Publications: Gasbarro, Dominic

Journal Article

Xiang, E., Gasbarro, D., Cullen, G. and Ruan, W.ORCID: 0000-0003-2737-0768 (2020) Does R&D expenditure volatility affect stock return? Journal of Contemporary Accounting & Economics, 16 (3). Article 100211.

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

Huda, Z., Hoque, A.ORCID: 0000-0001-8369-6653, Hassan, K. and Gasbarro, D. (2018) Analysis of major currency options market efficiency using Intra-Daily Ultra-High frequency data for Pre-GFC, GFC and Post-GFC period. In: 14th Annual London Business Research Conference, 6 - 7 August 2020, London, UK

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,.