Jerry T. Parwada

UNSW Australia Business School, School of Banking and Finance

Sydney, NSW 2052

Australia

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

31

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Top 19,269

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16

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Scholarly Papers (31)

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 Australia Business School, School of Banking and Finance and The University of Western Australia - UWA Business School
Downloads 967 (22,269)

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

2.

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 Australia Business School, School of Banking and Finance and University of Queensland
Downloads 447 (62,511)

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Pension plan mandates, fund managers, delegated portfolio management.

3.

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 Australia Business School, School of Banking and Finance and The Chinese University of Hong Kong, Shenzhen
Downloads 398 (71,903)

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Media, Information Dissemination, Corporate Governance, Insider Trading

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 Australia Business School, School of Banking and Finance and The University of Western Australia
Downloads 291 (101,838)

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algorithmic trading; return gap; mutual fund; liquidity

Algorithmic Trading and Mutual Fund Performance

Number of pages: 35 Posted: 27 Jan 2018 Last Revised: 05 Apr 2019
University of New South Wales - School of Banking and Finance, UNSW Australia Business School, School of Banking and Finance and The University of Western Australia
Downloads 86 (289,572)

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algorithmic trading; return gap; mutual fund; liquidity

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 Australia Business School, School of Banking and Finance and University of Queensland - Business School
Downloads 375 (77,032)

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Hedge funds, managerial experience, performance, survival

6.

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 Australia Business School, School of Banking and Finance
Downloads 362 (80,298)

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Mutual funds, Investor behaviour, Mergers and acquisitions

7.

Did Bank-Related Hedge Funds Benefit from Bailouts During the Financial Crisis?

Number of pages: 60 Posted: 16 Mar 2011 Last Revised: 19 May 2019
Robert W. Faff, Jerry T. Parwada and Eric K. M. Tan
University of Queensland, UNSW Australia Business School, School of Banking and Finance and University of Queensland - Business School
Downloads 359 (81,069)

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

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 Australia Business School, School of Banking and Finance
Downloads 314 (93,723)

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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 Australia Business School, School of Banking and Finance
Downloads 19 (536,244)
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9.

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 Australia Business School, School of Banking and Finance and University of Queensland - Business School
Downloads 316 (93,620)

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

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, Capital Markets CRC Limited and UNSW Australia Business School, School of Banking and Finance
Downloads 289 (102,634)

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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 Australia Business School, School of Banking and Finance and Capital Markets CRC Limited
Downloads 27 (487,121)
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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 Australia Business School, School of Banking and Finance
Downloads 259 (115,820)

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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 Australia Business School, School of Banking and Finance and The University of Western Australia - UWA Business School
Downloads 238 (126,218)

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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 Australia Business School, School of Banking and Finance and University of Queensland - Business School
Downloads 191 (155,746)

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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 Australia Business School, School of Banking and Finance and Securities Industry Research Centre of Asia Pacific (SIRCA)
Downloads 163 (179,213)

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

15.

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 Australia Business School, School of Banking and Finance, UNSW Australia Business School, School of Banking and Finance and UNSW Australia Business School, School of Banking and Finance
Downloads 143 (199,822)

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Hedge fund, Co-movement

16.

Are Entrepreneurs Special? Evidence from Board Appointments

Northeastern U. D’Amore-McKim School of Business Research Paper No. 2014-02
Number of pages: 51 Posted: 24 Apr 2014 Last Revised: 17 Jun 2014
Northeastern University - Finance Group, University of New South Wales (UNSW), UNSW Australia Business School, School of Banking and Finance and University of Lethbridge Calgary Campus
Downloads 142 (200,969)

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Entrepreneurs, Director qualifications, Firm value

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 Australia Business School, School of Banking and Finance and The University of Western Australia - UWA Business School
Downloads 141 (202,033)

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International mutual funds, information diffusion, performance

18.

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

FIRN Research Paper No. 2633816
Number of pages: 47 Posted: 24 Jul 2015
Natalie Oh, Jerry T. Parwada and Eric K. M. Tan
University of New South Wales (UNSW), UNSW Australia Business School, School of Banking and Finance and University of Queensland - Business School
Downloads 131 (214,433)

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

19.

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 Australia Business School, School of Banking and Finance and UNSW Australia Business School, School of Banking and Finance
Downloads 125 (222,241)

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Closed end funds, Liquidity, Institutional investors

20.

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 Australia Business School, School of Banking and Finance, UNSW Australia Business School, School of Banking and Finance and University of Sydney Business School
Downloads 123 (224,892)

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

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 Australia Business School, School of Banking and Finance and University of Mannheim - Department of International Finance
Downloads 111 (242,509)

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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 Australia Business School, School of Banking and Finance, University of New South Wales (UNSW) and University of Mannheim - Department of International Finance
Downloads 83 (293,392)

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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 Australia Business School, School of Banking and Finance, Independent and University of New South Wales (UNSW)
Downloads 81 (297,754)

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24.

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 Australia Business School, School of Banking and Finance, University of Mannheim - Department of International Finance and University of Queensland - Business School
Downloads 54 (368,849)

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25.

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 Australia Business School, School of Banking and Finance and University of Queensland - Business School
Downloads 54 (368,849)

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covenant violations, credit ratings, institutional investors, private information

26.

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 Australia Business School, School of Banking and Finance and University of Queensland - Business School
Downloads 39 (420,898)

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

27.

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 Australia Business School, School of Banking and Finance, UNSW Australia Business School, School of Banking and Finance, UNSW Business School and University of Queensland - Business School
Downloads 37 (429,037)

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28.

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 Australia Business School, School of Banking and Finance
Downloads 30 (459,081)
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29.

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 Australia Business School, School of Banking and Finance and affiliation not provided to SSRN
Downloads 24 (489,884)
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30.

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 Australia Business School, School of Banking and Finance, 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

31.

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

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

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Stock market comovement, international portfolio holdings, diversification