This paper examines the intraday return volatility process in Australian company stocks. The data set employed consists of five-minute returns, trading volumes and bid-ask spreads over the period 31 December 2002 to 4 March 2003 for the fifty national and multinational stocks comprising the...

Regression modelling is used to predict gambling patterns in Australia on the basis of the unit record files underlying the Australian Bureau of Statistics’ Household Expenditure Survey of 6,892 households. Eight categories of gambling expenditure are examined, namely: lottery tickets, lotto...

This paper examines the role of demographic, socioeconomic and debt portfolio characteristics as contributors to financial stress in Australian households. The data is drawn from the most-recent Household Expenditure Survey Confidentialised Unit Record Files (CURF) and relate to 3,268...

This paper tests for random walks and weak-form market efficiency in European equity markets. Daily returns for sixteen developed markets (Austria, Belgium, Denmark, Finland, France, Germany, Greece, Ireland, Italy, Netherlands, Norway, Portugal, Spain, Sweden, Switzerland and the United...

This paper examines demographic and socioeconomic characteristics as predictors of emergency finance in Australian households. The data is drawn from the most recent Household Expenditure Survey Confidentialised Unit Record Files (CURF) and relate to 6,892 probability-weighted households....

This study employs an extended version of the Generalised Autoregressive Conditional Heteroskedasticity in Mean (GARCH-M) model to consider the time-series sensitivity of Australian bank stock returns to market, interest rate and foreign exchange rate risks. Daily Australian bank portfolio...

This paper examines the short and long-term price linkages among major art and equity markets over the period 1976-2001. The art markets examined are Contemporary Masters, French Impressionists, Modern European, 19th Century European, Old Masters, Surrealists, 20th Century English and Modern US...

This paper examines the short and long-term comovements among UK regional property markets over the period 1976-2001. The markets examined are London, Outer South-East, East Anglia, South West, East Midlands, West Midlands, Yorkshire and Humberside, North and North West. Multivariate...

Ordered logit models are used to predict financial literacy on the basis of individual demographic, socioeconomic and financial characteristics. The data is drawn from the 2003 ANZ Survey of Adult Financial Literacy in Australia and relates to 3,548 respondents. Financial literacy is defined,...