Working 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 (duncan.ford@uts.edu.au).

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35: Yield Curve as a Cointegrated System: Evidence from Australian Treasury Securities

Ram Bhar

34: A Limited Stock Arbitrage of the Sydney Futures Exchange SPI Contract

Ben Hunt

33: Circumstantial Evidence of the Influence of Estate Agents on Exchange Price and Market Reserve Price

Patrick Wilson

32: The Sources of Unemployment: A Simple Econometric Analysis

Tom Valentine

31: Bank Share Prices and Profitability

Daniel Daugaard and Tom Valentine

30: Will We Survive the Debt Crisis?

Tom Valentine

29: Miller Modigliani and Ohlson: A Note on an Old Model in New Clothes

Graham Partington

28: Cohesion with Diversity? Immigration and Multiculturalism in Canada and Australia

Jock Collins

27: The Impact of the Closer Economic Relations Agreement on the Cultural Industries in Australia and New Zealand

Ross Jones

26: An Economic Analysis of Genetic Improvement Within a Commercial Livestock Population

Max Stevenson

25: Racism, Ethnicity and Immigration in Canada and Australia

Jock Collins and F. Henry

24: In Shared Information Services is Size Important?

Patrick Wilson and Wayne Dwyer

23: Shared Information - Comparing Multilist and Franchise Operations

Patrick Wilson

22: Bank Interest Rate Margins

Tom Valentine

21: Lessons From Australia's Lending Experience in the Eighties

Tom Valentine

20: Share Prices: A Comparison of Fundamental Models

Daniel Daugaard and Tom Valentine

19: Curved Option Payoffs

Garry de Jager and Joseph Winsen

18: Performance Differences Within the Market for Housing

Patrick Wilson

17: Asset Allocation and Diversification by Real Estate Sector Within a Portfolio: Two Australian Case Studies

Mike Wallace

16: Australian Tax Changes and Dividend Reinvestment Announcement Effects: A Pre- and Post-Imputation Study

Keith Chan, D McColough and Michael Skully

15: The Strategic Importance of the Rural Sector

Carolyn Currie

14: Developments in Nonlinear Economic Dynamics: Past, Present and Future

Carl Chiarella

13: The Dynamics of Speculative Behaviour

Carl Chiarella

12: Immigrant Families in Australia

Jock Collins

11: The Birth of Limit Cycles in Cournot Oligopoly Models with Time Delays

Carl Chiarella

10: A Forecasting Model of Option Pricing Volatility

Ben Hunt

9: The Need for Reform of the Australian Financial Regulatory System

Carolyn Currie

8: Exploiting Volatility Movements in the Sydney Futures Exchange's Bank Bill Contract

Ben Hunt and Ram Bhar

7: Multiculturalism in Australia: The Challenges Ahead

Jock Collins

6: Monetary and Fiscal Policy Under Nonlinear Exchange Rate Dynamics

Carl Chiarella

5: The Performance of a Stock Index Futures Based Portfolio Insurance Scheme: Australian Evidence

Simon Loria, Toan Pham and Ah Boon Sim

4: The Interaction of the Financing and Investment Decisions: Preliminary Results in the Australian Context

Carl Chiarella, Toan Pham, Ah Boon Sim and Madeleine Tan

3: Determinants of Corporate Capital Structure: Australian Evidence

Carl Chiarella, Toan Pham, Ah Boon Sim and Madeleine Tan

2: A Note on Parameters in Binomial Option Pricing

Garry de Jager

1: Costly Information, Informed Investors and the Use of Sophisticated Capital Budgeting Techniques

Mark Freeman and Garry Hobbes