Working Papers (2001)

From this page you will be able to browse the titles, abstracts and complete papers of the School of Finance and Business Economics 2001 Working Papers. Being working papers, your views are always welcomed.

ISSN: 1323-9244

Date Published	No.	Author	Title
Forthcoming 2001	01.13	Steven Li	Optimal Asset Allocation with Value-at-Risk Constraints: A Single-period Model and Some Empirical Evidences.
September 2001	01.12	Chien-Ting Lin, & Lee Kian Lim	On the Disappearance of tuesday Effect in Australia.
September 2001	01.11	Margaret J. Giles	Heckman's Methodology for Correcting Selectivity Bias: An Application to Road Crash Costs.
September 2001	01.10	Victor Fang, & Chien-Ting Lin, & Chia-Cheng Ho	Hedging, Financial Distress and Managerial Risk Aversion: Evidence from Australia Gold Mining Industry.
August 2001	01.09	Harry Zheng, Lyn Thomas, & D. E. Allen	The Duration Derby: A Comparison of Duration Based Strategies in Asset Liability Management.
July 2001	01.08	Marilyn Clark-Murphy & Paul Gerrans	Gender Differences in Information Resource Usage When Making Retirement Saving Decisions.
May 2001	01.07	Steven Li & Y. H. Cheung	On the Evolution of Probability-Weighting Function.
April 2001	01.06	Chien-Ting Lin	Another Look at the Size and Book-to-Market Effects on Stock Returns.
March 2001	01.05	Y. H. Cheung	Skewness is the Name of the Game.
March 2001	01.04	Wenling Yang	M-GARCH Hedge Ratios and Hedging Effectiveness in Australian Future Markets.
March 2001	01.03	D. E. Allen & Wenling Yang	What Moves Stock Markets? Evidence that UK Stock Prices Deviate from Fundamentals.
February 2001	01.02	Chien-Ting Lin & R. Stephen Sears	Misspecification of CAPM: Implication for Size and Book-to-Market Effect.
February 2001	01.01	Bradley Jones, A. Mansur M. Masih & Chien-Ting Lin	Macroeconomic Announcements, Volatility and Interrelationships: An Examination of the UK Bond and Stock Market.

For more information about this working paper series please contact:

Dr Lee Lim
School of Accounting, Finance and Economics
Faculty of Business
Edith Cowan University
100 Joondalup Drive
Joondalup, Western Australia 6027
Australia

Phone: +61 (0)8 6304 5599
Fax: +61 (0)8 6304 5271
E-mail: l.lim@ecu.edu.au

Last modified: 21 September 2001.
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