Maxwell Stevenson

University of Sydney - School of Business - Finance Discipline

P.O. Box H58

Sydney, NSW 2006

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

7

DOWNLOADS

222

SSRN CITATIONS

1

CROSSREF CITATIONS

6

Scholarly Papers (7)

1.

Modelling the Longitudinal Properties of Financial Ratios of European Firms

IIIS Discussion Paper No. 184
Number of pages: 44 Posted: 16 Nov 2006
Stuart McLeay and Maxwell Stevenson
University of Sussex and University of Sydney - School of Business - Finance Discipline
Downloads 185 (180,544)
Citation 1

Abstract:

Loading...

financial ratios, nonstationarity, proportionate growth, cointegration, panel methods

2.

Run Length and the Predictability of Stock Price Reversals

Accounting and Finance, Vol. 45, No. 4, pp. 653-671, December 2005
Number of pages: 19 Posted: 03 Jan 2006
Juan Yao, Graham Partington and Maxwell Stevenson
University of Sydney - Business School - Finance Discipline, University of Sydney - School of Business - Finance Discipline and University of Sydney - School of Business - Finance Discipline
Downloads 29 (519,096)
  • Add to Cart

Abstract:

Loading...

Survival analysis, Stock market predictability, Runs, Duration dependence, Market efficiency

3.

Surviving Chapter 11 Bankruptcies: Duration and Payoff?

Abacus, Vol. 43, No. 3, pp. 363-387, September 2007
Number of pages: 25 Posted: 17 Aug 2007
Maxwell Stevenson, Brad Wong, Violet Torbey and Graham Partington
University of Sydney - School of Business - Finance Discipline, The University of Sydney, QSuper Ltd and University of Sydney - School of Business - Finance Discipline
Downloads 5 (677,878)
  • Add to Cart

Abstract:

Loading...

4.

Price and Volume Behavior Around the Ex-Dividend Day: Evidence on the Value of Dividends from American Depositary Receipts and Their Underlying Australian Stocks

International Review of Finance, Vol. 8, Issue 1-2, pp. 21-55, March/June 2008
Number of pages: 35 Posted: 30 May 2008
Aelee Jun, V. T. Alaganar, Graham Partington and Maxwell Stevenson
University of Wollongong - Faculty of Commerce - School of Accounting and Finance, affiliation not provided to SSRN, University of Sydney - School of Business - Finance Discipline and University of Sydney - School of Business - Finance Discipline
Downloads 3 (693,588)
  • Add to Cart

Abstract:

Loading...

5.

Predicting the Directional Change in Consumer Sentiment

Australian Journal of Management, Vol. 38, No. 1, 2013
Posted: 19 Apr 2013
Juan Yao, Graham Partington and Maxwell Stevenson
University of Sydney - Business School - Finance Discipline, University of Sydney - School of Business - Finance Discipline and University of Sydney - School of Business - Finance Discipline

Abstract:

Loading...

consumer sentiment predictability, duration dependence, runs, survival analysis

6.

Weather Derivatives: An Attractive Additional Asset Class

Posted: 21 Nov 2004
Teddy Oetomo, Maxwell Stevenson, Andre de Vries and David van Lennep
Schroder Investment Management Indonesia, University of Sydney - School of Business - Finance Discipline, ABN AMRO - ABN-Amro Bank, The Netherlands and ABN AMRO - ABN-Amro Bank, The Netherlands

Abstract:

Loading...

Weather derivatives

7.

Hot or Cold?: A Comparison of Different Approaches to the Pricing of Weather Derivatives

Journal of Emerging Markets Finance, Forthcoming
Posted: 11 Jul 2004
Teddy Oetomo and Maxwell Stevenson
Schroder Investment Management Indonesia and University of Sydney - School of Business - Finance Discipline

Abstract:

Loading...