Jerry T. Parwada

UNSW Business School

UNSW Business School

High St

Sydney, NSW 2052

Australia

Financial Research Network (FIRN)

UNSW

Sydney, NSW 2052

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

34

DOWNLOADS
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Top 7,016

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6,997

SSRN CITATIONS
Rank 17,251

SSRN RANKINGS

Top 17,251

in Total Papers Citations

38

CROSSREF CITATIONS

20

Scholarly Papers (34)

1.

Predicting Stock Price Movements: An Ordered Probit Analysis on the ASX

Number of pages: 42 Posted: 12 Jul 2006
Jerry T. Parwada and Joey Wenling Yang
UNSW Business School and The University of Western Australia - UWA Business School
Downloads 986 (25,103)

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Stock prices, Ordered probit, Autoregressive Conditional Duration, Trade imbalance

Algorithmic Trading and Mutual Fund Performance

Number of pages: 43 Posted: 05 Jun 2017 Last Revised: 18 Jan 2018
University of New South Wales - School of Banking and Finance, UNSW Business School and The University of Western Australia
Downloads 353 (93,848)

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algorithmic trading; return gap; mutual fund; liquidity

Algorithmic Trading and Mutual Fund Performance

Number of pages: 41 Posted: 27 Jan 2018 Last Revised: 28 Jun 2019
University of New South Wales - School of Banking and Finance, UNSW Business School and The University of Western Australia
Downloads 121 (258,482)

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algorithmic trading; high frequency traders, mutual funds; performance; retrun gap

3.

Pension Plan Investment Management Mandates: An Empirical Analysis of Manager Selection

Number of pages: 34 Posted: 21 Sep 2004
Jerry T. Parwada and Robert W. Faff
UNSW Business School and University of Queensland
Downloads 451 (70,946)
Citation 2

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Pension plan mandates, fund managers, delegated portfolio management.

4.

The Governance Effect of the Media’s News Dissemination Role: Evidence from Insider Trading

Journal of Accounting Research, Vol. 53, No. 2, 2015
Number of pages: 56 Posted: 31 Oct 2013 Last Revised: 13 Jun 2017
Lili Dai, Jerry T. Parwada and Bohui Zhang
University of New South Wales (UNSW), UNSW Business School and The Chinese University of Hong Kong, Shenzhen
Downloads 444 (72,306)
Citation 37

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Media, Information Dissemination, Corporate Governance, Insider Trading

5.

Where do Hedge Fund Managers Come from? Past Employment Experience and Managerial Performance

UNSW Australian School of Business Research Paper No. 2011 BFIN 06, 24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 45 Posted: 17 Jun 2011 Last Revised: 23 Jan 2012
Nicolas A. Papageorgiou, Jerry T. Parwada and Eric K. M. Tan
HEC Montreal - Department of Finance, UNSW Business School and University of Queensland - Business School
Downloads 390 (84,168)

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Hedge funds, managerial experience, performance, survival

6.

Did Connected Hedge Funds Benefit From Bank Bailouts During the Financial Crisis?

Journal of Banking and Finance, Forthcoming
Number of pages: 64 Posted: 16 Mar 2011 Last Revised: 24 Sep 2019
Robert W. Faff, Jerry T. Parwada and Eric K. M. Tan
University of Queensland, UNSW Business School and University of Queensland - Business School
Downloads 387 (84,944)
Citation 3

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Financial crisis, Hedge funds, Bank bailouts, Liquidation, Capital adequacy, Risk

7.

Investors' Response to Mutual Fund Company Mergers

Number of pages: 25 Posted: 16 Aug 2001
David E. Allen and Jerry T. Parwada
School of Mathematics and Statistics, The University of Sydney and UNSW Business School
Downloads 368 (90,075)

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Mutual funds, Investor behaviour, Mergers and acquisitions

8.

Superstar Fund Managers: Talent Revelation or Just Glamor?

29th Australasian Finance and Banking Conference 2016, 8th Conference on Financial Markets and Corporate Governance (FMCG) 2017, Asian Finance Association (AsianFA) 2017 Conference
Number of pages: 47 Posted: 15 Feb 2016 Last Revised: 25 Nov 2018
Jerry T. Parwada and Eric K. M. Tan
UNSW Business School and University of Queensland - Business School
Downloads 351 (95,416)

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Fund manager awards, Fund flows, Performance, Compensation, Risk taking

Effects of Bank Funds Management Activities on the Disintermediation of Bank Deposits

Edith Cowan U, School of Finance and Business Econ.
Number of pages: 26 Posted: 22 Feb 2002
David E. Allen and Jerry T. Parwada
School of Mathematics and Statistics, The University of Sydney and UNSW Business School
Downloads 318 (105,641)
Citation 2

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Bank deposits; Managed funds; Disintermediation

Effects of Bank Funds Management Activities on the Disintermediation of Bank Deposits

Journal of Business Finance & Accounting, Vol. 31, No. 7-8, pp. 1151-1170, September 2004
Number of pages: 20 Posted: 23 Sep 2004
David E. Allen and Jerry T. Parwada
School of Mathematics and Statistics, The University of Sydney and UNSW Business School
Downloads 19 (603,873)
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Institutional Investment Flows and the Determinants of Top Fund Manager Turnover

Number of pages: 36 Posted: 07 Apr 2005
Elor Dishi, David R. Gallagher and Jerry T. Parwada
UNSW Australia Business School, School of Banking and Finance, Rozetta Institute and UNSW Business School
Downloads 293 (115,427)

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Fund Flows, Pension Plan Mandates, Performance, Manager Termination

Institutional Investment Flows and the Determinants of Top Fund Manager Turnover

Accounting and Finance, Vol. 47, No. 2, pp. 243-266, June 2007
Number of pages: 24 Posted: 08 Jun 2007
Elor Dishi, Jerry T. Parwada and David R. Gallagher
UNSW Australia Business School, School of Banking and Finance, UNSW Business School and Rozetta Institute
Downloads 27 (548,909)
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11.

The Genesis of Home Bias? The Location and Portfolio Choices of Investment Company Start-Ups

EFA 2005 Moscow Meetings
Number of pages: 42 Posted: 03 Jul 2005
Jerry T. Parwada
UNSW Business School
Downloads 264 (129,417)
Citation 5

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12.

Fund Managers' Institutional Background and the Birth of Investment Management Companies

Number of pages: 48 Posted: 29 Mar 2006
Robert W. Faff, Jerry T. Parwada and Joey Wenling Yang
University of Queensland, UNSW Business School and The University of Western Australia - UWA Business School
Downloads 243 (140,769)
Citation 1

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Investment management firms, Fund manager background, Entrepreneurial activities

13.

The Impact of Scandals on Mutual Fund Performance, Money Flows and Fees

UNSW Business School Research Paper No. 2014 BFIN 20
Number of pages: 59 Posted: 22 Jul 2014 Last Revised: 10 Jun 2015
Adrian Chapman-Davies, Jerry T. Parwada and Eric K. M. Tan
UNSW Australia Business School, School of Banking and Finance, UNSW Business School and University of Queensland - Business School
Downloads 213 (159,561)
Citation 2

Abstract:

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Mutual funds, Regulation, Scandals, Performance, Money flows, Fund fees

14.

Stock Market Effects of Institutional Investment Flows: Evidence from Australian Pension Plan Mandate Changes

Number of pages: 28 Posted: 30 Apr 2004
Jerry T. Parwada and Wenling Joey Yang
UNSW Business School and Securities Industry Research Centre of Asia Pacific (SIRCA)
Downloads 168 (197,744)
Citation 1

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Pension plan mandates, fund managers, execution probability, market impact, stock prices

15.

Are Entrepreneurs Special? Evidence from Board Appointments

Northeastern U. D’Amore-McKim School of Business Research Paper No. 2014-02
Number of pages: 54 Posted: 24 Apr 2014 Last Revised: 05 Feb 2020
Northeastern University - Finance Group, University of New South Wales (UNSW), UNSW Business School and University of Lethbridge Calgary Campus
Downloads 157 (209,425)
Citation 1

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Entrepreneurs; Boards of directors; Resource-based view; Firm value

16.

Hedge Fund Ownership, Funding Liquidity Constraints and Excess Return Co-Movement

29th Australasian Finance and Banking Conference 2016
Number of pages: 39 Posted: 06 Sep 2016
Jerry T. Parwada, Yixuan Rui and Jianfeng Shen
UNSW Business School, UNSW Australia Business School, School of Banking and Finance and UNSW Australia Business School, School of Banking and Finance
Downloads 153 (214,015)

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Hedge fund, Co-movement

17.

Information Diffusion among International Fund Managers: Multi-Country Evidence

Number of pages: 36 Posted: 01 Apr 2008 Last Revised: 14 Sep 2008
Jerry T. Parwada and Joey Wenling Yang
UNSW Business School and The University of Western Australia - UWA Business School
Downloads 146 (222,378)
Citation 1

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International mutual funds, information diffusion, performance

When Does a Stock Boycott Work? Evidence from a Clinical Study of the Sudan Divestment Campaign

Journal of Business Ethics, Forthcoming
Number of pages: 54 Posted: 22 Jul 2014 Last Revised: 17 Oct 2018
Ning Ding, Jerry T. Parwada, Jianfeng Shen and Shan Zhou
University of New South Wales - Australian School of Business, UNSW Business School, UNSW Australia Business School, School of Banking and Finance and University of Sydney Business School
Downloads 133 (240,359)

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Divestment; Stock boycott; Sudan; Institutional investors; Socially responsible investment; Corporate social responsivity

When Does a Stock Boycott Work? Evidence from a Clinical Study of the Sudan Divestment Campaign

Journal of Business Ethics
Number of pages: 56 Posted: 10 Jan 2018 Last Revised: 23 Sep 2019
Ning Ding, Jerry T. Parwada, Jianfeng Shen and Shan Zhou
University of New South Wales - Australian School of Business, UNSW Business School, UNSW Australia Business School, School of Banking and Finance and The University of Sydney
Downloads 6 (703,436)

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Divestment; Stock boycott; Sudan; Institutional investors; Socially responsible investment; Corporate social responsibility

19.

Should Indirect Brokerage Fees Be Capped? Lessons from Mutual Fund Marketing and Distribution Expenses

Journal of Financial and Quantitative Analysis, Volume 52, Issue 2April 2017 , pp. 781-809, FIRN Research Paper No. 2633816
Number of pages: 47 Posted: 24 Jul 2015 Last Revised: 24 Sep 2019
Natalie Oh, Jerry T. Parwada and Eric K. M. Tan
University of New South Wales (UNSW), UNSW Business School and University of Queensland - Business School
Downloads 137 (233,965)

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Mutual Funds, Brokerage Fees, Incentives, Performance, Money Flows

20.

Empirical Test of the Liquidity-Based Theory of Closed-End Funds

FIRN Research Paper, 26th Australasian Finance and Banking Conference 2013, 2014 Financial Markets & Corporate Governance Conference
Number of pages: 54 Posted: 16 Aug 2013 Last Revised: 31 Jan 2014
Jerry T. Parwada and Kenny Siaw
UNSW Business School and UNSW Australia Business School, School of Banking and Finance
Downloads 132 (240,920)

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Closed end funds, Liquidity, Institutional investors

21.

Information Effects of the Basel Bank Capital and Risk Pillar 3 Disclosures on Equity Analyst Research – An Exploratory Examination

CIFR Paper No. 70/2015
Number of pages: 30 Posted: 08 Oct 2015
Alexandra Niessen-Ruenzi, Jerry T. Parwada and Stefan Ruenzi
University of Mannheim - Department of Finance, UNSW Business School and University of Mannheim - Department of International Finance
Downloads 122 (255,788)

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22.

The Impact of Pillar 3 Disclosures on Asymmetric Information and Liquidity in Bank Stocks: Multi-Country Evidence

CIFR Paper No. 82/2015
Number of pages: 27 Posted: 10 Oct 2015
Jerry T. Parwada, Kathryn Lau and Stefan Ruenzi
UNSW Business School, University of New South Wales (UNSW) and University of Mannheim - Department of International Finance
Downloads 92 (310,465)

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23.

Market Discipline and Basel Pillar 3 Reporting

CIFR Paper No. 004/2013
Number of pages: 18 Posted: 30 May 2014
Jerry T. Parwada, Stefan Ruenzi and Sidharth Sahgal
UNSW Business School, Independent and University of New South Wales (UNSW)
Downloads 91 (312,595)
Citation 1

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24.

Are Hedge Funds More Skilled than Other Institutional Investors? Evidence from Their Use of Insider Trading Information

Number of pages: 37 Posted: 03 Dec 2019
Pouyan Foroughi, Yixuan Rui, Jerry T. Parwada and Jianfeng Shen
York University - Schulich School of Business, UNSW Australia Business School, School of Banking and Finance, UNSW Business School and UNSW Australia Business School, School of Banking and Finance
Downloads 79 (340,735)

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25.

Insider Profitability and Public Information: Evidence From the XBRL Mandate

Number of pages: 45 Posted: 02 Oct 2019 Last Revised: 28 May 2020
The University of Western Australia, UNSW Business School, The University of Western Australia - UWA Business School and The University of Western Australia
Downloads 65 (379,206)

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XBRL, insider trading, information processing costs, public information

26.

Does Mandatory Risk Information Disclosure Affect Bank Debt Design? Cross-Country Evidence from Yankee Bond Covenants

CIFR Paper No. 107/2016
Number of pages: 34 Posted: 20 Apr 2016
University of Mannheim - Department of Finance, UNSW Business School, University of Mannheim - Department of International Finance and University of Queensland - Business School
Downloads 61 (391,699)

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27.

The Informational Advantage of Local Investors: Evidence from Fund Managers’ Trades Around Credit Events

25th Australasian Finance and Banking Conference 2012
Number of pages: 61 Posted: 19 Aug 2012 Last Revised: 20 Jul 2015
Natalie Oh, Jerry T. Parwada and Eric K. M. Tan
University of New South Wales (UNSW), UNSW Business School and University of Queensland - Business School
Downloads 55 (411,888)

Abstract:

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covenant violations, credit ratings, institutional investors, private information

28.

Managerial Replacements in Mutual Fund Families

26th Australasian Finance and Banking Conference 2013
Number of pages: 40 Posted: 02 Aug 2013 Last Revised: 22 Jul 2015
Jerry T. Parwada and Eric K. M. Tan
UNSW Business School and University of Queensland - Business School
Downloads 44 (452,761)

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Managerial Replacements, Fund Families, Spillover Effects, Performance, Fund Flow

29.

The Value of Institutional Brokerage Relationships: Evidence from the Collapse of Lehman Brothers

Number of pages: 41 Posted: 15 Jan 2018
Jerry T. Parwada, Jianfeng Shen, Kok Siaw and Eric K. M. Tan
UNSW Business School, UNSW Australia Business School, School of Banking and Finance, UNSW Business School and University of Queensland - Business School
Downloads 42 (461,035)

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30.

The scientific value of finance after the crisis: Evidence from research usage and financial innovation

UNSW Business School Research Paper Forthcoming
Number of pages: 57 Posted: 17 Apr 2020 Last Revised: 12 Oct 2020
Jerry T. Parwada
UNSW Business School
Downloads 32 (506,687)

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financial crisis, scientific knowledge, paradigm shift, practitioner journals

31.

Trends and Determinants of Australian Managed Fund Transaction Costs

Accounting and Finance, Vol. 43, pp. 345-363, November 2003
Number of pages: 19 Posted: 15 Dec 2003
Jerry T. Parwada
UNSW Business School
Downloads 30 (516,931)
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32.

The Information Content of Australian Managed Fund Ratings

Journal of Business Finance & Accounting, Vol. 34, Issue 9-10, pp. 1528-1547, November/December 2007
Number of pages: 20 Posted: 11 Dec 2007
Robert W. Faff, Jerry T. Parwada and Hun-Lune Poh
University of Queensland, UNSW Business School and affiliation not provided to SSRN
Downloads 24 (551,703)
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33.

Financial Transaction Tax and Market Quality: Evidence from the French FTT Regulation in 2012

27th Australasian Finance and Banking Conference 2014 Paper
Posted: 02 Jul 2014
Jerry T. Parwada, Yixuan Rui and Jianfeng Shen
UNSW Business School, UNSW Australia Business School, School of Banking and Finance and UNSW Australia Business School, School of Banking and Finance

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financial transaction tax, liquidity, migration, price informativeness

34.

Effect of Market Comovements on International Mutual Fund Managers' Portfolio Holdings

Posted: 24 Aug 2006
Jerry T. Parwada and Eliza Wu
UNSW Business School and The University of Sydney - Business School

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Stock market comovement, international portfolio holdings, diversification