Browsing Closed by Author "Yeung, Danny"

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Browsing Closed by Author "Yeung, Danny"

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  • Abidin, Sazali; Yeung, Danny; Professor Ronald Geoffrey Bird, Ronald (Financial Services Institute of Australasia, 2013)
    Over any 12-month period, there is an enormous difference between the returns realised from investing in the best- and worst-performing stocks. We investigate the characteristics of these stocks and find that they share ...
  • Mar, Joanne; Casavecchia, Lorenzo; Yeung, Danny; Professor Ronald Geoffrey Bird, Ronald (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 ...
  • Yeung, Danny; Professor Ronald Geoffrey Bird, Ronald (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 ...
  • Grosse, Mathew; Yeung, Danny; Professor Ronald Geoffrey Bird, Ronald (Australian Graduate School of Management, 2013)
    This is the first paper to study the market response to ?Joint Ore Reserve Committee? ?compliant announcements made by Australian mining firms. Results from an event study based on matched firms suggest that these ...