Andrew Ainsworth

University of Wollongong - School of Accounting, Economics & Finance

Northfields Avenue

Wollongong, NSW 2522

Australia

SCHOLARLY PAPERS

15

DOWNLOADS

2,622

SSRN CITATIONS

12

CROSSREF CITATIONS

13

Scholarly Papers (15)

1.
Downloads 418 ( 96,390)
Citation 6

Institutional Trading Around the Ex-Dividend Day

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 44 Posted: 25 Aug 2008 Last Revised: 01 Apr 2011
University of Wollongong - School of Accounting, Economics & Finance, University of New South Wales - School of Banking and Finance, Rozetta Institute and University of Sydney - School of Business - Finance Discipline
Downloads 418 (95,565)
Citation 6

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Dividends, franking credits, capital gains tax, ex-dividend day, institutional trading

Institutional Trading Around the Ex-Dividend Day

Australian Journal of Management, Vol. 41, No. 2, 2016
Posted: 04 May 2016
University of Wollongong - School of Accounting, Economics & Finance, University of New South Wales - School of Banking and Finance, Rozetta Institute and University of Sydney - School of Business - Finance Discipline

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Capital Gains Tax, Dividends, Ex-Dividend Day, Institutional Trading, Tax Credits

2.

Do Franking Credits Matter? Exploring the Financial Implications of Dividend Imputation

CIFR Paper No. 058/2015
Number of pages: 42 Posted: 03 Jun 2015
Andrew Ainsworth, Graham Partington and Geoff Warren
University of Wollongong - School of Accounting, Economics & Finance, University of Sydney - School of Business - Finance Discipline and Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 376 (108,845)
Citation 3

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Taxes, Order Imbalance and Abnormal Returns around the Ex-Dividend Day

Number of pages: 46 Posted: 12 Dec 2008 Last Revised: 08 Jun 2016
University of Wollongong - School of Accounting, Economics & Finance, University of New South Wales - School of Banking and Finance, Rozetta Institute and University of Sydney - School of Business - Finance Discipline
Downloads 362 (112,752)
Citation 2

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Dividends, franking credits, abnormal returns, volume, order imbalance

Taxes, Order Imbalance and Abnormal Returns Around the Ex‚ÄźDividend Day

International Review of Finance, Vol. 18, Issue 3, pp. 379-409, 2018
Number of pages: 31 Posted: 17 Sep 2018
University of Wollongong - School of Accounting, Economics & Finance, University of South Wales, Rozetta Institute and University of Sydney - School of Business - Finance Discipline
Downloads 2 (879,001)
Citation 1

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4.

Style Drift and Portfolio Management for Active Australian Equity Funds

Number of pages: 36 Posted: 03 Aug 2007
Andrew Ainsworth, Kingsley Y. L. Fong and David R. Gallagher
University of Wollongong - School of Accounting, Economics & Finance, University of New South Wales - School of Banking and Finance and Rozetta Institute
Downloads 341 (121,312)
Citation 5

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investment style, style drift, consistency, portfolio management, investment performance

5.

Superannuation Fees and Asset Allocation

CIFR Paper No. 114/2016
Number of pages: 36 Posted: 09 Aug 2016
University of Wollongong - School of Accounting, Economics & Finance, The University of Sydney, The University of Sydney - Discipline of Finance, Deakin University - Department of Finance (Property and Real Estate) and University of Sydney
Downloads 219 (189,629)
Citation 1

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Superannuation funds, investment fees, administration fees, asset allocation

6.

Superannuation Fund Performance and Fund Fees

CIFR Paper No. 115/2016
Number of pages: 32 Posted: 09 Aug 2016
University of Wollongong - School of Accounting, Economics & Finance, The University of Sydney, The University of Sydney - Discipline of Finance, Deakin University - Department of Finance (Property and Real Estate) and University of Sydney
Downloads 200 (206,280)
Citation 1

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Investment fees, Performance evaluation, Superannuation funds

7.

Dividend Imputation: The International Experience

JASSA, FORTHCOMING, CIFR Paper No. 096/2016
Number of pages: 9 Posted: 15 Mar 2016
Andrew Ainsworth
University of Wollongong - School of Accounting, Economics & Finance
Downloads 174 (233,007)

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Dividend, Imputation

8.

Can Dividend Schedules Predict Abnormal Returns? International Evidence

2015 Financial Markets & Corporate Governance Conference
Number of pages: 32 Posted: 29 Jan 2015
Andrew Ainsworth and Maximilian Nicholson
University of Wollongong - School of Accounting, Economics & Finance and BT Financial Group
Downloads 133 (289,440)
Citation 5

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dividends, market efficiency, tax

9.

Are Australian Superannuation Industry Fees Too High?

CIFR Paper No. 116/2016
Number of pages: 25 Posted: 02 Aug 2016 Last Revised: 02 Nov 2016
University of Wollongong - School of Accounting, Economics & Finance, The University of Sydney, The University of Sydney - Discipline of Finance, Deakin University - Department of Finance (Property and Real Estate) and University of Sydney
Downloads 108 (336,388)

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10.

Waiting Costs and Limit Order Book Liquidity: Evidence from the Ex-Dividend Deadline in Australia

Number of pages: 53 Posted: 17 Mar 2011 Last Revised: 17 Mar 2014
Andrew Ainsworth and Adrian D. Lee
University of Wollongong - School of Accounting, Economics & Finance and Deakin University - Department of Finance (Property and Real Estate)
Downloads 104 (345,001)

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order aggressiveness, liquidity, bid-ask spread, ex-dividend day

11.

Market-Based Structural Determinants of Australian CDS Spreads

Number of pages: 43 Posted: 06 Oct 2011
Andrew Ainsworth and Jiri Svec
University of Wollongong - School of Accounting, Economics & Finance and The University of Sydney - Discipline of Finance
Downloads 59 (476,225)

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credit default swaps, structural models, asset value uncertainty, financial crisis

12.

Superannuation Fees, Asset Allocation and Fund Performance

Number of pages: 39 Posted: 14 Sep 2021
University of Wollongong - School of Accounting, Economics & Finance, The University of Sydney, The University of Sydney - Discipline of Finance, Deakin University - Department of Finance (Property and Real Estate) and University of Sydney
Downloads 51 (508,293)

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Superannuation funds, investment fees, administration fees, asset allocation

13.

The Influence of Individual Investors on Ex-Dividend Day Returns

Number of pages: 39 Posted: 14 Sep 2021
Andrew Ainsworth and Adrian D. Lee
University of Wollongong - School of Accounting, Economics & Finance and Deakin University - Department of Finance (Property and Real Estate)
Downloads 32 (602,694)

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dividend clienteles, individual investors, ex-dividend day premium, order choice

14.

Prospecting for Alpha: Equity Fund Performance, Flows and the Mining Boom in Australia

Number of pages: 32 Posted: 15 Feb 2014
Andrew Ainsworth and Adam James Corbett
University of Wollongong - School of Accounting, Economics & Finance and The University of Sydney - Discipline of Finance
Downloads 25 (647,402)

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Managed equity funds, Australian mining boom, Fund flows, Performance

15.

Can Firm-Specific Dividend Drop-Off Ratios be Used to Infer Shareholder Marginal Tax Rates?

Accounting & Finance, Forthcoming
Number of pages: 38 Posted: 01 Jul 2020
Andrew Ainsworth, Adrian D. Lee and Terry S. Walter
University of Wollongong - School of Accounting, Economics & Finance, Deakin University - Department of Finance (Property and Real Estate) and University of Sydney
Downloads 18 (699,006)

Abstract:

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Ex-dividend day,drop off ratio, marginal tax rate