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Vale Emeritus Professor Francis (Frank) James Finn : obituary

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Persistent link: https://www.econbiz.de/10013468199

Covered interest rate parity deviations in the Asia-Pacific

Bilson, Chris M.; Brailsford, Timothy J.; Rajaguru, … - In: Journal of international financial markets, … 77 (2022), pp. 1-19

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Kernel Bandwidth Applications to the Euro and the U.S. Mutual Fund Movements

Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, … - In: Research in finance, (pp. 81-97). 2006

This paper applies the variable forgetting factor and the fixed forgetting factor to financial time-series analysis, and establishes the linkage for the first time between the variable forgetting factor approach and kernel smoothing. We then demonstrate the use of the proposed variable...

Persistent link: https://www.econbiz.de/10015385714

Transferring and trading on insider information in the United States and Australia : just a case of happy hour drinks?

Chen, Xiaoyan; Hodgson, Allan; Linnenluecke, Martina K. - In: Accounting & Finance 58 (2018) S1, pp. 83-95

Persistent link: https://www.econbiz.de/10012087314

Real estate's information and volatility links with stock, bond and money markets

Mi, Lin; Hodgson, Allan - In: Accounting & Finance 58 (2018), pp. 465-491

Persistent link: https://www.econbiz.de/10012087350

Does stronger corporate governance constrain insider trading? Asymmetric evidence from Australia

Hodgson, Allan; Seamer, Michael; Uylangco, Katherine - In: Accounting & Finance 60 (2018) 3, pp. 2665-2687

Persistent link: https://www.econbiz.de/10012087387

Long term equity risk premiums in the UK and US : a cautionary tale of weak mean reversion

Hodgson, Allan; Okunev, John - In: The European journal of finance 28 (2022) 17, pp. 1728-1744

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Do macro-economic crises determine accounting value relevance?

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IFRS and secrecy : assessing accounting value relevance across Africa

Hillier, David; Hodgson, Allan; Ngole, Shaban - In: Journal of international financial management and accounting 27 (2016) 3, pp. 237-268

Persistent link: https://www.econbiz.de/10011639460

Responsible science : celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework

Aman, Hiroyuki; Beekes, Wendy; Berkman, Henk; Bohmann, Marc - In: Pacific-Basin finance journal 56 (2019), pp. 129-150

Persistent link: https://www.econbiz.de/10012169571