Viewing: 1 - 39 of 39 papers
1.
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: 05 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
18
2.
Common Bubble Detection in Large Dimensional Financial Systems
Macquarie Business School Research Paper
Number of pages: 44
Posted: 10 Oct 2019
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
37
3.
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
40
4.
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
There are 2 versions of this paper
Unit Root Test with High-Frequency Data
Macquarie Business School Research Paper
Number of pages: 54
Posted: 04 Sep 2019
Downloads
20
Downloads
20
5.
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
379
6.
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
24
7.
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
91
8.
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
74
9.
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
42
10.
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
36
11.
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
12.
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
119
13.
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
261
14.
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
81
15.
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
166
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
33
Downloads
33
16.
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
21
17.
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
54
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
33
Downloads
33
18.
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
127
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
127
19.
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
29
20.
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
33
21.
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
63
22.
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
23.
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
159
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
70
Downloads
70
24.
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
358
Understanding Cyber Risk and Cyber Insurance
Number of pages: 30
Posted: 07 Nov 2017
Last Revised: 05 Mar 2018
Downloads
268
Downloads
358
25.
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
50
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
23
Downloads
23
26.
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
35
27.
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
28.
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
288
29.
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
There are 2 versions of this paper
Cohort Effects in Mortality Modelling: A Bayesian State-Space Approach
Number of pages: 44
Posted: 31 Jan 2017
Last Revised: 22 Oct 2019
Downloads
77
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
Downloads
43
Downloads
43
30.
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
63
Bubble Formation and Networks in Housing Markets
Number of pages: 35
Posted: 01 Mar 2018
Downloads
27
Downloads
63
31.
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
32.
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
177
33.
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
42
34.
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
44
35.
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
26
36.
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
18
37.
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
32
38.
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
62
39.
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
48
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