Paul Kofman - Researcher Profile
Professor
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Publications Title Journal Name Year ABDC Ranking
Scoring the Ethics of AI Robo-Advice: Why We Need Gateways and Ratings Journal of Business Ethics 2025 A
The Academic Job Market for (Financial) Economists Australian Economic History Review 2025 B
Policy Forum: The Murray Financial System Inquiry: Does Australia Need a New Banking Model? Australian Economic History Review 2015 B
Do insurance companies possess an informational monopoly? Empirical evidence from auto insurance Journal of Risk and Insurance 2013 A
Is default risk priced in australian equity? exploring the role of the business cycle Australian Journal of Management 2011 A
Increasing correlations or just fat tails? Journal of Empirical Finance 2008 A
Are foreign issuers complying with Regulation Fair Disclosure? Journal of International Financial Markets, Institutions and Money 2007 A
Migration of price discovery in semiregulated derivatives markets The Journal of Futures Markets 2006 A
Structurally sound dynamic index futures hedging The Journal of Futures Markets 2005 A
Intraday REIT liquidity Journal of Real Estate Research 2005 B
Using Multiple Imputation in the Analysis of Incomplete Observations in Finance Journal of Financial Econometrics 2003 A*
Tracking Error and Active Portfolio Management Australian Journal of Management 2003 A
Increased correlation in bear markets: a down-side risk perspective Financial Analysts Journal 2002 A
Increased Correlation in Bear Markets Financial Analysts Journal 2002 A
Regulatory Tools and Price Changes in Futures Markets Australian Economic Papers 2001 B
Limits to linear price behavior: Futures prices regulated by limits The Journal of Futures Markets 2001 A
The demise of commodity price agreements: The role of exchange rates and special interests European Journal of Political Economy 2000 A
Bayesian arbitrage threshold analysis Journal of Business & Economic Statistics 1999 A*
Bayesian Arbitrage Threshold Analysis Journal of Business & Economic Statistics 1999 A*
The inefficiency of Reuters foreign exchange quotes Journal of Banking & Finance 1998 A*
A threshold error-correction model for intraday futures and index returns Journal of Applied Econometrics 1998 A*
Spreads, information flows and transparency across trading systems Applied Financial Economics 1997 B
Volatility transmission and patterns in bund futures Journal of Financial Research 1997 A
Interaction between stock markets: An analysis of the common trading hours at the London and New York stock exchange Journal of International Money and Finance 1997 A
Mixtures of tails in clustered automobile collision claims Insurance: Mathematics & Economics 1996 A*
Garch effects on a test of cointegration Review of Quantitative Finance and Accounting 1994 B
Fixing soft margins Journal of International Economics 1993 A*
An empirical test for parities between metal prices at the LME The Journal of Futures Markets 1991 A