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Content
2021
- 2021-4 Gendered Prices
by Renée B Adams & Roman Kräussl & Marco Navone & Patrick Verwijmeren - 2021-3 Practical Applications of Information Leakage in Energy Derivatives around News Announcements
by Marc Bohmann & Vinay Patel - 2021-2 Municipal Bond Mutual Fund Performance and Active Share
by Joshua A. Gurwitz & David M. Smith & Gerhard Van de Venter - 2021-1 Differences in Ethical Perceptions of Insider Trading
by Gerhard Hambusch & David Michayluk & Kevin Terhaar & Gerhard Van de Venter
2020
- 2020-6 Why does entrepreneurial orientation affect company performance?
by Talis Putnins & Arnis Sauka - 2020-5 Benchmarking loss given default discount rates
by Harald Scheule & Stephan Jortzik - 2020-4 Transition Finance and Markets
by Deborah Cotton - 2020-3 Tournament Incentives and Acquisition Performance
by Iftekhar Hasan & Marco Navone & Thomas To & Eliza Wu - 2020-2 Information Leakage in Energy Derivatives around News Announcements
by Marc Bohmann & Vinay Patel - 2020-1 Developing sustainability learning in business school curricula – productive boundary objects and participatory processes
by Melissa Edwards & Paul Brown & Suzanne Benn & Christopher Bajada & Robert Perry & Deborah Cotton & Walter Jarvis & Gordon Menzies & Ian McGregor & Katrina Waite
2019
- 2019-3 Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio
by Nhi N.Y.Vo & Xue-Zhong He & Shaowu Liu & Guandong Xu - 2019-2 Weak Tail Conditions for Local Martingales
by Hardy Hulley & Johannes Ruf - 2019-1 Shadow Economy Index for Moldova and Romania
by Talis Putnins & Arnis Sauka & Adriana Ana Maria Davidesc
2018
- 2018-1 Time-varying economic dominance in financial markets: A bistable dynamics approach
by Xue-Zhong He & Kai Li & Chuncheng Wang
2017
- 2017-3 The effect of genetic algorithm learning with a classifier system in limit order markets
by Lijian Wei & Xiong Xiong & Wei Zhang & Xue-Zhong He & Yongjie Zhang - 2017-2 Dynkin games with heterogeneous beliefs
by Marta Leniec & Kristoffer Glover & Erik Ekström - 2017-1 Asset Pricing with Downside Liquidity Risks
by Sean A. Anthonisz & Talis Putnins
2016
- 2016-5 Pricing of long dated equity-linked life insurance contracts
by Leunglung Chan & Eckhard Platen - 2016-4 A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs
by Xue-Zhong He & Lei Shi - 2016-3 Dividend Signaling: What Can We Learn from Corporate Bond Responses?
by Ruoyun (Lucy) Zhao - 2016-2 Index effects: Evidence from Australia
by Ruoyun (Lucy) Zhao & C Schmidt & C Terry - 2016-1 Mispricing of Australian IPOs
by Ron Bird & Hamza Ajmal
2015
- 2015-9 Renminbi trade invoicing: Benefits, impediments and tipping points
by Kathleen Walsh - 2015-8 How prevalent are post-completion audits in Australia
by Kevin Clarke & Kathleen Walsh & Jack Flanagan - 2015-7 Real-World Forward Rate Dynamics With Affine Realizations
by Eckhard Platen & Steffan Tappe - 2015-6 Pricing and hedging of long dated variance swaps under a 3/2 volatility model
by Leunglung Chan & Eckhard Platen - 2015-5 Third Order Compound Option Valuation Of Flexible Commodity Based Mining Enterprises
by Otto Konstandatos - 2015-4 Enhancing Risk-Adjusted Return Using Time Series Momentum in Sovereign Bonds
by Gerhard Hambusch & KiHoon Jimmy Hong & Ellenora Webster - 2015-3 Economics of State-Owned Enterprises
by Talis Putnins - 2015-2 Takeovers and the Market for Corporate Control in Japanese REITs
by Guojie Ma & David Michayluk - 2015-1 Determining value in a complex service setting
by Carolin Plewa & Jillian C. Sweeney & David Michayluk
2014
- 2014-8 Natural Disasters, Insurance Stocks and the Numeraire Portfolio
by Jason West & Eckhard Platen - 2014-7 Hedging long-dated interest rate derivatives for Australian pension funds and life insurers
by Kevin Fergusson & Eckhard Platen - 2014-6 Multivariate Monte-Carlo Simulation and Economic Valuation of Complex Financial Contracts: An Excel Based Implementation
by Timothy J Kyng & Otto Konstandatos - 2014-5 Optimal prediction of the last-passage time of a transient diffusion
by Kristoffer Glover & Hardy Hulley - 2014-4 The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets
by Vitali Alexeev & Francis Tapon - 2014-3 Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios?
by Vitali Alexeev & Francis Tapon - 2014-2 The Power of Dynamic Asset Allocation
by Mirko Cardinale & Marco Navone & Andrzej Pioch - 2014-1 Ambiguity in markets: A test in an Australian emissions market
by Deborah Cotton & David Michayluk
2013
- 2013-8 Emissions Mitigation Schemes in Australia—The Past, Present and Future
by Deborah Cotton & Stefan Trück - 2013-7 The anatomy of portfolio skewness and kurtosis
by Anthony D Hall & Stephen E Satchell - 2013-6 What explains the market reaction to divestiture announcements?
by Justin R Lal & Pascal Nguyen & Nahid Rahman - 2013-5 Forecasting extreme performance: The experience with Australian equities
by Abidin Kusno & Ron Bird & Danny Yeung - 2013-4 The impact of foreign ownership on stock volatility in Indonesia
by Jianxin Wang - 2013-3 Automated Authorship Attribution Using Advanced Signal Classification Techniques
by Maryam Ebrahimpour & Talis Putnins & Matthew J. Berryman & Andrew Allison & Brian W.-H. Ng & Derek Abbott - 2013-2 What do price discovery metrics really measure?
by Talis Putnins - 2013-1 Financial risk tolerance: An analysis of unexplored factors
by Ryan Gibson & David Michayluk & Gerhard Van de Venter
2012
- 2012-4 Processes of Class Sigma, Last Passage Times, and Drawdowns
by Patrick Cheridito & Ashkan Nikeghbali & Eckhard Platen - 2012-3 Real Options Analysis for Commodity Based Mining Enterprises with Compound and Barrier Features
by Otto Konstandatos & Timothy J Kyng - 2012-2 S&P/ASX 200: Does change in membership matter?
by Camille Schmidt & Ruoyun (Lucy) Zhao & Chris Terry - 2012-1 The Determinants of the Convexity in the Flow-Performance Relationship
by Richard Fu & Marco Navone & Marco Pagani & Themis D. Pantos
2011
- 2011-5 Interaction between Australian carbon prices and energy prices
by Deborah Cotton & Stefan Trück - 2011-4 A Brief Critical Review of Australia's Retirement Savings System
by Jack Gray & Ron Bird - 2011-3 Demand and Supply and Their Relationship to Liquidity: Evidence from the S&P 500 Change to Free Float
by David Lam & Bing-Xuan Lin & David Michayluk - 2011-2 Empirical performance of loss given default prediction models
by Benjamin Bade & Daniel Roesch & Harald Scheule - 2011-1 Default and Recovery Risk Dependencies in a Simple Credit Risk Model
by Benjamin Bade & Daniel Roesch & Harald Scheule
2010
- 2010-6 Endogeneity and the corporate governance - performance relation
by Emma L. Schultz & David T. Tan & Kathleen Walsh - 2010-5 On nonlinear models of markets with finite liquidity: Some cautionary notes
by Kristoffer Glover & Peter W Duck & David P Newton - 2010-4 The Banking Relationship's Role in the Choice of the Target's Advisor in Mergers and Acquisitions
by Gianfranco Forte & Giuliano Iannotta & Marco Navone - 2010-3 Accounting for employee stock options: What can we learn from the market's perceptions?
by Emanuel Bagna & Mauro Bini & Ron Bird & Francesco Momentè & Francesco Reggiani - 2010-2 Naked short sales and fails-to-deliver: An overview of clearing and settlement procedures for stock trades in the USA
by Talis Putnins - 2010-1 Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives
by Daniel Roesch & Harald Scheule
2009
- 2009-8 Financial market meltdown and a need for new financial regulations
by Stefan Mittnik & Edward Nell & Eckhard Platen & Willi Semmler & Raphaele Chappe - 2009-7 Memorandum on a new financial architecture and new regulations
by Teresa Ghilarducci & Edward Nell & Stefan Mittnik & Eckhard Platen & Willi Semmler & Raphaele Chappe - 2009-6 Asymmetry of technical analysis and market price volatility
by Min Zheng & Duo Wang & Xue-Zhong He - 2009-5 Developing actionable trading agents
by Longbing Cao & Xue-Zhong He - 2009-4 A market valuation for Optus pre-listing: A case note
by Scott Walker & Graham Partington - 2009-3 Improving pension management and delivery: An (im)modest and likely (un)popular proposal
by Ron Bird & Jack Gray - 2009-2 Credit Portfolio Loss Forecasts for Economic Downturns
by Daniel Roesch & Harald Scheule - 2009-1 What Do Options Have to Do With It?: Inclusion of Options Market Indicators in Bid-ask Spread Decomposition
by David Michayluk & Laurie Prather & Li-Anne E. Woo & Henry Y. K. Yip
2008
- 2008-3 Exchange Rate Regime and Monetary Policy: A Proposal for Small and Less Developed Economies
by G Gong & J Gao & Xue-Zhong He - 2008-2 Liquidity issues surrounding neglected firms
by William J. Bertin & David Michayluk & Laurie Prather - 2008-1 Downturn LGD for Hong Kong mortgage loan portfolios
by Daniel Roesch & Harald Scheule
2007
- 2007-7 Strong approximations of stochastic differential equations with jumps
by NicolaBruti-Liberati & Eckhard Platen - 2007-6 A Hybrid Artificial Neural Network-Numerical Model for Ground Water Problems
by Ferenc Szidarovszky & Emery A. Coppola Jr & Jingjie Long & Anthony D Hall & Mary M. Poulton - 2007-5 Where Do Australian Active Equity Managers Outperform?
by Kingsley Fong & David Gallagher & Adrian Lee - 2007-4 Sarbannes-Oxley: Some Unintended Consequences
by Allan Graham & Bing-Xuan Lin & David Michayluk & Pamela Stuerke - 2007-3 Subjectivity in Judgments: Further Evidence from the Financial Planning Industry
by David Michayluk & Gerhard Van de Venter - 2007-2 Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking
by Daniel Roesch & Harald Scheule - 2007-1 Stress-testing credit risk parameters: An application to retail loan portfolios
by Daniel Roesch & Harald Scheule
2006
- 2006-5 Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets
by David Michayluk & Patrick J. Wilson & Ralf Zurbruegg - 2006-4 A benchmark approach to asset management
by Eckhard Platen - 2006-3 Insights into the Momentum Life Cycle for European Stocks
by Ron Bird & Lorenzo Casavecchia - 2006-2 Biases and information in analysts'recommendations: The European experience
by Sarah Azzi & Ron Bird & Paolo Ghiringhelli & Emanuele Rossi - 2006-1 Forecasting credit event frequency – empirical evidence for West German firms
by Alfred Hamerle & Thilo Liebig & Harald Scheule
2005
- 2005-5 The case for market inefficiency: Investment style and market pricing
by Ron Bird & Xue-Zhong He & Satish Thosar & Paul Woolley - 2005-4 Momentum and index investing: implications for market efficiency
by Ron Bird & Xue-Zhong He & Satish Thosar & Paul Woolley - 2005-3 The Role of Growth in Long Term Investment Returns
by John Paul Broussard & David Michayluk & Walter P. Neely - 2005-2 Rating Properties and their Implication on Basel II-Capital
by Robert Rauhmeier & Harald Scheule - 2005-1 A multi-factor approach for systematic default and recovery risk
by Daniel Roesch & Harald Scheule
2004
- 2004-6 Symmetry group methods for fundamental solutions
by Mark Craddock & Eckhard Platen - 2004-5 A class of complete benchmark models with intensity-based jumps
by Eckhard Platen - 2004-4 Regime Switching in the Real Estate Risk Premium
by Patrick Wilson & John Okunev & Tiffany Hutcheson & Ralf Zurbruegg - 2004-3 The performance of value and momentum investment portfolios: Recent experience in the major European markets Part 2
by Ron Bird & Jonathan Whitaker - 2004-2 Repeated LBOs: The Case of Multiple LBO Transactions
by Arman Kosedag & David Michayluk - 2004-1 Forecasting retail portfolio credit risk
by Daniel Roesch & Harald Scheule
2003
- 2003-3 Predicting behaviour in Australian securitised property markets
by Patrick Wilson & John Okunev & Tiffany Hutcheson - 2003-2 Economic implications of passive investing
by Paul Woolley & Ron Bird - 2003-1 The performance of value and momentum investment portfolios: Recent experience in the major European markets
by Ron Bird & Jonathan Whitaker
2002
- 2002-3 Using Regression Techniques to Estimate Futures Hedge Ratios Some Results from Alternative Approaches Applied to Australian 10 Year Treasury Bond Futures
by David Allen & Garry MacDonald & Kathleen Walsh & D Walsh - 2002-2 The evaluation of active manager returns in a non-symmetrical environment
by Ron Bird & David Gallagher - 2002-1 Modelling Default Rate Dynamics in the CreditRisk+ Framework
by Leif Boegelein & Alfred Hamerle & Robert Rauhmeier & Harald Scheule
2001
- 2001-3 Numerical Comparison of Local Risk-Minimisation & Mean-Variance Hedging
by David Heath & Eckhard Platen & Martin Schweizer - 2001-2 The prediction of earnings movements using accounting data: An update and extension of Ou and Penman
by Ron Bird & Richard Gerlach & Anthony D Hall - 2001-1 Changes in the Behavior of Earnings Surprise: International Evidence & Implications
by Ron Bird & John McKinnon
2000
- 2000-2 Backtesting historical simulation value-at-risk for a selected portfolio of South African bonds
by Gerhard Van de Venter - 2000-1 A Global Perspective of Analysts' Earnings Forecasts
by Ron Bird & Brett McElwee & John McKinnon
1999
- 1999-3 Axiomatic principles for a market model
by Eckhard Platen - 1999-2 Option pricing for a logstable asset price model
by S. R. Hurst & Eckhard Platen & S. T. Rachev - 1999-1 The value of dividends: Evidence from cum-dividend trading in the ex-dividend period
by Scott Walker & Graham Partington
1998
- 1998-1 Balanced Implicit Methods for Stiff Stochastic Systems
by G. N. Milstein & Eckhard Platen & H. Schurz
1997
- 1997-1 The Holiday Anomaly: An Investigation of Firm Size versus Share Price Effects
by Paul Brockman & David Michayluk
1996
- 1996-4 Australian dividend reinvestment plans: An event study on discount rates
by Keith Chan & Damien W. Mccolough & Michael T. Skully - 1996-3 Principles for modelling financial markets
by Eckhard Platen & Rolando Rebolledo - 1996-2 On effects of discretization on estimators of drift parameters for diffusion processes
by P. E. Kloeden & Eckhard Platen & H. Schurz & M. Sørensen - 1996-1 Valuation of FX barrier options under stochastic volatility
by David Heath & Eckhard Platen
1995
- 1995-1 Extrapolation Methods For The Weak Approximation Of Ito Diffusions
by P. E. Kloeden & Eckhard Platen & N. Hofmann
1994
- 1994-2 Pricing via anticipative stochastic calculus
by Eckhard Platen & Rolando Rebolledo - 1994-1 Stability of weak numerical schemes for stochastic differential equations
by N. Hofmann & Eckhard Platen
1992
- 1992-2 The approximation of multiple stochastic integrals
by P. E. Kloeden & Eckhard Platen & I. W. Wright - 1992-1 Higher-order implicit strong numerical schemes for stochastic differential equations
by P. E. Kloeden & Eckhard Platen
1991
- 1991-3 Rate of Convergence of the Euler Approximation for Diffusion Processes
by Remigijus Mikulevicius & Eckhard Platen - 1991-2 Stratonovich and Ito Stochastic Taylor Expansions
by P. E. Kloeden & Eckhard Platen - 1991-1 Relations between multiple ito and stratonovich integrals
by P. E. Kloeden & Eckhard Platen
1990
- 1990-1 A stop loss approach to portfolio insurance
by Ron Bird & Davis Dennis & Mark Tippett
1989
- 1989-1 A survey of numerical methods for stochastic differential equations
by P. E. Kloeden & Eckhard Platen
1988
- 1988-1 Time Discrete Taylor Approximations for Ito Processes with Jump Component
by Remigijus Mikulevicius & Eckhard Platen
1983
- 1983-1 Diagnostic tests as residual analysis
by Adrian R Pagan & Anthony D Hall
1981
- 1981-1 Financial Accounting Reports: A Market Model of Disclosure: Financial Accounting Reports
by Ron Bird & Stuart M Locke
1977
- 1977-1 Financial Ratios - An Empirical Study
by Ron Bird & A J McHugh
1974
- 1974-1 A Reappraisal of the Share Price Maximisation Criterion
by Ron Bird