Ralf Zurbruegg

University of Adelaide

Associate Professor of Finance

233 North Terrace

Department of Finance

Adelaide SA 5005

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

SCHOLARLY PAPERS

21

DOWNLOADS

2,367

SSRN CITATIONS

22

CROSSREF CITATIONS

90

Scholarly Papers (21)

1.

Awareness of Islamic Banking Products Among Muslims: The Case of Australia

Journal of Financial Services Marketing, Vol. 12, No. 1, pp. 65-74, August 2007
Number of pages: 14 Posted: 31 May 2011
Hussain Gulzar Rammal and Ralf Zurbruegg
University of Adelaide - Business School and University of Adelaide
Downloads 1,009 (33,306)
Citation 2

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Islamic financing, interest-free financing, profit-and-loss sharing, Australia

Law and the Determinants of Property-Casualty Insurance

APRA Working Paper No. 2001-08
Number of pages: 35 Posted: 13 Aug 2001
Australian Prudential Regulation Authority, University of Adelaide, UNSW Australia Business School, School of Banking and Finance and University of Bradford
Downloads 248 (180,232)

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Insurance, Property Rights, Law

Law and the Determinants of Property-Casualty Insurance

Number of pages: 19 Posted: 06 Jul 2004
Australian Prudential Regulation Authority, UNSW Australia Business School, School of Banking and Finance, University of Bradford and University of Adelaide
Downloads 17 (791,038)
Citation 5

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3.

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
University of Adelaide, University of Adelaide and University of Adelaide
Downloads 177 (246,429)

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

4.

Cross-Listing, Firm-Specific Information, and Corporate Governance: Evidence from Chinese A-Shares and H-Shares

Journal of Corporate Finance, Forthcoming
Number of pages: 39 Posted: 09 Nov 2014 Last Revised: 13 Nov 2014
Shan Li, Paul Brockman and Ralf Zurbruegg
Xiamen University - Institute for Financial and Accounting Studies, Lehigh University - College of Business and University of Adelaide
Downloads 150 (282,871)
Citation 4

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Cross-listing; Firm-specific information; Corporate governance

5.

An Examination of Inflated Bank Capital and Credit Risks in China

Proceedings of World Business and Economics Research Conference 2012, December 10-11, 2012
Number of pages: 36 Posted: 02 Dec 2012
Yishu Fu, Shih-Cheng Lee, Xu Lei and Ralf Zurbruegg
University of Adelaide - Business School, Yuan Ze University, affiliation not provided to SSRN and University of Adelaide
Downloads 116 (343,418)

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subordinate debts, bank capital, risks, regulation, China

6.

A Hidden Consequence of Share Pledge Business

Number of pages: 41 Posted: 15 Jun 2020 Last Revised: 04 Aug 2020
Maoliang Li, Juan Luo, Limin Xu and Ralf Zurbruegg
Xiamen University - Institute for Financial and Accounting Studies, University of Adelaide - Business School, University of Adelaide - Business School and University of Adelaide
Downloads 115 (345,529)

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Share pledge business; Hidden consequence; Analyst optimism

7.

The Impact of Housing Wealth on Stock Liquidity

Review of Finance Forthcoming
Number of pages: 52 Posted: 05 Nov 2014 Last Revised: 16 Feb 2017
Juan Luo, Limin Xu and Ralf Zurbruegg
University of Adelaide - Business School, University of Adelaide - Business School and University of Adelaide
Downloads 94 (395,110)

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housing wealth, stock liquidity, local bias, local commonality in liquidity

8.

Rafi Replication: Easier Done than Said?

Journal of Asset Management Vol. 13, 3, 210-225
Number of pages: 23 Posted: 05 Apr 2013
Paskalis Glabadanidis, Ivan Obaydin and Ralf Zurbruegg
Essential Services Commission of South Australia, University of Adelaide - Business School and University of Adelaide
Downloads 86 (417,513)

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Fundamental indexes, portfolio diversification, mean-variance spanning

9.

Shareholder Litigation Rights and Stock Price Crash Risk

Journal of Corporate Finance, Vol. 66, No. 101826, 2021
Number of pages: 43 Posted: 30 Apr 2021
University of Adelaide - Business School, University of Adelaide, Central Washington University - College of Business, University of Texas at San Antonio and The University of Texas Rio Grande Valley
Downloads 66 (483,585)

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shareholder litigation risk, derivative lawsuits, universal demand, stock price crash risk, securities class action lawsuits, judge ideology

10.

Tax Compliance Behaviour in Australian Self-Managed Superannuation Funds

EJTR Vol. 13 No. 3 Dec. 2015 at 740. The ISSN is 1448-2398. , U. of Adelaide Law Research Paper No. 2016-05
Number of pages: 22 Posted: 11 Feb 2016
University of Adelaide, University of Adelaide - School of Law, University of Adelaide and University of Adelaide
Downloads 62 (499,130)

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self-managed superannuation funds

11.

Can Security Analyst Forecasts Predict Gold Returns?

International Review of Financial Analysis, Vol. 41, 2015
Number of pages: 10 Posted: 17 Jan 2017
George Mihaylov, Chee Seng Cheong and Ralf Zurbruegg
University of Adelaide, University of Adelaide - Business School and University of Adelaide
Downloads 49 (555,281)

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Gold price, Forecasting, Stock return synchronicity, Analyst coverage

12.

Stimulating the Demand for Insurance

Risk Management & Insurance Review, Vol. 8, No. 2, pp. 257-278, September 2005
Number of pages: 22 Posted: 14 Feb 2007
Stephanie Hussels, Damian R. Ward and Ralf Zurbruegg
University of Bradford - School of Management, University of Bradford and University of Adelaide
Downloads 39 (606,880)
Citation 5

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13.

Asymmetric Volatility, Correlation and Returns Dynamics between the U.S. And U.K. Securitized Real Estate Markets

Real Estate Economics, Vol. 34, No. 1, pp. 109-131, Spring 2006
Number of pages: 23 Posted: 19 Nov 2006
David Michayluk, Patrick J. Wilson and Ralf Zurbruegg
University of Technology Sydney (UTS) - School of Finance and Economics, University of Technology Sydney (UTS) - School of Finance and Economics and University of Adelaide
Downloads 36 (624,050)

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14.

The Decision to Seek Advice in the Self-Directed Retirement Fund Industry

Applied Economics, Vol. 47, No. 32, 2015
Number of pages: 29 Posted: 18 Jan 2017
George Mihaylov, Alfred Yawson and Ralf Zurbruegg
University of Adelaide, University of Adelaide and University of Adelaide
Downloads 30 (661,971)

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overconfidence, literacy, pension plan, financial advice, investment decision

15.

The Socioeconomic Impact of Shared Appreciation Mortgages on Borrowers: Empirical Evidence from South Australia

Urban Studies 51(2) February 2014
Number of pages: 25 Posted: 04 Nov 2013 Last Revised: 13 May 2014
George Mihaylov and Ralf Zurbruegg
University of Adelaide and University of Adelaide
Downloads 28 (675,958)

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Shared appreciation mortgage, Participating mortgages, Homeownership, Financial crisis, Moral hazard

16.

Potential Diversification Benefits in the Presence of Unknown Structural Breaks: An Australian Case Study

Number of pages: 12 Posted: 30 Oct 2003
University of Technology Sydney (UTS) - School of Finance and Economics, University of Sydney and University of Adelaide
Downloads 25 (698,278)

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17.

Informed Short Selling in Cross-Listed Stocks

2019 Financial Markets & Corporate Governance Conference
Number of pages: 25 Posted: 15 Jan 2019
Xiamen University - Institute for Financial and Accounting Studies, University of Adelaide, Monash University - Monash University Malaysia and University of Adelaide
Downloads 19 (746,898)

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Short selling, earnings announcements, cross-listing, A-shares and H-shares, informed trading

18.

The Effectiveness of Capital Regulation on Bank Behavior in China

International Review of Finance, Vol. 15, Issue 3, pp. 321-345, 2015
Number of pages: 25 Posted: 03 Sep 2015
Yishu Fu, Shih‐Cheng Lee, Lie Xu and Ralf Zurbruegg
Southwestern University of Finance and Economics (SWUFE), Yuan Ze University, University of South Australia - Centre for Applied Financial Studies and University of Adelaide
Downloads 1 (938,947)

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G21 G28

19.

The Impact of Regulatory Quality on Intra-Foreign Direct Investment Flows in the ASEAN Markets

International Business Review, Vol.15, Issue 4, pp. 401-414, August 2006
Posted: 04 Aug 2009
Hussain Gulzar Rammal and Ralf Zurbruegg
University of Adelaide - Business School and University of Adelaide

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foreign direct investment policy, investment incentives, Intra-ASEAN FDI

20.

Foreign Property Shocks and the Impact on Domestic Securitized Real Estate Markets: An Unobserved Components Approach

Journal of Real Estate Finance and Economics, Vol. 34, No. 3, 2007, Cass Business School Research Paper
Posted: 09 Nov 2006
Patrick J. Wilson, Simon Stevenson and Ralf Zurbruegg
University of Technology Sydney (UTS) - School of Finance and Economics, City University London - The Business School and University of Adelaide

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structural time series models, cointegration, unobserved components, property market shocks

21.

The Causal Relationship between Real Estate and Stock Markets

Posted: 09 Mar 2001
John Okunev, Patrick J. Wilson and Ralf Zurbruegg
Bond University Business School, University of Technology Sydney (UTS) - School of Finance and Economics and University of Adelaide

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