Research output per year
Research output per year
- 21 results
Search results
-
2024
Complements or substitutes? The effect of ETFs on other managed funds
Tang, L., Tan, E. K. M. & Low, R., Oct 2024, In: International Review of Financial Analysis. 95, p. 1-17 17 p., 103414.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile10 Downloads (Pure) -
Determinants of corporate credit ratings Does ESG matter?
Michalski, L. & Low, R. K. Y., Jul 2024, In: International Review of Financial Analysis. 94, p. 1-23 23 p., 103228.Research output: Contribution to journal › Article › Research › peer-review
Open Access6 Citations (Scopus) -
2023
Does Time Frame of IPO Proceeds Predict Survival of Firms? Evidence from the Malaysian Market
Alyasa-Gan, S. S., Che-Yahya, N. & Low, R. K. Y., Dec 2023, In: Journal of Emerging Market Finance. 22, 4, p. 359-381 23 p.Research output: Contribution to journal › Article › Research › peer-review
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Foundation of a framework for evaluating the impact of mining technological innovation on a company's market value
Mugebe, P., Kizil, M. S., Yahyaei, M. & Low, R., Aug 2023, In: Resources Policy. 85, p. 1-13 13 p., 103913.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile130 Downloads (Pure) -
The commodity risk premium and neural networks
Rad, H., Low, R. K. Y., Miffre, J. & Faff, R., Dec 2023, In: Journal of Empirical Finance. 74, 101433.Research output: Contribution to journal › Article › Research › peer-review
1 Citation (Scopus) -
2022
Coinorb: An Initial Coin Offering to Launch a Cryptocurrency Derivatives Exchange
Low, R., Southam, C. & Winkler, M., 9 Aug 2022, Ivey Publishing [Case Studies], W29722 7 p.Research output: Contribution to specialist publication › Article › Education
1 Downloads (Pure) -
The strategic allocation to style-integrated portfolios of commodity futures
Rad, H., Low, R., Miffre, J. & Faff, R. W., 11 May 2022, (E-pub ahead of print) In: Journal of Commodity Markets. 100259.Research output: Contribution to journal › Article › Research › peer-review
1 Citation (Scopus) -
2020
Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?
Rad, H., Low, R. K. Y., Miffre, J. & Faff, R., Sept 2020, In: Journal of Empirical Finance. 58, p. 164-180 17 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile8 Citations (Scopus)90 Downloads (Pure) -
Submission to the Inquiry into the Development of the Australian Corporate Bond Market
Low, R. & Marsh, T., 27 May 2020, 8 p. Parliament of Australia.Research output: Other contribution › Submission to government › Professional
Open Access -
2019
Cryptocurrency and Blockchains: Retail to Institutional
Low, R. & Marsh, T., 2 Dec 2019, In: The Journal of Investing. 29, 1, p. 18-30 13 p.Research output: Contribution to journal › Article › Research › peer-review
7 Citations (Scopus) -
Guest editorial: Cryptocurrency: Tulip Mania or Digital Promise for the Millennial Generation?
Marsh, T. & Low, R., 21 Jun 2019, In: Studies in Economics and Finance. 36, 1, p. 2-7 6 p.Research output: Contribution to journal › Editorial › Research
Open Access2 Citations (Scopus) -
2018
BV-VPIN: Measuring the impact of order flow toxicity and liquidity on international equity markets
Low, R. K. Y., Li, T. & Marsh, T., Dec 2018, In: Journal of Risk. 21, 2, p. 63-97 35 p.Research output: Contribution to journal › Article › Research › peer-review
5 Citations (Scopus) -
Monitoring transmission of systemic risk: Application of partial least squares structural equation modeling in financial stress testing
Avkiran, N. K., Ringle, C. M. & Low, R., Jun 2018, In: Journal of Risk. 20, 5, p. 83-115 33 p.Research output: Contribution to journal › Article › Research › peer-review
14 Citations (Scopus) -
Vine copulas: modelling systemic risk and enhancing higher-moment portfolio optimisation
Low, R. K. Y., Nov 2018, In: Accounting and Finance. 58, S1, p. 423-463 41 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile22 Citations (Scopus)53 Downloads (Pure) -
2017
Canonical Vine Copulas in the Context of Modern Portfolio Management: Are They Worth it?
Low, R. K. Y., Alcock, J., Faff, R. & Brailsford, T., 27 Mar 2017, Assymetric Dependence in Finance: Diversification, Correlation and Portfolio Management in Market Downturns. Alcock, J. & Satchell, S. (eds.). Chichester: John Wiley & Sons, p. 263-289 27 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › Research › peer-review
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2016
Diamonds vs. precious metals: What shines brightest in your investment portfolio?
Low, R. K. Y., Yao, Y. & Faff, R., 1 Jan 2016, In: International Review of Financial Analysis. 43, p. 1-14 14 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile56 Citations (Scopus)279 Downloads (Pure) -
Enhancing mean-variance portfolio selection by modeling distributional asymmetries
Yew Low, R. K., Faff, R. & Aas, K., 1 May 2016, In: Journal of Economics and Business. 85, p. 49-72 24 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile54 Citations (Scopus)215 Downloads (Pure) -
The profitability of pairs trading strategies: distance, cointegration and copula methods
Rad, H., Low, R. K. Y. & Faff, R., 2 Oct 2016, In: Quantitative Finance. 16, 10, p. 1541-1558 18 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile90 Citations (Scopus)4402 Downloads (Pure) -
The role of analyst forecasts in the momentum effect
Low, R. K. Y. & Tan, E., 1 Dec 2016, In: International Review of Financial Analysis. 48, p. 67-84 18 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile21 Citations (Scopus)168 Downloads (Pure) -
2015
Is diversification always optimal?
Humphrey, J. E., Benson, K. L., Low, R. K. Y. & Lee, W. L., 1 Nov 2015, In: Pacific Basin Finance Journal. 35, p. 521-532 12 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile12 Citations (Scopus)61 Downloads (Pure) -
2013
Canonical vine copulas in the context of modern portfolio management: Are they worth it?
Low, R. K. Y., Alcock, J., Faff, R. & Brailsford, T., Aug 2013, In: Journal of Banking and Finance. 37, 8, p. 3085-3099 15 p.Research output: Contribution to journal › Article › Research › peer-review
112 Citations (Scopus)3 Downloads (Pure)