Feedback to SSRN

 
  • Selected
  • Entire List

Jonathan A. Batten

SSRN Author Rank: 1,639 by Downloads and 10,133 by Citations

 Professor of Finance
 

Monash University


 Melbourne
 Australia
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Jonathan A. Batten's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
14,558
Total
Citations
42
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Philosophov, Leonid V.
Independent
Batten, Jonathan A.
Monash University
Philosophov, Vladimir L.
Interregional Bankruptcy Service for Central Russia - Analytic Department
Posted:
20 Feb 05
Last Revised:
14 Sep 08
1,185
(11,768)
7

2.  
Batten, Jonathan A.
Monash University
Lucey, Brian M.
Trinity Business School, Trinity College Dublin
Posted:
25 Jun 07
1,182
(11,240)
1

3.  
Structure in Gold and Silver Spread Fluctuations | Show Abstract | Download This Paper | Open PDF in Browser |
HKUST Business School Research Paper No. 07-28
Number of Pages in PDF File: 13
Batten, Jonathan A.
Monash University
Ciner, Cetin
University of North Carolina at Wilmington
Lucey, Brian M.
Trinity Business School, Trinity College Dublin
Posted:
19 Sep 07
786
(21,191)
 

4.  
Disintermediation and Bond Market Development in Japan | Show Abstract | Download This Paper | Open PDF in Browser |
Deakin University Working Paper No. 2002-02
Number of Pages in PDF File: 45
Batten, Jonathan A.
Monash University
Szilagyi, Peter G.
CEU Business School - Central European University
Posted:
22 Feb 02
758
(21,805)
1

5.  
Batten, Jonathan A.
Monash University
Ciner, Cetin
University of North Carolina at Wilmington
Lucey, Brian M.
Trinity Business School, Trinity College Dublin
Posted:
20 Jun 08
725
(22,722)
3

6.  
Batten, Jonathan A.
Monash University
Fetherston, Thomas
University of Alabama at Birmingham
Hoontrakul, Pongsak
Sasin of Chulalongkorn University
Posted:
10 Nov 03
561
(33,614)
 

7.   Incl. Electronic Paper
Wagner, Niklas
Passau University
Hogan, Warren P.
University of Technology, Sydney - School of Finance and Economics
Batten, Jonathan A.
Monash University
Posted:
12 Feb 03
Last Revised:
25 Sep 08
554
(36,555)
3

8.   Incl. Electronic Paper
Batten, Jonathan A.
Monash University
Xuân Vinh, Võ
University of Economics Ho Chi Minh City
Posted:
25 Sep 06
Last Revised:
22 Jul 14
511
(40,556)
 

9.  
Volatility Scaling in Foreign Exchange Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Nanyang Technological University Working Paper No. 99-04
Number of Pages in PDF File: 23
Batten, Jonathan A.
Monash University
Ellis, Craig
Education Centre Australia
Posted:
25 Apr 99
498
(40,848)
2

10.  
Scaling the Volatility of Credit Spreads: Evidence from Australian Dollar Eurobonds | Show Abstract | Download This Paper | Open PDF in Browser |
Nanyang Technological University, Department of Banking and Finance Working Paper No. 99-03
Number of Pages in PDF File: 36
Batten, Jonathan A.
Monash University
Ellis, Craig
Education Centre Australia
Hogan, Warren P.
University of Technology, Sydney - School of Finance and Economics
Posted:
13 Dec 99
426
(50,650)
6

11.  
Batten, Jonathan A.
Monash University
Ellis, Craig
Education Centre Australia
Fetherston, Thomas
University of Alabama at Birmingham
Posted:
26 May 03
390
(55,850)
 

12.  
Batten, Jonathan A.
Monash University
Szilagyi, Peter G.
CEU Business School - Central European University
Posted:
12 Aug 06
350
(50,387)
 

13.  
Batten, Jonathan A.
Monash University
Szilagyi, Peter G.
CEU Business School - Central European University
Posted:
12 Aug 06
349
(63,124)
1

14.  
Batten, Jonathan A.
Monash University
Ciner, Cetin
University of North Carolina at Wilmington
Lucey, Brian M.
Trinity Business School, Trinity College Dublin
Posted:
06 Sep 13
Last Revised:
20 Mar 14
347
(53,332)
 

15.  
Batten, Jonathan A.
Monash University
Hogan, Warren P.
University of Technology, Sydney - School of Finance and Economics
Szilagyi, Peter G.
CEU Business School - Central European University
Posted:
12 Mar 09
Last Revised:
15 Jul 10
266
(77,211)
 

16.  
The Financial Economics of Gold – A Survey | Show Abstract | Download This Paper | Open PDF in Browser |
FIRN Research Paper No. 2628018
Number of Pages in PDF File: 60
O'Connor, Fergal A.
University of York - The York Management School
Lucey, Brian M.
Trinity Business School, Trinity College Dublin
Batten, Jonathan A.
Monash University
Baur, Dirk G.
University of Western Australia - Business School
Posted:
09 Jul 15
252
(30,565)
 

17.  
Batten, Jonathan A.
Monash University
Hoontrakul, Pongsak
Sasin of Chulalongkorn University
Posted:
03 Apr 07
Last Revised:
15 Feb 09
209
(111,055)
 

18.  
Batten, Jonathan A.
Monash University
Fetherston, Thomas
University of Alabama at Birmingham
Hoontrakul, Pongsak
Sasin of Chulalongkorn University
Posted:
16 Feb 03
196
(117,569)
1

19.  
Batten, Jonathan A.
Monash University
Hogan, Warren P.
University of Technology, Sydney - School of Finance and Economics
Szilagyi, Peter G.
CEU Business School - Central European University
Posted:
24 Aug 09
Last Revised:
15 Jul 10
194
(119,826)
1

20.  
Urquhart, Andrew
Southampton Business School
Batten, Jonathan A.
Monash University
Lucey, Brian M.
Trinity Business School, Trinity College Dublin
McGroarty, Frank
University of Southampton - School of Management
Peat, Maurice
University of Sydney
Posted:
29 Aug 15
170
(52,601)
 

21.  
Testing for the Elasticity of Corporate Yield Spreads | Show Abstract | Download This Paper | Open PDF in Browser |
HKUST Business School Research Paper No. 07-03
Number of Pages in PDF File: 51
Batten, Jonathan A.
Monash University
Jacoby, Gady
Seton Hall University
Liao, Rose C.
Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Posted:
02 Mar 07
162
(138,759)
2

22.  
The Recent Internationalisation of Japanese Banks | Show Abstract | Download This Paper | Open PDF in Browser |
Australian Centre for Financial Studies - Finsia Banking and Finance Conference 2010
Number of Pages in PDF File: 35
Batten, Jonathan A.
Monash University
Szilagyi, Peter G.
CEU Business School - Central European University
Posted:
15 Jul 10
140
(158,556)
1

23.  
Batten, Jonathan A.
Monash University
Szilagyi, Peter G.
CEU Business School - Central European University
Posted:
15 Mar 06
Last Revised:
03 Feb 10
140
(157,672)
1

24.  
Pynnonen, Seppo
University of Vaasa, Department of Mathematics and Statistics
Batten, Jonathan A.
Monash University
Hogan, Warren P.
University of Technology, Sydney - School of Finance and Economics
Posted:
12 Aug 06
137
(162,322)
 

25.  
Batten, Jonathan A.
Monash University
Szilagyi, Peter G.
CEU Business School - Central European University
Posted:
13 Sep 13
131
(138,036)
 

26.  
Batten, Jonathan A.
Monash University
Hamada, Mahmoud
RWE Supply and Trading
Posted:
17 Mar 08
119
(179,681)
 

27.  
Batten, Jonathan A.
Monash University
Szilagyi, Peter G.
CEU Business School - Central European University
Wong, Michael C. S.
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Posted:
16 Oct 12
118
(168,121)
 

28.  
Pynnonen, Seppo
University of Vaasa, Department of Mathematics and Statistics
Batten, Jonathan A.
Monash University
Hogan, Warren P.
University of Technology, Sydney - School of Finance and Economics
Posted:
27 Jan 04
115
(179,681)
 

29.  
Batten, Jonathan A.
Monash University
Hogan, Warren P.
University of Technology, Sydney - School of Finance and Economics
Szilagyi, Peter G.
CEU Business School - Central European University
Posted:
26 Aug 09
105
(89,700)
 

30.  
Thuraisamy, Kannan S.
Deakin University - Faculty of Business and Law
Gannon, Gerard L.
Deakin University - School of Accounting, Economics and Finance
Batten, Jonathan A.
Monash University
Posted:
25 Mar 08
Last Revised:
15 Jul 10
101
(196,748)
 

31.  
Batten, Jonathan A.
Monash University
Szilagyi, Peter G.
CEU Business School - Central European University
Posted:
06 Sep 11
86
(191,582)
 

32.  
Batten, Jonathan A.
Monash University
Ciner, Cetin
University of North Carolina at Wilmington
Lucey, Brian M.
Trinity Business School, Trinity College Dublin
Posted:
07 Feb 14
Last Revised:
29 Jul 14
83
(207,813)
 

33.  
A Pure Test for the Elasticity of Yield Spreads | Show Abstract | Download This Paper | Open PDF in Browser |
IIIS Discussion Paper Series No. 195
Number of Pages in PDF File: 53
Jacoby, Gady
Seton Hall University
Batten, Jonathan A.
Monash University
Liao, Rose C.
Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Posted:
19 Jan 07
76
(239,695)
 

34.  
Batten, Jonathan A.
Monash University
Szilagyi, Peter G.
CEU Business School - Central European University
Wagner, Niklas
Passau University
Posted:
27 Feb 15
61
(224,504)
 

35.  
Batten, Jonathan A.
Monash University
Morgan, Peter
Asian Development Bank Institute
Szilagyi, Peter G.
CEU Business School - Central European University
Posted:
21 Sep 13
51
(250,967)
 

36.  
Batten, Jonathan A.
Monash University
Loncarski, Igor
University of Ljubljana - Faculty of Economics
Szilagyi, Peter G.
CEU Business School - Central European University
Posted:
01 Sep 15
Last Revised:
08 May 16
41
(80,518)
 

37.  
Batten, Jonathan A.
Monash University
Loncarski, Igor
University of Ljubljana - Faculty of Economics
Szilagyi, Peter G.
CEU Business School - Central European University
Posted:
08 Sep 15
Last Revised:
21 Sep 15
35
(50,943)
 

38.  
International Swap Market Contagion and Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
Economic Modelling, Forthcoming
Number of Pages in PDF File: 46
Azad, A. S. M. Sohel
Deakin University
Batten, Jonathan A.
Monash University
Fang, Victor
Deakin University
Wickramanayake, J.
Monash University - Department of Accounting
Posted:
07 Feb 15
33
(320,653)
 

39.  
Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate EGARCH Framework | Show Abstract | Add to Cart |
Australian Economic Papers, Vol. 41, No. 1, pp. 115-128, March 2002
Number of Pages in PDF File: 14
Batten, Jonathan A.
Monash University
In, Francis Haeuck
Monash University - Department of Accounting
Hogan, Warren P.
University of Technology, Sydney - School of Finance and Economics
Posted:
01 Dec 02
25
(388,868)
1

40.  
Batten, Jonathan A.
Monash University
Ciner, Cetin
University of North Carolina at Wilmington
Lucey, Brian M.
Trinity Business School, Trinity College Dublin
Posted:
02 Sep 15
24
(249,023)
 

41.  
The Role of Foreign Bond Issuance: The Case of Australia | Show Abstract | Add to Cart |
Australian Economic Review, Vol. 44, No. 1, pp. 36-50, 2011
Number of Pages in PDF File: 15
Batten, Jonathan A.
Monash University
Hogan, Warren P.
University of Technology, Sydney - School of Finance and Economics
Szilagyi, Peter G.
CEU Business School - Central European University
Posted:
02 Mar 11
2
(503,290)
 

42.  
Batten, Jonathan A.
Monash University
Gannon, Gerard L.
Deakin University - School of Accounting, Economics and Finance
Thuraisamy, Kannan S.
Deakin University - Faculty of Business and Law
Posted:
15 Aug 16
0
(423,051)
 

43.  
Batten, Jonathan A.
Monash University
Ciner, Cetin
University of North Carolina at Wilmington
Kosedag, Arman
Berry College - Department of Accounting and Finance
Lucey, Brian M.
Trinity Business School, Trinity College Dublin
Posted:
28 Apr 16
Last Revised:
23 Oct 16
0
(288,343)
 

44.  
Batten, Jonathan A.
Monash University
Lucey, Brian M.
Trinity Business School, Trinity College Dublin
McGroarty, Frank
University of Southampton - School of Management
Peat, Maurice
University of Sydney
Urquhart, Andrew
Southampton Business School
Posted:
02 Feb 16
0
(171,126)
 

45.  
Batten, Jonathan A.
Monash University
Lucey, Brian M.
Trinity Business School, Trinity College Dublin
Peat, Maurice
University of Sydney
Posted:
25 Jan 16
0
(36,220)
 

46.  
What Determines the Yen Swap Spread? | Show Abstract |
International Review of Financial Analysis, Forthcoming
Azad, A. S. M. Sohel
Deakin University
Batten, Jonathan A.
Monash University
Fang, Victor
Deakin University
Posted:
11 Apr 15
 

47.  
Convertible Bond Pricing Models | Show Abstract | Add to Cart |
Journal of Economic Surveys, Vol. 28, Issue 5, pp. 775-803, 2014
Number of Pages in PDF File: 29
Batten, Jonathan A.
Monash University
Khaw, Karren
Massey University - School of Economics and Finance
Young, Martin R.
Massey University - School of Economics and Finance
Posted:
28 Oct 14
0
(521,898)
 

48.  
Foreign Exchange Risk Management Practices and Products Used by Australian Firms | Show Abstract | Add to Cart |
Journal of International Business Studies, Vol. 24, Issue 3, pp. 557-573, 1993
Number of Pages in PDF File: 17
Batten, Jonathan A.
Monash University
Mellor, Robert
affiliation not provided to SSRN
Wan, Victor
affiliation not provided to SSRN
Posted:
19 Apr 11
0
(521,898)
11

49.  
The Determinates of Equity Portfolio Holdings | Show Abstract |
Applied Financial Economics, Vol. 20, No. 14, 2010
Batten, Jonathan A.
Monash University
Xuân Vinh, Võ
University of Economics Ho Chi Minh City
Posted:
26 Nov 10
 

50.  
Domestic Bond Market Development: The Arirang Bond Experience in Korea | Show Abstract |
The World Bank Research Observer, Vol. 22, No. 2, pp. 165-195, 2007
Batten, Jonathan A.
Monash University
Szilagyi, Peter G.
CEU Business School - Central European University
Posted:
16 Jun 08
 

51.  
Statistical Illusions and Long-Term Return Anomalies on the Nikkei | Show Abstract |
Jonathan Batten, Craig Ellis and Thomas Fetherston, STATISTICAL ILLUSIONS AND LONG-TERM RETURN ANOMALIES ON THE NIKKEI, CHAOS, SOLTIONS & FRACTAL, Vol. 23, pp.1125-1136, Elsevier Science, 2005
Batten, Jonathan A.
Monash University
Ellis, Craig
Education Centre Australia
Fetherston, Thomas
University of Alabama at Birmingham
Posted:
02 Aug 05
 

52.  
Measuring Credit Spreads: Evidence from Australian Eurobonds | Show Abstract |
Applied Financial Economics, Vol. 15, No. 9, pp. 651-666, 2005
Batten, Jonathan A.
Monash University
Hogan, Warren P.
University of Technology, Sydney - School of Finance and Economics
Jacoby, Gady
Seton Hall University
Posted:
02 Aug 05
 

53.  
Decomposing Intraday Dependence in Currency Markets: Evidence from the Aud/Usd Spot Market | Show Abstract |
Physica A: Statistical Mechanics and its Applications, Vol. 352, No. 2-4, pp. 558-572, 2005
Batten, Jonathan A.
Monash University
Ellis, Craig
Education Centre Australia
Hogan, Warren P.
University of Technology, Sydney - School of Finance and Economics
Posted:
02 Aug 05
Last Revised:
15 Jul 10
 

54.  
Why Japan Needs to Develop its Corporate Bond Market | Show Abstract |
International Journal of the Economics of Business, Vol. 10, No. 1, pp. 83-108, 2003
Batten, Jonathan A.
Monash University
Szilagyi, Peter G.
CEU Business School - Central European University
Posted:
08 Mar 04
 

55.  
Disintermediation and the Development of Bond Markets in Emerging Europe | Show Abstract |
International Journal of the Economics of Business, Vol. 10, No. 1, pp. 67-82, 2003
Batten, Jonathan A.
Monash University
Fetherston, Thomas
University of Alabama at Birmingham
Szilagyi, Peter G.
CEU Business School - Central European University
Posted:
17 Nov 03
 

56.  
What Drives the Japanese Yen Eurobond Term Structure of Japanese Bonds | Show Abstract |
Quarterly Review of Economics and Finance, Vol. 43, No. 3, pp. 518-541, 2003
Batten, Jonathan A.
Monash University
In, Francis Haeuck
Monash University - Department of Accounting
Kim, Sangbae
Kyungpook National University - School of Business Administartion
Posted:
17 Jun 03
 

57.  
Time Variation in the Credit Spreads on Australian Eurobonds | Show Abstract |
Pacific Basin Finance Journal, Vol. 11, No. 1, pp. 81-99, January 2003
Batten, Jonathan A.
Monash University
Hogan, Warren P.
University of Technology, Sydney - School of Finance and Economics
Posted:
26 May 03
 

58.  
Scaling Relationships of Gaussian Processes | Show Abstract |
Economics Letters, Vol. 72, No. 3, pp. 291-296
Batten, Jonathan A.
Monash University
Ellis, Craig
Education Centre Australia
Posted:
26 May 03
 

59.  
A Perspective on Credit Derivatives | Show Abstract |
International Review of Financial Analysis, Vol. 11, No. 3, pp. 251-278, 2002
Batten, Jonathan A.
Monash University
Hogan, Warren P.
University of Technology, Sydney - School of Finance and Economics
Posted:
06 May 03
 


Records 1 - 59 of 59 matches
[ 1 ]
. Jonathan A. Batten's Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
128
Total
Citations
0
Authors Date Downloads
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts     Legend
1.  
Batten, Jonathan A.
Monash University
Xuân Vinh, Võ
University of Economics Ho Chi Minh City
Posted:
22 Aug 14
56
 


Records 1 - 1 of 1 matches
[ 1 ]