P.O. Box H58
Sydney, NSW 2006
C/- University of Queensland Business School
St Lucia, 4071 Brisbane
University of Sydney - Business School - Finance Discipline
Retrun predictability, Bayesian dynamic linear model, market efficiency
Hedge fund; failure probability prediction; proportional hazard model; logit model; signal detection model; relative operating characteristic curve
Non-parametric approach, Time-varying beta, Industry Risk Analysis, Time-Varying Model
Hedge Funds, Performance Measurement, Factor Models, Peer Group Benchmarks
Survival analysis, Stock market predictability, Runs, Duration dependence, Market efficiency
Asset Price bubbles, Markets
consumer sentiment predictability, duration dependence, runs, survival analysis
Earnings Responses, Chinese Stock Markets, Market Efficiency
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