Zobrazeno 1 - 10
of 19
pro vyhledávání: '"William Peng"'
Publikováno v:
Australasian Accounting, Business and Finance Journal, Vol 8, Iss 2, Pp 3-14 (2014)
This paper examines the efficiency of the Treasury Bond futures market in Australia. We provide a comprehensive explanation of the method used to price, and evaluate efficiency of the 3 and 10 Year Australian Treasury Bond Futures contracts, against
Externí odkaz:
https://doaj.org/article/d7de4e1b0d61485e9b177fa1ad32cbc9
Autor:
He, William Peng, Lepone, Andrew
Publikováno v:
In Pacific-Basin Finance Journal November 2014 30:1-16
Autor:
William Peng, Joo H. Kim
Publikováno v:
Proceedings of the 7th International Digital Human Modeling Symposium.
Publikováno v:
In International Review of Economics and Finance January 2014 29:12-29
Publikováno v:
In International Review of Economics and Finance June 2013 27:611-620
Autor:
Andrew Lepone, William Peng He
Publikováno v:
Pacific-Basin Finance Journal. 30:1-16
This study investigates the determinants of liquidity and execution probability in an exchange operated dark pool. We analyse a unique set of data collated from the Australian Securities Exchange (ASX) that allows the identification of trades and ord
Publikováno v:
International Review of Economics & Finance. 29:12-29
This paper examines the existence and prevalence of investor herding behaviour in a segmented market setting, the Chinese A and B stock markets. It is the first study to detail the difference in herding behaviour across A and B markets. The results i
Publikováno v:
Australasian Accounting, Business and Finance Journal, Vol 8, Iss 2, Pp 3-14 (2014)
This paper examines the efficiency of the Treasury Bond futures market in Australia. We provide a comprehensive explanation of the method used to price, and evaluate efficiency of the 3 and 10 Year Australian Treasury Bond Futures contracts, against
Publikováno v:
International Review of Economics & Finance. 27:611-620
This study examines the relation between information asymmetry and the cost of equity capital of firms listed on the Australian Securities Exchange. We calculate the ex ante cost of equity capital for constituent companies of the S&P/ASX 200 Index. T