Robert B. B. Durand

Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking

Professor of Finance

Bentley 6102 WA

Australia

http://tiny.cc/y85rh

SCHOLARLY PAPERS

19

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CITATIONS
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24

Scholarly Papers (19)

1.

Fear and the Fama-French Factors

Number of pages: 29 Posted: 26 Feb 2007
Robert B. B. Durand, Dominic Lim and J. Kenton Zumwalt
Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking, The University of Western Australia - Department of Accounting and Finance and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 801 (29,295)
Citation 2

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Asset-pricing, market volatility, VIX

2.

The Microstructure of Fear, the Fama-French Factors and the Global Financial Crisis of 2007 and 2008

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 33 Posted: 15 Aug 2010 Last Revised: 16 Aug 2010
Dominic Lim, Robert B. B. Durand and Joey Wenling Yang
The University of Western Australia - Department of Accounting and Finance, Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and The University of Western Australia - UWA Business School
Downloads 172 (171,875)
Citation 2

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Global Financial Crisis, VIX, Fama-French Factors

3.

Foreign Firms in the Less-Regulated Us Market

Asia Pacific Journal of Accounting and Economics, Forthcoming
Number of pages: 20 Posted: 10 Dec 2004
Robert B. B. Durand, Jessica Tan and Ann Tarca
Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking, The University of Western Australia - Department of Accounting and Finance and University of Western Australia
Downloads 171 (172,766)
Citation 1

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International cross-listing, foreign stock exchange listing, Level I ADRs, US OTC market

4.

The Relationship between Psychopathy and Financial Risk and Time Preferences

Number of pages: 32 Posted: 23 Apr 2019 Last Revised: 05 Jul 2019
Dalton State College - Division of Business Administration, Florida International University - College of Business Administration - Finance, Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and North Carolina Central University (NCCU)
Downloads 83 (294,739)

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Financial Psychopath, Risk Aversion, Present Bias, Risk Preferences, Time Preferences

5.

A Best Choice Among Asset Pricing Models? The Conditional Capital Asset Pricing Model in Australia

Accounting and Finance, Vol. 44, No. 2, pp. 139-162, July 2004
Number of pages: 24 Posted: 08 Jul 2004
Nick Durack, Robert B. B. Durand and Ross Maller
Goldman Sachs Australia Pty Ltd., Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and Australian National University (ANU) - School of Finance and Applied Statistics
Downloads 24 (492,428)
Citation 19
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Asset pricing, Australia, conditional CAPM, APT

6.

U.S. Tax Inversions and Shareholder Wealth Effects

International Review of Financial Analysis, Vol. 62, 2019, 35-52
Number of pages: 40 Posted: 25 Feb 2019
Elaine Laing, Constantin Gurdgiev, Robert B. B. Durand and Boris Boermans
Trinity Business School, Trinity College, Dublin, Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and affiliation not provided to SSRN
Downloads 23 (497,943)

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Corporate Inversions, CEO Returns, Total Returns, Taxation

7.

In America's Thrall: The Effects of the Us Market and Us Security Characteristics on Australian Stock Returns

Accounting and Finance, Vol. 46, No. 4, pp. 577-604, December 2006
Number of pages: 28 Posted: 20 Oct 2006
Robert B. B. Durand, Manapon Limkriangkrai and Gary W. Smith
Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking, The University of Western Australia - Department of Accounting and Finance and The University of Western Australia - Department of Accounting and Finance
Downloads 8 (586,760)
Citation 11
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8.

The Flight-to-Quality Effect: A Copula-Based Analysis

Accounting & Finance, Vol. 50, Issue 2, pp. 281-299, June 2010
Number of pages: 19 Posted: 04 Jun 2010
Robert B. B. Durand, Markus Junker and Alex Szimayer
Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 3 (620,926)
Citation 5
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9.

Leverage Adjustment after Mergers and Acquisitions

Accounting & Finance, Vol. 57, pp. 185-210, 2017
Number of pages: 26 Posted: 05 Apr 2017
Joye Khoo, Robert B. B. Durand and Subhrendu Rath
Curtin University - Department of Finance and Banking, Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and Curtin University - Centre for Research in Applied Economics
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Capital structure, Target leverage, Acquisitions

10.

The Australian Asset‐Pricing Debate

Accounting & Finance, Vol. 56, Issue 2, pp. 393-421, 2016
Number of pages: 29 Posted: 03 Jun 2016
Robert B. B. Durand, Manapon Limkriangkrai and Daniel Chai
Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking, Monash University and Monash University
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Asset‐pricing models, Fama–French–Carhart model, International integration, Momentum, Liquidity

11.

Is Liquidity the Missing Link?

Accounting & Finance, Vol. 48, No. 5, pp. 829-845, December 2008
Number of pages: 17 Posted: 03 Nov 2008
Manapon Limkriangkrai, Robert B. B. Durand and Iain Watson
The University of Western Australia - Department of Accounting and Finance, Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and The University of Western Australia - Department of Accounting and Finance
Downloads 1 (643,529)
Citation 6
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12.

The Validity of Investor Sentiment Proxies

International Review of Finance, Vol. 17, Issue 3, pp. 473-477, 2017
Number of pages: 5 Posted: 06 Sep 2017
Felix Chan, Robert B. B. Durand, Joyce Khuu and Lee A. Smales
Curtin University - Centre for Research in Applied Economics, Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking, Curtin University - School of Economics and Finance and University of Western Australia
Downloads 0 (661,710)
Citation 1
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13.

Environmental, Social, and Governance (ESG) Profiles, Stock Returns, and Financial Policy: Australian Evidence

International Review of Finance, Vol. 17, Issue 3, pp. 461-471, 2017
Number of pages: 11 Posted: 06 Sep 2017
Manapon Limkriangkrai, SzeKee Koh and Robert B. B. Durand
Monash University, Singapore Institute of Technology and Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking
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14.

Are Ethical Investments Good?

Australian Journal of Management, Vol. 39, No. 4, 2014, FIRN Research Paper No. 2523921
Posted: 14 Nov 2014
Gariet Chow, Robert B. B. Durand and SzeKee Koh
The University of Western Australia, Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and Singapore Institute of Technology

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MSCI KLD400 Social Index, portfolio choice, socially responsible investing

15.

The Value of Saints and the Price of Sin

Pacific-Basin Finance Journal, Forthcoming, FIRN Research Paper No. 2508993
Posted: 13 Oct 2014
SzeKee Koh, Robert B. B. Durand and Manapon Limkriangkrai
Singapore Institute of Technology, Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and Monash University

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Corporate Social Responsibility, Environmental, Social and Governance, Value Relevance, Feltham-Ohlson model

16.

Chapter 6: Personality Traits

Investor Behavior: The Psychology of Financial Planning and Investing. H. Kent Baker and Victor Ricciardi, eds., 99-115, Hoboken, NJ: John Wiley & Sons, Inc., 2014
Posted: 09 Mar 2014 Last Revised: 10 May 2014
Lucia Fung and Robert B. B. Durand
Department of Management, Hong Kong Baptist University and Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking

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Personality traits, Five-Factor Model of personality, biological basis of personality traits, risk-taking behavior, overconfidence, gender, behavioral finance, behavioural finance, behavioral economics, behavioural economics

17.

Does Cross-Listing Signal Quality?

Journal of Contemporary Accounting and Economics, Forthcoming
Posted: 19 Nov 2006
Robert B. B. Durand, Felix Gunawan and Ann Tarca
Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking, The University of Western Australia and University of Western Australia

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cross-listing, long-run abnormal returns

18.

Bias and Consistency of the Maximum Sharpe Ratio

Journal of Risk, Vol. 7, No. 4, Summer 2005
Posted: 08 Nov 2005
Ross Maller, Robert B. B. Durand and Peter Lee
Australian National University (ANU) - School of Finance and Applied Statistics, Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and affiliation not provided to SSRN

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Sharpe ratio, Markowitz optimization procedure, population value, Spiders and iShares

19.

The Impact of Us Gaap Reconciliation Requirements on Choice of Foreign Stock Exchange for Firms from Common Law and Code Law Countries

European Accounting Review, Forthcoming
Posted: 14 Apr 2005
Robert B. B. Durand and Ann Tarca
Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and University of Western Australia

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Harmonization of accounting standards, US GAAP Form 20-F reconciliation, Cross-listing, Foreign stock exchange listing, Code law/common law legal systems.