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Bruce James Vanstone

Personal Details

First Name:Bruce
Middle Name:James
Last Name:Vanstone
Suffix:
RePEc Short-ID:pva1068
[This author has chosen not to make the email address public]
https://www.bangor.ac.uk/staff/bbs/bruce-vanstone-546199/en

Affiliation

Bangor Business School
Bangor University

Bangor, United Kingdom
http://www.bangor.ac.uk/business/
RePEc:edi:sabanuk (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Cornwell, Nikki & Bilson, Christopher & Gepp, Adrian & Stern, Steven & Vanstone, Bruce J., 2023. "Modernising operational risk management in financial institutions via data-driven causal factors analysis: A pre-registered report," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
  2. Nikki Cornwell & Christopher Bilson & Adrian Gepp & Steven Stern & Bruce J Vanstone, 2023. "The role of data analytics within operational risk management: A systematic review from the financial services and energy sectors," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 74(1), pages 374-402, January.
  3. Cornwell, Nikki & Bilson, Christopher & Gepp, Adrian & Stern, Steven & Vanstone, Bruce J., 2023. "Modernising operational risk management in financial institutions via data-driven causal factors analysis: A pre-registered study," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
  4. Rui Xue & Adrian Gepp & Terry J O’Neill & Steven Stern & Bruce J Vanstone, 2021. "Financial literacy and financial strategies: The mediating role of financial concerns," Australian Journal of Management, Australian School of Business, vol. 46(3), pages 437-465, August.
  5. Bruce Vanstone & Tobias Hahn & Dean Earea, 2021. "Industry momentum: an exchange‐traded funds approach," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4007-4024, September.
  6. Jeff Stephenson & Bruce Vanstone & Tobias Hahn, 2021. "A Unifying Model for Statistical Arbitrage: Model Assumptions and Empirical Failure," Computational Economics, Springer;Society for Computational Economics, vol. 58(4), pages 943-964, December.
  7. Thomas Aspinall & Adrian Gepp & Geoff Harris & Simone Kelly & Colette Southam & Bruce Vanstone, 2021. "Estimation of a term structure model of carbon prices through state space methods: The European Union emissions trading scheme," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(2), pages 3797-3819, June.
  8. Thomas William Aspinall & Adrian Gepp & Geoff Harris & Simone Kelly & Colette Southam & Bruce Vanstone, 2020. "Estimation of a term structure model of carbon prices through state spaces methods: a pitch," Accounting Research Journal, Emerald Group Publishing Limited, vol. 34(1), pages 106-112, December.
  9. Tom Marty & Bruce Vanstone & Tobias Hahn, 2020. "News media analytics in finance: a survey," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(2), pages 1385-1434, June.
  10. Adrian Gepp & Geoff Harris & Bruce Vanstone, 2020. "Financial applications of semidefinite programming: a review and call for interdisciplinary research," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 3527-3555, December.
  11. Rui Xue & Adrian Gepp & Terry J. O'Neill & Steven Stern & Bruce J. Vanstone, 2020. "Financial well‐being amongst elderly Australians: the role of consumption patterns and financial literacy," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 4361-4386, December.
  12. Rui Xue & Adrian Gepp & Terry J. O'Neill & Steven Stern & Bruce J. Vanstone, 2019. "Financial literacy amongst elderly Australians," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(S1), pages 887-918, April.
  13. Nick Inglis & Bruce Vanstone & Tobias Hahn, 2019. "Modelling momentum winner/loser asymmetry: the sources of winner and loser returns in the ASX200 and S&P500," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(S1), pages 657-684, April.
  14. Mark Johnman & Bruce James Vanstone & Adrian Gepp, 2018. "Predicting FTSE 100 returns and volatility using sentiment analysis," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 253-274, November.
  15. Bruce J. Vanstone & Tom Smith & Tobias Hahn, 2017. "Australian momentum: performance, capacity and the GFC effect," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(1), pages 261-287, March.
  16. Vanstone, Bruce & Finnie, Gavin & Hahn, Tobias, 2012. "Creating trading systems with fundamental variables and neural networks: The Aby case study," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 86(C), pages 78-91.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Cornwell, Nikki & Bilson, Christopher & Gepp, Adrian & Stern, Steven & Vanstone, Bruce J., 2023. "Modernising operational risk management in financial institutions via data-driven causal factors analysis: A pre-registered report," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).

    Cited by:

    1. Adi GUNANTO, 2023. "Mitigating Financial Distress: Analysis of Financial Indicators for Startup Companies in Indonesia," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), vol. 4(10), pages 49-59, October.
    2. Duncan, Keith & Gepp, Adrian & Craig, Justin & O'Neill, Helen, 2023. "Research ideas matter: Guidance for research students and early career researchers," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
    3. Hawkar Anwer Hamad & Kemal Cek, 2023. "The Moderating Effects of Corporate Social Responsibility on Corporate Financial Performance: Evidence from OECD Countries," Sustainability, MDPI, vol. 15(11), pages 1-20, May.
    4. Cornwell, Nikki & Bilson, Christopher & Gepp, Adrian & Stern, Steven & Vanstone, Bruce J., 2023. "Modernising operational risk management in financial institutions via data-driven causal factors analysis: A pre-registered study," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).

  2. Nikki Cornwell & Christopher Bilson & Adrian Gepp & Steven Stern & Bruce J Vanstone, 2023. "The role of data analytics within operational risk management: A systematic review from the financial services and energy sectors," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 74(1), pages 374-402, January.

    Cited by:

    1. Badiee, Aghdas & Moshtari, Mohammad & Berenguer, Gemma, 2024. "A systematic review of operations research and management science modeling techniques in the study of higher education institutions," Socio-Economic Planning Sciences, Elsevier, vol. 93(C).

  3. Cornwell, Nikki & Bilson, Christopher & Gepp, Adrian & Stern, Steven & Vanstone, Bruce J., 2023. "Modernising operational risk management in financial institutions via data-driven causal factors analysis: A pre-registered study," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).

    Cited by:

    1. Duncan, Keith & Gepp, Adrian & Craig, Justin & O'Neill, Helen, 2023. "Research ideas matter: Guidance for research students and early career researchers," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
    2. Hawkar Anwer Hamad & Kemal Cek, 2023. "The Moderating Effects of Corporate Social Responsibility on Corporate Financial Performance: Evidence from OECD Countries," Sustainability, MDPI, vol. 15(11), pages 1-20, May.

  4. Bruce Vanstone & Tobias Hahn & Dean Earea, 2021. "Industry momentum: an exchange‐traded funds approach," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4007-4024, September.

    Cited by:

    1. Fang, Yi & Post, Thierry, 2022. "Optimal portfolio choice for higher-order risk averters," Journal of Banking & Finance, Elsevier, vol. 137(C).

  5. Thomas Aspinall & Adrian Gepp & Geoff Harris & Simone Kelly & Colette Southam & Bruce Vanstone, 2021. "Estimation of a term structure model of carbon prices through state space methods: The European Union emissions trading scheme," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(2), pages 3797-3819, June.

    Cited by:

    1. Dahlen, Niklas & Fehrenkötter, Rieke & Schreiter, Maximilian, 2024. "The new bond on the block — Designing a carbon-linked bond for sustainable investment projects," The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 316-325.
    2. Qin Zhang & He Ni & Hao Xu, 2023. "Forecasting models for the Chinese macroeconomy in a data‐rich environment: Evidence from large dimensional approximate factor models with mixed‐frequency data," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(1), pages 719-767, March.

  6. Thomas William Aspinall & Adrian Gepp & Geoff Harris & Simone Kelly & Colette Southam & Bruce Vanstone, 2020. "Estimation of a term structure model of carbon prices through state spaces methods: a pitch," Accounting Research Journal, Emerald Group Publishing Limited, vol. 34(1), pages 106-112, December.

    Cited by:

    1. Han Jun S. & Kordzakhia Nino & Shevchenko Pavel V. & Trück Stefan, 2022. "On correlated measurement errors in the Schwartz–Smith two-factor model," Dependence Modeling, De Gruyter, vol. 10(1), pages 108-122, January.

  7. Tom Marty & Bruce Vanstone & Tobias Hahn, 2020. "News media analytics in finance: a survey," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(2), pages 1385-1434, June.

    Cited by:

    1. Bask, Mikael & Forsberg, Lars & Östling, Andreas, 2024. "Media sentiment and stock returns," The Quarterly Review of Economics and Finance, Elsevier, vol. 94(C), pages 303-311.
    2. Costola, Michele & Hinz, Oliver & Nofer, Michael & Pelizzon, Loriana, 2023. "Machine learning sentiment analysis, COVID-19 news and stock market reactions," Research in International Business and Finance, Elsevier, vol. 64(C).
    3. Huynh, Toan Luu Duc & Foglia, Matteo & Nasir, Muhammad Ali & Angelini, Eliana, 2021. "Feverish sentiment and global equity markets during the COVID-19 pandemic," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 1088-1108.
    4. Yasheng Chen & Xian Huang & Zhuojun Wu, 2023. "From natural language to accounting entries using a natural language processing method," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(4), pages 3781-3795, December.
    5. Xiaohong Shen & Gaoshan Wang & Yue Wang & Alfred Peris, 2021. "The Influence of Research Reports on Stock Returns: The Mediating Effect of Machine-Learning-Based Investor Sentiment," Discrete Dynamics in Nature and Society, Hindawi, vol. 2021, pages 1-14, December.
    6. Hussain, Syed Mujahid & Ahmad, Nisar & Ahmed, Sheraz, 2023. "Applications of high-frequency data in finance: A bibliometric literature review," International Review of Financial Analysis, Elsevier, vol. 89(C).
    7. Mika Ylinen & Mikko Ranta, 2024. "Employer ratings in social media and firm performance: Evidence from an explainable machine learning approach," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 64(1), pages 247-276, March.

  8. Rui Xue & Adrian Gepp & Terry J. O'Neill & Steven Stern & Bruce J. Vanstone, 2020. "Financial well‐being amongst elderly Australians: the role of consumption patterns and financial literacy," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 4361-4386, December.

    Cited by:

    1. Amany A. El Anshasy & Mrittika Shamsuddin & Marina-Selini Katsaiti, 2023. "Financial Wellbeing and International Migration Intentions: Evidence from Global Surveys," Journal of Happiness Studies, Springer, vol. 24(7), pages 2261-2289, October.
    2. Putra Hilmi Prayitno & Sheerad Sahid & Muhammad Hussin, 2022. "Social Capital and Household Economic Welfare: Do Entrepreneurship, Financial and Digital Literacy Matter?," Sustainability, MDPI, vol. 14(24), pages 1-16, December.
    3. Ye, Xiang & Yue, Pengpeng, 2023. "Financial literacy and household energy efficiency: An analysis of credit market and supply chain," Finance Research Letters, Elsevier, vol. 52(C).
    4. Ifra Bashir & Ishtiaq Hussain Qureshi, 2023. "A Systematic Literature Review on Personal Financial Well-Being: The Link to Key Sustainable Development Goals 2030," FIIB Business Review, , vol. 12(1), pages 31-48, March.
    5. Sayed Ehsan Saeedi & T. Mohamed Nishad, 2024. "Financial well-being and financial behavior: a bibliometric analysis," SN Business & Economics, Springer, vol. 4(12), pages 1-24, December.
    6. Xiaomeng Lu & Jiaojiao Guo & Hailing Zhou, 2021. "Digital financial inclusion development, investment diversification, and household extreme portfolio risk," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(5), pages 6225-6261, December.

  9. Rui Xue & Adrian Gepp & Terry J. O'Neill & Steven Stern & Bruce J. Vanstone, 2019. "Financial literacy amongst elderly Australians," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(S1), pages 887-918, April.

    Cited by:

    1. Aaron Bruhn & Anthony Asher, 2021. "The primacy of ethics in the provision of financial advice," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(2), pages 3305-3327, June.
    2. Noviarini, Jelita & Coleman, Andrew & Roberts, Helen & Whiting, Rosalind H., 2023. "Financial literacy and retirees' resource allocation decisions in New Zealand," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
    3. Vieira, Kelmara Mendes & Matheis, Taiane Keila & Potrich, Ani Caroline Grigion & Puhle, Mayara de Carvalho & Bressan, Aureliano Angel & Klein, Leander Luiz, 2024. "Financial Freedom Perception Scale (FFPS): Construction and validation," Journal of Behavioral and Experimental Finance, Elsevier, vol. 41(C).
    4. Francisco J. Oliver-Márquez & Almudena Guarnido-Rueda & Ignacio Amate-Fortes & Diego Martínez-Navarro, 2024. "Regional Comparative Analysis on the Determinants of the Spaniards’ Financial Knowledge," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 4203-4238, March.
    5. Zhijuan Chen & William T. Lin & Changfeng Ma & Kent Wang, 2020. "Are individual investors liquidity providers around earnings announcements? Evidence from an emerging market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 3447-3475, December.
    6. M. Dinkova & A.S. Kalwij & Rob Alessie, 2019. "Know more, spend more?: The impact of financial literacy on household consumption," Working Papers 1914, Utrecht School of Economics.
    7. Mahfuzur Rahman & Che Ruhana Isa & Muhammad Mehedi Masud & Moniruzzaman Sarker & Nazreen T. Chowdhury, 2021. "The role of financial behaviour, financial literacy, and financial stress in explaining the financial well-being of B40 group in Malaysia," Future Business Journal, Springer, vol. 7(1), pages 1-18, December.
    8. Robert Powell & Anh Do & Denise Gengatharen & Jaime Yong & Rasiah Gengatharen, 2023. "The relationship between responsible financial behaviours and financial wellbeing: The case of buy‐now‐pay‐later," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(4), pages 4431-4451, December.
    9. Sampath Sanjeewa Weedige & Hongbing Ouyang & Yao Gao & Yaqing Liu, 2019. "Decision Making in Personal Insurance: Impact of Insurance Literacy," Sustainability, MDPI, vol. 11(23), pages 1-24, November.
    10. Rui Xue & Adrian Gepp & Terry J. O'Neill & Steven Stern & Bruce J. Vanstone, 2020. "Financial well‐being amongst elderly Australians: the role of consumption patterns and financial literacy," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 4361-4386, December.
    11. Paul Gerrans & Anthony Asher & Joanne Kaa Earl, 2022. "Cognitive functioning, financial literacy, and judgment in older age," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(S1), pages 1637-1674, April.
    12. Noviarini, Jelita & Coleman, Andrew & Roberts, Helen & Whiting, Rosalind H., 2021. "Financial literacy, debt, risk tolerance and retirement preparedness: Evidence from New Zealand," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    13. Mahendru, Mandeep & Sharma, Gagan Deep & Pereira, Vijay & Gupta, Mansi & Mundi, Hardeep Singh, 2022. "Is it all about money honey? Analyzing and mapping financial well-being research and identifying future research agenda," Journal of Business Research, Elsevier, vol. 150(C), pages 417-436.
    14. Robert Faff & Tim Kastelle & Micheal Axelsen & Mark Brosnan & Rebecca Michalak & Kathleen Walsh, 2021. "Pitching research for engagement and impact: a simple tool and illustrative examples," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(2), pages 3329-3383, June.
    15. Lu Jiao & Graeme Harrison & Jinhua Chen & Kym Butcher, 2021. "Does emotional intelligence matter to academic work performance? Evidence from business faculties in Australia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(1), pages 1181-1204, March.
    16. Pan, Xuefeng & Wu, Weixing & Zhang, Xuyang, 2020. "Is financial advice a cure-all or the icing on the cake for financial literacy? Evidence from financial market participation in China," International Review of Financial Analysis, Elsevier, vol. 69(C).
    17. Xiaomeng Lu & Jiaojiao Guo & Hailing Zhou, 2021. "Digital financial inclusion development, investment diversification, and household extreme portfolio risk," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(5), pages 6225-6261, December.
    18. Muhammad S. Tahir & Abdullahi D. Ahmed, 2021. "Australians’ Financial Wellbeing and Household Debt: A Panel Analysis," JRFM, MDPI, vol. 14(11), pages 1-14, October.
    19. Steffen Westermann & Scott J. Niblock & Jennifer L. Harrison & Michael A. Kortt, 2020. "Financial Advice Seeking: A Review of the Barriers and Benefits," Economic Papers, The Economic Society of Australia, vol. 39(4), pages 367-388, December.
    20. Florian Gerth & Katia Lopez & Krishna Reddy & Vikash Ramiah & Damien Wallace & Glenn Muschert & Alex Frino & Leonie Jooste, 2021. "The Behavioural Aspects of Financial Literacy," JRFM, MDPI, vol. 14(9), pages 1-16, August.

  10. Mark Johnman & Bruce James Vanstone & Adrian Gepp, 2018. "Predicting FTSE 100 returns and volatility using sentiment analysis," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 253-274, November.

    Cited by:

    1. Yun Liu & Dengshi Huang & Jianan Zhou & Sirui Wang, 2024. "Does image sentiment of major public emergency affect the stock market performance? New insight from deep learning techniques," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 64(4), pages 4447-4472, December.
    2. Tang, Zhenpeng & Lin, Qiaofeng & Cai, Yi & Chen, Kaijie & Liu, Dinggao, 2024. "Harnessing the power of real-time forum opinion: Unveiling its impact on stock market dynamics using intraday high-frequency data in China," International Review of Financial Analysis, Elsevier, vol. 93(C).
    3. Eryka Probierz & Adam Galuszka & Katarzyna Klimczak & Karol Jedrasiak & Tomasz Wisniewski & Tomasz Dzida, 2021. "Financial Sentiment on Twitter's Community and it's Connection to Polish Stock Market Movements in Context of Behavior Modelling," European Research Studies Journal, European Research Studies Journal, vol. 0(4 - Part ), pages 56-65.
    4. Marie Bessec & Julien Fouquau, 2024. "A Green Wave in Media: A Change of Tack in Stock Markets," Post-Print hal-04706501, HAL.
    5. Chaiyuth Padungsaksawasdi & Sirimon Treepongkaruna & Robert Brooks, 2019. "Investor Attention and Stock Market Activities: New Evidence from Panel Data," IJFS, MDPI, vol. 7(2), pages 1-19, June.
    6. Zhijuan Chen & William T. Lin & Changfeng Ma & Kent Wang, 2020. "Are individual investors liquidity providers around earnings announcements? Evidence from an emerging market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 3447-3475, December.
    7. Yasheng Chen & Xian Huang & Zhuojun Wu, 2023. "From natural language to accounting entries using a natural language processing method," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(4), pages 3781-3795, December.
    8. Gong, Xue & Zhang, Weiguo & Wang, Junbo & Wang, Chao, 2022. "Investor sentiment and stock volatility: New evidence," International Review of Financial Analysis, Elsevier, vol. 80(C).
    9. Aktham Maghyereh & Hussein Abdoh, 2022. "Global financial crisis versus COVID‐19: Evidence from sentiment analysis," International Finance, Wiley Blackwell, vol. 25(2), pages 218-248, August.
    10. Pedro Manuel Nogueira Reis & Carlos Pinho, 2021. "A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 22(4), pages 420-442, October.
    11. Andrew Todd & James Bowden & Yashar Moshfeghi, 2024. "Text‐based sentiment analysis in finance: Synthesising the existing literature and exploring future directions," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 31(1), March.
    12. Weiguo Zhang & Xue Gong & Chao Wang & Xin Ye, 2021. "Predicting stock market volatility based on textual sentiment: A nonlinear analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1479-1500, December.
    13. Mariano González-Sánchez & M. Encina Morales de Vega, 2021. "Influence of Bloomberg’s Investor Sentiment Index: Evidence from European Union Financial Sector," Mathematics, MDPI, vol. 9(4), pages 1-21, February.
    14. Basak, Gopal K. & Das, Pranab Kumar & Marjit, Sugata & Mukherjee, Debashis & Yang, Lei, 2023. "The British Stock Market, currencies, brexit, and media sentiments: A big data analysis," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
    15. Gopal K. Basak & Pranab Kumar Das & Sugata Marjit & Debashis Mukherjee & Lei Yang, 2019. "British Stock Market, BREXIT and Media Sentiments - A Big Data Analysis," CESifo Working Paper Series 7760, CESifo.

  11. Bruce J. Vanstone & Tom Smith & Tobias Hahn, 2017. "Australian momentum: performance, capacity and the GFC effect," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(1), pages 261-287, March.

    Cited by:

    1. Bradrania, Reza & Wu, Winston, 2023. "Foreign institutions, local investors and momentum trading," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 40-64.
    2. Simarjeet Singh & Nidhi Walia, 2022. "Momentum investing: a systematic literature review and bibliometric analysis," Management Review Quarterly, Springer, vol. 72(1), pages 87-113, February.
    3. Xiaoyue Chen & Bin Li & Andrew C. Worthington, 2022. "Economic uncertainty and Australian stock returns," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(3), pages 3441-3474, September.
    4. Bruce Vanstone & Tobias Hahn & Dean Earea, 2021. "Industry momentum: an exchange‐traded funds approach," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4007-4024, September.
    5. Nick Inglis & Bruce Vanstone & Tobias Hahn, 2019. "Modelling momentum winner/loser asymmetry: the sources of winner and loser returns in the ASX200 and S&P500," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(S1), pages 657-684, April.

  12. Vanstone, Bruce & Finnie, Gavin & Hahn, Tobias, 2012. "Creating trading systems with fundamental variables and neural networks: The Aby case study," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 86(C), pages 78-91.

    Cited by:

    1. Na, Haejung & Kim, Soonho, 2021. "Predicting stock prices based on informed traders’ activities using deep neural networks," Economics Letters, Elsevier, vol. 204(C).

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