350203. Financial econometrics
| Title | 350203. Financial econometrics |
|---|---|
| Parent | 3502. Banking, finance and investment |
Latest research outputs
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Informational content of options around analyst recommendations
Wang, Qingxia, Faff, Robert and Zhu, Min. 2021. "Informational content of options around analyst recommendations." International Journal of Managerial Finance. https://doi.org/10.1108/IJMF-04-2021-0168Article
A reverse engineered pitch on Cremers et al. (2015), 'Aggregate jump and volatility risk in the cross-section of stock returns'
Wang, Qingxia (Jenny). 2018. "A reverse engineered pitch on Cremers et al. (2015), 'Aggregate jump and volatility risk in the cross-section of stock returns'." Journal of Accounting and Management Information Systems. 17 (1), pp. 178-185. https://doi.org/10.24818/jamis.2018.01010Article
Volatility, information, and double auction versus Walrasian Auction Pricing in US and Japanese futures markets
Dhillion, U., Lasser, D. and Watanabe, T.. 1995. "Volatility, information, and double auction versus Walrasian Auction Pricing in US and Japanese futures markets." Financial Management Association Meetings (1995). Chicago, United States Oct 1995Paper
No news is not good news: evidence from the intraday return volatility-volume relationship in Shanghai Stock Exchange
Krishnamurti, Chandrasekhar, Tian, Gary Gang, Xu, Min and Li, Guangchuan. 2013. "No news is not good news: evidence from the intraday return volatility-volume relationship in Shanghai Stock Exchange." Journal of the Asia Pacific Economy. 18 (1), pp. 149-167. https://doi.org/10.1080/13547860.2012.742709Article
The importance of strategic asset allocation
Santacruz, Lujer. 2013. "The importance of strategic asset allocation." Journal of Business and Economics. 4 (3), pp. 242-247.Article
Volatility in the overnight money-market rate in Bangladesh: recent experiences
Shahiduzzaman, Md. and Naser, Mahmud Salahuddin. 2007. Volatility in the overnight money-market rate in Bangladesh: recent experiences. Dhaka, Bangladesh. Bangladesh Bank.Working paper
Does the financial performance matter in accessing to finance for Libya's SMEs?
Zarook, Tarek, Rahman, Mohammad Mafizur and Khanam, Rasheda. 2013. "Does the financial performance matter in accessing to finance for Libya's SMEs?" International Journal of Economics and Finance. 5 (6), pp. 11-19. https://doi.org/10.5539/ijef.v5n6p11Article
The impact of foreign exchange volatility on the financial performance of hotel real estate private equity investments in Switzerland
Studer, Casper. 2013. The impact of foreign exchange volatility on the financial performance of hotel real estate private equity investments in Switzerland. Doctorate other than PhD Doctor of Business Administation. University of Southern Queensland.Doctorate other than PhD
Modeling moneyness volatility in measuring exchange rate volatility
Hoque, Ariful and Krishnamurti, Chandrasekhar. 2012. "Modeling moneyness volatility in measuring exchange rate volatility ." International Journal of Managerial Finance. 8 (4), pp. 365-380. https://doi.org/10.1108/17439131211261279Article
Achieving carbon reductions in the chinese economy: an examination of policy options
Lu, Zhen (Jane). 2012. Achieving carbon reductions in the chinese economy: an examination of policy options. PhD Thesis Doctor of Philosophy. University of Southern Queensland.PhD Thesis
Introducing corporate finance
Beal, Diana and Goyen, Michelle. 2005. Introducing corporate finance. Brisbane, Australia. John Wiley & Sons.Textbook
Strategic quality management and financial performance indicators
Chapman, Ross L., Murray, Peter Charles and Mellor, Robert. 1997. "Strategic quality management and financial performance indicators." International Journal of Quality and Reliability Management. 14 (4), pp. 432-448.Article
Econometric modeling for transaction cost-adjusted put-call parity: evidence from the currency options market
Hoque, Ariful. 2010. "Econometric modeling for transaction cost-adjusted put-call parity: evidence from the currency options market." International Research Journal of Finance and Economics.Article
Impact of crude oil price volatility on economic activities: an empirical investigation in the Thai economy
Rafiq, Shuddhasattwa, Salim, Ruhul A. and Bloch, Harry. 2009. "Impact of crude oil price volatility on economic activities: an empirical investigation in the Thai economy." Resources Policy. 34 (3), pp. 121-132. https://doi.org/10.1016/j.resourpol.2008.09.001Article
Corporate governance and cost of equity: do financial development and legal origin matter?
Tourani-Rad, Alireza, Gupta, Kartick and Krishnamurti, Chandrasekar. 2010. "Corporate governance and cost of equity: do financial development and legal origin matter?" IGIDR 2010: 1st Emerging Markets Finance Conference. Bombay, India 15 - 16 Dec 2010 Mumbai, India.Paper
Measuring return on investment from implementing ITIL: a review of the literature
Tiong, Chee Ing, Cater-Steel, Aileen and Tan, Wui-Gee. 2009. "Measuring return on investment from implementing ITIL: a review of the literature." Cater-Steel, Aileen (ed.) Information technology governance and service management: frameworks and adaptations. Hershey PA, USA. IGI Global. pp. 408-422Edited book (chapter)
A comparative analysis of the impact of tax on savings for retirement
Delany, Tom. 1999. "A comparative analysis of the impact of tax on savings for retirement ." ATTA 1999: 11th Annual Australasian Tax Teachers Conference . Canberra, Australia 05 - 07 Feb 1999 Canberra, Australia.Paper
Foreign exchange exposure: an introduction
McCarthy, Scott. 2000. "Foreign exchange exposure: an introduction." National Accountant. 16 (1), pp. 44-47.Article
Implications of the UNCITRAL model law for Australian cross-border insolvencies
Mason, Rosalind. 1999. "Implications of the UNCITRAL model law for Australian cross-border insolvencies." International Insolvency Review: journal of the international association of insolvency professionals. 8 (2), pp. 83-108. https://doi.org/10.1002/(SICI)1099-1107(199922)8:2<83::AID-IIR53>3.0.CO;2-0Article
Risk-return relationship from the Asia Pacific perspective
Yakob, Noor Azuddin, Beal, Diana and Delpachitra, Sarath. 2005. "Risk-return relationship from the Asia Pacific perspective." Daly, Kevin (ed.) 3rd Financial Markets Asia-Pacific Conference. Sydney, Australia 26 - 27 May 2005 Sydney, Australia.Paper