Viewing: 1 - 35 of 35 papers
1.
The Role of Risk Climate and Ethical Self-interest Climate in Predicting Unethical Pro-Organisational Behaviour
Macquarie Business School Research Paper
Number of pages: 27
Posted: 25 Jul 2019
Working Paper Series
Macquarie University Department of Applied Finance, Macquarie University - Department of Marketing and Management and Macquarie University
Downloads
11
2.
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
11
3.
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
54
4.
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
55
5.
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
21
6.
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 - Victoria Business School and Macquarie UNiversity
Downloads
33
7.
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
31
8.
Investor Overconfidence and the Security Market Line: New Evidence from China
Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 51
Posted: 27 Nov 2018
Last Revised: 12 May 2019
Working Paper Series
University of Otago - Department of Accountancy and Finance, Macquarie Business School, Macquarie University and Hull University Business School
Downloads
82
9.
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 Graduate School of Management
Downloads
246
10.
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
58
11.
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
There are 2 versions of this paper
Reg NMS and Minimum-Tick Distort the Market in Opposing Directions: Theory and Market Experimental Evidence
Number of pages: 58
Posted: 14 Sep 2017
Last Revised: 02 Dec 2018
Downloads
152
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
Downloads
29
Downloads
29
12.
Sequential vs. Simultaneous Trust
Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 32
Posted: 03 Oct 2018
Working Paper Series
Carleton University, Macquarie Graduate School of Management - MGSM Experimental Economics Laboratory and Instituto Tecnológico Autónomo de México (ITAM)
Downloads
18
13.
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
There are 2 versions of this paper
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship
Cowles Foundation Discussion Paper No. 2059
Number of pages: 59
Posted: 08 Dec 2016
Downloads
45
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
Downloads
19
Downloads
19
14.
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
There are 2 versions of this paper
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
Downloads
120
Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness
Australian Economic Review, Vol. 51, Issue 4, pp. 551-563, 2018
Number of pages: 13
Posted: 30 Nov 2018
Downloads
120
15.
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 Graduate School of Management
Downloads
25
16.
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
28
17.
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
55
18.
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
7
19.
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
There are 2 versions of this paper
Statistical Machine Learning Analysis of Cyber Risk Data: Event Case Studies
Number of pages: 27
Posted: 21 Nov 2017
Last Revised: 22 Feb 2018
Downloads
122
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
Downloads
65
Downloads
65
20.
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
There are 2 versions of this paper
Understanding Cyber-Risk and Cyber-Insurance
Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 31
Posted: 20 Jun 2018
Downloads
279
Understanding Cyber Risk and Cyber Insurance
Number of pages: 30
Posted: 07 Nov 2017
Last Revised: 05 Mar 2018
Downloads
256
Downloads
279
21.
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
There are 2 versions of this paper
Bias-Corrected Least-Squares Monte Carlo for Utility Based Optimal Stochastic Control Problems
Number of pages: 32
Posted: 14 Jun 2017
Last Revised: 09 Apr 2019
Downloads
39
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
Downloads
18
Downloads
18
22.
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
32
23.
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
27
24.
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
205
25.
Cohort Effects in Mortality Modelling: A Bayesian State-Space Approach
Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 45
Posted: 17 Apr 2018
Working Paper Series
Commonwealth Bank of Australia, Department of Actuarial Mathematics and Statistics, Heriot-Watt University and Macquarie University
There are 2 versions of this paper
Cohort Effects in Mortality Modelling: A Bayesian State-Space Approach
Number of pages: 41
Posted: 31 Jan 2017
Last Revised: 24 Mar 2017
Downloads
75
Cohort Effects in Mortality Modelling: A Bayesian State-Space Approach
Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 45
Posted: 17 Apr 2018
Downloads
32
Downloads
32
26.
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
There are 2 versions of this paper
Bubble Formation and Networks in Housing Markets
Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 36
Posted: 15 Mar 2018
Downloads
55
Bubble Formation and Networks in Housing Markets
Number of pages: 35
Posted: 01 Mar 2018
Downloads
25
Downloads
55
27.
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 Graduate School of Management
28.
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
140
29.
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
41
30.
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
38
31.
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
24
32.
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
16
33.
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
29
34.
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 Graduate School of Management and Macquarie University
Downloads
58
35.
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
38
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