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Consumer expectations and short-horizon return predictability

Kalotay, Egon; Gray, Philip K.; Sin, Samantha - In: Journal of banking & finance 31 (2007) 10, pp. 3102-3124

Persistent link: https://www.econbiz.de/10003574444

Canonical valuation and hedging of index options

Gray, Philip K.; Edwards, Shane; Kalotay, Egon - In: The journal of futures markets 27 (2007) 8, pp. 771-790

Persistent link: https://www.econbiz.de/10003518515

Portfolio construction and performace measurement when returns are non-normal

Benson, Karen; Gray, Philip K.; Kalotay, Egon; Qiu, Judy - In: Australian journal of management 32 (2007/08) 3, pp. 445-461

Persistent link: https://www.econbiz.de/10003687021

The usefulness of direct and indirect cash flow disclosures

Clinch, Greg (contributor); Sidhu, Baljit (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001597802

Sourcing sustainable finance in a globally competitive market : an instructional case

McGuigan, Nicholas; Sin, Samantha; Kern, Thomas - In: Issues in accounting education 32 (2017) 1, pp. 43-58

Persistent link: https://www.econbiz.de/10011687277

Real Estate Cycles and Bank Systemic Risks

Ge, Georgina - 2016

We present an empirical model of systemic banking crises from an Australian perspective. Having no history of domestic banking crises in recent history, our quantitative model is estimated using an international panel data set spanning 18 countries and 30 years of observations. We evaluate in a...

Persistent link: https://www.econbiz.de/10012984429

A simple empirical model of equity-implied probabilities of default

Altman, Edward I.; Fargher, Neil; Kalotay, Egon - In: The journal of fixed income 20 (2010/11) 3, pp. 71-85

Persistent link: https://www.econbiz.de/10008858607

Assessing sovereign default risk : a bottom-up approach

Liu, Feng; Kalotay, Egon; Trück, Stefan - In: Economic modelling 70 (2018), pp. 525-542

Persistent link: https://www.econbiz.de/10012027982

Stock weighting and nontrading bias in estimated portfolio returns

Gray, Philip K. - In: Accounting and finance : journal of the Accounting … 54 (2014) 2, pp. 467-503

Persistent link: https://www.econbiz.de/10010373402

Economic significance of predictability in Australian equities

Gray, Philip K. - In: Accounting and finance : journal of the Accounting … 48 (2008) 5, pp. 783-805

Persistent link: https://www.econbiz.de/10003782246