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Number
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Date Added
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Author(s)
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Paper Title
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Download
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| FINM0042WP | July 2008 | Sylwia Nowak, Sirimon Treepongkaruna, | Modeling and Forecasting Volatility in Foreign Exchange Markets | Abstract PDF 1007kb |
| FINM0041WP | February 2007 | S Mefteh, B. Oliver, | Capital structure: the influence of confidence in France | Abstract PDF 131kb |
| FINM0040WP | February 2006 | S. Akhtar, B. Oliver, | The Determinants of Capital Structure for Japanese Multinational and Domestic
Corporations. | Abstract PDF 242kb |
| FINM0039WP | August 2005 | B. Oliver, | The Impact of Management Confidence on Capital Structure | Abstract PDF 105kb |
| FINM0038WP | July 2005 | Baljit Sidhu, Robert E. Whaley, | Regulation Fair disclosure and the Cost of Adverse Selection | Abstract PDF 143kb |
| FINM0036WP | May 2005 | N Durack, R Durand, R Maller, | A Best Choice Among Asset Pricing Models? The Conditional CAPM in Australia | Abstract PDF 324kb |
| FINM0035WP | May 2005 | A Lindner, R Maller, | Levy Integrals and the Stationarity of Generalised Ornstein-Uhlenbeck Processes | PDF 264kb |
| FINM0037WP | May 2005 | R Durand, P Lee, R Maller, | Bias and Consistency of the Maximum Sharpe Ratio | Abstract PDF 169kb |
| FINM0034WP | February 2005 | J. G. Powell, J. Shi, | Dividend Persistence and Return Predictibility | Abstract PDF 268kb |
| FINM0033WP | February 2005 | C. Bilson, J. Birt, Robert E. Whaley, | Ownership, Competition, and Financial Disclosure | Abstract PDF 265kb |
| FINM0032WP | February 2004 | S. Akhtar, | Australian Multinational and Domestic Corporations Capital Structure Determinants | Abstract PDF 330kb |
| FINM0031WP | January 2004 | J. Brooke, B. Oliver, | The Source of Abnormal Returns from Strategic Alliance Announcements | Abstract PDF 257kb |
| FINM0030WP | June 2003 | T. J. Brailsford, R. Heaney, B. Oliver, | Practices and Attitudes to Derivative Use in Australian Commonwealth Organisations | Abstract PDF 221kb |
| FINM0029WP | May 2003 | T. J. Brailsford, R. Heaney, B. Oliver, | The Use of Derivatives in a Public Sector Setting | Abstract PDF 221kb |
| FINM0025WP | January 2002 | C. Bilson, T. J. Brailsford, T. Evans, | The International Transmission of Arbitrage Information Across Futures Markets | PDF 97kb |
| FINM0026WP | January 2002 | C. Bilson, G. A. Fleming, | Exchange Rates and Target Premia in The United States | - |
| FINM0027WP | January 2002 | J. Shi, | The Interrelationship Between The US And Australian Ipo Markets | PDF 77kb |
| FINM0028WP | January 2002 | D. Cumming, G. A. Fleming, | A Law & Finance Analysis of Venture Capital Exits in Emerging Markets | PDF 130kb |
| FINM0023WP | January 2001 | D. Blondell, P. Hoang, J. G. Powell, J. Shi, | Detection of Financial Time Series Turning Points: A New CUSUM Approach Applied to IPO Cycles | PDF 166kb |
| FINM0022WP | January 2001 | T. J. Brailsford, R. Heaney, B. Oliver, | Financial Risk Management in Commonwealth Organisations | PDF 74kb |
| FINM0021WP | January 2001 | G. A. Fleming, B. Oliver, S. Skourakis, | The Market Value of Diversified Firms in Australia | PDF 102kb |
| FINM0024WP | January 2001 | G. A. Fleming, | Target Premia and Exchange Rates: Australian Evidence | PDF 128kb |
| FINM0019WP | January 2001 | T. J. Brailsford, A. Cross, A. Hodgson, | Voluntary Trading Suspensions and Media Coverage on the LSE | PDF 259kb |
| FINM0020WP | January 2001 | G. A. Fleming, | Open Briefings and Voluntary Disclosure on the Australian Stock Exchange | PDF 126kb |
| FINM0009WP | January 2000 | T. J. Brailsford, R. Heaney, J. Shi, | Modelling the Behaviour of the New Issue Market | PDF 146kb |
| FINM0008WP | January 2000 | C. Bilson, T. J. Brailsford, V. Hooper, | Selecting Macroeconomic Variables as Explanatory Factors of Emerging Stock Market Returns | PDF 135kb |
| FINM0010WP | January 2000 | T. J. Brailsford, R. W. Faff, M. D. McKenzie, | New Insights into the Impact of the Introduction of Futures Trading on Stock Prices | PDF 90kb |
| FINM0016WP | January 2000 | T. 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 Relationships | PDF 92kb |
| FINM0018WP | January 2000 | C. Bowman, | Pricing the SPI Futures Call Option Contract using the Assay Model | PDF 109kb |
| FINM0015WP | January 2000 | R. Seelajaroen, | Hedge Ratios and Hedging Effectiveness of the SPI Futures Contract | PDF 112kb |
| FINM0014WP | January 2000 | G. A. Fleming, R. Heaney, A. Razzaghipour, | Purchasing Power Parity and Emerging South East Asian Nations | PDF 71kb |
| FINM0013WP | January 2000 | T. J. Brailsford, R. Heaney, J. G. Powell, J. Shi, | Hot and Cold IPO Markets | PDF 149kb |
| FINM0017WP | January 2000 | T. 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 Marke | PDF 97kb |
| FINM0011WP | January 2000 | T. J. Brailsford, R. Heaney, J. Shi, | The Cyclical Behaviour of the IPO Market in Australia | PDF 113kb |
| FINM0012WP | January 2000 | T. 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 Contract | PDF 111kb |
| FINM0005WP | January 1999 | T. J. Brailsford, R. W. Faff, | A Test of a Two-Factor 'Market and Oil' Pricing Model | PDF 75kb |
| FINM0007WP | January 1999 | G. A. Fleming, R. Heaney, A. Razzaghipour, | Deviations and Mean Reversion to Purchasing Power in the Asian Currency Crisis 1997 | PDF 110kb |
| FINM0006WP | January 1999 | T. J. Brailsford, J. Penm, R. D. Terrell, | A Robust Algorithm in Sequentially Selecting Subset Time-Series Systems Using Neural Networks | PDF 136kb |
| FINM0001WP | January 1999 | T. J. Brailsford, B. Oliver, S. L. H. Pua, | Theory and Evidence on the Relationship Between Ownership Structure and Capital Structure | PDF 121kb |
| FINM0002WP | January 1999 | R. Heaney, C. Koga, B. Oliver, A. Tran, | The Size Effect and Derivative Usage in Japan | PDF 88kb |
| FINM0003WP | January 1999 | T. J. Brailsford, A. Frino, A. Hodgson, A. West, | Stock Market Automation and the Transmission of Information Between Spot and Futures Markets | PDF 95kb |
| FINM0004WP | January 1999 | C. Bilson, T. J. Brailsford, V. Hooper, | The Explanatory Power of Political Risk in Emerging Markets | PDF 179kb |