Anthony J. Richards

Reserve Bank of Australia - Economic Research

Head of Economic Research

GPO Box 3947

Sydney, NSW 2001

Australia

SCHOLARLY PAPERS

19

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CITATIONS
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Top 2,172

in Total Papers Citations

258

Scholarly Papers (19)

1.

Idiosyncratic Risk An Empirical Analysis, with Implications for the Risk of Relative-Value Trading Strategies

IMF Working Paper No. 99/148
Number of pages: 33 Posted: 15 Feb 2006
Anthony J. Richards
Reserve Bank of Australia - Economic Research
Downloads 1,094 (14,467)
Citation 10

Abstract:

Idiosyncratic Risk Dispersion Risk Management Hedge Funds

2.

The Characteristics and Trading Behavior of Dual-listed Companies

Reserve Bank of Australia Research Discussion Paper No. 2003-06
Number of pages: 36 Posted: 21 Jul 2003
Jaideep Bedi, Anthony J. Richards and Paul Tennant
Reserve Bank of Australia, Reserve Bank of Australia - Economic Research and Reserve Bank of Australia
Downloads 966 (14,569)
Citation 7

Abstract:

dual-listed company, Siamese twin companies, excess comovement, trading-based comovement, international equities

3.

Bank Rating Changes and Bank Stock Returns Puzzling Evidence from the Emerging Markets

IMF Working Paper No. 99/151
Number of pages: 28 Posted: 15 Feb 2006
Anthony J. Richards and David Deddouche
Reserve Bank of Australia - Economic Research and Société Générale
Downloads 584 (36,259)
Citation 9

Abstract:

Event Study Rating Changes Bank Stock Prices

Winner-Loser Reversals in National Stock Market Indices: Can They be Explained?

IMF Working Paper No. 97/182
Number of pages: 22 Posted: 15 Feb 2006
Anthony J. Richards
Reserve Bank of Australia - Economic Research
Downloads 573 (37,963)
Citation 46

Abstract:

International equity pricing, winner-loser reversals, contrarian strategies

Winner-Loser Reversals in National Stock Market Indices: Can They be Explained?

Journal of Finance, Vol. 52, No. 5
Posted: 07 Nov 1997
Anthony J. Richards
Reserve Bank of Australia - Economic Research

Abstract:

Winner-Loser Reversals in National Stock Market Indices: Can They be Explained?

Posted: 07 Nov 1997
Anthony J. Richards
Reserve Bank of Australia - Economic Research

Abstract:

5.

Rating Agency Actions and the Pricing of Debt and Equity of European Banks: What Can We Infer About Private Sector Monitoring of Bank Soundness?

ECB Working Paper No. 76
Number of pages: 36 Posted: 25 Feb 2003
Reint Gropp and Anthony J. Richards
Halle Institute for Economic Research and Reserve Bank of Australia - Economic Research
Downloads 424 (51,670)
Citation 23

Abstract:

bond ratings; event study; banks; abnormal returns

Big Fish in Small Ponds: The Trading Behavior and Price Impact of Foreign Investors in Asian Emerging Equity Markets

Number of pages: 37 Posted: 19 Jul 2002
Anthony J. Richards
Reserve Bank of Australia - Economic Research
Downloads 392 (61,410)
Citation 30

Abstract:

Big Fish in Small Ponds: The Trading Behavior and Price Impact of Foreign Investors in Asian Emerging Equity Markets

Journal of Financial and Quantitative Analysis, Forthcoming
Posted: 10 Sep 2004
Anthony J. Richards
Reserve Bank of Australia - Economic Research

Abstract:

Equity markets, emerging markets, foreign investors, positive-feedback trading, momentum investing, price impacts

Bond Restructuring and Moral Hazard: Are Collective Action Clauses Costly?

IMF Working Paper No. 01/92
Number of pages: 36 Posted: 25 Sep 2001
Torbjorn Becker, Anthony J. Richards and Yunyong Thaicharoen
affiliation not provided to SSRN, Reserve Bank of Australia - Economic Research and Bank of Thailand
Downloads 234 (109,594)
Citation 17

Abstract:

Bond restructuring, collective action clauses, contract design, moral hazard, emerging markets, bond yields, international financial architecture

Bond Restructuring and Moral Hazard: Are Collective Action Clauses Costly?

IMF Working Paper No. 01/92
Number of pages: 42 Posted: 01 Feb 2006
Torbjorn Becker, Anthony J. Richards and Yungyong Thaicharoen
affiliation not provided to SSRN, Reserve Bank of Australia - Economic Research and Bank of Thailand
Downloads 76 (271,381)
Citation 17

Abstract:

Bond restructuring, collective action clauses, moral hazard, emerging markets, bond yields, contract design

8.

Comovements in National Stock Market Returns: Evidence of Predictability but not Cointegration

IMF Working Paper No. 96/28
Number of pages: 30 Posted: 15 Feb 2006
Anthony J. Richards
Reserve Bank of Australia - Economic Research
Downloads 253 (93,348)
Citation 42

Abstract:

9.

From Crisis to Recovery in Korea Strategy, Achievements, and Lessons

IMF Working Paper No. 01/154
Number of pages: 94 Posted: 31 Jan 2006
Peter G. Peterson Institute for International Economics, International Monetary Fund (IMF), International Monetary Fund (IMF) - Monetary and Exchange Affairs Department, International Monetary Fund (IMF), Independent Author and Reserve Bank of Australia - Economic Research
Downloads 250 (91,459)
Citation 10

Abstract:

Korea, Asian financial crisis, IMF

10.

The Use of Collective Action Clauses in New York Law Bonds of Sovereign Borrowers

Number of pages: 16 Posted: 23 Oct 2003
Anthony J. Richards and Mark Gugiatti
Reserve Bank of Australia - Economic Research and Reserve Bank of Australia - International Department
Downloads 218 (107,735)
Citation 6

Abstract:

collective action clauses, sovereign debt restructuring, emerging markets, governing law

11.

Do Collective Action Clauses Influence Bond Yields? New Evidence from Emerging Markets

Reserve Bank of Australia Research Working Paper No. 2003-02
Number of pages: 27 Posted: 15 Apr 2003
Anthony J. Richards and Mark Gugiatti
Reserve Bank of Australia - Economic Research and Reserve Bank of Australia - International Department
Downloads 206 (120,265)
Citation 16

Abstract:

sovereign debt crises, collective action clauses, bond yields, emerging markets, debt restructuring

12.

Volatility and Predictability in National Stock Markets: How Do Emerging and Mature Markets Differ?

IMF Working Paper No. 96/29
Number of pages: 46 Posted: 15 Feb 2006
Anthony J. Richards
Reserve Bank of Australia - Economic Research
Downloads 202 (117,472)
Citation 13

Abstract:

Improving Median Housing Price Indexes Through Stratification

Number of pages: 35 Posted: 22 Jan 2007
Anthony J. Richards and Nalini Prasad
Reserve Bank of Australia - Economic Research and Reserve Bank of Australia - Economic Research
Downloads 83 (257,153)
Citation 3

Abstract:

housing, housing prices

Improving Median Housing Price Indexes Through Stratification

Journal of Real Estate Research, Vol. 30, No. 1, 2008
Number of pages: 28 Posted: 14 Jan 2008 Last Revised: 23 Jul 2009
Nalini Prasad and Anthony J. Richards
Reserve Bank of Australia - Economic Research and Reserve Bank of Australia - Economic Research
Downloads 48 (344,875)
Citation 3

Abstract:

house price measures, price change, price growth

Devaluation Expectations and the Stock Market: The Case of Mexico in 1994/95

IMF Working Paper No. 00/28
Number of pages: 43 Posted: 29 Jan 2006
Torbjorn Becker, Gaston Gelos and Anthony J. Richards
affiliation not provided to SSRN, International Monetary Fund (IMF) - Research Department and Reserve Bank of Australia - Economic Research
Downloads 98 (230,563)
Citation 2

Abstract:

Stock market, Mexican peso devaluations, event study, exchange rate exposure, credibility of exchange rate regimes, leading crisis indicators

Devaluation Expectations and the Stock Market: The Case of Mexico in 1994/95

IMF Working Paper No. 00/28
Posted: 27 Apr 2000
Torbjorn Becker, Gaston Gelos and Anthony J. Richards
affiliation not provided to SSRN, International Monetary Fund (IMF) - Research Department and Reserve Bank of Australia - Economic Research

Abstract:

15.

The Performance of Trimmed Mean Measures of Underlying Inflation

Number of pages: 38 Posted: 08 Dec 2006
Anthony J. Richards and Andrea Brischetto
Reserve Bank of Australia - Economic Research and Reserve Bank of Australia
Downloads 58 (307,945)
Citation 5

Abstract:

underlying inflation, core inflation, trimmed means, Australia, United States, Japan, euro area

16.

Growth, Nontradables, and Price Convergence in the Baltics

IMF Working Paper No. 95/45
Number of pages: 40 Posted: 15 Feb 2006
Anthony J. Richards and Gunnar Tersman
Reserve Bank of Australia - Economic Research and affiliation not provided to SSRN
Downloads 34 (351,409)
Citation 17

Abstract:

17.

Trade Openness: An Australian Perspective

Australian Economic Papers, Vol. 45, No. 3, pp. 188-203, September 2006
Number of pages: 16 Posted: 23 Aug 2006
Simon Guttmann and Anthony J. Richards
Reserve Bank of Australia and Reserve Bank of Australia - Economic Research
Downloads 27 (416,130)
Citation 2
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Abstract:

18.

The Forecasting Performance of Single Equation Models of Inflation

Economic Record, Vol. 88, Issue 280, pp. 64-78, 2012
Number of pages: 15 Posted: 24 Feb 2012
David Norman and Anthony J. Richards
affiliation not provided to SSRN and Reserve Bank of Australia - Economic Research
Downloads 2 (544,165)
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Abstract:

19.

Urban Structure and Housing Prices: Some Evidence from Australian Cities

Economic Record, Vol. 88, Issue 282, pp. 303-322, 2012
Number of pages: 20 Posted: 14 Sep 2012
Mariano Kulish, Anthony J. Richards and Christian Gillitzer
affiliation not provided to SSRN, Reserve Bank of Australia - Economic Research and University of Michigan, Stephen M. Ross School of Business
Downloads 0 (554,273)
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Abstract: