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Macquarie Business School Research Paper Series

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Macquarie Business School Research Paper Series

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Viewing: 1 - 40 of 40 papers

1.

Modelling Healthcare Costs: A Semiparametric Extension of Generalised Linear Models

Macquarie Business School Research Paper
Number of pages: 28 Posted: 10 Mar 2020
Working Paper Series
University of York - Department of Economics and Related Studies, Macquarie University, Macquarie Business School, University of York - Department of Economics and Related Studies and Deakin University - Faculty of Business and Law
Downloads 9
2.

Deferred Pay in Financial Services: Compliance, Productivity and Attracting Talent

Macquarie Business School Research Paper No. February 2020
Number of pages: 46 Posted: 12 Feb 2020 Last Revised: 31 Mar 2020
Working Paper Series
Macquarie University Department of Applied Finance, Macquarie University, Macquarie Business School and Macquarie University - Department of Applied Finance and Actuarial Studies
Downloads 23
3.

Common Bubble Detection in Large Dimensional Financial Systems

Macquarie Business School Research Paper
Number of pages: 44 Posted: 10 Oct 2019 Last Revised: 27 Apr 2020
Working Paper Series
Capital University of Economics and Business - International School of Economics and Management, Yale University - Cowles Foundation and Department of Economics, Macquarie University
Downloads 40
4.

Australian Housing Market Booms: Fundamentals or Speculation?

Macquarie Business School Research Paper
Number of pages: 26 Posted: 04 Sep 2019
Working Paper Series
Department of Economics, Macquarie University, Macquarie University and Macquarie University, Macquarie Business School
Downloads 44
5.

Unit Root Test with High-Frequency Data

Macquarie Business School Research Paper
Number of pages: 54 Posted: 04 Sep 2019
Working Paper Series
AMSE and Department of Economics, Macquarie University

Multiple version iconThere are 2 versions of this paper

Downloads 21
6.

The Role of Risk Climate and Ethical Self-interest Climate in Predicting Unethical Pro-Organisational Behaviour

Macquarie Business School Research Paper
Posted: 25 Jul 2019
Working Paper Series
Macquarie University Department of Applied Finance, Macquarie University - Department of Marketing and Management and Macquarie University
7.

Greening of Industrial Hubs: A 21st Century Development Strategy

Forthcoming, The Oxford Handbook of Industrial Hubs and Economic Development, edited by Arkebe Oqubay and Justin Yifu Lin (Oxford University Press, 2020). , Macquarie Business School Research Paper
Number of pages: 19 Posted: 19 Jul 2019
Working Paper Series
Macquarie University, Macquarie Business School
Downloads 30
8.

Forecasting Australian Real House Price Index: A Comparison of Time Series and Machine Learning Methods

Macquarie Business School Research Paper
Number of pages: 33 Posted: 10 Jul 2019
Working Paper Series
Macquarie University - Department of Economics
Downloads 104
9.

CEOs’ Experience of the Great Chinese Famine and Accounting Conservatism

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 53 Posted: 13 Mar 2019 Last Revised: 12 Apr 2019
Working Paper Series
Hainan University, Guangdong Polytechnic Normal University, Macquarie University - Department of Applied Finance and Actuarial Studies and Queensland University of Technology - School of Accountancy
Downloads 78
10.

Strategic Risk Management - A Trail of Two Strategies

Macquarie University Faculty of Business & Economics Research Paper No. 38
Number of pages: 32 Posted: 14 Feb 2019
Working Paper Series
Macquarie University, Applied Finance Centre
Downloads 63
11.

Are Banks Really Special? Evidence from a Natural Experiment

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 37 Posted: 08 Dec 2018
Working Paper Series
Victoria University of Wellington and Macquarie University
Downloads 39
12.

Over the Top? Overpricing and Advertising Effectiveness

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 39 Posted: 28 Nov 2018 Last Revised: 30 Apr 2019
Working Paper Series
University of Hamburg, Macquarie Graduate School of Management, University of Hamburg and Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Downloads 37
13.

Investor Overconfidence and the Security Market Line: New Evidence from China

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 56 Posted: 27 Nov 2018 Last Revised: 31 Dec 2019
Working Paper Series
University of Auckland Business School, Macquarie Business School, Macquarie University and Hull University Business School
Downloads 126
14.

Behaviour of Finance Professionals Under the Balanced Scorecard

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 20 Posted: 26 Nov 2018
Working Paper Series
Macquarie University Department of Applied Finance and Macquarie University, Macquarie Business School
Downloads 264
15.

Optimal Life-Cycle Consumption and Investment Decisions Under Age-Dependent Risk Preferences

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 52 Posted: 21 Nov 2018 Last Revised: 06 Aug 2019
Working Paper Series
Technische Universität München (TUM) - Chair of Mathematical Finance, Macquarie University and Technische Universität München (TUM) - Chair of Mathematical Finance
Downloads 87
16.

Reg NMS and Minimum-Tick Distort the Market in Opposing Directions: Theory and Market Experimental Evidence

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 47 Posted: 09 Nov 2018 Last Revised: 16 Jun 2019
Working Paper Series
Capital Markets CRC Limited (CMCRC), University of New South Wales (UNSW Sydney and Macquarie Graduate School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 33
17.

Sequential vs. Simultaneous Trust

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 34 Posted: 03 Oct 2018 Last Revised: 06 Sep 2019
Working Paper Series
Carleton University, Macquarie Graduate School of Management - MGSM Experimental Economics Laboratory and Instituto Tecnológico Autónomo de México (ITAM)
Downloads 22
18.

Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 49 Posted: 01 Sep 2018
Working Paper Series
Department of Economics, Macquarie University, Queensland University of Technology - School of Economics and Finance and Yale University - Cowles Foundation

Multiple version iconThere are 2 versions of this paper

Downloads 38
19.

Cryptocurrencies, Mainstream Asset Classes and Risk Factors - A Study of Connectedness

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 21 Posted: 31 Aug 2018 Last Revised: 20 Jun 2019
Working Paper Series
Macquarie University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 128
20.

Anchoring in Project Duration Estimation

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 32 Posted: 23 Aug 2018 Last Revised: 13 Apr 2019
Working Paper Series
Macquarie University - Macquarie Graduate School of Management, Macquarie Graduate School of Management - MGSM Experimental Economics Laboratory and Macquarie University, Macquarie Business School
Downloads 30
21.

Asset Pricing with Heterogeneous and Constrained Investors

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 40 Posted: 16 Aug 2018 Last Revised: 24 May 2019
Working Paper Series
Macquarie University and University College Dublin (UCD)
Downloads 34
22.

Effectiveness of the Basel III Contingent Convertible Mechanism on Market Discipline

31st Australasian Finance and Banking Conference 2018, Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 37 Posted: 30 Jul 2018
Working Paper Series
Macquarie University, Faculty of Business and Economics
Downloads 64
23.

Interrogating the Unequal Gendered Legacy of Work in an Industrial Heritage Landscape

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 20 Posted: 16 Jul 2018
Working Paper Series
Macquarie University, Macquarie Business School
Downloads 8
24.

Statistical Machine Learning Analysis of Cyber Risk Data: Event Case Studies

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 28 Posted: 20 Jun 2018
Working Paper Series
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Macquarie University, Independent and Central Bank of Tunisia

Multiple version iconThere are 2 versions of this paper

Downloads 71
25.

Understanding Cyber-Risk and Cyber-Insurance

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 31 Posted: 20 Jun 2018
Working Paper Series
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Macquarie University and Independent

Multiple version iconThere are 2 versions of this paper

Downloads 393
26.

Bias-Corrected Least-Squares Monte Carlo for Utility Based Optimal Stochastic Control Problems

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 30 Posted: 20 Jun 2018 Last Revised: 23 Dec 2018
Working Paper Series
University of Technology Sydney (UTS) and Macquarie University

Multiple version iconThere are 2 versions of this paper

Downloads 23
27.

Capital Account Liberalization and Employment: Worldwide Firm-Level Evidence

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 44 Posted: 24 May 2018
Working Paper Series
Hong Kong Polytechnic University, Macquarie University, Macquarie Business School and Faculty of Business, Hong Kong Polytechnic University
Downloads 37
28.

Optimal Annuitisation, Housing Decisions and Means-Tested Public Pension in Retirement Under Expected Utility Stochastic Control Framework

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 30 Posted: 21 May 2018 Last Revised: 23 Dec 2018
Working Paper Series
University of Technology Sydney (UTS) and Macquarie University
Downloads 32
29.

Final Report: Risk Management Maturity in Large Australian Superannuation Funds

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 39 Posted: 03 May 2018 Last Revised: 17 Sep 2018
Working Paper Series
Macquarie University Department of Applied Finance and Macquarie University
Downloads 326
30.

Cohort Effects in Mortality Modelling: A Bayesian State-Space Approach

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 44 Posted: 17 Apr 2018 Last Revised: 22 Oct 2019
Working Paper Series
Commonwealth Bank of Australia, Department of Actuarial Mathematics and Statistics, Heriot-Watt University and Macquarie University

Multiple version iconThere are 2 versions of this paper

Downloads 44
31.

Bubble Formation and Networks in Housing Markets

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 36 Posted: 15 Mar 2018
Working Paper Series
Department of Economics, Macquarie University and Macquarie University, Macquarie Business School

Multiple version iconThere are 2 versions of this paper

Downloads 64
32.

Supervisory Efficiency, Collusion, and Contract Design

Macquarie University Faculty of Business & Economics Research Paper
Posted: 10 Mar 2018
Working Paper Series
Durham University Business School, Hong Kong University of Science & Technology (HKUST) - Department of Economics and Macquarie University, Macquarie Business School
33.

How to Measure Risk Culture in Australian Superannuation Funds

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 13 Posted: 27 Feb 2018 Last Revised: 28 Feb 2018
Working Paper Series
Macquarie University Department of Applied Finance and Macquarie University
Downloads 193
34.

Assessing Basis Risk for Longevity Transactions

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 143 Posted: 28 Nov 2017
Working Paper Series
Nanyang Technological University (NTU) - Nanyang Business School, Macquarie University and Macquarie University
Downloads 43
35.

Labour Force Participation and Employment of Humanitarian Migrants: Evidence from the Building a New Life in Australia Longitudinal Data

Macquarie University Faculty of Business & Economics Research Paper No. 6/2017
Number of pages: 34 Posted: 13 Nov 2017
Working Paper Series
Macquarie University, Macquarie University, Macquarie Business School and Macquarie University, Macquarie Business School
Downloads 45
36.

Testing for Jumps in Near Non-Stationary Diffusion Processes

Macquarie University Faculty of Business & Economics Research Paper No. 4/2017
Number of pages: 26 Posted: 13 Oct 2017
Working Paper Series
AMSE and Department of Economics, Macquarie University
Downloads 27
37.

Monetary Conditions News and Consumer Expectations at the Zero Lower Bound

Macquarie University Faculty of Business & Economics Research Paper No. 5/2017
Number of pages: 8 Posted: 11 Oct 2017
Working Paper Series
Macquarie University and Macquarie University, Macquarie Business School
Downloads 19
38.

Income and Energy Consumption in Asia – A Panel Cointegration Analysis with Common Factors

Macquarie University Faculty of Business & Economics Research Paper No. 3/2017
Number of pages: 32 Posted: 29 Aug 2017
Working Paper Series
Macquarie University - Department of Economics, Curtin University and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 33
39.

Are Profit-Based Incentives Compatible with a Risk Culture?

Macquarie University Faculty of Business & Economics Research Paper No. 2/2017
Number of pages: 12 Posted: 29 Aug 2017
Working Paper Series
Macquarie University Department of Applied Finance, Macquarie University, Macquarie Business School and Macquarie University
Downloads 63
40.

Simply the Best Workplaces in Australia Study 2003 - Redux

Macquarie University Faculty of Business & Economics Research Paper No. 1/2017
Number of pages: 21 Posted: 26 Jun 2017 Last Revised: 27 Jun 2017
Working Paper Series
Macquarie University - Faculty of Business and Economics
Downloads 49