ORCID Profile
0000-0003-1910-1621
Current Organisations
University of South Australia
,
University of New England
,
Curtin University
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Publisher: Elsevier BV
Date: 2021
DOI: 10.2139/SSRN.3773960
Publisher: Elsevier BV
Date: 02-2020
Publisher: Oxford University Press (OUP)
Date: 16-05-2020
Abstract: pain is associated with increased postural sway and falls in older adults. However, the impact of pain on reactive balance induced by postural perturbations and how this might predispose older adults to falls is not known. to investigate whether any pain, back/neck pain and lower limb pain are associated with poor reactive balance and prospective fall outcomes in older adults. 12-month prospective cohort study. community. 242 community-dwelling older adults aged 70+ years. participants completed a questionnaire on the presence of pain and underwent force-controlled waist-pull postural perturbations while standing. Force thresholds for stepping, step initiation time, step velocity and step length were quantified. Falls were monitored with monthly falls calendars for 12-months. participants with lower limb pain had significantly lower force thresholds for stepping. Those with any pain or pain in the back/neck had longer step initiation time, slower step velocity and shorter step length. The three pain measures (any pain, back/neck pain, lower limb pain) were significantly associated with multiple falls when adjusted for age, sex, body mass index, use of polypharmacy, strength and walking speed. In mediation analyses, there was a significant indirect effect of reactive balance for the relationship between back/neck pain and falls with fractures. older people with pain have impaired reactive balance and an increased risk of falls. Reactive balance partially mediated the association between pain and fall-related fractures. Further research is required to confirm the findings of this study.
Publisher: Elsevier BV
Date: 2017
DOI: 10.2139/SSRN.3021445
Publisher: MDPI AG
Date: 24-11-2019
DOI: 10.3390/JRFM12040175
Abstract: This study examines the impact of environmental regulation on the Singapore stock market using the event study methodology. Several asset pricing models are used to estimate sectoral abnormal returns. Additionally, we estimate the change in systematic risk after the introduction of the carbon tax and related regulation. We conduct various robustness tests, including the Corrado non-parametric ranking test, the Chesney non-parametric conditional distribution approach, a representation of market integration, and Fama–French five-factor model. We find evidence showing that the environmental regulations tend to achieve their desired effects in Singapore in which several big polluters (including industrial metals and mining, forestry and papers, and electrical equipment and services) were negatively affected by the announcements of environmental regulations and carbon tax. In addition, our results indicate that the electricity sector, one of the biggest polluters, was negatively affected by the announcement of environmental regulations and carbon tax. We also find that environmental regulations seem to boost the performance of environmentally-friendly sectors whereby we find the alternative energy industry (focusing on new renewable energy technologies) experienced a sizeable positive reaction following the announcements of these regulations.
Publisher: Elsevier BV
Date: 2017
DOI: 10.2139/SSRN.2901338
Publisher: Elsevier BV
Date: 2023
DOI: 10.2139/SSRN.4460891
Publisher: Emerald
Date: 08-2016
DOI: 10.1108/IJMF-01-2016-0007
Abstract: – The purpose of this paper is to investigate the immediate impact of firm-specific announcements on the trading volume of in idual and institutional investors on the Australian Securities Exchange (ASX), during a period when the market becomes fragmented. – This study uses intraday trading volume data in five-minute intervals prior to and after firm-specific announcements to measure in idual and institutional abnormal volume. There are 70 such intervals per trading day and 254 trading days in the s le period. The first 10 minutes of trading (from 10.00 to 10.10 a.m.) is excluded to avoid the effect of opening auction and to ensure consistency in the “starting time” for all stocks. The volume transacted during five-minute intervals is aggregated and attributed to in idual or institutional investors using Broker IDs. – Institutional investors exhibit abnormal trading volume before and after announcements. However, in idual investors indicate abnormal trading volume only after announcements. Consistent with outcomes expected from a idend washing strategy, abnormal trading volume around idend announcements is statistically insignificant. Both in idual and institutional investors’ buy volumes are higher than sell volumes before and after scheduled and unscheduled announcements. – The study is Australian focused, but the results are applicable to other limit order book markets of similar design. – The results add to the understanding of in idual and institutional investors’ trading behaviour around firm-specific announcements in a securities market with continuous disclosure. – The results add to the understanding of in idual and institutional investors’ trading behaviour around firm-specific announcements in a securities market with continuous disclosure. – These results will help regulators to design markets that are less predatory on in idual investors.
Publisher: Elsevier BV
Date: 2019
DOI: 10.2139/SSRN.3452983
Publisher: Elsevier BV
Date: 03-2020
Publisher: Wiley
Date: 18-08-2006
No related grants have been discovered for Priyantha Mudalige.