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Tim Brailsford · Study

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Tim Brailsford

24 works· latest 2013· 5 institutionscluster: provisionalORCID 0000-0002-0816-2093

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Citations2,925

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Most cited in this library

An evaluation of volatility forecasting techniques1996 · 479 citations
Oil price risk and the Australian stock market1999 · 391 citations
On the relation between ownership structure and capital structure2002 · 306 citations
Selecting macroeconomic variables as explanatory factors of emerging stock market returns2001 · 279 citations
Do Socially Responsible Fund Managers Really Invest Differently?2006 · 187 citations

Works

24 shown

Canonical vine copulas in the context of modern portfolio management: Are they worth it?

Journal of Banking & Finance·2013·4 authors

138citations

Size and book-to-market factors in Australia

Australian Journal of Management·2012·3 authors·Open access

70citations

The investment value of the value premium

Pacific-Basin Finance Journal·2012·3 authors·Open access

30citations

The historical equity risk premium in Australia: post‐GFC and 128 years of data

Accounting and Finance·2011·2 authors·Open access

60citations

Interaction of size, book‐to‐market and momentum effects in Australia

Accounting and Finance·2009·3 authors

55citations

Disentangling Size from Momentum in Australian Stock Returns

Australian Journal of Management·2008·2 authors

42citations

Re‐examination of the historical equity risk premium in Australia

Accounting and Finance·2008·2 authors

50citations

Do Socially Responsible Fund Managers Really Invest Differently?

Journal of Business Ethics·2006·3 authors

187citations

A note on execution costs for stock index futures: Information versus liquidity effects

Journal of Banking & Finance·2005·3 authors

35citations

A note on execution costs for stock index futures: Information versus liquidity effects

Journal of Banking & Finance·2004·3 authors

49citations

Agency Problems and Capital Expenditure Announcements

The Journal of Business·2004·2 authors

77citations

On the relation between ownership structure and capital structure

Accounting and Finance·2002·2 authors·Open access

306citations

The explanatory power of political risk in emerging markets

International Review of Financial Analysis·2002·3 authors·Open access

159citations

Selecting macroeconomic variables as explanatory factors of emerging stock market returns

Pacific-Basin Finance Journal·2001·3 authors·Open access

279citations

New insights into the impact of the introduction of futures trading on stock price volatility

Journal of Futures Markets·2001·3 authors·Open access

89citations

Oil price risk and the Australian stock market

Journal of Energy Finance & Development·1999·2 authors

391citations

Theory and Evidence on the Relationship between Ownership Structure and Capital Structure

SSRN Electronic Journal·1999·2 authors·preprint·Open access

40citations

The impact of the return interval on the estimation of systematic risk

Pacific-Basin Finance Journal·1997·2 authors

54citations

Mispricing in Stock Index Futures: A Re‐Examination Using the SPI

Australian Journal of Management·1997·2 authors

30citations

Research design issues in the estimation of Beta

·1997·2 authors

43citations

Volatility Spillovers Across the Tasman

Australian Journal of Management·1996·1 author·Open access

44citations

THE EMPIRICAL RELATIONSHIP BETWEEN TRADING VOLUME, RETURNS AND VOLATILITY

Accounting and Finance·1996·1 author

160citations

An evaluation of volatility forecasting techniques

Journal of Banking & Finance·1996·2 authors

479citations

A TEST FOR THE WINNER‐LOSER ANOMALY IN THE AUSTRALIAN EQUITY MARKET: 1958–87

Journal of Business Finance &amp Accounting·1992·1 author

58citations