Content
2021
- 1-2021 Predictable Fluctuations in the Cross-Section and Time-Series of Asset Prices
by Keunbae Ahn
2020
- 5-2020 Does Social Media Sentiment Trump News?
by Baoqing Gan - 4-2020 High Frequency Trading in Financial Markets: Information, Speed and Learning
by Junqing Kang - 3-2020 Selection Effects of Lender and Borrower Choices on Risk Measurement, Management and Prudential Regulation
by Thi Mai Luong - 2-2020 Essays on Modern Market Structure
by Marta Khomyn - 1-2020 Price Discovery and Information Asymmetry in Equity and Commodity Futures Options Markets
by Marc Bohmann
2019
- 7-2019 Information and Noise in Stock Markets: Evidence on the Determinants and Effects Using New Empirical Measures
by Thanh Huong Nguyen - 6-2019 Financial Decision-Making Using Data
by Martin Hauptfleisch - 5-2019 Essays on Price Discovery and Volatility Dynamics in Emerging Market Currencies
by Ran Xiao - 4-2019 Solving Selected Problems on American Option Pricing with the Method of Lines
by Belssing Taruvinga - 3-2019 Theory and Application of Model Risk Quantification
by Yu Feng - 2-2019 Financial Markets with Multidimensional Uncertainty
by Nihad Aliyev - 1-2019 Stochastic Modelling of New Phenomena in Financial Markets
by Mesias Alfeus
2018
- 5-2018 Bank Regulation and Financial Stability
by Christina Bui - 4-2018 Corporate Governance Effects on Risk Management and Shareholder Wealth: The Case of Mergers and Acquisitions
by Yang Zhang - 3-2018 Less-Expensive Pricing and Hedging of Extreme-Maturity Interest Rate Derivatives and Equity Index Options Under the Real-World Measure
by Kevin John Fergusson - 2-2018 Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market
by Fei Su - 1-2018 The Role of Liquidity in Financial Intermediation
by Muhammad Saifuddin Khan
2017
- 2-2017 Pricing and Hedging of Long-Dated Commodity Derivatives
by Benjamin Tin Chun Cheng - 1-2017 Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange
by Jagjeev Dosanjh
2016
- 3-2016 Corporate Behaviour and Market Integration: Evidence from the Asia-Pacific Real Estate Market
by Guojie Ma - 2-2016 The Impact of Mandatory Savings on Life Cycle Consumption and Portfolio Choice
by Wei-Ting Pan - 1-2016 Animal Spirits and Financial Instability - A Disequilibrium Macroeconomic Perspective
by Tianhao Zhi
2015
- 6-2015 Price Discovery in US and Australian Stock and Options Markets
by Vinay Patel - 5-2015 Regression and Convex Switching System Methods for Stochastic Control Problems with Applications to Multiple-Exercise Options
by Nicholas Andrew Yap Swee Guan - 4-2015 Essays in Market Microstructure and Investor Trading
by Danny Lo - 3-2015 RAROC-Based Contingent Claim Valuation
by Wayne King Ming Chan - 2-2015 Repeated Dividend Increases: A Collection of Four Essays
by Scott Walker - 1-2015 Asset Pricing Under Ambiguity and Heterogeneity
by Qi Nan Zhai
2014
- 3-2014 The Effects of Contagion During the Global Financial Crisis in Government-Regulated and Sponsored Assets in Emerging Markets
by Edgardo Cayón - 2-2014 A Consistent Approach to Modelling the Interest Rate Market Anomalies Post the Global Financial Crisis
by Yang Chang - 1-2014 Asset Price Dynamics with Heterogeneous Beliefs and Time Delays
by Kai Li
2013
- 4-2013 Modeling Diversified Equity Indices
by Renata Rendek - 3-2013 Stock Message Board Recommendations and Share Trading Activity
by Kiran Thapa - 2-2013 The Microstructure of Trading Processes on the Singapore Exchange
by Murphy Jun Jie Lee - 1-2013 Commodity Derivative Pricing Under the Benchmark Approach
2012
- 4-2012 Corporate Credit Rating Announcements: Information Content of Rating Announcements Models: Evidence from the Australian Financial Markets
by Chamroeun Sok - 3-2012 Financial Exclusion and Australian Domestic General Insurance: The Impact of Financial Services Reforms
by Hugh Morris - 2-2012 The Impact of Institutional Ownership: A Study of the Australian Equity Market
by Danny Yeung - 1-2012 Price Discovery, Investor Distraction and Analyst Recommendations Under Continuous Disclosure Requirements in Australia
by Leonardo Fernandez
2011
- 2-2011 The Evaluation of Early Exercise Exotic Options
by Jonathan Ziveyi - 1-2011 Credit Risk Modelling in Markovian HJM Term Structure Class of Models with Stochastic Volatility
by Samuel Chege Maina
2010
- 4-2010 Modelling Default Correlations in a Two-Firm Model with Dynamic Leverage Ratios
by Ming Xi Huang - 3-2010 Liquidity and Efficiency During Unusual Market Conditions: An Analysis of Short Selling Restrictions and Expiration-Day Procedures on the London Stock Exchange
by Matthew Clifton - 2-2010 Portfolio Analysis and Equilibrium Asset Pricing with Heterogeneous Beliefs
by Lei Shi - 1-2010 Portfolio Credit Risk Modelling and CDO Pricing - Analytics and Implied Trees from CDO Tranches
by Tao Peng
2009
- 2-2009 Strict Local Martingales in Continuous Financial Market Models
by Hardy Hulley - 1-2009 Exchange Rate Forecasts and Stochastic Trend Breaks
by David O'Toole
2007
- 3-2007 Pricing Swaptions and Credit Default Swaptions in the Quadratic Gaussian Factor Model
by Samson Assefa - 2-2007 Pricing of Contingent Claims Under the Real-World Measure
by Shane Miller - 1-2007 Numerical Solution of Stochastic Differential Equations with Jumps in Finance
by Nicola Bruti-Liberati
2005
- 2-2005 Pricing American Options Using Fourier Analysis
by Andrew Ziogas - 1-2005 A Class of Markovian Models for the Term Structure of Interest Rates Under Jump-Diffusions
by Christina Nikitopoulos-Sklibosios
2004
- 1-2004 Inference and Intraday Analysis of Diversified World Stock Indices
by Leah Kelly
2001
- 1-2001 Bankruptcy Probability: A Theoretical and Empirical Examination
by Maurice Peat