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Paul docherty
Paul docherty
The University of Newcastle
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Cited by
Cited by
Year
Seasonal anomalies in advanced emerging stock markets
M Seif, P Docherty, A Shamsuddin
The Quarterly Review of Economics and Finance 66, 169-181, 2017
792017
Deep neural networks understand investors better
N Mahmoudi, P Docherty, P Moscato
Decision Support Systems 112, 23-34, 2018
612018
Stock price overreaction to ESG controversies
B Cui, P Docherty
Available at SSRN 3559915, 2020
452020
Investor myopia and the momentum premium across international equity markets
P Docherty, G Hurst
Journal of Financial and Quantitative Analysis 53 (6), 2465-2490, 2018
412018
Profitability and investment‐based factor pricing models
B Elliot, P Docherty, S Easton, D Lee
Accounting & Finance 58 (2), 397-421, 2018
312018
Tangibility and investment irreversibility in asset pricing
P Docherty, H Chan, S Easton
Accounting & Finance 50 (4), 809-827, 2010
292010
Limits to arbitrage and the MAX anomaly in advanced emerging markets
M Seif, P Docherty, A Shamsuddin
Emerging Markets Review 36, 95-109, 2018
212018
Asset tangibility, industry representation and the cross section of equity returns
P Docherty, H Chan, S Easton
Australian Journal of Management 36 (1), 75-87, 2011
212011
Momentum in Australian style portfolios: risk or inefficiency?
H Chan, P Docherty
Accounting & Finance 56 (2), 333-361, 2016
182016
Australian evidence on the implementation of the size and value premia
P Docherty, H Chan, S Easton
Accounting & Finance 53 (2), 367-391, 2013
142013
Market efficiency and continuous information arrival: evidence from prediction markets
P Docherty, S Easton
Applied Economics 44 (19), 2461-2471, 2012
102012
Explanations of cycles in seasoned equity offerings: An examination of the choice between rights issues and private placements
A Melia, H Chan, P Docherty, S Easton
Pacific-Basin Finance Journal 50, 16-25, 2018
92018
Return dispersion and conditional momentum returns: International evidence
P Docherty, G Hurst
Pacific-Basin Finance Journal 50, 263-278, 2018
92018
Liquidity commonality in the secondary corporate loan market
J Anthony, P Docherty, D Lee, A Shamsuddin
Economics letters 161, 10-14, 2017
92017
Net share issues and the cross‐section of equity returns under a dividend imputation tax system
A Melia, P Docherty, S Easton
Accounting & Finance 56 (4), 1097-1117, 2016
82016
Trend salience, investor behaviours and momentum profitability
G Hurst, P Docherty
Pacific-Basin Finance Journal 35, 471-484, 2015
8*2015
Interest rate, size and book-to-market effects in Australian financial firms
M Akhtaruzzaman, P Docherty, A Shamsuddin
Applied Economics 46 (25), 3005-3020, 2014
82014
The differential impact of monetary policy announcements and explanatory minutes releases on the Australian interest rate futures market
B McCredie, P Docherty, S Easton, K Uylangco
Pacific-Basin Finance Journal 29, 261-271, 2014
72014
The Feller diffusion, filter rules and abnormal stock returns
P Docherty, Y Dong, X Song, M Tippett
The European Journal of Finance 24 (5), 426-438, 2018
62018
The channels of monetary policy triggered by central bank actions and statements in the Australian equity market
B McCredie, P Docherty, S Easton, K Uylangco
International Review of Financial Analysis 46, 46-61, 2016
62016
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