Purpose The purpose of this paper is to investigate students’ experiences of, and attitudes on, the use of technology – in the form of ePortfolio – as an assessment tool. The authors seek to determine whether ePortfolios aid students in facilitating critical reflection on their learning...

Purpose The purpose of this paper is to investigate whether International Financial Reporting Standards (IFRS)-based data improve bankruptcy prediction over Australian Generally Accepted Accounting Principles (AGAAP)-based data. In doing so, this paper focuses on intangibles because conservative...

Purpose – The purpose of this paper is to describe a simple approach available to corporate finance instructors to enhance the lecture delivery through the use of “digital ink” and tablet technology, to increase engagement during the lecture and enhance the classroom experience....

Purpose –The purpose of this paper is to describe a simple approach available to corporate finance instructors to enhance the lecture delivery through the use of “digital ink” and tablet technology, to increase engagement during the lecture and enhance the classroom experience....

Purpose – Malkiel and Xu state that idiosyncratic volatility is highly correlated with size and that it plays a powerful role in explaining expected returns. The purpose of this paper is to ask whether idiosyncratic volatility is useful in explaining the variation in expected returns; and...

Purpose – Malkiel and Xu state that idiosyncratic volatility is highly correlated with size and that it plays a powerful role in explaining expected returns. The purpose of this paper is to ask whether idiosyncratic volatility is useful in explaining the variation in expected returns; and...

Existing research shows that a strategy based on the 52-week high prices of individual stocks explains momentum and is able to forecast returns. Given that the momentum strategy based on international market indices is also known to be profitable, we investigate the profitability of the 52-week...

In a landmark paper, George and Hwang (2004) show that a stock's 52-week high price largely explains the momentum effect and that a strategy based on closeness to the 52-week high has better forecasting power for future returns than do momentum strategies. We find that the 52-week high strategy...

This paper documents evidence of reversals in the long-term returns of international equity markets. We use recent short-term performance to better select contrarian securities that appear ready to reverse. Our late-stage contrarian strategy consistently provides stronger evidence of long-term...