David Hillier

University of Strathclyde - Department of Accounting and Finance

Curran Building

100 Cathedral Street

Glasgow G4 0LN

United Kingdom

SCHOLARLY PAPERS

35

DOWNLOADS
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8,508

CITATIONS
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Top 5,010

in Total Papers Citations

104

Scholarly Papers (35)

1.

Fair Value Accounting and Managerial Discretion

Number of pages: 37 Posted: 06 Mar 2008
University of Edinburgh - Business School, University of Leeds - Leeds University Business School (LUBS), University of Strathclyde - Department of Accounting and Finance and University of Queensland - Faculty of Business, Economics and Law
Downloads 1,264 (11,660)
Citation 1

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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 1,004 (16,186)
Citation 7

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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
University of Leeds - Leeds University Business School (LUBS), Independent and University of Strathclyde - Department of Accounting and Finance
Downloads 696 (27,726)

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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
University of Queensland, Monash University, Glasgow Caledonian University and University of Strathclyde - Department of Accounting and Finance
Downloads 693 (25,461)
Citation 28

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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
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 616 (28,903)

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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 575 (37,133)

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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 Management, University of Bologna - Department of Management and University of Strathclyde - Department of Accounting and Finance
Downloads 413 (58,742)

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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 Management, 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

8.

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 370 (65,717)
Citation 1

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Volatility Exposures, Volatility Spillovers, Risk Management, Asymmetric GARCH

9.

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 352 (67,824)
Citation 2

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Asset Sales, Corporate Restructuring, Firm Strategy, Operating Performance

10.

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 296 (84,347)

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Market Quality, Inventory Control, Insider Trading

11.

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

Number of pages: 42 Posted: 13 Feb 2008
University of Bologna - Department of Management, University of Bologna - Department of Management, University of Strathclyde - Department of Accounting and Finance and University of Bologna- Department of Management
Downloads 235 (106,469)
Citation 1

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

12.

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 215 (113,960)
Citation 1

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Corporate Governance, Corporate Restructuring, Operating Performance

An Analysis of Majority Owner-Managed Companies in the UK

EFMA 2004 Basel Meetings Paper
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 201 (129,644)
Citation 3

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Corporate Governance, Majority, Owner Managed, Corporate Control

An Analysis of Majority Owner-Managed Companies in the UK

Accounting & Finance, Vol. 48, No. 4, pp. 603-623, December 2008
Number of pages: 21 Posted: 03 Nov 2008
David Hillier and Patrick McColgan
University of Strathclyde - Department of Accounting and Finance and University of Strathclyde
Downloads 1 (590,824)
Citation 3
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The Role of Institutional Investors in Public-to-Private Transactions

ECGI - Finance Working Paper No. 350
Number of pages: 40 Posted: 21 Feb 2013
University of Bologna - Department of Management, University of Bologna - Department of Management, University of Bologna - Department of Management and University of Strathclyde - Department of Accounting and Finance
Downloads 178 (145,221)

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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
University of Bologna - Department of Management, 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

15.

Complete Markets, Informed Trading and Equity Option Introductions

EFA 2003 Annual Conference Paper No. 507
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 174 (140,290)
Citation 4

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options, complete markets, informed trading, short sales

16.

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
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 169 (146,717)
Citation 3

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SETS, SEAQ, Trading Friction, Market Structure

17.

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 - School of Economics, Finance and Management and University of Bristol - Department of Finance and Accounting
Downloads 155 (135,501)

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Insider Trading; Abnormal Returns; Fixed Effects

18.

Institutional Shareholder Activism and Limited Investor Attention

Number of pages: 31 Posted: 07 Sep 2010
Chulalongkorn University - Faculty of Commerce and Accountancy, Kasetsart University - Faculty of Management Sciences and University of Strathclyde - Department of Accounting and Finance
Downloads 120 (175,345)

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Shareholder Activism, Limited Attention, Behavioral Finance, CalPERS

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 100 (231,239)
Citation 2

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

Market Feedback, Investment Constraints, and Managerial Behavior

European Financial Management, Vol. 15, No. 3, pp. 584-605, June 2009
Number of pages: 22 Posted: 27 May 2009
Paula Hill and David Hillier
University of Bristol and University of Strathclyde - Department of Accounting and Finance
Downloads 2 (578,865)
Citation 2
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20.

The Market Evaluation of Information in Directors' Trades

Journal of Business Finance & Accounting, Vol. 29, pp. 77-110, 2002
Number of pages: 34 Posted: 25 Apr 2002
Andrew P. Marshall and David Hillier
University of Strathclyde - Strathclyde Business School and University of Strathclyde - Department of Accounting and Finance
Downloads 34 (392,402)
Citation 19
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21.

Equity Issuance, CEO Turnover and Corporate Governance

European Financial Management, Vol. 11, No. 4, pp. 515-538, September 2005
Number of pages: 24 Posted: 29 Oct 2005
Scott C. Linn, Patrick McColgan and David Hillier
University of Oklahoma - Michael F. Price College of Business, University of Strathclyde and University of Strathclyde - Department of Accounting and Finance
Downloads 21 (447,400)
Citation 12
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22.

An Analysis of Changes in Board Structure During Corporate Governance Reforms

European Financial Management, Vol. 12, No. 4, pp. 575-607, September 2006
Number of pages: 33 Posted: 11 Aug 2006
Patrick McColgan and David Hillier
University of Strathclyde and University of Strathclyde - Department of Accounting and Finance
Downloads 14 (484,038)
Citation 4
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23.

Liquidity Commonality and the Intervalling Effect

Accounting and Finance, Vol. 47, No. 3, pp. 495-512, September 2007
Number of pages: 18 Posted: 18 Sep 2007
Joe Hillier, Khine Kyaw and David Hillier
Glasgow Caledonian University, Plymouth University - Plymouth Business School and University of Strathclyde - Department of Accounting and Finance
Downloads 13 (494,453)
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24.

Employee Layoffs, Shareholder Wealth and Firm Performance: Evidence from the UK

Journal of Business Finance & Accounting, Vol. 34, No. 3-4, pp. 467-494, April/May 2007
Number of pages: 28 Posted: 04 Jun 2007
University of Strathclyde - Department of Accounting and Finance, University of Strathclyde - Strathclyde Business School, University of Strathclyde and University of Strathclyde - Department of Accounting and Finance
Downloads 13 (494,453)
Citation 1
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25.

Investor Confusion and Similarly Identified Securities

Accounting & Finance, Vol. 47, No. 4, pp. 693-711, December 2007
Number of pages: 19 Posted: 11 Dec 2007
University of Strathclyde - Department of Accounting and Finance, University of Strathclyde - Department of Accounting and Finance and University of Strathclyde - Department of Accounting and Finance
Downloads 6 (529,383)
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26.

The Impact of Country-Level Corporate Governance on Research and Development

Journal of International Business Studies, Vol. 42, No. 1, pp. 76-98, 2011
Number of pages: 23 Posted: 27 Dec 2010
University of Strathclyde - Department of Accounting and Finance, University of Salamanca - Administration and Business Economics, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 2 (551,448)
Citation 3
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27.

Trading Frictions and Market Structure: An Empirical Analysis

Journal of Business Finance & Accounting, Vol. 35, Issue 3-4, pp. 563-579, April/May 2008
Number of pages: 17 Posted: 22 Apr 2008
Charlie X. Cai, David Hillier and Kevin Keasey
University of Bradford - School of Management, University of Strathclyde - Department of Accounting and Finance and University of Leeds - Division of Accounting and Finance
Downloads 2 (551,448)
Citation 3
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28.

Applying DevelopedÔÇÉCountry Regulation in Emerging Markets: An Analysis of Thai Insider Trading

Accounting & Finance, Vol. 52, Issue 4, pp. 1013-1039, 2012
Number of pages: 27 Posted: 14 Dec 2012
Chulalongkorn University - Faculty of Commerce and Accountancy, University of Strathclyde - Department of Accounting and Finance and Kasetsart University - Faculty of Management Sciences
Downloads 1 (561,825)
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Regulation, Insider trading, Emerging markets, Thailand, Earnings

29.

Firm Performance and Managerial Succession in Family Managed Firms

Journal of Business Finance & Accounting, Vol. 36, Issue 3-4, pp. 461-484, April/May 2009
Number of pages: 24 Posted: 12 May 2009
David Hillier and Patrick McColgan
University of Strathclyde - Department of Accounting and Finance and University of Strathclyde
Downloads 1 (561,825)
Citation 9
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30.

IFRS and Secrecy: Assessing Accounting Value Relevance Across Africa

Journal of International Financial Management & Accounting, Vol. 27, Issue 3, pp. 237-268, 2016
Number of pages: 32 Posted: 09 Sep 2016
David Hillier, Allan Hodgson and Shaban Ngole
University of Strathclyde - Department of Accounting and Finance, University of Queensland - Faculty of Business, Economics and Law and Institute of Finance Management
Downloads 0 (576,288)
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31.

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

Number of pages: 38 Posted: 22 Oct 2015
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 0 (377,322)

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

32.

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
University of Bologna - Department of Management, 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

33.

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

34.

An International Investigation of the Factors that Determine Conditional Gold Betas

Financial Review, Vol. 39, No. 3, August 2004
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

35.

Taxation and Black's Zero-Beta Strategy Revisited

Financial Analysts Journal, Vol. 57, No. 5, September/October 2001
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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