Emawtee Bissoondoyal-Bheenick

Monash University

Dr Banita Bissoondoyal-Bheenick, Lecturer

Building H, Level 3

900 Dandenong Road

Caulfield, Victoria 3 145

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia 4071 Brisbane

Queensland

Australia

www.firn.org.au

SCHOLARLY PAPERS

8

DOWNLOADS

462

CITATIONS

1

Scholarly Papers (8)

1.

Do Announcements of Corporate Bond Rating Revisions Matter?

22nd Australasian Finance and Banking Conference 2009
Number of pages: 31 Posted: 31 Aug 2009 Last Revised: 25 Nov 2009
Hasniza Mohd Taib, Emawtee Bissoondoyal-Bheenick, Terrence A. Hallahan and Amalia Di Iorio
RMIT University - School of Economics, Finance and Marketing, Monash University, Victoria University and La Trobe Business School
Downloads 158 (186,250)

Abstract:

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Corporate Bond, Rating Agency, Event Study

2.

The Impact of Sovereign Ratings Changes: A Comparison of the Market Model, Quadratic Market Model and Downside Model

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 21 Posted: 05 Aug 2008
Emawtee Bissoondoyal-Bheenick and Robert D. Brooks
Monash University and Monash University
Downloads 100 (263,762)

Abstract:

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Sovereign rating changes, Quadratic Model, Downside Model, Higher Order Downside Model.

3.

Volatility Spillover between the Chinese and Australian Stock Markets

Number of pages: 23 Posted: 07 Dec 2015
Wei Chi, Robert D. Brooks and Emawtee Bissoondoyal-Bheenick
Monash University - Department of Accounting, Monash University and Monash University
Downloads 75 (315,282)

Abstract:

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volatility spillover; Granger causality test; realized volatility

4.

Relative Bias in Sovereign Credit Risk Spill-over to Domestic Firms

Number of pages: 42 Posted: 02 Sep 2014 Last Revised: 08 Sep 2015
Paula Hill, Emawtee Bissoondoyal-Bheenick and Robert W. Faff
University of Bristol, Monash University and University of Queensland
Downloads 46 (400,177)
Citation 1

Abstract:

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Credit risk, sovereign ratings, firm ratings, rating spill-over effects

Volatility Spillover between the US, Chinese and Australian Stock Markets

Australian Journal of Management, Forthcoming
Number of pages: 36 Posted: 20 Jul 2017
Emawtee Bissoondoyal-Bheenick, Robert D. Brooks, Wei Chi and Hung Xuan Do
Monash University, Monash University, Monash University - Department of Accounting and Massey University, Albany campus
Downloads 39 (435,452)

Abstract:

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Volatility Spillover; Granger Causality Test; Realized Volatility, Bi-Power Variation

Volatility Spillover between the US, Chinese and Australian Stock Markets

Australian Journal of Management, Vol. 43, No. 2, 2018
Posted: 27 Apr 2018
Emawtee Bissoondoyal-Bheenick, Robert D. Brooks, Wei Chi and Hung Xuan Do
Monash University, Monash University, Tsinghua University and Massey University, Albany campus

Abstract:

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employee strategic alignment, financial performance, organizational capabilities, strategic planning process

6.

Risk Analysis of Pension Fund Investment Choices

31st Australasian Finance and Banking Conference 2018
Number of pages: 35 Posted: 26 Jul 2018 Last Revised: 23 May 2019
Emawtee Bissoondoyal-Bheenick, Robert D. Brooks and Hung Xuan Do
Monash University, Monash University and Massey University, Albany campus
Downloads 29 (469,893)

Abstract:

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Risk, Fama French Five factor model, Australian Superfunds, Investment options, varying coefficient panel data

7.

Asymmetric Relationship Between Order Imbalance and Realized Volatility: Evidence from the Australian Market

International Review of Economics & Finance, Vol. 62, 2019
Number of pages: 29 Posted: 02 Jan 2019 Last Revised: 25 May 2019
Emawtee Bissoondoyal-Bheenick, Robert D. Brooks and Hung Xuan Do
Monash University, Monash University and Massey University, Albany campus
Downloads 15 (548,527)

Abstract:

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Order Imbalance, Realized Volatility, Realized Semivariances, Buyer- Versus Seller-Initiated Trades, ASX50

8.

An Analysis of the Determinants of Bank Ratings: Comparison Across Ratings Agencies

Australian Journal of Management, Vol. 36, No. 3, 2011
Posted: 21 Dec 2011
Emawtee Bissoondoyal-Bheenick and Sirimon Treepongkaruna
Monash University and The University of Western Australia

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bank ratings, ordered response model