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Excess volatility? the Australian stock market from 1883 to 1999

Heaney, Richard - In: Managerial Finance 29 (2003) 10, pp. 76-94

Are share markets too volatile? While it is difficult to ignore share market volatility it is important to determine whether volatility is excessive. This paper replicates the Shiller (1981) test as well as applying standard time series analysis to annual Australian stock market data for the...

Persistent link: https://www.econbiz.de/10014939689

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

Heaney, Richard A. - 1997

Persistent link: https://www.econbiz.de/10000978403

Seasonal factors and outlier effects in rate of return on electricity spot prices in Australia's national electricity market

Thomas, Stuart; Ramiah, Vikash; Mitchell, Heather; … - In: Applied economics 43 (2011) 1/3, pp. 355-369

Persistent link: https://www.econbiz.de/10009012241

Volatility in returns from trading

Heaney, Richard A.; Foster, F. Douglas; Gregor, Shirley; … - In: The journal of behavioral finance : a publication of … 8 (2007) 1, pp. 35-42

Persistent link: https://www.econbiz.de/10003496706

Change in unconditional foreign exchange rate volatility : an analysis of the GBP and USD price of the Euro from 2002 to 2003

Heaney, Richard A.; Pattenden, Kerry - In: Applied economics letters 12 (2005) 15, pp. 929-932

Persistent link: https://www.econbiz.de/10003237730

Volatility smile and one-month foreign currency volatility forecasts

Wong, Alfred Huah-Syn; Heaney, Richard A. - In: The journal of futures markets 37 (2017) 3, pp. 286-312

Persistent link: https://www.econbiz.de/10011669812