SSRN logo
Public User
Advanced Search

Paul Docherty

University of Newcastle (Australia)

University Drive

Callaghan, NSW 2308

Australia

  • University of Newcastle (Australia)

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 19,365

SSRN RANKINGS

Top 19,365

in Total Papers Downloads

2,015

CITATIONS

1

Scholarly Papers (18)

Actions:
Email selected abstracts
1.

Trend Salience, Investor Behaviors and Momentum Profitability

Number of pages: 32 Posted: 14 Feb 2014
Paul Docherty and Gareth Hurst
University of Newcastle (Australia) and University of Newcastle (Australia)
Downloads 394 (35,865)

Abstract:

Momentum, trend salience, extrapolation, market states

2.

Asset Pricing Anomalies and Macroeconomic Risk

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 45 Posted: 01 Sep 2011
Paul Docherty, H. Chan and Stephen Andrew Easton
University of Newcastle (Australia), University of Melbourne - Department of Finance and University of Newcastle
Downloads 179 (129,324)

Abstract:

asset pricing, Fama-French model, macroeconomic risk, ICAPM

3.

Tangibility and Investment Irreversibility in Asset Pricing

Downloads 122 (194,559)

Tangibility and Investment Irreversibility in Asset Pricing

22nd Australasian Finance and Banking Conference 2009
Number of pages: 31 Posted: 22 Aug 2009 Last Revised: 01 Feb 2010
Paul Docherty, H. Chan and Stephen Andrew Easton
University of Newcastle (Australia), University of Melbourne - Department of Finance and University of Newcastle
Downloads 119 (199,054)

Abstract:

Asset pricing, tangibility of assets, investment irreversibility, Fama-French model

Tangibility and Investment Irreversibility in Asset Pricing

Accounting & Finance, Vol. 50, No. 4, pp. 809-827, December 2010
Number of pages: 19 Posted: 08 Nov 2010
Paul Docherty, H. Chan and Stephen Andrew Easton
University of Newcastle (Australia), University of Melbourne - Department of Finance and University of Newcastle
Downloads 3 (560,536)
  • Add to Cart

Abstract:

4.

Momentum in Style Portfolios: Risk or Inefficiency?

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 38 Posted: 29 Aug 2012
Paul Docherty and H. Chan
University of Newcastle (Australia) and University of Melbourne - Department of Finance
Downloads 100 (135,711)

Abstract:

asset pricing, autocorrelation, momentum, style investing, Fama-French model

5.

Internal Governance Characteristics, Time-Varying Agency Costs and Stock Prices

Number of pages: 44 Posted: 25 Oct 2014 Last Revised: 03 Dec 2014
Peter G Brooke, Paul Docherty, Jim Psaros and Michael Seamer
Platypus Asset Management, University of Newcastle (Australia), University of Newcastle - Faculty of Business and Law and University of Newcastle - Newcastle Business School
Downloads 97 (175,497)

Abstract:

Corporate governance, agency theory, asset pricing

6.

Asset Tangibility, Industry Representation and the Cross Section of Equity Returns

Downloads 90 (240,977)
Citation 1

Asset Tangibility, Industry Representation and the Cross Section of Equity Returns

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 25 Posted: 14 Aug 2010
Paul Docherty, H. Chan and Stephen Andrew Easton
University of Newcastle (Australia), University of Melbourne - Department of Finance and University of Newcastle
Downloads 90 (242,820)
Citation 1

Abstract:

Tangibility of assets, cross-section, industry, asset pricing

Asset Tangibility, Industry Representation and the Cross Section of Equity Returns

Australian Journal of Management, Vol. 36, No. 1, 2011
Posted: 05 Feb 2012
Paul Docherty and H. Chan
University of Newcastle (Australia) and University of Melbourne - Department of Finance

Abstract:

asset pricing, cross-section, industry, tangibility of assets

7.

Market Efficiency and Continuous Information Arrival: Evidence from Prediction Markets

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 30 Posted: 28 Feb 2011
Paul Docherty and Stephen Andrew Easton
University of Newcastle (Australia) and University of Newcastle
Downloads 48 (316,960)

Abstract:

8.

An Analysis of the Australian Foreign Exchange Market Response to Monetary Policy Announcements and Explanatory Minute Releases

25th Australasian Finance and Banking Conference 2012
Number of pages: 28 Posted: 22 Aug 2012 Last Revised: 12 Sep 2013
Bronwyn G McCredie, Paul Docherty, Stephen Andrew Easton and Katherine Uylangco
Queensland University of Technology, University of Newcastle (Australia), University of Newcastle and Queensland University of Technology - School of Economics and Finance
Downloads 39 (346,551)

Abstract:

Monetary policy, Foreign Exchange Market, Global Financial Crisis, Sentiment

9.

Cumulative Prospect Theory and Momentum Crashes: Evidence from Asia

Number of pages: 21 Posted: 15 Feb 2014
Paul Docherty and Gareth Hurst
University of Newcastle (Australia) and University of Newcastle (Australia)
Downloads 38 (291,656)

Abstract:

Momentum crash; skewness; cumulative prospect theory.

10.

An Examination of the Differential Impact of Monetary Policy Announcements and Explanatory Minutes Releases on the Australian Interest Rate Futures Market

26th Australasian Finance and Banking Conference 2013
Number of pages: 33 Posted: 19 Aug 2013
Bronwyn G McCredie, Paul Docherty, Stephen Andrew Easton and Katherine Uylangco
Queensland University of Technology, University of Newcastle (Australia), University of Newcastle and Queensland University of Technology - School of Economics and Finance
Downloads 16 (434,046)

Abstract:

Monetary policy announcement, explanatory minutes, asymmetry, global financial crisis, sentiment

11.

Australian Evidence on the Implementation of the Size and Value Premia

Accounting & Finance, Vol. 53, Issue 2, pp. 367-391, 2013
Number of pages: 25 Posted: 04 May 2013
Paul Docherty, H. Chan and Steve Easton
University of Newcastle (Australia), University of Melbourne - Department of Finance and University of Newcastle (Australia) - Newcastle Business School
Downloads 2 (541,696)
  • Add to Cart

Abstract:

Size, Value, Risk, Liquidity

12.

The Feller Diffusion, Filter Rules and Abnormal Stock Returns

European Journal of Finance (Forthcoming)
Number of pages: 26 Posted: 17 Mar 2017 Last Revised: 31 May 2017
Paul Docherty, Yizhe Dong, Xiaojing Song and Mark J. Tippett
University of Newcastle (Australia), University of Aberdeen - Business School, Lecturer of Accounting & Finance and Loughborough University - Business School
Downloads 0 (352,959)

Abstract:

Feller Diffusion, Fokker-Planck Equation, Geometric Brownian Motion, Logarithmic Return

13.

Net Share Issues and the Cross‐Section of Equity Returns Under a Dividend Imputation Tax System

Accounting & Finance, Vol. 56, Issue 4, pp. 1097-1117, 2016
Number of pages: 21 Posted: 05 Dec 2016
Adrian Melia, Paul Docherty and Steve Easton
University of Newcastle (Australia), University of Newcastle (Australia) and University of Newcastle (Australia) - Newcastle Business School
Downloads 0 (566,018)
  • Add to Cart

Abstract:

Net share issuance, Dividend imputation, Anomalies, Fama–French model

14.

Momentum in Australian Style Portfolios: Risk or Inefficiency?

Accounting & Finance, Vol. 56, Issue 2, pp. 333-361, 2016
Number of pages: 29 Posted: 03 Jun 2016
H. Chan and Paul Docherty
University of Melbourne - Department of Finance and University of Newcastle (Australia)
Downloads 0 (566,018)
  • Add to Cart

Abstract:

Asset pricing, Momentum, Style investing, Fama–French model

15.

State-Varying Illiquidity Risk in Sovereign Bond Spreads

2016 Financial Markets and Corporate Governance
Number of pages: 36 Posted: 12 Jan 2016
Paul Docherty and Steve Easton
University of Newcastle (Australia) and University of Newcastle (Australia) - Newcastle Business School
Downloads 0 (444,455)

Abstract:

Illiquidity risk, yield spreads, sovereign debt, volatility

16.

How Smart is Smart Beta Investing? Evidence from Australia

Number of pages: 22 Posted: 22 Dec 2015
Paul Docherty
University of Newcastle (Australia)
Downloads 0 (76,854)

Abstract:

Smart beta, funds management, value, momentum, volatility, quality

17.

Seasonality in Stock Returns: Evidence from Advanced Emerging Stock Markets

Number of pages: 39 Posted: 20 Aug 2015
Mostafa Seif, Paul Docherty and Abul Shamsuddin
University of Newcastle (Australia) - Newcastle Business School, University of Newcastle (Australia) and University of Newcastle (Australia) - Newcastle Business School
Downloads 0 (224,768)

Abstract:

Anomalies, Stock market seasonality, Emerging markets

18.

A Note on the Pricing of Australian Government Asset Sales

Australian Journal of Management, Vol. 39, No. 3, 2014
Posted: 20 Aug 2014
Paul Docherty and Stephen Andrew Easton
University of Newcastle (Australia) and University of Newcastle

Abstract:

asset sales, Australian governments, privatisation

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 0.603 seconds

Relx Group logo