Research

We strive to achieve excellence in empirical finance and applied financial econometric research, and aim to bridge the gap between academia and finance industry.

We aim to achieve these goals by nurturing and developing world-class researchers, establishing relationships with leading academics and centres/institutes in the field, developing research capacity of postgraduate and PhD students. The ACFR produces its own Journal. Our exceptionally well received annual conferences and events as well as our very high standard of research has resulted in the ACFR raising the profile of AUT internationally.

Featured publications

The Politics of Liquidity

Article Posted on: 11 Sep 2019

We investigated whether academics add value to firms? The answer is yes!

Independent directors add value to a firm through their collected diverse experiences and knowledge; together advancing a firm’s performance. Academic expertise is a relevant category that contributes to the character of a director.

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Uncertainty of trade relationships

Article Posted on: 27 Aug 2019

We investigated whether academics add value to firms? The answer is yes!

Independent directors add value to a firm through their collected diverse experiences and knowledge; together advancing a firm’s performance. Academic expertise is a relevant category that contributes to the character of a director.

Read more

Do Academics Add Value to Firms?

Article Posted on: 20 Aug 2019

We investigated whether academics add value to firms? The answer is yes!

Independent directors add value to a firm through their collected diverse experiences and knowledge; together advancing a firm’s performance. Academic expertise is a relevant category that contributes to the character of a director.

Read more

NYSE affects on Global markets

Article Posted on: 30 May 2019

On March 31, 2019, the NYSE had 507 non-US companies from 46 countries listed on it. Trading in the US and the home market is beneficial because of competition for order flow, more investors, and more price information. For investors, cross-listed stocks are a good way to invest in foreign stocks and present cross-market arbitrage opportunities. However, there are downsides as well.

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Informational Impact of Announcements

Article Posted on: 17 May 2019

When important information is released into financial markets, prices respond to reflect the information from the announcement. This reaction keeps markets efficient and ensures that prices are correct. However, some investors are more informed than others, and at times of announcements, these more informed traders can exploit their informational advantage to make financial gain.

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Are there bubbles in wine?

Article Posted on: 10 May 2019

Collectibles, as an asset class have received considerable attention in recent years. On average, high net-worth individuals hold nearly 6% of their assets in collectibles. Being a significant asset class, many studies have looked at the financial aspects of collectibles and assessed the benefits of adding collectibles to a portfolio of financial assets.

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Publications

Our members have published articles in a number of well respected national and international journals.

Research outputs