FEMARC Working Papers

Working papers produced by FEMARC are available from a number of resources on the world wide web. As well as the working paper series of Edith Cowan University's School of Finance and Business Economics, our papers can commonly be found on the Social Sciences Research Network.

Working papers currently available from these resources include:

D. Allen, N. Morkel-Kingsbury and L. Thomas (1998) "A Hidden Markov Chain Model for the Term Structure of Bond Credit Risk Spreads", Edith Cowan University, School of Finance and Business Economics, Working Paper Series. Download

D. Allen, S. Cruickshank and N. Morkel-Kingsbury (1999) "A Comment on ‘The Information Content of Earnings and Prices: A Simultaneous Equations Approach’ by W.H. Beaver, M.L. McAnally and C.H. Stinson (1997)", Edith Cowan University, School of Finance and Business Economics, Working Paper Series, forthcoming. Download

D. Allen, S. Cruickshank, N. Morkel-Kingsbury and N. Souness (1999) "Backward to the Futures: A Test of Three Futures Markets", Edith Cowan University, School of Finance and Business Economics, Working Paper Series. Download

D. Allen and V. Soucik (1999) "Long Run Underperformance of Seasoned Equity Offerings: Fact or an Illusion?", Edith Cowan University, School of Finance and Business Economics, Working Paper Series. Download

D. Allen and V. Soucik (1999) "Performance of Seasoned Equity Offerings in a Risk Adjusted Environment", Edith Cowan University, School of Finance and Business Economics, Working Paper Series. Download

D. Allen and W. Yang, (2000) "Variation of share prices due to fundamental and non-fundamental Innovations", Working Paper, School of Finance and Business Economics. Download

D. Allen and S. Cruickshank (2000) "Empirical Testing of the Samuelson Hypothesis: An Application to Futures Markets in Australia, Singapore and the UK", Edith Cowan University, School of Finance and Business Economics, Working Paper Series. Download

D. Allen and W. Yang, (2001)"M-GARCH Hedge Ratios and Hedging Effectiveness in Australian Futures Markets", Edith Cowan University, School of Finance and Business Economics, Working Paper Series. Download

D. Allen and W. Yang, (2001)"What moves stock markets? Evidence that UK stock prices deviate from fundamentals", Edith Cowan University, School of Finance and Business Economics, Working Paper Series. Download

Accounting, Finance and Economics