New Zealanders were least likely at just 32 per cent.
Report authors suggested the low number of Kiwis who call themselves Ausies, 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 high as the least desirable aspect of Australians.
A quarter (26 per cent) of New Zealanders also reported discrimination.
The Recent Arrivals survey of 2300 respondents focused on skilled and highly educated migrants who arrived between 1990 and 2010, with particular interest in the nature of contact with former home countries, and engagement with Australian society and identity.
Most - 81 per cent - were satisfied with life in Australia.
Professor Markus said the immigrant experience had been transformed by the communication revolution brought about by low-cost mobile phones and the internet.
"Some seven out of 10 recent migrants are in frequent contact with overseas relatives and friends and close to 45 per cent of migrants from a number of Asian countries visit their former home countries at least once a year,'' he said.
"However, this does not necessarily result in disengagement from Australian society.''
Professor Markus said that, overall, Australia remained a socially cohesive nation - and the immigration program, which prioritises immigrants with high levels of education and with skills in demand, is a world leader.