Maurice Peat

The University of Sydney

University of Sydney

Sydney, NC 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

14

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CITATIONS
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13

Scholarly Papers (14)

1.

Cost of Capital Estimation and Capital Budgeting Practice in Australia

Number of pages: 40 Posted: 09 Oct 2007
Giang Truong, Maurice Peat and Graham Partington
affiliation not provided to SSRN, The University of Sydney and University of Sydney - School of Business - Finance Discipline
Downloads 1,173 (10,093)
Citation 11

Abstract:

Cost of capital, capital budgeting, discount rate, CAPM, survey

2.

Does Technical Analysis Beat the Market? – Evidence from High Frequency Trading in Gold and Silver

Number of pages: 23 Posted: 29 Aug 2015
Southampton Business School, Monash University, Trinity Business School, Trinity College Dublin, University of Southampton - School of Management and The University of Sydney
Downloads 170 (51,167)

Abstract:

Gold, Silver, Technical analysis, Trading, High frequency

3.

Characteristic Liquidity, Systematic Liquidity and Expected Returns

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 43 Posted: 20 Aug 2011 Last Revised: 17 Aug 2014
Reza Bradrania and Maurice Peat
University of South Australia - UniSA Business School and The University of Sydney
Downloads 147 (128,942)

Abstract:

Liquidity systematic risk, Liquidity characteristic, Asset pricing, Transaction costs

4.

Seasonality in Australian Residential Real Estate Prices

22nd Australasian Finance and Banking Conference 2009
Number of pages: 35 Posted: 23 Aug 2009 Last Revised: 09 Nov 2009
Danika J. Wright, Alex Frino and Maurice Peat
The University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 75 (237,014)

Abstract:

Real estate finance, seasonality, house price index

5.

The Information Content of Ratings: An Analysis of Australian CDS Spreads

Number of pages: 39 Posted: 15 Nov 2011
Jue Wang, Jiri Svec and Maurice Peat
University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 73 (238,798)

Abstract:

Credit rating, Ratings changes, Credit default swaps, Event study, Market reaction, Emerging market

6.

A Structural Approach to Estimate Market-Assessed Sovereign Credit Risk

Number of pages: 35 Posted: 20 Aug 2012
Jue Wang, Jiri Svec and Maurice Peat
University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 71 (255,764)

Abstract:

Sovereign credit risk, credit default swap, structural model

7.

Factors Affecting the Probability of Bankruptcy: A Managerial Decision Based Approach

Abacus, Vol. 43, No. 3, pp. 303-324, September 2007
Number of pages: 22 Posted: 17 Aug 2007
Maurice Peat
The University of Sydney
Downloads 12 (465,574)
Citation 2

Abstract:

8.

Forecasting the Government Bond Term Structure in Australia

Australian Economic Papers, Vol. 55, Issue 2, pp. 99-111, 2016
Number of pages: 13 Posted: 03 Jun 2016
Rui Chen, Jiri Svec and Maurice Peat
Central University of Finance and Economics (CUFE), The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 0 (531,832)

Abstract:

9.

Why Don't Stress Tests Break Banks?

Number of pages: 28 Posted: 01 Jun 2016
Macquarie University, Faculty of Business and Economics, The University of Sydney and Australian Prudential Regulation Authority (APRA)
Downloads 0 (404,853)

Abstract:

Commercial banks, Bank regulation, Stress testing, Capital Management, Residential mortgage

10.

Stylized Facts of Intraday Precious Metal Returns

Number of pages: 29 Posted: 02 Feb 2016
Monash University, Trinity Business School, Trinity College Dublin, University of Southampton - School of Management, The University of Sydney and Southampton Business School
Downloads 0 (164,519)

Abstract:

Precious metals; High-frequency; Intraday periodicity; Correlation; Gold; Silver; Platinum; Palladium

11.

Gold and Silver Manipulation: What Can Be Empirically Verified?

Number of pages: 25 Posted: 25 Jan 2016
Monash University, Trinity Business School, Trinity College Dublin and The University of Sydney
Downloads 0 (36,131)

Abstract:

Manipulation, Gold, silver, price suppression

12.

The Information Content of Ratings: An Analysis of Australian Credit Default Swap Spreads

Abacus, Vol. 50, Issue 1, pp. 56-75, 2014
Number of pages: 20 Posted: 11 Mar 2014
Jue Wang, Jiri Svec and Maurice Peat
University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 0 (531,832)

Abstract:

Credit default swaps, Credit ratings, Emerging market, Event study, Market reaction

13.

The Impact of Auctions on Residential Property Prices

Accounting & Finance, Vol. 52, Issue 3, pp. 815-830, 2012
Number of pages: 16 Posted: 09 Sep 2012
Alex Frino, Maurice Peat and Danika J. Wright
The University of Sydney - Discipline of Finance, The University of Sydney and The University of Sydney Business School
Downloads 0 (531,832)

Abstract:

Housing markets, Auctions, Hedonic regression, Sample selection

14.

First-Sale Bias and Age Effects: Do 'New' Properties Sell at a Premium?

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 20 Posted: 25 Aug 2008
Danika J. Wright, Alex Frino and Maurice Peat
The University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 0 (430,072)

Abstract:

Information asymmetry, housing market, matched sampling