Working Papers

From Deakin University, Department of Economics
Contact information at EDIRC.
Bibliographic data for series maintained by Xueli Tang ().

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2015_15: The impact of the Lehman Brothers' bankruptcy on the performance of Chinese sectors: Kumari Ranjeeni and Susan Sharma
2015_14: Intraday volatility interaction between the crude oil and equity markets: Dinh Phan, Susan Sharma and Paresh Narayan
2015_13: Stock return forecasting: some new evidence: Dinh Phan, Susan Sharma and Paresh Narayan
2015_12: Oil price and stock returns of consumers and producers of crude oil: Dinh Phan, Susan Sharma and Paresh Narayan
2015_10: Testing for predictability in panels with general predictors: Joakim Westerlund, Hande Karabiyik and Paresh Narayan
2015_09: Is exchange rate trading profitable?: Paresh Kumar Narayan, Sagarika Mishra and Kannan Thuraisamy
2015_08: Has oil price predicted stock returns for over a century?: Paresh Narayan and Rangan Gupta
2015_06: New empirical evidence on the bid-ask spread: Paresh Narayan, Sagarika Mishra and Seema Narayan
2015_05: A unit root model for trending time-series energy variables: Paresh Narayan and Ruipeng Liu
2015_04: Can governance quality predict stock market returns? New global evidence: Paresh Narayan, Susan Sharma and Kannan Thuraisamy
2015_03: Does cash flow predict returns?: Paresh Narayan and Joakim Westerlund
2015_02: An analysis of sectoral equity and CDS spreads: Paresh Narayan
2015_01: A GARCH model for testing market efficiency: Paresh Narayan and Ruipeng Liu
2014_16: Stock price comovement: evidence from India: Sagarika Mishra and Sandip Dhole
2014_15: A practical note on the determination of the number of factors using information criteria with data-driven penalty: Joakim Westerlund and Sagarika Mishra
2014_14: How profitable is the Indian stock market?: Paresh Narayan, Huson Ali Ahmed, Susan Sharma and K. P. Prabheesh
2014_13: Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns: Joakim Westerlund and Paresh Narayan
2014_12: A factor analytical approach to the efficient futures market hypothesis: Joakim Westerlund, Milda Norkute and Paresh Narayan
2014_11: Importance of Skewness in Decision Making: Evidence from the Indian Stock Exchange: Paresh Narayan and Huson Ali Ahmed
2014_10: A random coefficient approach to the predictability of stock returns in panels: Joakim Westerlund and Paresh Narayan
2014_09: Do oil prices predict economic growth? New global evidence: Paresh Narayan, Susan Sharma, Wai-Ching Poon and Joakim Westerlund
2014_08: An analysis of price discovery from panel data models of CDS and equity returns: Paresh Narayan, Susan Sharma and Kannan Thuraisamy
2014_07: On the importance of the first observation in GLS detrending in unit root testing: Joakim Westerlund
2014_06: Pooled panel unit root tests and the effect of past initialization: Joakim Westerlund
2014_05: The local power of the CADF and CIPS panel unit root tests: Joakim Westerlund, Mehdi Hosseinkouchack and Martin Solberger
2014_03: On the asymptotic distribution of the DF-GLS test statistic: Joakim Westerlund
2014_02: Heteroskedasticity robust panel unit root tests: Joakim Westerlund
2014_01: Testing for predictability in conditionally heteroskedastic stock returns: Joakim Westerlund and Paresh Narayan
2013_06: Determinants of stock price bubbles: Paresh Narayan, Sagarika Mishra, Susan Sharma and Ruipeng Liu
2013_05: Least squares learning and the US treasury bill rate: Sagarika Mishra and Sandip Dhole
2013_04: Intra-market sovereign linkages of Latin American international bonds: Kannan Thuraisamy
2013_03: Does tourism predict macroeconomic performance in Pacific Island countries?: Paresh Narayan, Susan Sharma and Deepa Bannigidadmath
2013_02: An analysis of commodity markets: what gain for investors?: Paresh Narayan, Seema Narayan and Susan Sharma
2012_10: State dependent asymmetric loss and the consensus forecast of real U.S. GDP growth: Matthew L. Higgins and Sagarika Mishra
2012_09: Do agents learn by least squares? The evidence provided by changes in monetary policy: Sagarika Mishra
2012_08: Conditional spread determinants for emerging sovereign debt: Christoph Riedel, Kannan Thuraisamy and Niklas Wagner
2012_07: The relationship between Asian equity and commodity futures markets: Kannan Thuraisamy, Susan Sharma and Huson Ali Ahmed
2012_05: Expectations of future income and real exchange rate movements: Aziz Hayat, Bahodir Ganiev and Xueli Tang
2012_03: Modelling the Sovereign Linkages of Key Latin American Economies: Kannan Thuraisamy and Gerard Gannon
2012_02: Oil Price Uncertainty and Sovereign Risk: Evidence from Asian Economies: Susan Sharma and Kannan Thuraisamy
2012_01: Does the choice of estimator matter when forecasting returns?: Joakim Westerlund and Paresh Narayan
2011_14: Investment and oil price volatility: Paresh Narayan and Susan Sharma
2011_13: Did the US macroeconomic conditions affect Asian stock markets?: Seema Narayan and Paresh Narayan
2011_12: Firm heterogeneity and calendar anomalies: Susan Sharma and Paresh Narayan
2011_11: Some hypothesis on commonality in liquidity: new evidence from the Chinese stock market: Paresh Narayan, Zhichao Zhang and Xinwei Zheng
2011_09: Asymmetric information and market collapse: evidence from the Chinese market: Paresh Narayan and Xinwei Zheng
2011_08: The efficient market hypothesis re-visited: new evidence from 100 US firms: Ruipeng Liu and Paresh Narayan
2011_07: Size and power properties of structural break unit root tests: Paresh Narayan and Stephan Popp
2011_05: The importance of real and nominal shocks on the UK housing market: Paresh Narayan and Seema Narayan
2011_03: Has political instability contributed to price clustering on Fiji's stock market?: Paresh Narayan and Russell Smyth
2011_01: The January and turn-of-the-month effect on firm returns and return volatility: Susan Sharma and Paresh Narayan