Those from India or Sri Lanka were most likely to identify as being Australian (75 per cent).
Those from New Zealand were the least likely - just 32 per cent identified as Australian.
Report authors suggested the low number of Kiwis who call themselves Aussies could likely be "the result of their terms of entry, which for New Zealanders provides an easy path to permanent residence but not to full citizenship".
The study also found that 46 per cent of people from India, Sri Lanka, Indonesia and Malaysia reported an experience of racism, and listed the prejudice as the least desirable aspect of Australians.
A quarter (26 per cent) of Kiwis also reported discrimination.
Professor Markus said overall Australia was a socially cohesive nation - and the immigration programme, which prioritises immigrants with high education levels and in-demand skills, was a world leader.