Browsing byAuthorLee, AD

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Showing results 1 to 19 of 19
Issue DateTitleAuthor(s)
2008-01Benchmarking benchmarks: Measuring characteristic selectivity using equity portfolio holdings dataFong, K; Gallagher, DR; Lee, AD
2017-09-26Bitcoin: Medium of Exchange or Speculative Assets?Baur, DG; Hong, K; Lee, AD
2018-05-01Bitcoin: Medium of exchange or speculative assets?Baur, DG; Hong, KH; Lee, AD
2020-03-01Can firm-specific dividend drop-off ratios be used to infer shareholder marginal tax rates?Ainsworth, A; Lee, AD; Walter, T
2019CFDs, forwards, futures and the cost-of-carryFoster, FD; Lee, AD; Liu, W-M
2014-01-01Contracts for dummies? The performance of investors in contracts for differenceLee, AD; Choy, S
2014-01-01Does a nearby murder affect housing prices and rents? The case of SydneyKlimova, A; Lee, AD
2013-08-01Does portfolio emulation outperform its target funds?Chen, Z; Foster, FD; Gallagher, DR; Lee, AD
2014-06-09Estimating the excess returns to housing at a disaggregated level: An application to sydney 2003-2011Melser, D; Lee, AD
2015-10-01Global information distribution in the gold OTC marketsChai, EFL; Lee, AD; Wang, J
2016-12-01How has the Relevance of Institutional Brokerage Changed?Fong, KYL; Foster, FD; Gallagher, DR; Lee, AD
2014-01-01Individual investors and broker typesFong, KYL; Gallagher, DR; Lee, AD
2020-02-02Melting Pot or Salad Bowl: Cultural Distance and Housing InvestmentsDeng, Y; Hu, MR; Lee, AD
2015-01-01A model of emulation fundsChen, Z; Foster, FD; Gallagher, DR; Lee, AD
2008-01-01The State of Origin of Australian Equity: Does Active Fund Manager Location Matter?Fong, K; Gallagher, DR; Lee, AD
2017-04-01Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosureChen, Z; Gallagher, DR; Lee, AD
2009-01-01The Value of Alpha Forecasts in Portfolio ConstructionFong, K; Lee, AD; Gallagher, DR
2014-01-01Waiting costs and limit order book liquidity: Evidence from the ex-dividend deadline in AustraliaAinsworth, A; Lee, AD
2007-01Where Do Australian Active Equity Managers Outperform?Fong, K; Gallagher, DR; Lee, AD