Reuben Segara

University of Sydney Business School

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

16

DOWNLOADS

391

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Ideas:
“  My research interests are centred on examining market efficiency and integrity issues in capital markets. Specifically, my research focuses on the trading behaviors of different groups of market participants  ”

Scholarly Papers (16)

1.

Stock Price Movements and Trading Behaviors Around Merger and Acquisition Announcements: Evidence from the Korean Stock Market

International Journal of Managerial Finance, Vol. 15(4): 593-610 (2019)
Number of pages: 37 Posted: 14 Mar 2018 Last Revised: 27 Oct 2021
Jingwei Feng, Reuben Segara and Jin Young Yang
University of Sydney Business School, University of Sydney Business School and Inha University
Downloads 170 (247,539)

Abstract:

Loading...

Mergers and Acquisitions; Trading Behaviors; Types of Investors; Korean Stock Market

2.

Asset Price Bubbles in the Australian Market

CIFR Paper No. 119/2016
Number of pages: 154 Posted: 30 Aug 2016
University of Oxford, University of Iowa - Department of Finance, University of Sydney - Discipline of FinanceThe University of Sydney - Discipline of Finance, Macquarie University, University of Cambridge - Faculty of Economics and Politics, University of Sydney Business School, The University of Sydney - Discipline of Finance and University of Sydney - Business School - Finance Discipline
Downloads 155 (267,220)

Abstract:

Loading...

Asset Price bubbles, Markets

3.

The Differential Impact of Leverage on Firm Investment: Evidence From Advanced and Developing Countries

Number of pages: 11 Posted: 24 Jan 2021
Reuben Segara and Jin Young Yang
University of Sydney Business School and Inha University
Downloads 66 (468,565)

Abstract:

Loading...

Leverage; Investment; Advanced countries; Developing countries; Corporate finance

4.

Firm, Institutional, and Short Sellers’ Trading Behavior around Share Repurchases

Managerial Finance, Forthcoming.
Posted: 08 Jul 2020 Last Revised: 27 Oct 2021
Reuben Segara and Jin Young Yang
University of Sydney Business School and Inha University

Abstract:

Loading...

Share repurchases, Short selling, Institutional investors, Informed investors

5.

Testing Price Bubbles in Australian Listed Equities and A-REIT Markets

The Australasian Journal of Applied Finance, Issue 3(Article 2): 9-16, 2019
Posted: 01 Jun 2020
University of Oxford, University of Sydney - Discipline of FinanceThe University of Sydney - Discipline of Finance, The University of Sydney, The University of Sydney - Discipline of Finance, University of Sydney Business School and University of Sydney - Business School - Finance Discipline

Abstract:

Loading...

Price Bubbles, Financial Stability, A-REIT Markets, Detection Methodologies

6.

Does Spurious Mean Reversion in Basis Changes Still Exist After the Introduction of Exchange Traded Funds

Review of Futures Markets Vol 17(4): Article 4, 2009
Posted: 01 Jun 2020
University of North Carolina Wilmington, Kent State University, University of Sydney Business School and University of Virginia - McIntire School of Commerce

Abstract:

Loading...

Observed Basis Mean Reversion, Spurious Basis Predictability, Cash Index, Exchange Traded Funds, SPDR’s, Index Futures, Non-Synchronicity Between Cash and Derivative Securities

7.

The impact of trade characteristics on stock return volatility: Evidence from the Australian Stock Exchange

Asia-Pacific Journal of Financial Studies, Vol 38(2): 163-186, 2008
Posted: 01 Jun 2020
Alex Frino, Reuben Segara and Hui Zheng
University of Wollongong, University of Sydney Business School and Discipline of Finance, The University of Sydney

Abstract:

Loading...

Trade Characteristics, Stock Return Volatility, Information Asymmetry, Stealth Trading, Market Microstructure

8.

Market Microstructure Effects on Volatility at the TAIFEX

Journal of Futures Markets, Vol 27(12): 1219-1243, 2007
Posted: 01 Jun 2020
Jayaram Muthuswamy, Reuben Segara and Robert I. Webb
Kent State University, University of Sydney Business School and University of Virginia - McIntire School of Commerce

Abstract:

Loading...

Volatility, Stock Index Futures, TAIFEX, SGX, Market Micro-structure

9.

Supporting the Reflective Practice of Tutors: What Do Tutors Reflect On?

Teaching in Higher Education, Vol 15(1): 57-70, 2010
Posted: 01 Jun 2020
Armani Bell, Rosina Mladenovic and Reuben Segara
affiliation not provided to SSRN, affiliation not provided to SSRN and University of Sydney Business School

Abstract:

Loading...

Academic Teaching Development, Improving Teaching Practice, Self-Reflection, Sessional Staff

10.

The Impact of Trading Halts on Liquidity and Price Volatility: Evidence From the Australian Stock Exchange

Pacific-Basin Finance Journal Vol. 19(3): 298-307 (2011)
Posted: 01 Jun 2020
Alex Frino, Steven Lecce and Reuben Segara
University of Wollongong, affiliation not provided to SSRN and University of Sydney Business School

Abstract:

Loading...

Australian securities exchange, Market microstructure,Trading halts, Liquidity

11.

Does Broker Anonymity Hide Informed Traders?

International Finance Review Vol. 13 (Transparency and Governance): 287-313 (2012), Macquarie Business School Research Paper
Posted: 01 Jun 2020
Andrew Lepone, Reuben Segara and Brad Wong
Macquarie University, Macquarie Business School, University of Sydney Business School and affiliation not provided to SSRN

Abstract:

Loading...

Broker anonymity, Informed trading, Stock exchange, Takeovers

12.

The Impact of Naked Short Selling on the Securities Lending and Equity Market

Journal of Financial Markets, Vol. 15(1): 81-107, 2012, Macquarie Business School Research Paper
Posted: 01 Jun 2020
affiliation not provided to SSRN, Macquarie University, Macquarie Business School, The University of Sydney - Discipline of Finance and University of Sydney Business School

Abstract:

Loading...

Short Sale Constraints, Liquidity, Naked Short Selling, Australian Securities Exchange, Regression Discontinuity Design

Abstract:

Loading...

The Asian Financial Crisis; Emerging countries; Financing constraints; Cash reserve policy; Investment decisions; Financing decisions; Payout policy

14.

Foreign Investors’ Trading Behaviors around Merger and Acquisition Announcements: Evidence from Korea

Finance Research Letters, Volume 37, November 2020, 101375
Posted: 29 May 2019 Last Revised: 07 Sep 2021
Jin Young Yang and Reuben Segara
Inha University and University of Sydney Business School

Abstract:

Loading...

Mergers and acquisitions, Trading behaviors, Foreign investors, Korean stock market

15.

Analyst Tipping: Evidence on Finnish Stocks

International Review of Financial Analysis, Vol. 66: 1-12. (2019)
Posted: 07 Dec 2017 Last Revised: 12 May 2020
Ruiqi Mao, Reuben Segara and P. Joakim Westerholm
University of Sydney Business School, University of Sydney Business School and University of Sydney Business School

Abstract:

Loading...

analyst upgrades, analyst downgrades, tipping

16.

The bid-ask spread of bank-issued options: A quantile regression analysis

Quantitative Finance, Vol 13(8): 1241-1255
Posted: 25 Aug 2008 Last Revised: 04 May 2020
Giovanni Petrella and Reuben Segara
Università Cattolica del Sacro Cuore and University of Sydney Business School

Abstract:

Loading...

covered warrants, options, liquidity, bid-ask spread