OPUS at UTS: Browsing OPUS - Open Publications of UTS Scholars

Browsing "Finance" byARC/NHMRC Funded

Showing results 1 to 20 of 485 next >

Issue Date	Title	Author(s)
2023-08-01	Climate transition risk in sovereign bond markets	Collender, S; Gan, B; Nikitopoulos, CS; Richards, KA; Ryan, L
2021	Algos Gone Wild: What Drives the Extreme Order Cancellation Rates in Modern Markets?	Khomyn, M; Putnins, T
2020-11-17	A New Wolf in Town? Pump-and-Dump Manipulation in Cryptocurrency Markets	Dhawan, A; Putniņš, TJ
2003-01	A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework	Chiarella, C; Nikitopoulos Sklibosios, C
1999-01-01	The impact of statutory sanctions on the level and information content of voluntary corporate disclosure	Brown, P; Taylor, SL; Walter, TS
2004-11-01	Corporate governance, insider ownership and operating performance of Australian initial public offerings	Balatbat, MCA; Taylor, SL; Walter, TS
2001-11-01	A note on transaction costs and the interpretation of dividend drop-off ratios	Partington, G; Walker, S
2016-06-01	How Portfolios Evolve after Retirement: Evidence from Australia	Spicer, A; Stavrunova, O; Thorp, S
2019-05-01	Sex, Drugs, and Bitcoin: How Much Illegal Activity Is Financed through Cryptocurrencies?	Foley, S; Karlsen, JR; Putnins, TJ
2019-11-01	High frequency trading and comovement in financial markets	Malceniece, L; Malcenieks, K; Putniņš, TJ
2016-12-01	Should we be afraid of the dark? Dark trading and market quality	Foley, S; Putniņš, TJ
2006-10-01	Moving average rules as a source of market instability	Chiarella, C; He, XZ; Hommes, C
2007-01	Heterogeneous Expectations and Speculative Behavior in a Dynamic Multi-Asset Framework	Chiarella, C; Dieci, R; He, X
2006-01	A stochastic model of real-financial interaction with boundedly rational heterogeneous agents	Chiarella, C; Flaschel, P; He, X; Hung, H; Chiarella, C; Franke, R; Flaschel, P; Semmler, W
2011-01-01	An analysis of the effect of noise in a heterogeneous agent financial market model	Chiarella, C; He, XZ; Zheng, M
2008-06-10	Can trend followers survive in the long-run? Insights from agent-based modeling	He, XZ; Hamill, P; Li, Y
2007-12-01	Butter mountains, milk lakes and optimal price limiters	Corron, N; He, XZ; Westerhoff, F
2006-12-01	Statistical properties of a heterogeneous asset pricing model with time-varying second moment	Chiarella, C; He, XZ; Wang, D
2006-12-01	An analysis of the cobweb model with boundedly rational heterogeneous producers	Chiarella, C; He, XZ; Hung, H; Zhu, P
2008-01	An adaptive model of asset price and wealth dynamics in a market with heterogeneous trading strategies	Chiarella, C; He, X; Seese, D; Weinhardt, C; Schlottmann, F

Showing results 1 to 20 of 485 next >