Mark Tippett B. Com, University of Newcastle, N.S.W., Australia. Ph.D., University of Edinburgh, Scotland, U.K., CA (ANZ)
Mark Tippett is an Emeritus Professor in the School of Business and Economics. He has held professorial appointments at several institutions including the Australian National University, the University of Exeter and the University of Sydney. He is a past Joint Editor of The British Accounting Review and is a past Chairman of the Conference of Professors of Accounting and Finance. He has also served as a member of several editorial boards, including Abacus, Accounting and Business Research, the Journal of Business Finance and Accounting and the European Journal of Finance. Professor Tippett is also an Associate member of the Institute of Chartered Accountants in Australia.
Research interests span theoretical and applied work on stochastic processes including the relationship between equity prices and accounting (book) figures; the impact of “real” options on equity prices; estimating returns on financial instruments using discretely sampled data and the probability density function for equity returns. He has devoted most of his academic career towards illustrating the pseudo-scientific nature of much of the empirical research which is conducted in the accounting and finance disciplines."
Associate member, The Institute of Chartered Accountants in Australia (A.C.A.)
Currently, Associate Editor, European Journal of Finance.
Currently, member, Editorial Board, Abacus.
“The Predictive Value of Bank Fair Values”, Pacific-Basin Finance Journal, 41 (February 2017), pp. 111-127 (with Dimu Ehalaiye and Tony van Zijl) .
“Assessing Abnormal Returns: The Case of Chinese M&A Acquiring Firms”, Research in International Business and Finance, (with Xiaojing Song and Andrew Vivian). 42 (December 2017), pp. 191-207.
“Negative Real Interest Rates”, European Journal of Finance, (with Jing Chen, Diandian Ma and Xiaojing Song). 23, 15 (2017), pp. 1447-1467.
“The Feller Diffusion, Filter Rules and Abnormal Stock Returns”, European Journal of Finance, (with Paul Docherty, Yizhe Dong and Xiaojing Song). 24, 5 (2018), pp. 426-438.
“A Hyperbolic Model of Optimal Cash Balances”, European Journal of Finance, (with John van der Burg and Xiaojing Song) 10.1080/1351847X.2018.1482834.