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.
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- 2021-4: Gendered Prices

- Renee Adams, Roman Kräussl, Marco Navone and Patrick Verwijmeren
- 2021-3: Practical Applications of Information Leakage in Energy Derivatives around News Announcements

- Marc Bohmann and Vinay Patel
- 2021-2: Municipal Bond Mutual Fund Performance and Active Share

- Joshua A. Gurwitz, David Smith and Gerhard Van de Venter
- 2021-1: Differences in Ethical Perceptions of Insider Trading

- Gerhard Hambusch, David Michayluk, Kevin Terhaar and Gerhard Van de Venter
- 2020-6: Why does entrepreneurial orientation affect company performance?

- Talis Putnins and Arnis Sauka
- 2020-5: Benchmarking loss given default discount rates

- Harald Scheule and Stephan Jortzik
- 2020-4: Transition Finance and Markets

- Deborah Cotton
- 2020-3: Tournament Incentives and Acquisition Performance

- Iftekhar Hasan, Marco Navone, Thomas To and Eliza Wu
- 2020-2: Information Leakage in Energy Derivatives around News Announcements

- Marc Bohmann and Vinay Patel
- 2020-1: Developing sustainability learning in business school curricula – productive boundary objects and participatory processes

- 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

- Nhi N.Y.Vo, Xuezhong (Tony) He, Shaowu Liu and Guandong Xu
- 2019-2: Weak Tail Conditions for Local Martingales

- Hardy Hulley and Johannes Ruf
- 2019-1: Shadow Economy Index for Moldova and Romania

- Talis Putnins, Arnis Sauka and Adriana Ana Maria Davidesc
- 2018-1: Time-varying economic dominance in financial markets: A bistable dynamics approach

- Xuezhong (Tony) He, Kai Li and Chuncheng Wang
- 2017-3: The effect of genetic algorithm learning with a classifier system in limit order markets

- Lijian Wei, Xiong Xiong, Wei Zhang, Xuezhong (Tony) He and Yongjie Zhang
- 2017-2: Dynkin games with heterogeneous beliefs

- Marta Leniec, Kristoffer Glover and Erik Ekström
- 2017-1: Asset Pricing with Downside Liquidity Risks

- Sean A. Anthonisz and Talis Putnins
- 2016-5: Pricing of long dated equity-linked life insurance contracts

- Leunglung Chan and Eckhard Platen
- 2016-4: A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs

- Xuezhong (Tony) He and Lei Shi
- 2016-3: Dividend Signaling: What Can We Learn from Corporate Bond Responses?

- Ruoyun (Lucy) Zhao
- 2016-2: Index effects: Evidence from Australia

- 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

- Kathleen Walsh
- 2015-8: How prevalent are post-completion audits in Australia

- Kevin Clarke, Kathleen Walsh and Jack Flanagan
- 2015-7: Real-World Forward Rate Dynamics With Affine Realizations

- Eckhard Platen and Steffan Tappe
- 2015-6: Pricing and hedging of long dated variance swaps under a 3/2 volatility model

- Leunglung Chan and Eckhard Platen
- 2015-5: Third Order Compound Option Valuation Of Flexible Commodity Based Mining Enterprises

- Otto Konstandatos
- 2015-4: Enhancing Risk-Adjusted Return Using Time Series Momentum in Sovereign Bonds

- Gerhard Hambusch, KiHoon Jimmy Hong and Ellenora Webster
- 2015-3: Economics of State-Owned Enterprises

- Talis Putnins
- 2015-2: Takeovers and the Market for Corporate Control in Japanese REITs

- Guojie Ma and David Michayluk
- 2015-1: Determining value in a complex service setting

- 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

- Kevin Fergusson and Eckhard Platen
- 2014-6: Multivariate Monte-Carlo Simulation and Economic Valuation of Complex Financial Contracts: An Excel Based Implementation

- Timothy J Kyng and Otto Konstandatos
- 2014-5: Optimal prediction of the last-passage time of a transient diffusion

- 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

- 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

- 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

- Deborah Cotton and Stefan Trück
- 2013-7: The anatomy of portfolio skewness and kurtosis

- Anthony Hall and Stephen E Satchell
- 2013-6: What explains the market reaction to divestiture announcements?

- 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

- Jianxin Wang
- 2013-3: Automated Authorship Attribution Using Advanced Signal Classification Techniques

- 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?

- 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

- Patrick Cheridito, Ashkan Nikeghbali and Eckhard Platen
- 2012-3: Real Options Analysis for Commodity Based Mining Enterprises with Compound and Barrier Features

- Otto Konstandatos and Timothy J Kyng
- 2012-2: S&P/ASX 200: Does change in membership matter?

- Camille Schmidt, Ruoyun (Lucy) Zhao and Chris Terry
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