Clive Gaunt

University of Queensland - Business School

Brisbane, Queensland 4072

Australia

SCHOLARLY PAPERS

6

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1,233

CITATIONS
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in Total Papers Citations

25

Scholarly Papers (6)

Size and Book-to-Market Factors in Australia

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 32 Posted: 06 Aug 2008
Schroder Investment Management Limited, Bond University and University of Queensland - Business School
Downloads 561 (46,644)
Citation 20

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Size effect, Book-to-market effect, CAPM, Asset pricing, Fama-French Three-Factor Model

Size and Book-to-Market Factors in Australia

Australian Journal of Management, Vol. 37, No. 2, 2012
Posted: 04 Aug 2012
University of Queensland, University of Queensland - Business School and Schroder Investment Management Limited

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asset pricing, book-to-market effect, capital asset-pricing model, Fama–French three-factor model, size effect

2.

Limit Order Imbalances and Return Predictability

EFMA 2004 Basel Meetings Paper
Number of pages: 42 Posted: 09 May 2004
Clive Gaunt and Andrew Gunn
University of Queensland - Business School and University of Queensland
Downloads 360 (81,153)
Citation 1

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3.

Stock Returns Following Large One-Day Declines: Further Evidence on the Liquidity Explanation from a Small, Developed Market

Number of pages: 27 Posted: 29 Jan 2004
Clive Gaunt and Jane Nguyen
University of Queensland - Business School and University of Queensland
Downloads 168 (175,390)
Citation 6

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4.

Publication Records of Australian Accounting and Finance Faculty Promoted to Full Professor, Set within an International Context

Number of pages: 38 Posted: 26 Sep 2017
Alan Goodacre, Clive Gaunt and Darren Henry
University of Stirling - Department of Accounting and Finance, University of Queensland - Business School and La Trobe University - Department of Economics and Finance
Downloads 110 (245,063)

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professor, promotion, productivity, publication, internationalisation

5.

Size and Book to Market Effects and the Fama French Three Factor Asset Pricing Model: Evidence from the Australian Stockmarket

Accounting and Finance, Vol. 44, pp. 27-44, March 2004
Number of pages: 18 Posted: 10 Mar 2004
Clive Gaunt
University of Queensland - Business School
Downloads 31 (456,546)
Citation 52
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6.

Interaction of Size, Book-to-Market and Momentum Effects in Australia

Accounting & Finance, Vol. 50, Issue 1, pp. 197-219, March 2010
Number of pages: 23 Posted: 01 Mar 2010
affiliation not provided to SSRN, Bond University and University of Queensland - Business School
Downloads 3 (620,475)
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