Working Papers (2008)

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 2008 Working Papers. Being working papers, your views are always welcomed.

Date Published	No.	Author	Title
February 2008	0801	David E. Allen and Robert Powell	Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective
March 2008	0802	David E. Allen and Joey W. Yang	Limit Order Trading and Information Asymmetry: Empirical Evidence about the Evolution of Liquidity on an Order Driven Market
May 2008	0803	David E. Allen and Seyed-Ali Hosseini-Yekani	Portfolio Investment Modeling Using High Frequency Data
May 2008	0804	David E. Allen and Seyed-Ali Hosseini-Yekani	A Comparison of Parametric and Sampling Approaches to Portfolio Investment Selection using FTSE100 Stocks
June 2008	0805	Paul Gerrans, Marilyn Clark-Murphy and Craig P. Speelman	Retirement Savings Investment Strategy: Member Choices and Performance
June 2008	0806	Pipat Wongsaart, Jiti Gao and David E. Allen	The Third Generation ACD Model: A Semiparametric Approach
August 2008	0807	David E. Allen, Michael McAleer and Marcel Scharth	Realized Volatility Uncertainty

For more information about this working paper series please contact:

Dr Lee Lim
School of Accounting, Finance and Economics
Faculty of Business and Law
Edith Cowan University
270 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

For more information about this working paper series please contact:

Last modified: 4 September 2008.
This document is the property of Edith Cowan University. Permission given for non-commercial use