Search Results
Macquarie Business School Research Paper Series

Macquarie Business School Research Paper Series Logo

Macquarie Business School Research Paper Series

4,344 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Viewing: 1 - 47 of 47 papers

1.

Regulating Accountability: An Early Look at the Banking Executive Accountability Regime (BEAR)

Number of pages: 40 Posted: 02 Feb 2021 Last Revised: 10 Mar 2021
Working Paper Series
Macquarie University Department of Applied Finance and Macquarie University
Downloads 404
2.

Rail Location Neighbourhoods: Proximity Premiums and Residential Sorting in the Sydney Metropolitan Area

Number of pages: 33 Posted: 20 Jan 2021 Last Revised: 21 Jan 2021
Working Paper Series
Macquarie University, Macquarie Business School, Macquarie University - Department of Economics and Macquarie University - Department of Applied Finance and Actuarial Studies
Downloads 8
3.

Survey Evidence on the Impact of COVID-19 on Australian Musicians and Implications for Policy

Macquarie Business School Research Paper
Number of pages: 27 Posted: 09 Oct 2020 Last Revised: 22 Feb 2021
Working Paper Series
Macquarie University, Macquarie Business School and Macquarie University, Macquarie Business School
Downloads 97
4.

Does Globalization Cause Inequality in Developed Countries in the Long Run? Empirical Evidence from 25 OECD Economies

Macquarie Business School Research Paper
Number of pages: 35 Posted: 09 Oct 2020
Working Paper Series
Auckland University of Technology, Bond University, Auckland University of Technology and Macquarie University
Downloads 62
5.

Gold as a Financial Instrument

Macquarie Business School Research Paper
Number of pages: 24 Posted: 21 Sep 2020
Working Paper Series
Deakin University, Department of Economics, Macquarie University and University of Wollongong
Downloads 152
6.

Does Broker Anonymity Hide Informed Traders?

International Finance Review Vol. 13 (Transparency and Governance): 287-313 (2012), Macquarie Business School Research Paper
Posted: 01 Jun 2020
Accepted Paper Series
Macquarie University, Macquarie Business School, University of Sydney Business School and affiliation not provided to SSRN
7.

The Impact of Naked Short Selling on the Securities Lending and Equity Market

Journal of Financial Markets, Vol. 15(1): 81-107, 2012, Macquarie Business School Research Paper
Posted: 01 Jun 2020
Accepted Paper Series
affiliation not provided to SSRN, Macquarie University, Macquarie Business School, The University of Sydney - Discipline of Finance and University of Sydney Business School
8.

Diagnosing Housing Fever with an Econometric Thermometer

CAMA Working Paper No. 43/2020, Macquarie Business School Research Paper, The University of Auckland Business School Research Paper
Number of pages: 32 Posted: 05 May 2020
Working Paper Series
Macquarie University and Yale University - Cowles Foundation
Downloads 54
9.

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 Monash University - Department of Econometrics and Business Statistics
Downloads 17
10.

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 40
11.

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 72
12.

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 82
13.

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 23
14.

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
15.

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 60
16.

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 Applied Finance and Actuarial Studies
Downloads 126
17.

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

Multiple version iconThere are 2 versions of this paper

Downloads 101
18.

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 156
19.

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 46
20.

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

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 62 Posted: 27 Nov 2018 Last Revised: 18 Jun 2020
Working Paper Series
University of Auckland Business School, Macquarie Business School, Macquarie University and Hull University Business School
Downloads 191
21.

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 279
22.

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

A. Lichtenstern, P.V.Shevchenko, R. Zagst (2020). Optimal life-cycle consumption and investment decisions under age-dependent risk preferences. Mathematics and Financial Economics. DOI 10.1007/s11579-020-00276-9.
Number of pages: 39 Posted: 21 Nov 2018 Last Revised: 31 Jul 2020
Accepted Paper Series
Technische Universität München (TUM) - Chair of Mathematical Finance, Macquarie University and Technische Universität München (TUM) - Chair of Mathematical Finance
Downloads 102
23.

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
Downloads 39
24.

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 Carleton University
Downloads 25
25.

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 59
26.

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 Applied Finance and Actuarial Studies

Multiple version iconThere are 2 versions of this paper

Downloads 137
27.

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 35
28.

Dynamic Asset Pricing with Interactions between Short-Sale and Borrowing Constraints

Macquarie University Faculty of Business & Economics Research Paper, Review of Asset Pricing Studies, forthcoming
Number of pages: 52 Posted: 16 Aug 2018 Last Revised: 16 Dec 2020
Accepted Paper Series
Macquarie University and University College Dublin (UCD)
Downloads 41
29.

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 75
30.

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 11
31.

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 86
32.

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 497
33.

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 29
34.

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 43
35.

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 34
36.

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 510
37.

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 51
38.

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 72
39.

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
40.

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 231
41.

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 45
42.

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
43.

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 30
44.

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 20
45.

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 34
46.

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 67
47.

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 56