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.
Docherty P, Dong Y, Song X and Tippett M 2017 Forthcoming 'The Feller Diffusion, Filter Rules and Abnormal Stock Returns', European Journal of Finance
Cost Efficiency of the Chinese Banking Sector: A Comparison of Stochastic Frontier Analysis and Data Envelopment Analysis” Economic Modelling, 36 (January 2014), pp. 298-308 (with Yizhe Dong and Robert Hamilton).
Time Varying Costs of Capital and the Expected Present Value of Future Cash Flows”, European Journal of Finance, 21, 2 (February 2015), pp. 129-146 (with Ian Davidson and Xiaojing Song).
Non-Linear Equity Valuation: An Empirical Analysis”, Abacus, 51, 1 (March 2015), pp. 86-115 (with Hemantha Herath, Raafat Roubi and A. William Richardson).
Guo, Q., Rhys, H., Song, X. and Tippett, M. “The Friedman Rule and Inflation Targeting”, European Journal of Finance, 22, 16 (October 2016), pp. 1414-1434.
“Negative Real Interest Rates”, European Journal of Finance, (with Jing Chen, Diandian Ma and Xiaojing Song).
Ehalaiye, D., van Zijl, T. and Tippett, M. “The Predictive Value of Bank Fair Values”, Pacific-Basin Finance Journal, forthcoming. doi: 10.1016,j.pacfin.2016.10.008