SSRN 2008 UNSW Time-Varying Correlation & Volatility Symposium (Archive)

1.

Asymmetric Volatility in the Gold Market

Number of pages: 29 Posted: 22 Dec 2009 Last Revised: 04 Apr 2011

Working Paper Series

Dirk G. Baur

University of Western Australia - Business School

Downloads 1,029

2.

The Leverage Effect on Stock Returns

Number of pages: 34 Posted: 11 Oct 2010

Working Paper Series

Sheeja Sivaprasad, Yaz Gulnur Muradoglu, Orla Gough and Roberta Adami

University of Westminster - Westminster Business School, Queen Mary University of London, University of Westminster - Business School and affiliation not provided to SSRN

Downloads 735

3.

Geometrical Loss Model

Number of pages: 37 Posted: 04 Feb 2009 Last Revised: 15 Jun 2016

Working Paper Series

Charaf Ech-Chatbi

affiliation not provided to SSRN

Downloads 369

4.

Can Balanced and Income Mutual Funds Outperform the Stock Market? An Empirical Study in the Indian Context

Number of pages: 22 Posted: 26 Mar 2009

Working Paper Series

D. N. Rao and S. B. Rao

Career Point University and All India Management Association

Downloads 252

5.

Monitoring the Upsurge of Biofuels in Commodity Futures Markets

Number of pages: 24 Posted: 28 Oct 2008

Working Paper Series

Takashi Kanamura

Kyoto University - Graduate School of Advanced Integrated Studies in Human Survivability (GSAIS)

Downloads 236

6.

Monthly Forecasts of Systematic Risk: An Evaluation

Number of pages: 33 Posted: 21 Nov 2007 Last Revised: 12 Sep 2010

Working Paper Series

Vincent J. Hooper, Kevin Ng and Jonathan J. Reeves

affiliation not provided to SSRN, UNSW Australia Business School, School of Banking and Finance and UNSW Business School, University of New South Wales

Downloads 236

7.

Alternative Explanations of the Volatility Trend: Are They Really That Different?

Number of pages: 57 Posted: 17 Oct 2007 Last Revised: 20 Mar 2009

Working Paper Series

Amir Rubin and Daniel R. Smith

Simon Fraser University (SFU) - Beedie School of Business and Queensland University of Technology - School of Economics and Finance

Downloads 225

8.

Asymmetry Effects in Chinese Stock Markets Volatility: A Generalized Additive Nonparametric Approach

Midwest Finance Association Conference, USA, February 2010

Number of pages: 35 Posted: 24 Nov 2009 Last Revised: 16 Mar 2010

Working Paper Series

Ai Jun Hou

Stockholm University, Business School

Downloads 115

9.

Do Size and Unobservable Company Factors Explain Stock Price Reversals?

Posted: 18 May 2010

Working Paper Series

Robert Clive Cressy and Hisham Farag

Birmingham Business School and Birmingham Business School

10.

Forecasting Shipping Freight Rates

Posted: 02 May 2010 Last Revised: 28 Nov 2011

Working Paper Series

Peter Groder

Johannes Kepler University Linz

11.

Hybrid Evolutionary Techniques for FX Arbitrage Prediction

Posted: 06 Jan 2009

Working Paper Series

Tristan Fletcher

University College London

Asymmetric Volatility in the Gold Market

The Leverage Effect on Stock Returns

Geometrical Loss Model

Can Balanced and Income Mutual Funds Outperform the Stock Market? An Empirical Study in the Indian Context

Monitoring the Upsurge of Biofuels in Commodity Futures Markets

Monthly Forecasts of Systematic Risk: An Evaluation

Alternative Explanations of the Volatility Trend: Are They Really That Different?

Asymmetry Effects in Chinese Stock Markets Volatility: A Generalized Additive Nonparametric Approach

Do Size and Unobservable Company Factors Explain Stock Price Reversals?

Forecasting Shipping Freight Rates

Hybrid Evolutionary Techniques for FX Arbitrage Prediction

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