STAFF PROFILE
Associate Professor Banita Bissoondoyal-Bheenick
Position:
Associate Dean-School Finance Discipline
College / Portfolio:
Business
School / Department:
Economics, Finance and Marketing
Phone:
99259578
Campus:
Melbourne City Campus
Contact me about:
Research supervision
- Bissoondoyal-Bheenick, E.,Brooks, R.,Do, H.,Smyth, R. (2020). Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets In: Energy Economics, 86, 1 - 18
- Bissoondoyal-Bheenick, E.,Brooks, R.,Do, H. (2019). Asymmetric relationship between order imbalance and realized volatility: Evidence from the Australian market In: International Review Of Economics and Finance, 62, 309 - 320
- Bissoondoyal-Bheenick, E.,Brooks, R.,Chi, W.,Do, H. (2018). Volatility spillover between the US, Chinese and Australian stock markets In: Australian Journal of Management, 43, 263 - 285
- Hill, P.,Bissoondoyal-Bheenick, E.,Faff, R. (2018). New evidence on sovereign to corporate credit rating spill-overs In: International Review of Financial Analysis, 55, 209 - 225
- Chi, W.,Brooks, R.,Bissoondoyal-Bheenick, E.,Tang, X. (2016). Classifying Chinese bull and bear markets: indices and individual stocks In: Studies in Economics and Finance, 33, 509 - 531
- Bissoondoyal-Bheenick, E.,Brooks, R.,Treepongkaruna, S.,Wee, M. (2016). Realized Volatility of the Spread: Analysis in the Foreign Exchange Market In: Risk Management in Emerging Markets, Emerald Group Publishing Limited, United Kingdom
- Bissoondoyal-Bheenick, E.,Brooks, R. (2015). The credit risk-return puzzle: Impact of credit rating announcements in Australia and Japan In: Pacific Basin Finance Journal, 35, 37 - 55
- Bissoondoyal-Bheenick, E.,Brooks, R.,Treepongkaruna, S. (2015). Do asset backed securities ratings matter on average? In: Research in International Business and Finance, 33, 32 - 43
- Bissoondoyal-Bheenick, E.,Brooks, R.,Treepongkaruna, S. (2014). Rating spillover effects on the stock markets In: Journal of Multinational Financial Management, 25-26, 51 - 63
- Bissoondoyal-Bheenick, E.,Brooks, R. (2014). Stock market Impact of Sovereign rating Changes: Alternative Benchmark Model In: Emerging Markets and Sovereign Risk, Palgrave Macmillan, London, United Kingdom
1 PhD Completions1 PhD Current Supervisions