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A test of the cost-of-carry relationship using the London Metal Exchange lead contract

Heaney, Richard A. - In: The journal of futures markets 18 (1998) 2, pp. 177-200

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An examination of the relationship between Australian industry equity returns and expected inflation

Faff, Robert W.; Heaney, Richard A. - In: Applied economics 31 (1999) 8, pp. 915-933

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An examination of the variation in equity market returns and volatility in the Asia Pacific region

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A test of the cost carry relationship using 90-Day Bank accepted bills and the all ordinaries share price index

Heaney, Richard A. - In: Australian journal of management 20 (1995) 1, pp. 75-104

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A test of the cost of carry relationship for the Australian 90 day bank accepted bill futures market

Heaney, Richard A. - In: Applied financial economics 6 (1996) 2, pp. 143-153

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Volatility smile and one-month foreign currency volatility forecasts

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New information-based econometric methods in agricultural economics : discussion

Zellner, Arnold - In: American journal of agricultural economics 81 (1999) 3, pp. 742-746

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Can speculative trading explain the volume-volatility relation?

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Does portfolio emulation outperform its target funds?

Chen, Zhe; Foster, F. Douglas; Gallagher, David R.; … - In: Australian journal of management 38 (2013) 2, pp. 401-427

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Does Portfolio Emulation Outperform Its Target Funds?

Chen, Zhe - 2013

An emulation fund is designed to reduce trading activity, thereby lowering costs, for a multi-manager fund. It does this by delaying, and potentially combining, trading decisions from each employed fund manager to eliminate offsetting trades (e.g. one manager may buy a stock for her fund while...

Persistent link: https://www.econbiz.de/10013078504