Adrian Melia

University of Newcastle (Australia)

University Drive

Callaghan, NSW 2308

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

40

CITATIONS

0

Scholarly Papers (3)

1.

Firm-Level Versus Aggregate Market Investor Sentiment: What Matters Most for Corporate Announcement Returns

Number of pages: 45 Posted: 07 Jun 2019
Nader Mahmoudi, Paul Docherty and Adrian Melia
University of Newcastle (Australia), Monash University and University of Newcastle (Australia)
Downloads 20 (515,069)

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Firm-Level Investor Sentiment; Market-Level Investor Sentiment, Stocktwits, Mergers and Acquisitions, Return Reversals, Limits to Arbitrage

2.

Subtle Is the Lord, but Malicious He Is Not: The Calculation of Abnormal Stock Returns in Applied Research

Number of pages: 48 Posted: 13 Nov 2018
Adrian Melia, Xiaojing Song and Mark J. Tippett
University of Newcastle (Australia), Lecturer of Accounting & Finance and Loughborough University - Business School
Downloads 20 (515,069)

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Abnormal Return; Feller Diffusion; Geometric Brownian Motion; Logarithmic Return

3.

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), Monash University and University of Newcastle (Australia) - Newcastle Business School
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Net share issuance, Dividend imputation, Anomalies, Fama–French model