Browsing by Author "Yeung Danny"

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Browsing by Author "Yeung Danny"

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  • Fundamental indexation: An Australian investigation 
    Mar Joanne; Bird Ronald; Casavecchia Lorenzo; Yeung Danny (Australian Graduate School of Management, 2009)
    Capitalisation-weighted indexes provide the basis for passive investment strategies designed to capture market performance. However, these cap-weighted indexes are claimed to be sub-optimal because of their tendency to ...
  • How do investors react under uncertainty? 
    Bird Ronald; Yeung Danny (Elsevier Inc, 2012)
    It has long been accepted that risk plays an important role in determining valuation where risk reflects that investors are unsure of future returns but are able to express their prior expectations by a probability ...
  • Institutional ownership and IPO performance: Australian evidence 
    Bird Ronald; Yeung Danny (Financial Management Association, 2010)
    The duo IPO anomalies of underpricing and long run underperformance have inspired a plethora of studies. Yet few have examined the impact of majority investors in IPOs, namely institutional investors. Consistent with ...
  • Market uncertainty and sentiment, and the post-earnings announcement drift 
    Bird Ronald; Choi Daniel; Yeung Danny (University of NSW, 2011)
    The post-earnings announcement drift (PEAD) first identified over 40 years ago seems to be as much alive today as it ever was. Numerous attempts have been made to explain its continued existence. In this paper we provide ...