Details about Bruce James Vanstone

Access statistics for papers by Bruce James Vanstone.

Last updated 2025-04-07. Update your information in the RePEc Author Service.

Short-id: pva1068

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) 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) 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 View citations (1)

2021

4. A Unifying Model for Statistical Arbitrage: Model Assumptions and Empirical Failure
   Computational Economics, 2021, 58, (4), 943-964
5. 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 View citations (2)
6. Financial literacy and financial strategies: The mediating role of financial concerns
   Australian Journal of Management, 2021, 46, (3), 437-465 View citations (1)
7. Industry momentum: an exchange‐traded funds approach
   Accounting and Finance, 2021, 61, (3), 4007-4024 View citations (1)

2020

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

2019

12. Financial literacy amongst elderly Australians
    Accounting and Finance, 2019, 59, (S1), 887-918 View citations (21)
13. 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

2018

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

2017

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

2012

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