|
Portfolio choice with narrow framing and loss aversion: a simplified approach
|
The European Journal of Finance |
2025 |
A |
|
Zero-beta risks and required returns: ESG and CAPM
|
Financial Management |
2025 |
A |
|
Does environmental and social performance affect pricing efficiency? Evidence from earnings conference call tones
|
Journal of Corporate Finance |
2024 |
A* |
|
Properties of risk aversion estimated from portfolio weights
|
Journal of Management |
2024 |
A* |
|
Investor Behavior at the 52 Week High
|
Journal of Financial and Quantitative Analysis |
2023 |
A* |
|
The Leland Model as a Consistent Framework for Analytic Valuation of Equity and Options on Equity
|
The Journal of Derivatives |
2023 |
A |
|
How an idiosyncratic (zero-beta) risk can greatly increase the firm's cost of capital
|
Australian Journal of Management |
2022 |
A |
|
Reducing credit card delinquency using repayment reminders
|
Journal of Banking & Finance |
2022 |
A* |
|
Retail trading activity and major lifecycle events: The case of divorce
|
Journal of Banking & Finance |
2022 |
A* |
|
Consumer marketplace lending in Australia: Credit scores and loan funding success
|
Australian Journal of Management |
2020 |
A |
|
Investment decisions when utility depends on wealth and other attributes
|
Quantitative Finance |
2020 |
A |
|
A Probability Scoring Rule for Simultaneous Events
|
Decision Analysis |
2019 |
A |
|
Endogenous divorce risk and investment
|
Journal of Population Economics |
2019 |
A |
|
The cost of capital in a prediction market
|
International Journal of Forecasting |
2019 |
A |
|
New entry, strategic diversity and efficiency in soccer betting markets: the creation and suppression of arbitrage opportunities
|
The European Journal of Finance |
2018 |
A |
|
Time varying volatility indices and their determinants: Evidence from developed and emerging stock markets
|
International Review of Financial Analysis |
2018 |
A |
|
Fool's mate: What does CHESS tell us about individual investor trading performance?
|
Accounting and Finance |
2017 |
A |
|
Theoretical decompositions of the cross-sectional dispersion of stock returns
|
Quantitative Finance |
2016 |
A |
|
Asymmetric effects of sell-side analyst optimism and broker market share by clientele
|
Journal of Financial Markets |
2015 |
A* |
|
Economic value of analyst recommendations in Australia: An application of the Black-Litterman asset allocation model
|
Accounting and Finance |
2013 |
A |
|
A Comparison of Simultaneous Kelly Betting Strategies
|
The Journal of Gambling Business and Economics |
2012 |
B |
|
Finding profitable forecast combinations using probability scoring rules
|
International Journal of Forecasting |
2010 |
A |
|
Optimal Betting Strategies for Simultaneous Games
|
Decision Analysis |
2008 |
A |