Seasonal anomalies in advanced emerging stock markets M Seif, P Docherty, A Shamsuddin The Quarterly Review of Economics and Finance 66, 169-181, 2017 | 86 | 2017 |
Deep neural networks understand investors better N Mahmoudi, P Docherty, P Moscato Decision Support Systems 112, 23-34, 2018 | 69 | 2018 |
Stock price overreaction to ESG controversies B Cui, P Docherty Available at SSRN 3559915, 2020 | 65 | 2020 |
Investor myopia and the momentum premium across international equity markets P Docherty, G Hurst Journal of Financial and Quantitative Analysis 53 (6), 2465-2490, 2018 | 56 | 2018 |
Profitability and investment‐based factor pricing models B Elliot, P Docherty, S Easton, D Lee Accounting & Finance 58 (2), 397-421, 2018 | 33 | 2018 |
Tangibility and investment irreversibility in asset pricing P Docherty, H Chan, S Easton Accounting & Finance 50 (4), 809-827, 2010 | 31 | 2010 |
Limits to arbitrage and the MAX anomaly in advanced emerging markets M Seif, P Docherty, A Shamsuddin Emerging Markets Review 36, 95-109, 2018 | 26 | 2018 |
Asset tangibility, industry representation and the cross section of equity returns P Docherty, H Chan, S Easton Australian Journal of Management 36 (1), 75-87, 2011 | 24 | 2011 |
Momentum in Australian style portfolios: risk or inefficiency? H Chan, P Docherty Accounting & Finance 56 (2), 333-361, 2016 | 18 | 2016 |
Australian evidence on the implementation of the size and value premia P Docherty, H Chan, S Easton Accounting & Finance 53 (2), 367-391, 2013 | 14 | 2013 |
Explanations of cycles in seasoned equity offerings: An examination of the choice between rights issues and private placements A Melia, H Chan, P Docherty, S Easton Pacific-Basin Finance Journal 50, 16-25, 2018 | 11 | 2018 |
Market efficiency and continuous information arrival: evidence from prediction markets P Docherty, S Easton Applied Economics 44 (19), 2461-2471, 2012 | 11 | 2012 |
Return dispersion and conditional momentum returns: International evidence P Docherty, G Hurst Pacific-Basin Finance Journal 50, 263-278, 2018 | 9 | 2018 |
Liquidity commonality in the secondary corporate loan market J Anthony, P Docherty, D Lee, A Shamsuddin Economics Letters 161, 10-14, 2017 | 9 | 2017 |
Net share issues and the cross‐section of equity returns under a dividend imputation tax system A Melia, P Docherty, S Easton Accounting & Finance 56 (4), 1097-1117, 2016 | 8 | 2016 |
Trend salience, investor behaviours and momentum profitability G Hurst, P Docherty Pacific-Basin Finance Journal 35, 471-484, 2015 | 8 | 2015 |
Interest rate, size and book-to-market effects in Australian financial firms M Akhtaruzzaman, P Docherty, A Shamsuddin Applied Economics 46 (25), 3005-3020, 2014 | 8 | 2014 |
The differential impact of monetary policy announcements and explanatory minutes releases on the Australian interest rate futures market B McCredie, P Docherty, S Easton, K Uylangco Pacific-Basin Finance Journal 29, 261-271, 2014 | 7 | 2014 |
The Feller diffusion, filter rules and abnormal stock returns P Docherty, Y Dong, X Song, M Tippett The European Journal of Finance 24 (5), 426-438, 2018 | 6 | 2018 |
Flights-to-control: Time variation in the value of a vote P Docherty, S Easton, S Pinder Journal of Corporate Finance 66, 101790, 2021 | 5 | 2021 |