Stephen Andrew Easton

University of Newcastle

Foundation Professor of Finance

University Drive

Callaghan, nsw 2308

Australia

  • University of Newcastle

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 40,011

SSRN RANKINGS

Top 40,011

in Total Papers Downloads

1,998

SSRN CITATIONS

5

CROSSREF CITATIONS

3

Scholarly Papers (14)

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1.

An Examination of In-Play Sports Betting Using One-Day Cricket Matches

Number of pages: 23 Posted: 30 Nov 2006
Stephen Andrew Easton and Katherine Uylangco
University of Newcastle and Queensland University of Technology - School of Economics and Finance
Downloads 766 (53,029)
Citation 2

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Sports Betting, In-Play Betting, Market Microstructure

2.

An Examination of Within-Match Sports Betting in Tennis Matches

Number of pages: 31 Posted: 02 Jun 2008
Katherine Uylangco and Stephen Andrew Easton
Queensland University of Technology - School of Economics and Finance and University of Newcastle
Downloads 292 (167,440)

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Sports Betting, Within-Match Betting, Market Microstructure, Tennis

3.

Asset Pricing Anomalies and Macroeconomic Risk

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 45 Posted: 01 Sep 2011
Paul Docherty, H. Chan and Stephen Andrew Easton
The Brattle Group, University of Melbourne - Department of Finance and University of Newcastle
Downloads 230 (212,492)

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asset pricing, Fama-French model, macroeconomic risk, ICAPM

4.

Asset Tangibility, Industry Representation and the Cross Section of Equity Returns

Downloads 153 (305,372)
Citation 1

Asset Tangibility, Industry Representation and the Cross Section of Equity Returns

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 27 Posted: 14 Aug 2010 Last Revised: 29 Jul 2019
Paul Docherty, H. Chan and Stephen Andrew Easton
The Brattle Group, University of Melbourne - Department of Finance and University of Newcastle
Downloads 153 (305,738)
Citation 1

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Tangibility of assets, cross-section, industry, asset pricing

5.

Tangibility and Investment Irreversibility in Asset Pricing

22nd Australasian Finance and Banking Conference 2009
Number of pages: 30 Posted: 22 Aug 2009 Last Revised: 29 Jul 2019
Paul Docherty, H. Chan and Stephen Andrew Easton
The Brattle Group, University of Melbourne - Department of Finance and University of Newcastle
Downloads 150 (310,428)
Citation 1

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Asset pricing, tangibility of assets, investment irreversibility, Fama-French model

6.

Market Efficiency and Continuous Information Arrival: Evidence from Prediction Markets

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 30 Posted: 28 Feb 2011 Last Revised: 29 Jul 2019
Paul Docherty and Stephen Andrew Easton
The Brattle Group and University of Newcastle
Downloads 79 (485,698)
Citation 2

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7.

The Equity and Efficiency of the Australian Share Market with Respect to Director Trading

22nd Australasian Finance and Banking Conference 2009
Posted: 29 Jul 2009
Katherine Uylangco, Stephen Andrew Easton and Robert W. Faff
Queensland University of Technology - School of Economics and Finance, University of Newcastle and University of Queensland
Downloads 73 (507,946)

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8.

An Analysis of the Australian Foreign Exchange Market Response to Monetary Policy Announcements and Explanatory Minute Releases

25th Australasian Finance and Banking Conference 2012
Number of pages: 28 Posted: 22 Aug 2012 Last Revised: 12 Sep 2013
Bronwyn McCredie, Paul Docherty, Stephen Andrew Easton and Katherine Uylangco
Queensland University of Technology, The Brattle Group, University of Newcastle and Queensland University of Technology - School of Economics and Finance
Downloads 66 (536,154)

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Monetary policy, Foreign Exchange Market, Global Financial Crisis, Sentiment

9.

Asset Pricing Anomalies and Macroeconomic Risk: Evidence from Australia

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 47 Posted: 21 Sep 2011
Paul Docherty, H. Chan and Stephen Andrew Easton
The Brattle Group, University of Melbourne - Department of Finance and University of Newcastle
Downloads 60 (562,471)

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Asset pricing, Fama-French model, investment-based anomalies, macroeconomic risk, ICAPM

10.

An Examination of the Differential Impact of Monetary Policy Announcements and Explanatory Minutes Releases on the Australian Interest Rate Futures Market

26th Australasian Finance and Banking Conference 2013
Number of pages: 33 Posted: 19 Aug 2013
Bronwyn McCredie, Paul Docherty, Stephen Andrew Easton and Katherine Uylangco
Queensland University of Technology, The Brattle Group, University of Newcastle and Queensland University of Technology - School of Economics and Finance
Downloads 47 (627,623)

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Monetary policy announcement, explanatory minutes, asymmetry, global financial crisis, sentiment

11.

Profitability and Investment-Based Factor Pricing Models

Number of pages: 38 Posted: 16 Feb 2015
Brendan Elliot, Paul Docherty, Stephen Andrew Easton and Doowon Lee
University of Newcastle (Australia), The Brattle Group, University of Newcastle and Newcastle Business School
Downloads 34 (706,613)

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Investment, profitability, asset pricing

12.

Net Share Issues and the Cross-Section of Equity Returns under a Dividend Imputation Tax System

Melia, A., Docherty, P., & Easton, S. (2016). Net share issues and the cross‐section of equity returns under a dividend imputation tax system. Accounting & Finance, 56(4), 1097-1117.
Number of pages: 35 Posted: 01 Aug 2019
Adrian Melia, Paul Docherty and Stephen Andrew Easton
University of Newcastle (Australia), The Brattle Group and University of Newcastle
Downloads 31 (727,457)

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Net Share Issuance, Dividend Imputation, Anomalies, Fama-French model

13.

The Impact of Monetary Policy on the Australian Equity Market

Number of pages: 27 Posted: 01 Feb 2014
Bronwyn McCredie, Paul Docherty, Stephen Andrew Easton and Katherine Uylangco
Queensland University of Technology, The Brattle Group, University of Newcastle and Queensland University of Technology - School of Economics and Finance
Downloads 17 (839,208)

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monetary policy announcement, equity market, explanatory minutes, Global Financial Crisis, sentiment

14.

A Note on the Pricing of Australian Government Asset Sales

Australian Journal of Management, Vol. 39, No. 3, 2014
Posted: 20 Aug 2014
Paul Docherty and Stephen Andrew Easton
The Brattle Group and University of Newcastle

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asset sales, Australian governments, privatisation

Other Papers (1)

Total Downloads: 15
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1.

New Share Issues and the Cross-Section of Equity Returns Under a Dividend Imputation Tax System

2014 Financial Markets & Corporate Governance Conference
Number of pages: 35 Posted: 16 Dec 2013
Adrian Melia, Paul Docherty and Stephen Andrew Easton
University of Newcastle (Australia), The Brattle Group and University of Newcastle
Downloads 15

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Asset Pricing, Share Issues, Share Issuance, Return Predictability, Dividend Imputation, Anomalies, Fama-French model