Professor Tim BRAILSFORD
Contact
Positions Held
Head of School
Frank Finn Professor of Finance
Academic Qualifications
| Degree |
Institution |
Field |
Year |
| PhD |
Monash University (Clayton) |
Finance |
1994 |
| MEc |
Monash University (Clayton) |
Economics |
1989 |
| BEc (Hons) |
Monash University (Clayton) |
Economics |
1986 |
Memberships
- Fellow, Australian Institute of Management
- Fellow, CPA Australia
- Fellow, Financial Services Institute of Australasia
Major Research Grants
| Year |
Title of Grant |
Granting Agency |
Amount |
| 2007-2009 |
"Complexity, Risk Management and Dynamic Portfolio Selection in Investment Management using Advances in Evolutionary Parallel-computing Artificial Intelligence", (with R.D. Terrell, T.J. O'Neill, T. Smith, A Chen and J. Penm) |
ARC Discovery Projects Scheme |
180,000 |
| 2005-2007 |
"Investment Evaluation and Price Formation in Markets for Oil and Mineral Resources" (With R.D. Terrell, J. Penm, B. Brogan, Australian National University; A. Chen, Southern Methodist University; S. Wu, Chang Gung University Taiwan) |
ARC Discovery Projects Scheme |
275,000 |
| 2004-2006 |
"Managing and Modelling Risk and Complexity in the Investment and Hedge Funds Industry" (With T.J. O'Neill, J. Penm and T. Smith, Australian National University) |
ARC Discovery Projects Scheme |
401,742 |
| 2004-2006 |
The Value of Growth and Risk in the Australian Stock Market" (With R.W Faff, Monash University) |
ARC Linkage Projects Scheme |
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Publications
Books And Monographs
- Brailsford, T.J., Heaney, R.A. and Bilson, C.M., Investments: Concepts and Applications in Australia, Nelson Thomson Learning, Sydney, 2007.
- Terrell, R.D. and Brailsford, T.J., Collaborative Research in Econometrics and Quantitative Finance, Evergreen Publishing, 2005.
- Brailsford, T.J., Faff, R.W. and B.R. Oliver, Research Design Issues in the Estimation of Beta, McGraw-Hill Series in Advanced Finance Volume 1, Series Editors: Brailsford, T.J. and Faff, R.W., McGraw-Hill.
Published Refereed Journal Articles
- Brailsford, T.J., Handley, J. and Maheswaran, K., "A re-examination of the historical equity risk premium in Australia", Accounting and Finance, 2007.
- Brailsford, T.J., Penm, J. and Terrell, R.D., "Causal Relationship Testing with Applications to Exchange Rates", International Journal of Theoretical and Applied Finance, 2007.
- Brailsford, T.J., Penm, J. and Lai, C.D., "Effectiveness of High Interest Rate Policy on Exchange Rates: A Re-examination of the Asian Financial Crisis", Journal of Applied Mathematics and Decision Sciences, 2006.
- Benson, K.L., Brailsford, T.J. and Humphrey, J.E., "Do Socially Responsible Fund Managers Really Invest Differently?", Journal of Business Ethics, 2006, Vol.65, pp.337-357.
- Berkman, H., Brailsford, T.J. and Frino, A., "A Note on Execution Costs for Stock Index Futures: Information versus Liquidity Effects", Journal of Banking and Finance, 2005, Vol.29(3), pp.565-577.
- Brailsford, T.J., Heaney, R.A. and Oliver, B.R., "The Use of Derivatives in a Public Sector Setting", Accounting and Finance, 2005, Vol.45(1), pp.43-66.
- Bilson, C.M., Brailsford, T.J. and Evans, P., "The International Transmission of Arbitrage Information across Futures Markets", Journal of Business Finance and Accounting, 2005, Vol.32 (5&6), June-July, pp.973-1000.
- Brailsford, T.J. and Yeoh, D., "Agency Problems and Capital Expenditure Announcements", Journal of Business, 2004, Vol.77(2) April, pp.223-256.
- Brailsford, T.J., Hyung, N., Penm, J.H.W. and Terrell, R.D., "The Sequential Fitting of Subset Auto Regressions with a Forgetting Factor", Journal of Economic Research, 2004, May, Vol.9(1), pp.29-58. Brailsford, T.J., Penm, J.H.W. and Terrell, R.D., "A New Approach to Testing PPP: Evidence from the Yen", Research in Finance, 2004, Vol.21, pp.135-154. Elsevier Ltd.
- Brailsford, T.J., Heaney, R.A. and Shi, J., "Modelling the Behaviour of the New Issue Market", International Review of Financial Analysis, 2004, Vol.13(2) pp.119-132. Elsevier Science Publishers.
Distinctions
- Prime Minister's Centenary Medal of Australia, Awarded 2003.
- Chartered Institute of Management Accountants: Research of the Year Award 2002 (with R. Heaney and B. Oliver)
- Elected Honorary Life Member of the Golden Key National Honour Society 1998.
- Winner of the Accounting Research Journal Competitive Manuscript Award for Best Paper 2001.
- Winner of the AAANZ Peter Brownell Competitive Manuscript Award for Best Paper 1996.
- Winner of the Accounting Research Journal Competitive Manuscript Award for Best Paper 1995.
- 1994 Young Accountant of the Year (Government and Academe)
Research Interests
- Corporate and Investment Valuation
- Investments and Funds Management
Academic Cluster
Finance
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