Working Papers (2009)

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 2009 Working Papers. Being working papers, your views are always welcomed.

Date Published	No.	Author	Title
March 2009	0901	Kok Haur Ng, David E. Allen and Shelton Peiris	Fitting Weibull ACD Models to High Frequency Transactions Data: A Semi-parametric Approach based on Estimating Functions
May 2009	0902	David E. Allen, Michael McAleer and Marcel Scharth	Pricing Options by Simulation Using Realized Volatility
June 2009	0903	Pipat Wongsaart, Jiti Gao and David E. Allen	A Semiparametric Approach to a Nonlinear ACD Model
August 2009	0904	Jaime L.P. Yong, David E. Allen and Lee K. Lim	A Multi-Factor Analysis of AREIT Returns
August 2009	0905	Robert J. Powell and David E. Allen	CVaR and Credit Risk Measurement
September 2009	0906	David E. Allen and Josephine Sudiman	Does Tick Size Change Improve Liquidity Provision? Evidence from the Indonesia Stock Exchange
September 2009	0907	David E. Allen and Imbarine Bujang	Conditional Beta Capital Asset Pricing Model (CAPM) and Duration Dependence Tests
September 2009	0908	David E. Allen and Imbarine Bujang	Stock Returns and Equity Premium Evidence Using Dividend Price Ratios and Dividend Yields in Malaysia
October 2009	0909	David E. Allen and Ghialy Yap	Investigating other leading indicators influencing Australian domestic tourism demand
October 2009	0910	David E. Allen and Ghialy Yap	Modelling Australian Domestic Tourism Demand: A Panel Data Approach
October 2009	0911	David E. Allen, Abhay Kumar Singh and Robert Powell	Asset Pricing, the Fama-French Factor Model and the Implications of Quantile Regression Analysis
October 2009	0912	David E. Allen and Abhay Kumar Singh	Minimizing Loss at Times of Financial Crisis: Quantile Regression as a Tool for Portfolio Investment Decisions

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

Last modified: 15 October 2009.
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