3.

The Impact of Capital Buffers on Future Loan Growth, Interest Income and Tier 1 Capital Ratios

29th Australasian Finance and Banking Conference 2016
Number of pages: 35 Posted: 20 Aug 2016 Last Revised: 24 Aug 2016
Jyotirmoy Podder and Tariq H. Haque
Torrens University Australia and University of Adelaide
Downloads 108 (464,748)

Abstract:

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Capital adequacy, Loan Growth

4.

The Smart Money Effect Revisited: Is There a 'Smart Money' Effect During Recessions?

30th Australasian Finance and Banking Conference 2017
Number of pages: 40 Posted: 18 Aug 2017
Yimeng Chen, Tariq H. Haque and Shan Li
University of Adelaide, University of Adelaide and Xiamen University - Institute for Financial and Accounting Studies
Downloads 98 (497,223)

Abstract:

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Smart Money Effect, Recessions, Non-Recessions, Mutual Funds, Alpha

5.

Are Australian Mutual Fund Fees Related to Fund Performance?

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 19 Posted: 05 Sep 2011 Last Revised: 05 May 2012
Tariq H. Haque
University of Adelaide
Downloads 96 (503,940)
Citation 1

Abstract:

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Risk-adjusted performance, Unconditional alpha, Economic activity

6.

The Liquidity Preferences of Mutual Funds in Different Volatility Conditions: Australian Evidence

26th Australasian Finance and Banking Conference 2013
Number of pages: 24 Posted: 30 Jan 2013 Last Revised: 09 Dec 2013
Taiji Wang and Tariq H. Haque
University of Adelaide and University of Adelaide
Downloads 94 (510,867)

Abstract:

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Mutual Funds, Volatility, Large-Cap Funds, Small-Cap Funds

7.

Do Equity Mutual Funds Really Perform Less Poorly in Bad Times? Evidence from US and Australia

25th Australasian Finance and Banking Conference 2012
Number of pages: 34 Posted: 25 Aug 2012
Tariq H. Haque and Paskalis Glabadanidis
University of Adelaide and Essential Services Commission of South Australia
Downloads 86 (540,100)

Abstract:

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Mutual funds, Unconditional performance evaluation, Conditional performance evaluation

8.

Cross-Fund Subsidization in Australian Mutual Fund Families

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 15 Posted: 27 Aug 2014
Tariq H. Haque
University of Adelaide
Downloads 67 (622,220)

Abstract:

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Mutual funds, Mutual Fund Families, Cross-Fund Subsidization

9.
Downloads 55 (685,703)

Abstract:

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unconditional alpha, recessions, mutual fund fees