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Research

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2012

17.  R. Bird, P. Pellizzari, D. Yeung and P. Woolley; The Strategic Implementation of an Investment Process in a Funds Management Firm; September 2012 (pdf, 1.35mb, 24pages)

18.  D. Yeung, P. Pellizzari, R. Bird and S. Abidin; Diversification versus Concentration ......... and the Winner is?; September 2012 (pdf, 1.16mb, 24pages)

2011

10.  S. Hargreaves Heap, D. Zizzo; Emotions and Chat in a Financial Markets Experiment; March 2011 (pdf, 542k, 30pages)

11.  R. Bird, H. Liem and S.Thorp; Infrastructure: Real assets and real returns; September 2011; Updated April 2012 (pdf, 613k, 35 pages)

12.  R. Bird, H. Liem and S.Thorp; Private equity: Strategies for improving performance; September 2011; Updated April 2012; (pdf, 876k, 50 pages)

13.  R. Bird, P. Pellizzari and D. Yeung; Performance implications of active management of institutional mutual funds; September 2011; (pdf, 445k, 31 pages)

14.  R. Bird, K. Reddy and D. Yeung; The relationship between uncertainty and the market reaction to information: How is it influenced by market and stock-specific characteristics?; (pdf, 434k, 31 pages)

15.  R. Bird, D. Choi and D. Yeung; Market uncertainty and sentiment, and the post-earnings announcement drift; (pdf, 528k, 38 pages)

2010

5.  G. Menzies, R. Bird, P. Dixon and M.Rimmer; Asset Price Regulators Unite: You Have Macroeconomic Stability to Win and the Microeconomic Losses are Second-order; April 2010 (pdf, 194k, 21 pages)

6.  R. Bird and D. Yeung; Institutional Ownership and IPO Performance: Australian Evidence; April 2010 
Please contact Danny.Yeung-1@uts.edu.au for a copy of the paper

7.  R. Bird, M. Grosse and D. Yeung; The Market Response to Exploration, Resource and Reserve Announcements by Mining Companies: Australian Data; April 2010 (pdf, 271k, 27 pages)

8  R. Bird and D. Yeung; How Do Investors React Under Uncertainty?; April 2010 (pdf, 250k, 28 pages)

9  R. Bird, H. Liem and S. Thorp; Hedge Fund Excess Returns Under Time-Varying Beta; October 2010; Updated April 2012 (pdf, 992k, 47 pages)

2009

3. Ron Bird, Lorenzo Casavecchia, Paolo Pellizzari and Paul Woolley, "The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients", February 2009

4. R. Bird, G. Menzies, P. Dixon and M. Rimmer, The Economic Costs of US Stock Mispricing, August 2009, Updated August 2010, (55 pages, 278.kb)

2008 

1. Ron Bird, Lorenzo Casavecchia and Paul Woolley, "Insights into the Market Impact of Different Investment Styles", May 2008

2. Ron Bird  and Lorenzo Casavecchia, "Conditional Style Rotation Model on Enhanced Value and Growth Portfolios: The European Experience", May 2008