David Hillier

University of Strathclyde - Department of Accounting and Finance

Curran Building

100 Cathedral Street

Glasgow G4 0LN

United Kingdom

  • University of Strathclyde - Department of Accounting and Finance

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    • Tel: 44 0141 330 4809
    • Fax: 44 0141 330 4442
SCHOLARLY PAPERS

25

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Top 19,646

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48

CROSSREF CITATIONS

14

Scholarly Papers (25)

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1.

Fair Value Accounting and Managerial Discretion

Number of pages: 37 Posted: 06 Mar 2008
Alistair Byrne, Iain Clacher, David Hillier and Allan Hodgson
University of Edinburgh - Business School, University of Leeds - Faculty of Business, University of Strathclyde - Department of Accounting and Finance and University of Queensland - Faculty of Business, Economics and Law
Downloads 1,383 (24,969)
Citation 2

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Accounting Standards, FRS-17, Pensions, Managerial Discretion, Capital Markets, Fair Value Accounting

2.

Firm Performance, Entrenchment and Managerial Succession in Family Firms

Number of pages: 38 Posted: 02 Feb 2005
Patrick McColgan and David Hillier
University of Strathclyde and University of Strathclyde - Department of Accounting and Finance
Downloads 1,160 (32,305)
Citation 2

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CEO Turnover, Corporate Restructuring, Family Firms, Firm Performance, Managerial Entrenchment

3.

Does Corporate Governance Matter? New Evidence from the United Kingdom

Number of pages: 24 Posted: 01 Nov 2008
Iain Clacher, Elirehema Joshua Doriye and David Hillier
University of Leeds - Faculty of Business, Independent and University of Strathclyde - Department of Accounting and Finance
Downloads 908 (45,623)
Citation 12

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Corporate Governance, Firm Performance, Corporate Governance Index, Investment, Institutional Shareholdings, Comply or Explain

4.

The National Market Impact of Sovereign Rating Changes

University of Strathclyde, Department of Accounting & Finance Working Paper
Number of pages: 30 Posted: 05 Mar 2002
Robert W. Faff, Robert D. Brooks, Joe Hillier and David Hillier
University of Queensland, Monash University, Glasgow Caledonian University and University of Strathclyde - Department of Accounting and Finance
Downloads 904 (45,861)
Citation 13

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Sovereign Rating Changes, Event Study, Country Beta Risk

5.

Do Audit Committees Reduce the Agency Costs of Ownership Structure?

Number of pages: 59 Posted: 14 Feb 2009 Last Revised: 11 May 2011
Charlie X. Cai, David Hillier, Gao-Liang Tian and Qinghua Wu
University of Liverpool Management School, University of Strathclyde - Department of Accounting and Finance, Xi'an Jiaotong University (XJTU) - School of Management and Fu Dan University
Downloads 808 (53,524)
Citation 2

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Government Owned Enterprises, Corporate Governance, Auditing, Audit Committee, Pyramid Groups

6.

The Impact of the London Stock Exchange Model Code on Insider Trading in the UK

Number of pages: 41 Posted: 06 Dec 1997
Andrew P. Marshall and David Hillier
University of Strathclyde - Strathclyde Business School and University of Strathclyde - Department of Accounting and Finance
Downloads 649 (71,390)
Citation 1

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7.

Where Should I Publish to Get Promoted? A Finance Journal Ranking Based on Business School Promotions

Journal of Banking and Finance 114, 105780, 2020
Number of pages: 32 Posted: 24 Mar 2020
Emanuele Bajo, Massimiliano Barbi and David Hillier
University of Bologna - Department of Economics, University of Bologna - Department of Management and University of Strathclyde - Department of Accounting and Finance
Downloads 532 (91,468)
Citation 7

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Journal Ranking, Research Assessment, Finance Journals

8.

Interest Rate Risk Estimation: A New Duration-Based Approach

Downloads 493 (100,361)
Citation 2

Interest Rate Risk Estimation: A New Duration-Based Approach

Number of pages: 21 Posted: 28 Apr 2009
Emanuele Bajo, Massimiliano Barbi and David Hillier
University of Bologna - Department of Economics, University of Bologna - Department of Management and University of Strathclyde - Department of Accounting and Finance
Downloads 493 (99,323)
Citation 2

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Duration, Interest Rate Risk, Hedging, Fixed Income

Interest Rate Risk Estimation: A New Duration-Based Approach

Applied Economics, Vol. 45, pp. 2697-2704, 2013
Posted: 14 Feb 2012 Last Revised: 19 Feb 2016
Emanuele Bajo, Massimiliano Barbi and David Hillier
University of Bologna - Department of Economics, University of Bologna - Department of Management and University of Strathclyde - Department of Accounting and Finance

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Duration, Interest Rate Risk, Hedging, Fixed Income

9.

Modelling Return and Volatility Exposures in Global Stock Markets

University of Strathclyde Accounting & Finance Working Paper
Number of pages: 32 Posted: 05 Mar 2002
Robert W. Faff, Michael D. McKenzie and David Hillier
University of Queensland, The University of Sydney - Discipline of Finance and University of Strathclyde - Department of Accounting and Finance
Downloads 411 (124,413)

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Volatility Exposures, Volatility Spillovers, Risk Management, Asymmetric GARCH

10.

Asset Sales, Operating Performance and Firm Strategy: An Empirical Analysis

Number of pages: 35 Posted: 02 Feb 2005
Patrick McColgan, Samwel Werema and David Hillier
University of Strathclyde, University of Strathclyde - Department of Accounting and Finance and University of Strathclyde - Department of Accounting and Finance
Downloads 405 (126,530)
Citation 2

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Asset Sales, Corporate Restructuring, Firm Strategy, Operating Performance

11.

Dealer Behaviour and Market Quality When Insiders Trade

Number of pages: 44 Posted: 05 Mar 2002
Narayan Y. Naik, Pradeep K. Yadav and David Hillier
London Business School - Institute of Finance and Accounting, University of Oklahoma Price College of Business and University of Strathclyde - Department of Accounting and Finance
Downloads 335 (156,006)

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Market Quality, Inventory Control, Insider Trading

12.

The Determinants and Value Impact of Regulatory Compliance: An Analysis of Insider Trading Disclosures

Number of pages: 42 Posted: 13 Feb 2008
Emanuele Bajo, Marco Bigelli, David Hillier and Barbara Petracci
University of Bologna - Department of Economics, University of Bologna - Department of Management, University of Strathclyde - Department of Accounting and Finance and University of Bologna- Department of Management
Downloads 282 (186,956)
Citation 1

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Regulatory Compliance, Corporate Governance, Corporate Insider Trading, Regulation, Italy, Family Firms

13.

Managerial Discipline and Firm Responses to a Decline in Operating Performance

Number of pages: 52 Posted: 03 Feb 2005
Patrick McColgan and David Hillier
University of Strathclyde and University of Strathclyde - Department of Accounting and Finance
Downloads 269 (196,150)
Citation 1

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Corporate Governance, Corporate Restructuring, Operating Performance

14.

The Impact of Personal Attributes on Corporate Insider Trading

Number of pages: 40 Posted: 05 Mar 2013 Last Revised: 12 Nov 2014
David Hillier, Adriana Korczak and Piotr Korczak
University of Strathclyde - Department of Accounting and Finance, University of Bristol and University of Bristol - Department of Finance and Accounting
Downloads 261 (202,154)
Citation 4

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Insider Trading; Abnormal Returns; Fixed Effects

15.

The Role of Institutional Investors in Public-to-Private Transactions

Downloads 247 (213,469)

The Role of Institutional Investors in Public-to-Private Transactions

ECGI - Finance Working Paper No. 350
Number of pages: 40 Posted: 21 Feb 2013
Emanuele Bajo, Massimiliano Barbi, Marco Bigelli and David Hillier
University of Bologna - Department of Economics, University of Bologna - Department of Management, University of Bologna - Department of Management and University of Strathclyde - Department of Accounting and Finance
Downloads 247 (212,596)
Citation 7

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Public-to-private transactions, delisting, family firms, tender offer

The Role of Institutional Investors in Public-to-Private Transactions

Journal of Banking and Finance, Vol. 37, pp. 4327-4336, 2013
Posted: 06 Jul 2013 Last Revised: 19 Oct 2013
Emanuele Bajo, Massimiliano Barbi, Marco Bigelli and David Hillier
University of Bologna - Department of Economics, University of Bologna - Department of Management, University of Bologna - Department of Management and University of Strathclyde - Department of Accounting and Finance

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Public-to-private transactions, Delisting, Family firms, Tender offer

16.

An Analysis of Majority Owner-Managed Companies in the UK

Number of pages: 46 Posted: 07 May 2004
Patrick McColgan and David Hillier
University of Strathclyde and University of Strathclyde - Department of Accounting and Finance
Downloads 237 (222,257)
Citation 1

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Corporate Governance, Majority, Owner Managed, Corporate Control

17.

Complete Markets, Informed Trading and Equity Option Introductions

Number of pages: 35 Posted: 23 Jul 2003
Robert W. Faff and David Hillier
University of Queensland and University of Strathclyde - Department of Accounting and Finance
Downloads 210 (249,248)
Citation 4

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options, complete markets, informed trading, short sales

18.

Trading Frictions and Market Structure: An Empirical Analysis

Journal of Business Finance & Accounting, Vol. 35, No. 3-4, pp. 563-579, 2008
Number of pages: 28 Posted: 06 Oct 2010
Charlie X. Cai, David Hillier, Robert Hudson and Kevin Keasey
University of Liverpool Management School, University of Strathclyde - Department of Accounting and Finance, Hull University Business School (HUBS) and University of Leeds - Division of Accounting and Finance
Downloads 205 (254,757)

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SETS, SEAQ, Trading Friction, Market Structure

19.

Institutional Shareholder Activism and Limited Investor Attention

Number of pages: 31 Posted: 07 Sep 2010
Pornanong Budsaratragoon, Suntharee Lhaopadchan and David Hillier
Chulalongkorn University - Faculty of Commerce and Accountancy, Kasetsart University - Faculty of Management Sciences and University of Strathclyde - Department of Accounting and Finance
Downloads 184 (280,609)

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Shareholder Activism, Limited Attention, Behavioral Finance, CalPERS

20.

Market Feedback, Investment Constraints, and Managerial Behavior

European Financial Management Journal, Forthcoming
Number of pages: 40 Posted: 25 Oct 2007 Last Revised: 30 Apr 2008
Paula Hill and David Hillier
University of Bristol and University of Strathclyde - Department of Accounting and Finance
Downloads 119 (399,261)

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Market Feedback, Managerial Behavior, Investment, Financing, Book to Market, Initial Public Offerings

21.

Asset Allocations in a Thai Defined Contribution Fund: A Behavioural Experiment Conditioned on Financial Expertise

Number of pages: 38 Posted: 22 Oct 2015
Pornanong Budsaratragoon, David Hillier, Allan Hodgson and Suntharee Lhaopadchan
Chulalongkorn University - Faculty of Commerce and Accountancy, University of Strathclyde - Department of Accounting and Finance, University of Queensland - Faculty of Business, Economics and Law and Kasetsart University - Faculty of Management Sciences
Downloads 84 (505,444)

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Thai defined contribution pensions; Home bias in pensions; Default pension plans, Pensions and financial literacy; Behavioural pension allocations

22.

The Determinants of Regulatory Compliance: An Analysis of Insider Trading Disclosures in Italy

Journal of Business Ethics, Vol. 90, No. 3, pp. 331-343, 2009
Posted: 02 Oct 2009 Last Revised: 14 May 2010
Emanuele Bajo, Marco Bigelli, David Hillier and Barbara Petracci
University of Bologna - Department of Economics, University of Bologna - Department of Management, University of Strathclyde - Department of Accounting and Finance and University of Bologna- Department of Management

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regulatory compliance, corporate governance, insider trading, regulation, Italy, family firms

23.

Do Precious Metals Shine? An Investment Perspective

Financial Analysts Journal, Vol. 62, No. 2, pp. 98-106, April 2006
Posted: 23 May 2006
Paul Draper, Robert W. Faff and David Hillier
University of Exeter, University of Queensland and University of Strathclyde - Department of Accounting and Finance

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Alternative Investments, Commodities, Portfolio Management, Asset Allocation

24.

An International Investigation of the Factors that Determine Conditional Gold Betas

Posted: 11 May 2004
Robert W. Faff and David Hillier
University of Queensland and University of Strathclyde - Department of Accounting and Finance

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Stock Price Exposures, Gold Beta, International Evidence

25.

Taxation and Black's Zero-Beta Strategy Revisited

Posted: 06 Nov 2001
Justin Wood, Robert W. Faff and David Hillier
Sydney Office, University of Queensland and University of Strathclyde - Department of Accounting and Finance

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