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Published Paper Series

1997 - 2016

From Finance Discipline Group, UTS Business School, University of Technology, Sydney
PO Box 123, Broadway, NSW 2007, Australia.
Contact information at EDIRC.

Bibliographic data for series maintained by Duncan Ford ().

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2016, volume 63, issue 8

Asset Pricing with Downside Liquidity Risks pp. 2549 - 2572 Downloads
Sean A. Anthonisz and Talis Putnins

2015, volume 25, issue 5

Determining value in a complex service setting pp. 568-591 Downloads
Carolin Plewa, Jillian C. Sweeney and David Michayluk

2015, volume 23, issue 1

Takeovers and the Market for Corporate Control in Japanese REITs pp. 115-138 Downloads
Guojie Ma and David Michayluk

2014, volume 3, issue 4

Ambiguity in markets: A test in an Australian emissions market pp. 99-119
Deborah Cotton and David Michayluk

2013, volume 33

What do price discovery metrics really measure? pp. 68-83 Downloads
Talis Putnins

2013, volume 8, issue 2

Automated Authorship Attribution Using Advanced Signal Classification Techniques Downloads
Maryam Ebrahimpour, Talis Putnins, Matthew J. Berryman, Andrew Allison, Brian W.-H. Ng and Derek Abbott

2011, volume 67, issue 1

Demand and Supply and Their Relationship to Liquidity: Evidence from the S&P 500 Change to Free Float pp. 55-71 Downloads
David Lam, Bing-Xuan Lin and David Michayluk

2011, volume 17, issue 1

Default and Recovery Risk Dependencies in a Simple Credit Risk Model pp. 120 - 144 Downloads
Benjamin Bade, Daniel Roesch and Harald Scheule

2011, volume 5, issue 2

Empirical performance of loss given default prediction models pp. 25–44
Benjamin Bade, Daniel Roesch and Harald Scheule

2010, volume 10, issue 2

Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives pp. 185-207 Downloads
Daniel Roesch and Harald Scheule

2010, volume 2, issue 4

Naked short sales and fails-to-deliver: An overview of clearing and settlement procedures for stock trades in the USA pp. 340-350
Talis Putnins

2009, volume 38, issue 3

What Do Options Have to Do With It?: Inclusion of Options Market Indicators in Bid-ask Spread Decomposition pp. 455-489 Downloads
David Michayluk, Laurie Prather, Li-Anne E. Woo and Henry Y. K. Yip

2009, volume 18, issue 1

Credit Portfolio Loss Forecasts for Economic Downturns pp. 1-26 Downloads
Daniel Roesch and Harald Scheule

2008, volume 5, issue 1

Liquidity issues surrounding neglected firms pp. 57-65
William J. Bertin, David Michayluk and Laurie Prather

2008, volume 2, issue 4

Downturn LGD for Hong Kong mortgage loan portfolios pp. 3-11
Daniel Roesch and Harald Scheule

2007, volume 33, issue 1

Sarbannes-Oxley: Some Unintended Consequences pp. 39-46
Allan Graham, Bing-Xuan Lin, David Michayluk and Pamela Stuerke

2007, volume 10, issue 3

Subjectivity in Judgments: Further Evidence from the Financial Planning Industry pp. 17-24 Downloads
David Michayluk and Gerhard Van de Venter

2007, volume 3, issue 4

Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking pp. 113-134
Daniel Roesch and Harald Scheule

2007, volume 1, issue 1

Stress-testing credit risk parameters: An application to retail loan portfolios pp. 55-75
Daniel Roesch and Harald Scheule

2006, volume 9, issue 1

Forecasting credit event frequency – empirical evidence for West German firms pp. 75–98
Alfred Hamerle, Thilo Liebig and Harald Scheule

2005, volume 21, issue 1

The Role of Growth in Long Term Investment Returns pp. 93-105
John Paul Broussard, David Michayluk and Walter P. Neely

2005, volume 18, issue 3

Rating Properties and their Implication on Basel II-Capital pp. 78-81
Robert Rauhmeier and Harald Scheule

2005, volume 15, issue 2

A multi-factor approach for systematic default and recovery risk pp. 63-75 Downloads
Daniel Roesch and Harald Scheule

2004, volume 43, issue 1/2

Repeated LBOs: The Case of Multiple LBO Transactions pp. 111-122
Arman Kosedag and David Michayluk

2004, volume 5, issue 2

Forecasting retail portfolio credit risk pp. 16-32 Downloads
Daniel Roesch and Harald Scheule

2002, volume 15, issue 10

Modelling Default Rate Dynamics in the CreditRisk+ Framework pp. 24-28
Daniel Roesch and Harald Scheule

1997, volume 36, issue 3

The holiday anomaly: An investigation of firm size versus share price effects pp. 23-35
Paul Brockman and David Michayluk
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