Tim Brailsford

Bond University

President

Gold Coast, QLD 4229

Australia

http://www.bond.edu.au

SCHOLARLY PAPERS

18

DOWNLOADS
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SSRN RANKINGS

Top 8,041

in Total Papers Downloads

10,444

SSRN CITATIONS
Rank 13,815

SSRN RANKINGS

Top 13,815

in Total Papers Citations

32

CROSSREF CITATIONS

74

Scholarly Papers (18)

1.

Theory and Evidence on the Relationship between Ownership Structure and Capital Structure

Number of pages: 34 Posted: 30 Oct 1999
Tim Brailsford, Barry R. Oliver and Lay Hwa Sandra Pua
Bond University, University of Queensland - Business School and DHL International
Downloads 3,413 (6,461)
Citation 8

Abstract:

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2.

Selecting Macroeconomic Variables as Explanatory Factors of Emerging Stock Market Returns

Number of pages: 30 Posted: 02 May 2000
Chris Bilson, Tim Brailsford and Vincent J. Hooper
Australian National University (ANU) - Faculty of Economics & Commerce, Bond University and SP Jain School of Global Management
Downloads 2,831 (8,612)
Citation 14

Abstract:

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3.

A Re-Examination of the Historical Equity Risk Premium in Australia

Number of pages: 28 Posted: 23 Apr 2007
Tim Brailsford, John C. Handley and Krishnan Maheswaran
Bond University, University of Melbourne - Department of Finance and University of Melbourne - Department of Finance
Downloads 973 (44,066)
Citation 1

Abstract:

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Cost of Capital, Equity Risk Premium, CAPM, Valuation

4.

The Explanatory Power of Political Risk in Emerging Markets

Number of pages: 34 Posted: 29 Sep 2005
Chris Bilson, Tim Brailsford and Vincent J. Hooper
Australian National University (ANU) - Faculty of Economics & Commerce, Bond University and SP Jain School of Global Management
Downloads 686 (70,562)
Citation 16

Abstract:

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Political Risk, Emerging Markets, Pacific-Basin

5.
Downloads 636 (77,665)
Citation 16

Size and Book-to-Market Factors in Australia

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 32 Posted: 06 Aug 2008
University of Queensland - Business SchoolSchroder Investment Management Limited, Bond University and University of Queensland - Business School
Downloads 636 (76,660)
Citation 16

Abstract:

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

6.

Causal Analysis of the Major Factor Influencing the Euro and its Impact on the Hong Kong Stock Market

Number of pages: 22 Posted: 18 Apr 2001
Tim Brailsford, Jack H.W. Penm and R. Deane Terrell
Bond University, Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Downloads 340 (163,271)

Abstract:

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Causal relation analysis, the Euro exchange rate with the US dollar, zero-non-zero patterned time-series modelling

7.

A New Approach of Kernel Bandwidth Applications for Time-Series Using the Example of the Prediction of the Euro's Exchange Rate

Number of pages: 18 Posted: 14 Feb 2004
Tim Brailsford, Jack H.W. Penm and R. Deane Terrell
Bond University, Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Downloads 266 (210,926)

Abstract:

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Kernel bandwidth application; variable forgetting factor; subset autoregressive model

8.

The Dynamics of the Australian Short-Term Interest Rate

Number of pages: 32 Posted: 16 Aug 1998
Tim Brailsford and Krishnan Maheswaran
Bond University and University of Melbourne - Department of Finance
Downloads 265 (211,751)
Citation 1

Abstract:

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9.

Time-Varying Asset Pricing Models in the Context of Segmented Markets

Number of pages: 27 Posted: 20 Sep 2002
Chris Bilson and Tim Brailsford
Australian National University (ANU) - Faculty of Economics & Commerce and Bond University
Downloads 254 (220,798)
Citation 2

Abstract:

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International Asset Pricing, Multifactor models, Capital market integration, Emerging stock markets

10.

The Price Elasticity of the Euro to Movements in Foreign Reserves Through European Central Bank Intervention

Number of pages: 23 Posted: 05 Mar 2002
Tim Brailsford, Jack H.W. Penm and R. Deane Terrell
Bond University, Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Downloads 241 (232,573)
Citation 1

Abstract:

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11.

Do Fund Flow-Return Relations Depend on the Type of Investor?

Number of pages: 13 Posted: 14 Aug 2009
Jacquelyn Humphrey, Karen L. Benson and Tim Brailsford
University of Queensland - Business School, University of Queensland - Business School and Bond University
Downloads 202 (274,607)
Citation 2

Abstract:

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funds, fund flow, aggregate fund flow

12.

A Supplementary Mimeo to the Paper Titled 'the Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market'

Number of pages: 20 Posted: 05 Dec 2002
Tim Brailsford, Jack H.W. Penm and R. Deane Terrell
Bond University, Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Downloads 123 (415,489)
Citation 4

Abstract:

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13.

Subset Autoregressive Filtering Using the Forgetting Factor for Financial Simulations

Number of pages: 22 Posted: 06 Dec 2002
Tim Brailsford, Jack H.W. Penm and R. Deane Terrell
Bond University, Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Downloads 98 (489,656)

Abstract:

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14.

The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market

Multinational Finance Journal, Vol. 5, No. 1, p. 35-58, 2001
Number of pages: 24 Posted: 08 Jul 2015
Tim Brailsford, Jack H.W. Penm and R. Deane Terrell
Bond University, Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Downloads 68 (612,885)

Abstract:

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foreign exchange market; time series; VAR models; Yule-Walker relations

15.

The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates

Multinational Finance Journal, Vol. 10, No. 3/4, p. 153-177, 2006
Number of pages: 25 Posted: 30 Jun 2015
Tim Brailsford, Jack H.W. Penm and R. Deane Terrell
Bond University, Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce and Australian National University (ANU) - National Graduate School of Management
Downloads 48 (717,884)

Abstract:

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error correction models; VAR; granger causality; purchasing power parity

16.

Explaining the Bid-Ask Spread in the Foreign Exchange Market: A Test of Alternate Models

Australian Journal of Management, Vol. 39, No. 4, 2014
Posted: 14 Nov 2014
Sirimon Treepongkaruna, Tim Brailsford and Stephen Gray
The University of Western Australia, Bond University and University of Queensland - Business School

Abstract:

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Bid-ask spread, foreign exchange, inventory-holding premium, microstructure

17.

The Impact of Terrorism on Global Equity Market Integration

Australian Journal of Management, Vol. 37, No. 1, 2012
Posted: 05 May 2012
Chris Bilson, Tim Brailsford, Aiden G. Hallett and Jing Shi
Australian National University (ANU) - Faculty of Economics & Commerce, Bond University, Goldman Sachs Australia Pty Ltd. and Macquarie University

Abstract:

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capital market integration, contagion, international equity markets, terrorism

18.

The Impact of the Return Interval on the Estimation of Systematic Risk in Australia

Posted: 23 Apr 1997
Tim Brailsford and Thomas Josev
Bond University and Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing

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