Dr Vanitha RAGUNATHAN
Contact
Positions Held
Senior Lecturer in Finance
Academic Qualifications
| Degree |
Institution |
Field |
Year |
| PhD |
Royal Melbourne Institute of Technology |
Finance |
1998 |
| MFin |
Royal Melbourne Institute of Technology |
Finance |
1995 |
| BSc |
La Trobe University |
Statistics |
1993 |
Memberships
- Accounting Association of Australia and New Zealand
Major Research Grants
| Year |
Title of Grant |
Granting Agency |
Amount |
| 2004 |
The Exchange Rate Exposure of Australian Firms |
UQ Early Career Research Grant |
10,158 |
| 2004 |
Going-Concern Audit Qualifications" with Kathleen Herbohn |
AFAANZ Research Grant |
5,750 |
| 2003 |
Issues in Corporate Valuation, the Cost of Capital, and Optimal Capital Structure |
ARC Discovery Grant |
125,000 |
| 2000 |
The Industrial Structure |
BEL Faculty New Staff Research Grant |
9,700 |
| 1996 |
Faculty of Business Scholarship |
RMIT |
|
Publications
- The Horse Has Bolted: Revisiting the Market Reaction to Going Concern Modifications of Audit Reports, co-authored with Kathleen Herbohn and Robert Garsden, Accounting and Finance, Forthcoming.
- The Effect of Credit Rating Changes on Australian Stock Returns, co-authored with Elisa Choy and Stephen Gray, Accounting and Finance, Forthcoming.
- The Determinants of Australian Credit Ratings, co-authored with Stephen Gray and Alexsander Mirkovic, Australian Journal of Management, Forthcoming.
- Correlations and Hansen-Jagannathan Volatility Bounds, co-authored with Robert Faff and Robert Brooks, Applied Financial Economics, Nov. 2004, 14, 1167-1180.
- Returns and Volatility on the Chinese Stock Markets, co-authored with Robert Brooks, Applied Financial Economics, 2003, 13, 747-752.
- The Relative Importance of Domestic and Global Factors in Explaining Australian Stock Returns, co-authored with Peter Clarkson and John Nowland, International Review of Finance, 2002, 3 (1), 1-25.
- "When the U.S. Sneezes, Does the World Catch a Cold?", co-authored with Alan Alford, in "Global Financial Markets at the Turn of the Century" edited by Ilhan Meric and Gulser Meric, Pergamon, Amsterdam 2001, pgs. 119-131.
- Australian Industry Beta Risk, The Choice of Market Index and Business Cycles, co-authored with Robert W. Faff and Robert D. Brooks, Applied Financial Economics, 2000, 10, 49-58.
- Financial Deregulation and Integration: An Australian Perspective, Journal of Economics and Business, 1999, 51, 505-514.
- Correlations, Business Cycles and Integration, co-authored with Robert W. Faff and Robert D. Brooks, Journal of International Financial Markets, Institutions and Money, 1998, 9, 75-95.
- Price Variability, Trading Volume and Market Depth: Evidence from the Australian Futures Markets, co-authored with Albert Peker, Applied Financial Economics, 1997, 7, 447-454.
Published Refereed Conference Papers And Subsequent Abstracts
- "Do Outside Blockholders Matter in Takeover Contests?" AFAANZ (2006)
- "The Determinants of Australian Credit Ratings" AFAANZ (2002)
- "The Relative Importance of Domestic and Global Factors in Explaining Australian Stock Returns" was presented at the Asia-Pacific Finance Association Meeting and AAANZ conference (2000)
- "The Horse has Bolted: Revisiting the Market Reaction to Going Concern Modifications of Audit Reports". The University of Auckland (2005)
- "The Determinants of Australian Credit Ratings" Australian National University (2004)
- "Semiparametric ARCH Models" at University of Technology Sydney (2003)
- "The Marginal Tax Rate for Australian Firms" at RMIT (2003)
- "The Relative Importance of Domestic and Global Factors in Explaining Australian Stock Returns" at the University of Otago (2000)
Research Interests
- Corporate and Investment Valuation
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