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Details about Bruce James Vanstone

Homepage:https://www.bangor.ac.uk/staff/bbs/bruce-vanstone-546199/en
Workplace:Bangor Business School, Bangor University, (more information at EDIRC)

Access statistics for papers by Bruce James Vanstone.

Last updated 2025-01-25. Update your information in the RePEc Author Service.

Short-id: pva1068


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Journal Articles

2023

  1. Modernising operational risk management in financial institutions via data-driven causal factors analysis: A pre-registered report
    Pacific-Basin Finance Journal, 2023, 77, (C) Downloads View citations (4)
  2. Modernising operational risk management in financial institutions via data-driven causal factors analysis: A pre-registered study
    Pacific-Basin Finance Journal, 2023, 79, (C) Downloads View citations (2)
  3. 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, 2023, 74, (1), 374-402 Downloads View citations (1)

2021

  1. A Unifying Model for Statistical Arbitrage: Model Assumptions and Empirical Failure
    Computational Economics, 2021, 58, (4), 943-964 Downloads
  2. Estimation of a term structure model of carbon prices through state space methods: The European Union emissions trading scheme
    Accounting and Finance, 2021, 61, (2), 3797-3819 Downloads View citations (2)
  3. Financial literacy and financial strategies: The mediating role of financial concerns
    Australian Journal of Management, 2021, 46, (3), 437-465 Downloads
  4. Industry momentum: an exchange‐traded funds approach
    Accounting and Finance, 2021, 61, (3), 4007-4024 Downloads View citations (1)

2020

  1. Estimation of a term structure model of carbon prices through state spaces methods: a pitch
    Accounting Research Journal, 2020, 34, (1), 106-112 Downloads View citations (1)
  2. Financial applications of semidefinite programming: a review and call for interdisciplinary research
    Accounting and Finance, 2020, 60, (4), 3527-3555 Downloads
  3. Financial well‐being amongst elderly Australians: the role of consumption patterns and financial literacy
    Accounting and Finance, 2020, 60, (4), 4361-4386 Downloads View citations (6)
  4. News media analytics in finance: a survey
    Accounting and Finance, 2020, 60, (2), 1385-1434 Downloads View citations (7)

2019

  1. Financial literacy amongst elderly Australians
    Accounting and Finance, 2019, 59, (S1), 887-918 Downloads View citations (20)
  2. Modelling momentum winner/loser asymmetry: the sources of winner and loser returns in the ASX200 and S&P500
    Accounting and Finance, 2019, 59, (S1), 657-684 Downloads

2018

  1. Predicting FTSE 100 returns and volatility using sentiment analysis
    Accounting and Finance, 2018, 58, (S1), 253-274 Downloads View citations (16)

2017

  1. Australian momentum: performance, capacity and the GFC effect
    Accounting and Finance, 2017, 57, (1), 261-287 Downloads View citations (5)

2012

  1. Creating trading systems with fundamental variables and neural networks: The Aby case study
    Mathematics and Computers in Simulation (MATCOM), 2012, 86, (C), 78-91 Downloads View citations (1)
 
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