Research output per year
Research output per year
- 28 results
Search results
-
2021
Estimation of a Term Structure Model of Carbon Prices through State Space Methods: The European Union Emissions Trading Scheme
Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., Jun 2021, In: Accounting and Finance. 61, 2, p. 3797-3819 23 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile3 Citations (Scopus)148 Downloads (Pure) -
Estimation of a term structure model of carbon prices through state spaces methods: a pitch
Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 8 Feb 2021, In: Accounting Research Journal. 34, 1, p. 106-112 7 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile1 Citation (Scopus)161 Downloads (Pure) -
LSMRealOptions: Value American and Real Options Through LSM Simulation
Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 2021Research output: Non-textual form › Software › Research
Open Access -
Modelling Oil and Copper Commodity Prices Through Term Structure Estimation: New R Package NFCP useful in future commodity pricing research
Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., Jul 2021, (Unpublished).Research output: Contribution to conference › Poster › Research › peer-review
File497 Downloads (Pure) -
NFCP: N-Factor Commodity Pricing Through Term Structure Estimation
Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 13 Jan 2021Research output: Non-textual form › Software › Research
Open Access -
2020
A Real Options Approach to Valuing Agricultural Resource Assets Under Uncertainty: US Corn Crops
Smith, M., Kelly, S. & McNamara, R., Jun 2020. 37 p.Research output: Contribution to conference › Paper › Research › peer-review
Open Access -
Corporate governance and family firm performance during the Global Financial Crisis
Aldamen, H., Duncan, K., Kelly, S. & McNamara, R., 1 Jun 2020, In: Accounting and Finance. 60, 2, p. 1673-1701 29 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile31 Citations (Scopus)356 Downloads (Pure) -
FKF.SP: Fast Kalman Filtering Through Sequential Processing
Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C., Vanstone, B. J., Luethi, D., Erb, P., Otziger, S. & Smith, P., 18 Dec 2020Research output: Non-textual form › Software › Research
Open Access -
Fragmentation and Price Discovery in Bitcoin Markets
Majtyka, J., Kelly, S. & Duncan, K., Jul 2020.Research output: Contribution to conference › Paper › Research › peer-review
Open Access -
2019
Does Governance Matter for Family Firm Performance During the Global Financial Crisis
Aldamen, H., Duncan, K., Kelly, S. & McNamara, R., Jul 2019.Research output: Contribution to conference › Presentation › Research › peer-review
-
2018
A hybrid information approach to predict corporate credit risk
Bu, D., Kelly, S., Liao, Y. & Zhou, Q., Sept 2018, In: Journal of Futures Markets. 38, 9, p. 1062-1078 17 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile2 Citations (Scopus)244 Downloads (Pure) -
Market reactions to ASIC media releases: abnormal returns around ASIC “Name and Shame” disclosures
Hall, L., Earea, D., Gepp, A., Harris, G., Kelly, S. & Vanstone, B. J., 1 Jul 2018, (Unpublished).Research output: Contribution to conference › Presentation › Research › peer-review
File156 Downloads (Pure) -
2017
The market premium for the option to close: Evidence from Australian gold mining firms
Kelly, S., 1 Jun 2017, In: Accounting and Finance. 57, 2, p. 511-531 21 p.Research output: Contribution to journal › Article › Research › peer-review
2 Citations (Scopus) -
2015
A real options approach to valuing agricultural resource assets under uncertainty: US corn crops
Smith, M., Kelly, S. & McNamara, R., 2015, p. 1-1. 1 p.Research output: Contribution to conference › Abstract › Research › peer-review
-
2014
New ventures: Control of risks through strategies
Kelly, S. & McNamara, R., 2014, In: Global Review of Accounting and Finance. 5, 1, p. 27-51 25 p.Research output: Contribution to journal › Article › Research › peer-review
-
Strategizing carbon-neutral mines: A case for pilot projects
Power, I. M., McCutcheon, J., Harrison, A. L., Wilson, S. A., Dipple, G. M., Kelly, S., Southam, C. & Southam, G., 2 May 2014, In: Minerals. 4, 2, p. 399-436 38 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile59 Citations (Scopus)235 Downloads (Pure) -
2012
Audit committee characteristics and firm performance during the global financial crisis
Aldamen, H., Duncan, K., Kelly, S., McNamara, R. & Nagel, S., Dec 2012, In: Accounting and Finance. 52, 4, p. 971-1000 30 p.Research output: Contribution to journal › Article › Research › peer-review
162 Citations (Scopus) -
Effective corporate monitoring: Independence, motivation and means
Drennan, L., Kelly, S., McNamara, R. & Martin, M., 2012, In: International Review of Business Research Papers (Online). 8, 5, p. 65-84 20 p.Research output: Contribution to journal › Article › Research › peer-review
-
2011
Empires of the mind: Cross cultural cooperative business education
Duncan, K., Kelly, S. & McNamara, R., 2011, In: World Journal of Social Sciences. 1, 5, p. 109-125 17 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile88 Downloads (Pure) -
Inventory valuation, company value, and the uncertainty principle
Whelan, C., Kelly, S., McNamara, R. & Verkleij, J., 2011, Proceedings of the 2011 AFAANZ Conference . Cahan, S. (ed.). Melbourne: Accounting and Finance Association of Australia and New Zealand, 24 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review
Open AccessFile72 Downloads (Pure) -
Micro and macro determinants of financial distress
McNamara, R., Duncan, K. & Kelly, S., 2011, Proceedings of the 15th International Business Research Conference. Hoque, T. (ed.). Melbourne: World Business Institute Australia, p. 1-25 25 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review
Open AccessFile868 Downloads (Pure) -
Performance of family firms during the global financial crisis: Does governance matter?
Aldamen, H., Duncan, K., Kelly, S. & McNamara, R., 2011, Proceedings of Family Business Australia 2011 Research & Education Symposium. Casparsz, D. & Thomas, J. (eds.). Sydney: Family Business Australia, p. 1-17Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review
Open Access -
The effect of corporate governance variables on share price: A comparison of “A Class” and “B Class” shares in the People's Republic of China
Jih, K., Kelly, S. & McNamara, R., 2011, Proceedings of the 23rd Asian Pacific on International Accounting Issues. Peyvandi, A. (ed.). Fresno: Asian-Pacific Conference, p. 1-39 39 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review
Open AccessFile85 Downloads (Pure) -
2010
Integrating research and curriculum design: An event study in introductory accounting
Duncan, K., Kelly, S. & McNamara, R., 2010, Innovations in teaching and learning: Approaches to professional development across the globe. Kenworthy, A. L. (ed.). Halstead Press, p. 62-78 17 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › Research › peer-review
-
2009
Equity valuation in the coal seam gas industry
Duncan, K., Kelly, S. & McNamara, R., 2009, p. 1-25. 25 p.Research output: Contribution to conference › Paper › Research › peer-review
-
Investable market neutral hedge fund indices: An examination of whether these indice eliminate market risk?
Kelly, S., Rajaguru, G. & White, A., 2009. 15 p.Research output: Contribution to conference › Paper › Research › peer-review
-
2004
The market premium for the option to close: Evidence from Australian gold mining firms
Kelly, S., 2004. 38 p.Research output: Contribution to conference › Paper › Research › peer-review
-
1998
A binomial lattice approach for valuing a mining property IPO
Kelly, S., 1 Dec 1998, In: Quarterly Review of Economics and Finance. 38, 3 Part.1, p. 693-709 17 p.Research output: Contribution to journal › Article › Research › peer-review
27 Citations (Scopus)