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Published Paper Series

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 ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.


2021-4: Gendered Prices Downloads
Renee Adams, Roman Kräussl, Marco Navone and Patrick Verwijmeren
2021-3: Practical Applications of Information Leakage in Energy Derivatives around News Announcements Downloads
Marc Bohmann and Vinay Patel
2021-2: Municipal Bond Mutual Fund Performance and Active Share Downloads
Joshua A. Gurwitz, David Smith and Gerhard Van de Venter
2021-1: Differences in Ethical Perceptions of Insider Trading Downloads
Gerhard Hambusch, David Michayluk, Kevin Terhaar and Gerhard Van de Venter
2020-6: Why does entrepreneurial orientation affect company performance? Downloads
Talis Putnins and Arnis Sauka
2020-5: Benchmarking loss given default discount rates Downloads
Harald Scheule and Stephan Jortzik
2020-4: Transition Finance and Markets Downloads
Deborah Cotton
2020-3: Tournament Incentives and Acquisition Performance Downloads
Iftekhar Hasan, Marco Navone, Thomas To and Eliza Wu
2020-2: Information Leakage in Energy Derivatives around News Announcements Downloads
Marc Bohmann and Vinay Patel
2020-1: Developing sustainability learning in business school curricula – productive boundary objects and participatory processes Downloads
Melissa Edwards, Paul Brown, Suzanne Benn, Christopher Bajada, Robert Perry, Deborah Cotton, Walter Jarvis, Gordon Menzies, Ian McGregor and Katrina Waite
2019-3: Deep Learning for Decision Making and the Optimization of Socially Responsible Investments and Portfolio Downloads
Nhi N.Y.Vo, Xuezhong (Tony) He, Shaowu Liu and Guandong Xu
2019-2: Weak Tail Conditions for Local Martingales Downloads
Hardy Hulley and Johannes Ruf
2019-1: Shadow Economy Index for Moldova and Romania Downloads
Talis Putnins, Arnis Sauka and Adriana Ana Maria Davidesc
2018-1: Time-varying economic dominance in financial markets: A bistable dynamics approach Downloads
Xuezhong (Tony) He, Kai Li and Chuncheng Wang
2017-3: The effect of genetic algorithm learning with a classifier system in limit order markets Downloads
Lijian Wei, Xiong Xiong, Wei Zhang, Xuezhong (Tony) He and Yongjie Zhang
2017-2: Dynkin games with heterogeneous beliefs Downloads
Marta Leniec, Kristoffer Glover and Erik Ekström
2017-1: Asset Pricing with Downside Liquidity Risks Downloads
Sean A. Anthonisz and Talis Putnins
2016-5: Pricing of long dated equity-linked life insurance contracts Downloads
Leunglung Chan and Eckhard Platen
2016-4: A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs Downloads
Xuezhong (Tony) He and Lei Shi
2016-3: Dividend Signaling: What Can We Learn from Corporate Bond Responses? Downloads
Ruoyun (Lucy) Zhao
2016-2: Index effects: Evidence from Australia Downloads
Ruoyun (Lucy) Zhao, C Schmidt and Chris Terry
2016-1: Mispricing of Australian IPOs
Ron Bird and Hamza Ajmal
2015-9: Renminbi trade invoicing: Benefits, impediments and tipping points Downloads
Kathleen Walsh
2015-8: How prevalent are post-completion audits in Australia Downloads
Kevin Clarke, Kathleen Walsh and Jack Flanagan
2015-7: Real-World Forward Rate Dynamics With Affine Realizations Downloads
Eckhard Platen and Steffan Tappe
2015-6: Pricing and hedging of long dated variance swaps under a 3/2 volatility model Downloads
Leunglung Chan and Eckhard Platen
2015-5: Third Order Compound Option Valuation Of Flexible Commodity Based Mining Enterprises Downloads
Otto Konstandatos
2015-4: Enhancing Risk-Adjusted Return Using Time Series Momentum in Sovereign Bonds Downloads
Gerhard Hambusch, KiHoon Jimmy Hong and Ellenora Webster
2015-3: Economics of State-Owned Enterprises Downloads
Talis Putnins
2015-2: Takeovers and the Market for Corporate Control in Japanese REITs Downloads
Guojie Ma and David Michayluk
2015-1: Determining value in a complex service setting Downloads
Carolin Plewa, Jillian C. Sweeney and David Michayluk
2014-8: Natural Disasters, Insurance Stocks and the Numeraire Portfolio
Jason West and Eckhard Platen
2014-7: Hedging long-dated interest rate derivatives for Australian pension funds and life insurers Downloads
Kevin Fergusson and Eckhard Platen
2014-6: Multivariate Monte-Carlo Simulation and Economic Valuation of Complex Financial Contracts: An Excel Based Implementation Downloads
Timothy J Kyng and Otto Konstandatos
2014-5: Optimal prediction of the last-passage time of a transient diffusion Downloads
Kristoffer Glover and Hardy Hulley
2014-4: The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets Downloads
Vitali Alexeev and Francis Tapon
2014-3: Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios?
Vitali Alexeev and Francis Tapon
2014-2: The Power of Dynamic Asset Allocation Downloads
Mirko Cardinale, Marco Navone and Andrzej Pioch
2014-1: Ambiguity in markets: A test in an Australian emissions market
Deborah Cotton and David Michayluk
2013-8: Emissions Mitigation Schemes in Australia—The Past, Present and Future Downloads
Deborah Cotton and Stefan Trück
2013-7: The anatomy of portfolio skewness and kurtosis Downloads
Anthony Hall and Stephen E Satchell
2013-6: What explains the market reaction to divestiture announcements? Downloads
Justin R Lal, Pascal Nguyen and Nahid Rahman
2013-5: Forecasting extreme performance: The experience with Australian equities
Abidin Kusno, Ron Bird and Danny Yeung
2013-4: The impact of foreign ownership on stock volatility in Indonesia Downloads
Jianxin Wang
2013-3: 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
2013-2: What do price discovery metrics really measure? Downloads
Talis Putnins
2013-1: Financial risk tolerance: An analysis of unexplored factors
Ryan Gibson, David Michayluk and Gerhard Van de Venter
2012-4: Processes of Class Sigma, Last Passage Times, and Drawdowns Downloads
Patrick Cheridito, Ashkan Nikeghbali and Eckhard Platen
2012-3: Real Options Analysis for Commodity Based Mining Enterprises with Compound and Barrier Features Downloads
Otto Konstandatos and Timothy J Kyng
2012-2: S&P/ASX 200: Does change in membership matter? Downloads
Camille Schmidt, Ruoyun (Lucy) Zhao and Chris Terry
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