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An examination of Australian gold mining firms’ exposure over the collapse of gold price in the late 1990s
15 references·1 citing·46 second hop
An examination of Australian gold mining firms’ exposure over the collapse of gold price in the late 1990s (2007)An examination of Australian gold mining …The sensitivity of Australian industry equity returns to a gold price factor (1998)The sensitivity of Australian…The Determinants of Stock Price Exposure: Financial Engineering and the Gold Mining Industry (1998)The Determinants of Stock Pri…RETHINKING RISK MANAGEMENT (1996)RETHINKING RISK MANAGEMENTGold price risk and the returns on gold mutual funds (1996)Gold price risk and the retur…The impact of gold price on the value of gold mining stock (1995)The impact of gold price on t…Estimation of foreign exchange exposure: an application to mining companies in Australia (1994)Estimation of foreign exchang…THE FOREIGN EXCHANGE OPERATING EXPOSURE OF AUSTRALIAN STOCKS (1993)THE FOREIGN EXCHANGE OPERATIN…THE FOREIGN EXCHANGE OPERATING EXPOSURE OF AUSTRALIAN STOCKS (1993)THE FOREIGN EXCHANGE OPERATIN…Latent Assets (1990)Latent AssetsEvaluating Natural Resource Investments (1985)Evaluating Natural Resource I…GOLD: MORE ATTRACTIVE TO NON‐U.S. THAN TO U.S. INVESTORS? (1984)GOLD: MORE ATTRACTIVE TO NON‐…Risk measurement when shares are subject to infrequent trading (1983)Risk measurement when shares …Risk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …Valuation and Strategy for Gold Stocks (1977)Valuation and Strategy for Go…Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…Accounting for derivatives and risk management activities (2016)Accounting for derivatives an…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Empirical Evaluation of Accounting Income Numbers (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)Using daily stock returns (1985)The Cross-Section of Expected Stock Returns (1992)R2 around the world: New theory and new tests☆ (2005)The Determinants of Firms' Hedging Policies (1985)Risk Management: Coordinating Corporate Investment and Financing Policies (1993)The Relationship Between Corporate Philanthropy And Shareholder Wealth: A Risk Management Perspective (2005)A framework of sustainable supply chain management: moving toward new theory (2008)Environmental risk management and the cost of capital (2008)The Economics of Exhaustible Resources (1931)Options, Futures, and Other Derivative Securities. (1990)Capital market response to emission rights returns: Evidence from the European power sector (2009)Gold prices, cost of carry, and expected inflation (2009)Risk factors in oil and gas industry returns: International evidence (2010)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)An Intertemporal Capital Asset Pricing Model (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)The Pricing of Options and Corporate Liabilities (1973)Determinants of corporate borrowing (1977)A Theory of the Term Structure of Interest Rates (1985)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence (1982)The Pricing of Interest-Rate Risk: Evidence from the Stock Market (1986)Real and nominal exchange rates in the long run: An empirical investigation (1990)Estimation of foreign exchange exposure: an emerging market application (2002)Foreign exchange risk exposure: Survey and suggestions (2005)The General Theory of Employment, Interest and Money. (1936)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Restructuring in the global economy: The consequences of strategic linkages between Japanese and U.S. firms (1993)Value of Latent Information: Alternative Event Study Methods (1993)Agency costs of free cash flow, corporate finance, and takeovers (1996)VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS (2011)Problems and Solutions in Conducting Event Studies (1990)Conducting event studies with thinly traded stocks (1993)Corporate social responsibility and firm performance in the airline industry: The moderating role of oil prices (2013)Challenges to the practical implementation of modeling and valuing real options (1998)When Are Real Options Exercised? An Empirical Study of Mine Closings (2002)Efficiency in the gold market — a note (1980)Sharia compliant gold investment in Malaysia: Hedge or safe haven? (2014)Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange (2015)
this work references cited by second hop

References

  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1996RETHINKING RISK MANAGEMENT1,205 cited
  • 1998The Determinants of Stock Price Exposure: Financial Engineering and the Gold Mining Industry266 cited
  • 1983Risk measurement when shares are subject to infrequent trading240 cited
  • 1994Estimation of foreign exchange exposure: an application to mining companies in Australia143 cited
  • 1995The impact of gold price on the value of gold mining stock119 cited
  • 1990Latent Assets103 cited
  • 1977Valuation and Strategy for Gold Stocks70 cited
  • 1993THE FOREIGN EXCHANGE OPERATING EXPOSURE OF AUSTRALIAN STOCKS61 cited
  • 1993THE FOREIGN EXCHANGE OPERATING EXPOSURE OF AUSTRALIAN STOCKS55 cited
  • 1996Gold price risk and the returns on gold mutual funds45 cited
  • 1984GOLD: MORE ATTRACTIVE TO NON‐U.S. THAN TO U.S. INVESTORS?34 cited
  • 1998The sensitivity of Australian industry equity returns to a gold price factor27 cited

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  • 2016Accounting for derivatives and risk management activities18 cited