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

563

SSRN CITATIONS

2

CROSSREF 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 178 (234,619)

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 104 (353,825)

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 86 (398,798)

Abstract:

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volatility spillover; Granger causality test; realized volatility

4.

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 66 (461,691)
Citation 1

Abstract:

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

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 53 (520,841)
Citation 1

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

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

6.

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 52 (516,488)
Citation 2

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

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 24 (672,399)

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