Details about Bruce James Vanstone
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
- 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)
- 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)
- 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
- A Unifying Model for Statistical Arbitrage: Model Assumptions and Empirical Failure
Computational Economics, 2021, 58, (4), 943-964
- 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)
- Financial literacy and financial strategies: The mediating role of financial concerns
Australian Journal of Management, 2021, 46, (3), 437-465
- Industry momentum: an exchange‐traded funds approach
Accounting and Finance, 2021, 61, (3), 4007-4024 View citations (1)
2020
- 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)
- Financial applications of semidefinite programming: a review and call for interdisciplinary research
Accounting and Finance, 2020, 60, (4), 3527-3555
- 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)
- News media analytics in finance: a survey
Accounting and Finance, 2020, 60, (2), 1385-1434 View citations (7)
2019
- Financial literacy amongst elderly Australians
Accounting and Finance, 2019, 59, (S1), 887-918 View citations (20)
- 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
- Predicting FTSE 100 returns and volatility using sentiment analysis
Accounting and Finance, 2018, 58, (S1), 253-274 View citations (16)
2017
- Australian momentum: performance, capacity and the GFC effect
Accounting and Finance, 2017, 57, (1), 261-287 View citations (5)
2012
- 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)
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