Publications: Gasbarro, Dominic

Journal Article

Gasbarro, D., Le, K‐S, Schwebach, R.G. and Zumwalt, J.K. (2019) Market response to syndicated loan announcements from high‐profile failed and acquiring banks during the global financial crisis. Accounting & Finance, 60 (1). pp. 435-470.

Hassan, K., Hoque, A.ORCID: 0000-0001-8369-6653 and Gasbarro, D. (2019) Separating BRIC using Islamic stocks and crude oil: Dynamic conditional correlation and volatility spillover analysis. Energy Economics, 80 . pp. 950-969.

Cullen, G., Gasbarro, D., Monroe, G.S., Shailer, G. and Zhang, Y. (2018) Bank Audit Fees and Asset Securitization Risks. AUDITING: A Journal of Practice & Theory, 37 (1). pp. 21-48.

Hassan, K., Hoque, A.ORCID: 0000-0001-8369-6653 and Gasbarro, D. (2017) Sovereign default risk linkage: Implication for portfolio diversification. Pacific-Basin Finance Journal, 41 . pp. 1-16.

Gasbarro, D., Lee, K.-S., Schwebach, Robert G. and Zumwalt, J. Kenton (2017) An analysis of syndicated loan announcements during the global financial crisis. Journal of Financial Research, 40 (4). pp. 535-565.

Agusman, A., Cullen, G., Gasbarro, D., Monroe, G.S. and Zumwalt, J.K. (2014) Government intervention, bank ownership and risk-taking during the Indonesian financial crisis. Pacific-Basin Finance Journal, 30 . pp. 114-131.

Cullen, G., Gasbarro, D., Monroe, G.S. and Zumwalt, J.K. (2012) Changes to mutual fund risk: Intentional or mean reverting? Journal of Banking & Finance, 36 (1). pp. 112-120.

Gasbarro, D., Wong, W-K and Zumwalt, J.K. (2012) Stochastic dominance and behavior towards risk: The market for Ishares. Annals of Financial Economics, 7 (1). pp. 1250005-1.

Hadad, M.D., Agusman, A., Monroe, G.S., Gasbarro, D. and Zumwalt, J.K. (2011) Market discipline, financial crisis and regulatory changes: Evidence from Indonesian banks. Journal of Banking & Finance, 35 (6). pp. 1552-1562.

Cullen, G., Gasbarro, D. and Monroe, G.S. (2010) Mutual fund trades and the value of contradictory private information. Journal of Banking & Finance, 34 (2). pp. 378-387.

Agusman, A., Monroe, G.S., Gasbarro, D. and Zumwalt, J.K. (2008) Accounting and capital market measures of risk: Evidence from Asian banks during 1998–2003. Journal of Banking & Finance, 32 (4). pp. 480-488.

Clarke, A., Cullen, G. and Gasbarro, D. (2007) Mutual fund trades: Asymmetric liquidity preferences and fund performance. Journal of Financial Research, 30 (4). pp. 515-532.

Gasbarro, D., Stevenson, M., Schwebach, R.G. and Zumwalt, J.K. (2005) The Response of Bank Share Prices to Securitization Announcements. Quarterly Journal of Business and Economics, 44 (1/2). pp. 89-105.

Gasbarro, D., Le, K-S., Schwebach, R.B. and Zumwalt, J.K. (2004) Syndicated loan announcements and borrower value. Journal of Financial Research, 27 (1). pp. 133-141.

Gasbarro, D. and Monroe, G.S. (2004) The impact of monetary policy candidness on Australian financial markets. Journal of Multinational Financial Management, 14 (1). pp. 35-46.

Gasbarro, D., Johnson, R.D. and Zumwalt, J.K. (2003) Evidence on the Mean-Reverting Tendencies of Closed-End Fund Discounts. The Financial Review, 38 (2). pp. 273-291.

Fery, J., Gasbarro, D., Woodliff, D.R. and Zumwalt, J.K. (2003) Market reaction to published and non-published corporate loan announcements. The Quarterly Review of Economics and Finance, 43 (1). pp. 1-10.

Gasbarro, D., Bundoo, S. and Zumwalt, J.K. (2003) Underpricing and Aftermarket Performance of IPO Firms in Mauritius. Journal of Emerging Market Finance, 2 (3). pp. 315-335.

Gasbarro, D., Sadguna, I.G.M and Zumwalt, J.K. (2002) The changing relationship between CAMEL ratings and bank soundness during the Indonesian banking crisis. Review of Quantitative Finance and Accounting, 19 (3). pp. 247-260.

Conference Paper

Hoque, A.ORCID: 0000-0001-8369-6653, Hassan, K., Gasbarro, D. and Krishnamurti, C. (2015) Does currency smirk predict foreign exchange return? In: International Congress on Banking, Economics Finance And Business, 5 - 7 August, Kurume, Japan pp. 92-100.

Cullen, G., Gasbarro, D., Monroe, G.S., Shailer, G. and Zhang, Y.Y. (2014) Bank audit fees and asset securitization risks. In: 20th Annual International Symposium on Audit Research, 20 - 21 June, Maastricht, The Netherlands

Le, K-S., Hassan, K., Gasbarro, D. and Cullen, G. (2014) The relation between financial development, energy consumption and economic growth: empirical evidence for the United States. In: 27th Australasian Finance & Banking Conference, 16 - 18 December, Sydney, Australia

Zhang, Y.Y., Monroe, G.S., Gasbarro, D., Cullen, G. and Shailer, G. (2013) Aligning Off-Balance Sheet Risk, On-Balance Sheet Risk and Audit Fees: a PLS Path Modelling Analysis. In: 25th Asian-Pacific Conference of International Accounting Issues, 10 - 13 November, Nuse Dua , Bali

Cullen, G., Gasbarro, D., Le, K-S. and Monroe, G.S. (2013) Assessing sentiment timing ability and mutual fund manager skill. In: Accounting and Finance Association of Australia and New Zealand (AFAANZ), Perth, Western Australia, 7 - 9 July

Gasbarro, D., Monroe, G.S., Schwebach, R.G. and Teh, S.T. (2013) Comparative Value-relevance of GAAP, IBES, S&P Core, Cash Earnings and Cash Flows. In: Accounting and Finance Association of Australia and New Zealand (AFAANZ), Perth, Western Australia, 7 - 9 July

Cullen, G., Gasbarro, D., Le, K-S. and Monroe, G.S. (2013) Does selectivity in mutual fund trades exploit sentiment timing? In: European Financial Management Association Conference, 26 - 29 June, Reading, UK

Soedarmono, W., Tarazi, A., Agusman, A., Monroe, G.S. and Gasbarro, D. (2013) Loan loss provisions and lending behaviour of banks: Asian evidence during 1992-2009. In: Accounting and Finance Association of Australia and New Zealand (AFAANZ), Perth, Western Australia, 7 - 9 July

Cullen, G., Gasbarro, D., Monroe, G.S. and Zumwalt, J.K. (2012) Mutual Fund Trades: Timing Sentiment and Managing Tracking Error Variance. In: 25th Annual Australasian Finance and Banking Conference, 16 - 18 December, Sydney, Australia

Zhang, Y.Y., Monroe, G.S., Gasbarro, D., Cullen, G. and Shailer, G. (2011) Asset securitizations and audit effort. In: 24th Australasian Finance and Banking Conference, 14 - 16 December, Sydney, NSW, Australia

Cullen, G., Gasbarro, D., Monroe, G.S., Shailer, G. and Zhang, Y.Y. (2011) Asset securitizations and audit fees. In: 2011 AFAANZ Conference, 3 - 5 July, Darwin

Cullen, G., Gasbarro, D., Monroe, G.S. and Zumwalt, J.K. (2011) Investor sentiment and momentum and contrarian trading strategies: Mutual fund evidence. In: 24th Australasian Finance and Banking Conference, 14 - 16 December, Sydney, NSW, Australia

Cullen, G., Gasbarro, D., Monroe, G.S. and Zumwalt, J.K. (2010) Investor Sentiment and the Performance of Mutual Funds Pursuing Momentum and Contrarian Trading Strategies. In: 23rd Australasian Finance and Banking Conference, 15 - 17 December, Sydney, NSW, Australia

Cullen, G., Gasbarro, D., Le, K-S. and Monroe, G.S. (2010) Selectivity, Style, Sentiment and Skill in Mutual Fund Trades. In: The 23rd Australasian Finance and Banking Conference, 14 December 2010, The University of New South Wales, Sydney, Australia pp. 1-27.

Le, K-S., Gasbarro, D., Zumwalt, J.K. and Schwebach, R.G. (2009) Financing and Investment Flexibility Intrinsic in Revolving Credit Loans. In: Proceedings of International Scientific Conference “Functioning of Banking Systems in Conditions of Financial Crisis, 31 October - 1 November 2009, Balashov, Russia pp. 257-267.

Cullen, G., Gasbarro, D., Monroe, G.S. and Zumwalt, J.K. (2009) Mutual fund risk: Mean reversion or gaming? In: Asian Finance Association International Conference, 30 June - 3 July, Brisbane, Qld, Australia

Cullen, G., Gasbarro, D., Le, K-S. and Monroe, G.S. (2009) Selectivity in Mutual Fund Trades. In: The 22nd Australasian Finance and Banking Conference, 21 August 2009, The University of New South Wales, Sydney, Australia pp. 1-28.

Cullen, G., Gasbarro, D., Monroe, G.S. and Zumwalt, J.K. (2009) Systematic risk and the performance of mutual funds pursuing momentum and contrarian trades. In: 22nd Australasian Finance and Banking Conference, 16 - 18 December, Sydney, NSW, Australia

Le, K-S., Gasbarro, D. and Zumwalt, J.K. (2008) The Development of International Market for Syndicated Loans (1980-2007: A Review. In: The 16th Conference on the Theories and Practices of Securities and Financial Markets, 5-6 December, 2008, National Sun Yat-sen University, Kaohsiung, Taiwan

Agusman, A., Gasbarro, D., Monroe, G.S. and Zumwalt, J.K. (2008) Loan loss reserves and bank stock returns: Evidence from Asian banks. In: 21st Australasian Finance and Banking Conference, 16 - 18 December, Sydney, NSW, Australia

Gasbarro, D. and Monroe, G.S. (2007) Broker Recommendations and Mutual Fund Trades. In: 20th Australasian Finance and Banking Conference, 12 - 14 December, Sydney, NSW, Australia

Clarke, A., Gasbarro, D. and Monroe, G.S. (2007) Mutual funds and risk gaming. In: 20th Australasian Finance and Banking Conference, 12 - 14 December, Sydney, NSW, Australia

Gasbarro, D. and Clarke, A. (2006) Asymmetric liquidity preferences in mutual fund trades and fund performance: 2003-2005 evidence. In: 19th Australasian Finance and Banking Conference, 13 - 15 December, Sydney, NSW, Australia

Agusman, A., Gasbarro, D. and Zumwalt, J.K. (2006) Bank moral hazard and the disciplining factors of risk taking: Evidence from Asia Banks during 1998-2003. In: Financial Management Association (FMA) European Conference, 7 - 10 June, Stockholm, Sweden

Gasbarro, D., Hancock, P. and Zumwalt, J.K. (2006) Impact of taxation on credit unions in Australia. In: 19th Australasian Finance and Banking Conference, 13 - 15 December, Sydney, NSW, Australia

Gasbarro, D. (2006) Liquidity preferences in mutual fund trades and fund performance. In: Accounting and Finance Association of Australia and New Zealand, 2 - 4 July, Wellington, New Zealand

Gasbarro, D., Le, K-S., Schwebach, R.B. and Zumwalt, J.K. (2006) On the uniqueness of revolving credit loans. In: 19th Australasian Finance and Banking Conference, 13 - 15 December, Sydney, NSW, Australia

Gasbarro, D., Le, K-S., Schwebach, R.B. and Zumwalt, J.K. (2006) Revolving Credit Loans, Financial Slack and Market Timing. In: 19th Australasian Finance and Banking Conference (AFBC) (2006), 13-15 December, 2006, The University of New South Wales, Sydney, New South Wales, Australia

Cullen, G., Gasbarro, D. and Hadfield, A. (2005) Australian Listed Unit Trusts: An Analysis of the Discount Characteristics. In: 18th Australasian Finance and Banking Conference (AFBC), 14 - 16 December, Sydney, Australia

Gasbarro, D. and Cullen, G. (2004) Mutual fund redemptions: Liquidity preferences in fund asset sales. In: 17th Australasian Finance and Banking Conference (AFBC), 15 - 17 December, Sydney, Australia pp. 1-29.

Gasbarro, D., Le, K-S., Schwebach, R.B. and Zumwalt, J.K. (2004) Syndicated loan announcement and borrower value. In: 17th Australasian Finance and Banking Conference (AFBC), 15 - 17 December, Sydney, Australia pp. 133-141.

Gasbarro, D., Le, K-S., Schwebach, R.B. and Zumwalt, J.K. (2002) The impact of syndication announcements on borrower share prices. In: 15th Australasian Finance and Banking Conference (AFBC), 13-15 December, 2006, The University of New South Wales, Sydney, New South Wales, Australia

Gasbarro, D., Johnson, R.C. and Zumwalt, J.K. (2001) Evidence on the Mean-Reverting Tendencies of Closed-End Fund Discounts. In: AAANZ Annual Conference, 1 - 3 July, Auckland, New Zealand

Gasbarro, D. and Zumwalt, J.K. (2001) Share price response to securisation announcements. In: Annual Australasian Finance and Banking Conference, Sydney, Australia

Report

Gasbarro, D., Hancock, P. and Zumwalt, J.K. (2007) Impact of taxation on credit unions in Australia,.