Working Papers (2007)

From this page you will be able to browse the titles, abstracts and complete papers of the School of Accounting, Finance and Economics and FEMARC 2007 Working Papers. Being working papers, your views are always welcomed.

Date Published	No.	Author	Title
February 2007	0701	David E. Allen, Alexander S.-S. Cheng, Corale Comerton-Forde and Joey W. Yang	Returns, Volatility and Liquidity on the ASX: Undisclosed vs. Disclosed Limit Orders
April 2007	0702	David E. Allen, Zdravetz Lazarov and Michael McAleer	Modelling Intra-day Seasonality and Forecasting Densities in Financial Duration Data
April 2007	0703	David E. Allen, Zdravetz Lazarov, Michael McAleer and Shelton Peiris	Comparison of Alternative ACD Models via Density and Interval Forecasts: Evidence from the Australian Stock Market
May 2007	0704	David E. Allen and Robert Powell	Industry Market Value at Risk in Australia
June 2007	0705	D. E. Allen and A. Soongswang	Takeovers and Shareholder Value Creation on the Stock Exchange of Thailand
June 2007	0706	David E. Allen and Paul Taco	Is the Australian Forex Market Efficient? A Test of the Forward Rate Unbiasness Hypothesis
November 2007	0707	David E. Allen and Quinten Steyn	Hedging with interest rate caps compared with a policy of maintaining a balanced portfolio of loans (PLA) and averaging the borrowing costs
December 2007	0708	Riaz Shareef and Vu Tran	An aggregate import demand function for Australia: a cointegration approach

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: 7 March 2008.
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