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Working Papers

Number Date Added Author(s) Paper Title Download
FINM0042WPJuly 2008Sylwia Nowak, Sirimon Treepongkaruna, Modeling and Forecasting Volatility in Foreign Exchange MarketsAbstract
PDF 1007kb
FINM0041WPFebruary 2007S Mefteh, B. Oliver, Capital structure: the influence of confidence in FranceAbstract
PDF 131kb
FINM0040WPFebruary 2006S. Akhtar, B. Oliver, The Determinants of Capital Structure for Japanese Multinational and Domestic Corporations.Abstract
PDF 242kb
FINM0039WPAugust 2005B. Oliver, The Impact of Management Confidence on Capital StructureAbstract
PDF 105kb
FINM0038WPJuly 2005Baljit Sidhu, Robert E. Whaley, Regulation Fair disclosure and the Cost of Adverse SelectionAbstract
PDF 143kb
FINM0036WPMay 2005N Durack, R Durand, R Maller, A Best Choice Among Asset Pricing Models? The Conditional CAPM in AustraliaAbstract
PDF 324kb
FINM0035WPMay 2005A Lindner, R Maller, Levy Integrals and the Stationarity of Generalised Ornstein-Uhlenbeck ProcessesPDF 264kb
FINM0037WPMay 2005R Durand, P Lee, R Maller, Bias and Consistency of the Maximum Sharpe RatioAbstract
PDF 169kb
FINM0034WPFebruary 2005J. G. Powell, J. Shi, Dividend Persistence and Return PredictibilityAbstract
PDF 268kb
FINM0033WPFebruary 2005C. Bilson, J. Birt, Robert E. Whaley, Ownership, Competition, and Financial DisclosureAbstract
PDF 265kb
FINM0032WPFebruary 2004S. Akhtar, Australian Multinational and Domestic Corporations Capital Structure DeterminantsAbstract
PDF 330kb
FINM0031WPJanuary 2004J. Brooke, B. Oliver, The Source of Abnormal Returns from Strategic Alliance AnnouncementsAbstract
PDF 257kb
FINM0030WPJune 2003T. J. Brailsford, R. Heaney, B. Oliver, Practices and Attitudes to Derivative Use in Australian Commonwealth OrganisationsAbstract
PDF 221kb
FINM0029WPMay 2003T. J. Brailsford, R. Heaney, B. Oliver, The Use of Derivatives in a Public Sector SettingAbstract
PDF 221kb
FINM0025WPJanuary 2002C. Bilson, T. J. Brailsford, T. Evans, The International Transmission of Arbitrage Information Across Futures MarketsPDF 97kb
FINM0026WPJanuary 2002C. Bilson, G. A. Fleming, Exchange Rates and Target Premia in The United States-
FINM0027WPJanuary 2002J. Shi, The Interrelationship Between The US And Australian Ipo MarketsPDF 77kb
FINM0028WPJanuary 2002D. Cumming, G. A. Fleming, A Law & Finance Analysis of Venture Capital Exits in Emerging MarketsPDF 130kb
FINM0023WPJanuary 2001D. Blondell, P. Hoang, J. G. Powell, J. Shi, Detection of Financial Time Series Turning Points: A New CUSUM Approach Applied to IPO CyclesPDF 166kb
FINM0022WPJanuary 2001T. J. Brailsford, R. Heaney, B. Oliver, Financial Risk Management in Commonwealth OrganisationsPDF 74kb
FINM0021WPJanuary 2001G. A. Fleming, B. Oliver, S. Skourakis, The Market Value of Diversified Firms in AustraliaPDF 102kb
FINM0024WPJanuary 2001G. A. Fleming, Target Premia and Exchange Rates: Australian EvidencePDF 128kb
FINM0019WPJanuary 2001T. J. Brailsford, A. Cross, A. Hodgson, Voluntary Trading Suspensions and Media Coverage on the LSEPDF 259kb
FINM0020WPJanuary 2001G. A. Fleming, Open Briefings and Voluntary Disclosure on the Australian Stock ExchangePDF 126kb
FINM0009WPJanuary 2000T. J. Brailsford, R. Heaney, J. Shi, Modelling the Behaviour of the New Issue MarketPDF 146kb
FINM0008WPJanuary 2000C. Bilson, T. J. Brailsford, V. Hooper, Selecting Macroeconomic Variables as Explanatory Factors of Emerging Stock Market ReturnsPDF 135kb
FINM0010WPJanuary 2000T. J. Brailsford, R. W. Faff, M. D. McKenzie, New Insights into the Impact of the Introduction of Futures Trading on Stock PricesPDF 90kb
FINM0016WPJanuary 2000T. J. Brailsford, J. Penm, R. D. Terrell, Zero-non-zero Patterned Vector Error Correction Modelling for I(2) Cointegrated Time-Series with Applications in Testing PPP and Stock Market RelationshipsPDF 92kb
FINM0018WPJanuary 2000C. Bowman, Pricing the SPI Futures Call Option Contract using the Assay ModelPDF 109kb
FINM0015WPJanuary 2000R. Seelajaroen, Hedge Ratios and Hedging Effectiveness of the SPI Futures ContractPDF 112kb
FINM0014WPJanuary 2000G. A. Fleming, R. Heaney, A. Razzaghipour, Purchasing Power Parity and Emerging South East Asian NationsPDF 71kb
FINM0013WPJanuary 2000T. J. Brailsford, R. Heaney, J. G. Powell, J. Shi, Hot and Cold IPO MarketsPDF 149kb
FINM0017WPJanuary 2000T. J. Brailsford, J. Penm, R. D. Terrell, The Adjustment of the Yule-Walker Relations in VAR Modelling: The Impact of the Euro on the Hong Kong Stock MarkePDF 97kb
FINM0011WPJanuary 2000T. J. Brailsford, R. Heaney, J. Shi, The Cyclical Behaviour of the IPO Market in AustraliaPDF 113kb
FINM0012WPJanuary 2000T. J. Brailsford, K. Corrigan, R. Heaney, A Comparison of Measures of Hedging Effectiveness: A Case Study Using the Australian All Ordinaries Share Price Index Futures ContractPDF 111kb
FINM0005WPJanuary 1999T. J. Brailsford, R. W. Faff, A Test of a Two-Factor 'Market and Oil' Pricing ModelPDF 75kb
FINM0007WPJanuary 1999G. A. Fleming, R. Heaney, A. Razzaghipour, Deviations and Mean Reversion to Purchasing Power in the Asian Currency Crisis 1997PDF 110kb
FINM0006WPJanuary 1999T. J. Brailsford, J. Penm, R. D. Terrell, A Robust Algorithm in Sequentially Selecting Subset Time-Series Systems Using Neural NetworksPDF 136kb
FINM0001WPJanuary 1999T. J. Brailsford, B. Oliver, S. L. H. Pua, Theory and Evidence on the Relationship Between Ownership Structure and Capital StructurePDF 121kb
FINM0002WPJanuary 1999R. Heaney, C. Koga, B. Oliver, A. Tran, The Size Effect and Derivative Usage in JapanPDF 88kb
FINM0003WPJanuary 1999T. J. Brailsford, A. Frino, A. Hodgson, A. West, Stock Market Automation and the Transmission of Information Between Spot and Futures MarketsPDF 95kb
FINM0004WPJanuary 1999C. Bilson, T. J. Brailsford, V. Hooper, The Explanatory Power of Political Risk in Emerging MarketsPDF 179kb