Bruce James Vanstone

Bond University

Dr. Bruce Vanstone

Gold Coast, QLD 4229

Australia

SCHOLARLY PAPERS

6

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1,453

CITATIONS

3

Scholarly Papers (6)

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1.

Developing High-Frequency Foreign Exchange Trading Systems

25th Australasian Finance and Banking Conference 2012
Number of pages: 6 Posted: 20 Aug 2012
Bruce James Vanstone, Tobias Hahn and Gavin Finnie
Bond University, Bond University and Bond University
Downloads 675 (36,993)
Citation 2

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trading systems, foreign exchange

2.

Momentum Investing and the GFC: The Case of the S&P/ASX100

26th Australasian Finance and Banking Conference 2013
Number of pages: 20 Posted: 19 Aug 2013
Bruce James Vanstone and Tobias Hahn
Bond University and Bond University
Downloads 283 (105,940)
Citation 2

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momentum, Australia ASX, economic feasibility, GFC

3.

Beyond Momentum: Investigating Statistical Learning for Winners-Minus-Losers Anomalies

28th Australasian Finance and Banking Conference
Number of pages: 21 Posted: 20 Aug 2015
Nick Inglis, Bruce James Vanstone and Tobias Hahn
Bond University, Bond University and Bond University
Downloads 226 (133,406)

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Momentum, Anomaly, Statistical Learning

4.

Returns to Selecting Value Stocks in Australia – The Aby Filters

22nd Australasian Finance and Banking Conference 2009
Number of pages: 6 Posted: 21 Jul 2009
Bruce James Vanstone, Tobias Hahn and Gavin Finnie
Bond University, Bond University and Bond University
Downloads 171 (172,614)
Citation 1

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fundamental analysis

5.

Beyond Momentum: Investigating Statistical Learning for Winners-­Minus-­Losers Anomalies

7th Australasian Actuarial Education and Research Symposium
Number of pages: 21 Posted: 03 Dec 2015
Nick Inglis, Bruce James Vanstone and Tobias Hahn
Bond University, Bond University and Bond University
Downloads 97 (266,912)

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6.

Predicting FTSE 100 Returns and Volatility Using Sentiment Analysis

Accounting & Finance, Vol. 58, pp. 253-274, 2018
Number of pages: 22 Posted: 23 Oct 2018
Mark Johnman, Bruce James Vanstone and Adrian Gepp
Bond University, Bond University and Bond University - Bond Business School
Downloads 1 (642,649)
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Sentiment analysis, Trading strategy, Text mining, FTSE 100, News