Clive Gaunt

University of Queensland - Business School

Brisbane, Queensland 4072

Australia

SCHOLARLY PAPERS

6

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1,317

SSRN CITATIONS
Rank 16,337

SSRN RANKINGS

Top 16,337

in Total Papers Citations

14

CROSSREF CITATIONS

54

Scholarly Papers (6)

Size and Book-to-Market Factors in Australia

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 32 Posted: 06 Aug 2008
University of Queensland - Business SchoolSchroder Investment Management Limited, Bond University and University of Queensland - Business School
Downloads 588 (59,829)
Citation 16

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Size effect, Book-to-market effect, CAPM, Asset pricing, Fama-French Three-Factor Model

Size and Book-to-Market Factors in Australia

Australian Journal of Management, Vol. 37, No. 2, 2012
Posted: 04 Aug 2012
University of Queensland, University of Queensland - Business School and University of Queensland - Business SchoolSchroder Investment Management Limited

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asset pricing, book-to-market effect, capital asset-pricing model, Fama–French three-factor model, size effect

2.

Limit Order Imbalances and Return Predictability

Number of pages: 42 Posted: 09 May 2004
Clive Gaunt and Andrew Gunn
University of Queensland - Business School and University of Queensland
Downloads 371 (105,098)
Citation 1

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3.

Stock Returns Following Large One-Day Declines: Further Evidence on the Liquidity Explanation from a Small, Developed Market

Number of pages: 27 Posted: 29 Jan 2004
Clive Gaunt and Jane Nguyen
University of Queensland - Business School and University of Queensland
Downloads 187 (209,557)
Citation 3

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4.

Publication Records of Australian Accounting and Finance Faculty Promoted to Full Professor, Set within an International Context

Number of pages: 38 Posted: 26 Sep 2017
Alan Goodacre, Clive Gaunt and Darren Henry
University of Stirling - Department of Accounting and Finance, University of Queensland - Business School and La Trobe University - Department of Economics and Finance
Downloads 137 (271,532)
Citation 1

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professor, promotion, productivity, publication, internationalisation

5.

Size and Book to Market Effects and the Fama French Three Factor Asset Pricing Model: Evidence from the Australian Stockmarket

Number of pages: 18 Posted: 10 Mar 2004
Clive Gaunt
University of Queensland - Business School
Downloads 31 (586,806)
Citation 5
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6.

Interaction of Size, Book-to-Market and Momentum Effects in Australia

Accounting & Finance, Vol. 50, Issue 1, pp. 197-219, March 2010
Number of pages: 23 Posted: 01 Mar 2010
affiliation not provided to SSRN, Bond University and University of Queensland - Business School
Downloads 3 (792,454)
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