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

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

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 42,940

SSRN RANKINGS

Top 42,940

in Total Papers Downloads

1,835

SSRN CITATIONS
Rank 48,334

SSRN RANKINGS

Top 48,334

in Total Papers Citations

11

CROSSREF CITATIONS

3

Scholarly Papers (16)

Actions:
Email selected abstracts
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 888 (43,406)
Citation 6

Abstract:

Loading...

Asset-pricing, market volatility, VIX

2.

The Relationship between Psychopathy and Financial Risk and Time Preferences

Shank, C., Dupoyet, B., Durand, R., & Patterson, P. (2020). The Relationship between Psychopathy and Financial Risk and Time Preferences. Studies in Economics and Finance. 38(1), 32-49.
Number of pages: 32 Posted: 22 Mar 2023
Corey A. Shank, Brice V. Dupoyet, Robert B. B. Durand and Fernando Patterson
Miami University, 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 207 (234,892)
Citation 2

Abstract:

Loading...

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

3.

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 198 (244,584)
Citation 4

Abstract:

Loading...

Global Financial Crisis, VIX, Fama-French Factors

4.

Foreign Firms in the Less-Regulated Us Market

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 185 (259,928)

Abstract:

Loading...

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

5.

Behavioral Biases in the NFL Gambling Market: Overreaction to News and the Recency Bias

Durand, R., Patterson, F., & Shank, C. (2021). Behavioral Biases in the NFL Gambling Market: Overreaction to News and the Recency Bias. Journal of Behavioral and Experimental Finance. 31, 100522
Number of pages: 33 Posted: 16 Jun 2021 Last Revised: 01 Feb 2023
Robert B. B. Durand, Fernando Patterson and Corey A. Shank
Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking, North Carolina Central University (NCCU) and Miami University
Downloads 113 (385,260)

Abstract:

Loading...

Overreaction, Recency Bias, Behavioral Bias, NFL, Gambling

6.

Connectedness between the Crude Oil Futures and Equity Markets During the Pre- and Post-Financialisation Eras

CESifo Working Paper No. 9202
Number of pages: 91 Posted: 26 Jul 2021
Sania Wadud, Robert B. B. Durand and Marc Gronwald
University of Aberdeen - Business School, Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and University of Aberdeen
Downloads 65 (541,018)

Abstract:

Loading...

7.

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, Monfort College of Business, University of Northern Colorado, Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and affiliation not provided to SSRN
Downloads 59 (567,730)

Abstract:

Loading...

Corporate Inversions, CEO Returns, Total Returns, Taxation

8.

Co-Movement between Commodity and Equity Markets Revisited - an Application of the Thick Pen Method

USAEE Working Paper No. 21-521
Number of pages: 34 Posted: 07 Sep 2021
Sania Wadud, Marc Gronwald, Robert B. B. Durand and Seungho Lee
University of Aberdeen - Business School, Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou, Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and University of Aberdeen
Downloads 49 (617,445)

Abstract:

Loading...

Co-movement, financialisation, thick pen measure, commodity markets, equity markets

9.

Lost in Translation: When Sentiment Metrics for One Market are Derived from Two Different Languages

Number of pages: 32 Posted: 22 Sep 2022
Lee A. Smales, Robert B. B. Durand and Joyce Khuu
University of Western Australia, Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and Curtin University - School of Economics and Finance
Downloads 47 (633,757)

Abstract:

Loading...

Behavioral Finance, Sentiment, News analytics, TOPIX

10.

Are You Paying Attention? Investor Behavior and Climate Change

Number of pages: 15 Posted: 02 Nov 2022
Antoine A. J. Girardeau, Robert B. B. Durand and Priyantha Mudalige
Curtin University, Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and Curtin University
Downloads 24 (781,094)

Abstract:

Loading...

Climate change, Attention, Abnormal Return, Liquidity Provision, Informed Trading

11.

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

Abstract:

Loading...

MSCI KLD400 Social Index, portfolio choice, socially responsible investing

12.

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

Abstract:

Loading...

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

13.

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

Abstract:

Loading...

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

14.

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

Abstract:

Loading...

cross-listing, long-run abnormal returns

15.

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

Abstract:

Loading...

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

16.

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

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

Abstract:

Loading...

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

Other Papers (1)

Total Downloads: 12
Actions:
Email selected abstracts
1.

Investor Sentiment and Japanese Stock Returns

Number of pages: 29 Posted: 29 Jan 2017
Joyce Khuu, Robert B. B. Durand and Lee A. Smales
Curtin University - School of Economics and Finance, Curtin University of Technology - School of Economics and Finance - Department of Finance and Banking and University of Western Australia
Downloads 12

Abstract:

Loading...

Sentiment, Fama-French model, Japan