Dr Karen BENSON
Contact
Positions Held
Senior Lecturer (Finance)
Academic Qualifications
| Degree |
Institution |
Field |
Year |
| PhD |
Monash University |
Finance |
2004 |
| MCom |
James Cook University |
Commerce |
1996 |
| BCom (Hons) |
James Cook University |
Commerce |
1988 |
Memberships
- Associate Member - CPA Australia
- Member - Accounting and Finance Association of Australia and New Zealand (AFAANZ)
Major Research Grants
| Year |
Title of Grant |
Granting Agency |
Amount |
| 2007-09 |
Superannuation funds: Ensuring the financial health of Australians in retirement (with Gray, P., Oliver, B., Hutchinson, M., and K. Alpert). |
ARC Discovery Project |
349,000 |
| 2006 |
Socially responsible investment funds: An investigation of performance persistence and fund flows (with P. Gray) |
AFAANZ Research Grant |
6,000 |
| 2003 |
Assessment of tournament behaviour of Australian Equity Funds |
UQ New Staff Research Grant |
11,939 |
| 1995 |
Development of an interactive multimedia CD Rom for the use in first year accounting |
UQ Committee for the Advancement of University Teaching |
57,000 |
| 1994 |
Development of an interactive multimedia CD Rom for the use in first year accounting |
James Cook University Teaching Grant |
12,000 |
| 1991 |
Assessment of Australian Equity Trusts |
Merit Research Grant |
3,000 |
Field of Current Research
| Title of Research Area |
Brief Description |
| Funds management |
The relationship between performance and fund flows of mutual funds. |
Publications
Books And Monographs
- Benson, K. and Alison, S. (1999), Fundamentals of Accounting CD-Rom and Student Manual, McGraw-Hill Book Company Australia Ltd, Roseville.
Published Refereed Journal Articles
- Hallahan, T., Faff. R., and Benson, K.L, (forthcoming), Fortune Favours the Bold? Exploring Tournament Behavior among Australian Superannuation Funds, Journal of Financial Services Research, (Accepted 2008).
- Benson, K.L. and Humphrey, J.E. (forthcoming), Socially responsible investment funds: Investor reaction to current and past returns, Journal of Banking and Finance, (accepted December 2007). Download Paper Sensitivity Analysis
- Benson, K.L., Tang, G., and Tutticci, I., (forthcoming) The relevance of family characteristics to individual fund flows. Australian Journal of Management, (Accepted 2007)
- Benson, K., Gray, P., Kolatay, E., and Qiu, J., (forthcoming) Portfolio construction and performance measurement when returns are non-normal, Australian Journal of Management, (Accepted 2007)
- Benson, K.L., Gallagher, D.R, and Teodorowski, P., (2007) Momentum investing and the asset allocation decision, Accounting and Finance, 47(4), pp571-598.
- Benson, K.L., Faff, R.W., and Nowland, J. (2007) Do derivatives have a role in the risk shifting behaviour of fund managers. Australian Journal of Management, 32(2), pp271-292.
- Benson, K.L. & Faff, R.W., (2006) Conditional performance evaluation and the relevance of money flows for Australian international equity funds. Pacific Basin Finance Journal. 14(3), 231-249.
- Benson, K.L, Brailsford, T.J. & Humphrey J.E. (2006). Do socially responsible fund managers really invest differently? Journal of Business Ethics.65(4), 337-357.
- Benson, K.L. & Faff, R.W. (2004), The Relationship Between Exchange Rate Exposure, Currency Risk Management and Performance of International Equity Funds, Pacific Basin Finance Journal, 12, 333-357.
- Benson, K.L. & Oliver, B. (2004), Management Motivation for using Financial Derivatives in Australia, Australian Journal of Management 29(2), 225-242.
- Benson, K.L & Faff, R.W. (2004), Investigating Performance Benchmarks in the Context of International Trusts: Australian Evidence. Applied Financial Economics 14, 631-644.
- Benson, K.L., & Faff, R.W. (2003), Exchange Rate Sensitivity of International Equity Funds, Global Finance Journal, 14(1), pp95-120.
- Benson, K.L., Pope, P. & Faff, R. (2003), The relevance of Investor Risk Classes in Ranking Fund Performance: An Application of the Extended Mean-Gini CAPM, Journal of Quantitative Economics, 1(1), 20-35.
- Benson, K.L., Pope, P., & Faff, R.W., (2003), An Investigation of the Relationship between Stated Fund Management Policy and Market Timing Ability, Pacific Accounting Review, 15(1), 1-16
- Benson, K.L. and Faff, R.W. (2003), A performance analysis of Australian international equity trusts, Journal of International Financial Markets, Institutions & Money, 13(1), 69-84.
- Benson, K. and Pope, P. (2000), An analysis of the difference between mean-variance CAPM betas and extended mean-gini CAPM betas in a fund performance setting, Accounting Research Journal, 13 (1), 62-75.
- Benson, K.L., Alison, S. and Arger, G. (1996), Interactive Multimedia in Introductory Accounting: A preliminary analysis, Higher Education Research and Development, 15(1), 1-12.
- Berryman, J., and Benson, K.L. (1989), A report on the use of Coopers and Lybrand Pre-Audit Software in an Undergraduate Auditing Course, Accounting Research Journal, Spring.
Published Professional Journal Articles
- Benson, K., and Gray P., (2005), Does the short rate predict market returns?" Journal of Investment Strategy, 1(1), 59-62.
- Benson, K.L and Humphrey, J.E., (2005), Can we distinguish between Socially Responsible Investment Funds and Conventional Funds? Portfolio Construction Journal.
- Benson, K.L. and Pope, P.J., (1993), Active or Passive - What is the Difference? JASSA (Journal of the Securities Institute of Australia), 4, 25-29.
Research Interests
- Corporate and Investment Valuation
- Investments and Funds Management
Academic Cluster
Finance
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