A case study of short-sale constraints and limits to arbitrage.

- Easton, Steve, Pinder, Sean, Uylangco, Katherine

An evaluation of the effectiveness of Value-at-Risk (VaR) models for Australian banks under Basel III

- Uylangco, Katherine, Li, Siqiwen

Are advanced emerging market stock returns predictable? A regime-switching forecast combination approach

- Bahrami, Afsaneh, Shamsuddin, Abul, Uylangco, Katherine

Does stronger corporate governance constrain insider trading? asymmetric evidence from Australia

- Hodgson, Allan, Seamer, Michael, Uylangco, Katherine

Forecasting outcomes in tennis matches using within-match betting markets

- Easton, Stephen, Uylangco, Katherine

Out-of-sample stock return predictability in emerging markets

- Bahrami, Afsaneh, Shamsuddin, Abul, Uylangco, Katherine

The channels of monetary policy triggered by central bank actions and statements in the Australian equity market

- McCredie, Bronwyn, Docherty, Paul, Easton, Steve, Uylangco, Katherine

The differential impact of monetary policy announcements and explanatory minutes releases on the Australian interest rate futures market

- McCredie, Bronwyn, Docherty, Paul, Easton, Steve, Uylangco, Katherine

The equity and efficiency of the Australian share market with respect to director trading

- Uylangco, Katherine, Easton, Steve, Faff, Robert

The equity and efficiency of the Australian share market with respect to director trading

- Uylangco, Katherine, Easton, Steve, Faff, Robert