| Title of Publication | Year | Author | Subject |
| Intra-day Trading Volume |
2010 |
Imon Palit, Jaisimha Manchaldore, Oleg A Soloviev |
Algorithm Trading |
| Impact of Short Selling Ban on LSE |
2010 |
Matthew Clifton, David Michayluk |
Market Design |
| Predicting Excess Return Directions |
2010 |
Min Zhu, Ross Sparks, Maxwell Stevenson |
Portfolio Return |
| |
| Title of Publication | Year | Author | Subject |
| The Threat of Exit with Optimal Contracting: Institutional Churning Trades and Sunsequent Firm Performance |
2009 |
David R. Gallagher, Peter A. Gardener, Peter L. Swan |
Corporate Governance |
| Corporate Collapse, Director Incentives and Motivations: A United States Investigation |
2009 |
Josephone D. Donato |
Corporate Governance |
| The Dynamic Prediction of Company Failure: The Influence of Time, the Economy and Non-Linearity |
2009 |
Maria H. Kim, Graham Partington |
Corporate Governance |
| Recent Advances of Exception Mining in Stock Market |
2009 |
Chao Luo, Yanchang Zhao, Dan Luo, Yuming Ou, Li Liu |
Data Mining |
| Agent-Based Distributed Data Mining: A Survey |
2009 |
Chayapol Moemeng, Vladimir Gorodetsky, Ziye Zuo, Yong Yang, Chengqi Zhang |
Data Mining |
| Mining Minimal Constrained Flow Cycles from Complex Transaction Data |
2009 |
Meng Xu, Michael Bain |
Data Mining |
| Unifying Global and Local Outlier Detection Using Commute Time Distance |
2009 |
Nguyen Lu Dang Khoa, Sanjay Chawla |
Data Mining |
| Decision Support for Fraud Investigation |
2009 |
Timothy De Vries, Sanjay Chawla |
Data Mining |
| Robust Record Linkage Blocking using Suffix Arrays |
2009 |
Timothy De Vries, Sanjay Chawla, Hui Ke |
Data Mining |
| A Game Theoretical Model for Adversarial Learning |
2009 |
Wei Liu, Sanjay Chawla |
Data Mining |
| Multi-Agent System for Customer Relationship Management with SVMs Tool |
2009 |
Yanshan Xiao, Bo Liu, Longbing Cao, et al |
Data Mining |
| Negative-GSP: An Efficient Method for Mining Negative Sequential Patterns |
2009 |
Zhigang Zheng, Yanchang Zhao, Ziye Zuo, Longbing Cao |
Data Mining |
| Derivative use, fund flows and investment manager performance |
2009 |
Alex Frino, Andrew Lepone, Brad Wong |
Fund Management & Performance |
| Service Providers of Australian Superannuation Funds |
2009 |
Kevin Liu |
Fund Management & Performance |
| Institutional Trading around the Ex-Dividend Day |
2009 |
Andrew B. Ainsworth, Kingsley Y.L. Fong, David R. Gallagher, Graham Partington |
Institutional Trading |
| The Effect of Reinforcement Learning Agents in Double Auction Markets |
2009 |
Imon Palit |
Market Design |
| The Effects of a Reduction in the Clearing Fee on the Singapore Exchange |
2009 |
Jun Jie Murphy Lee, David Michayluk, Terry Walter |
Market Design |
| The impact of naked short-selling on the securities lending and equity market |
2009 |
Steven Lecce, Andrew Lepone, Michael D. McKenzie, Reuben Segara |
Market Design |
| Short-sales constraints and market quality: Evidence from the 2008 short-sales bans |
2009 |
Alex Frino, Steven Lecce, Andrew Lepone |
Market Design, Market Quality |
| The impact of short selling restrictions on liquidity: Evidence from the London Stock Exchange |
2009 |
Matthew Clifton, Mark Snape |
Market Design, Market Quality |
| Stock Market Manipulation: Evidence from Hong Kong |
2009 |
Alex Frino, Ching Chau, Dionigi Gerace, Gary Tian |
Market Quality |
| How much does an illegal insider trade? |
2009 |
Alex Frino, Stephen Satchell, Brad Wong |
Market Quality |
| Not All Investors Are Made Equal: Equity Analysts and Information Asymmetry. |
2009 |
Andrew Lepone, Henry Leung, J George Li |
Market Quality |
| Anonymity and Broker Ability: Looking for Winners and Losers in a Pool of Averages. |
2009 |
Andrew Lepone, J George Li |
Market Quality |
| Does broker anonymity hide informed traders? |
2009 |
Andrew Lepone, Reuben Segara, Brad Wong |
Market Quality |
| Runup of Acquirer Stock in Public and Private Acquisitions |
2009 |
Dan Li, Douglas Cumming, |
Market Quality |
| Exchange Trading Rules and Stock Market Liquidity |
2009 |
Dan Li, Douglas Cumming, Sofia Johan |
Market Quality |
| Insider Trading in Transaction Time:An Intraday Analysis./ |
2009 |
Frank J. Sensenbrenner |
Market Quality |
| Trade-Based Manipulation and Market Efficiency: A Cross-Market Comparison |
2009 |
Michael Aitken, Rick Harris, Shan Ji |
Market Quality |
| SGX Market Cleanliness-Insider Trading |
2009 |
Tzehua Loh |
Market Quality |
| The Impact of Option Listings on the Underlying Market |
2009 |
Andrew Lepone, Jin Young Yang |
Microstructure |
| Intraday Patterns in Quoted Depth on the Nasdaq: A Note |
2009 |
Anthony Flint, Alex Frino, Dionigi Gerace, Andrew Lepone |
Microstructure |
| Who Wins and Who Loses Among Individual Investors? |
2009 |
Kingsley Y.L. Fong, David R. Gallagher, Adrian D. Lee |
Microstructure |
| The Effect of changes in Transparency and Short Informativeness Horizon of Undisclosed Limit Orders |
2009 |
Andrew Lepone, Mitesh Mistry |
Microstructure, Market Quality |
| Australian Bank Loan Losses and the Macro Economy: Ideas for better regulatory stress testing |
2009 |
Kassim Durrani |
Rrisk Management |
| |
| Title of Publication | Year | Author | Subject |
| An empirical study of IPO underpricing in China after the split share structure reform |
2008 |
Fei Lu, Maria C. Balatbat |
Corporate Finance |
| Rating Migrations: The Effect of Rating History and Time |
2008 |
Huong Dang, Graham Partington |
Corporate Governance |
| Rating History and the Rating dynamics of Fallen Angels, Rising Stars and Big Rating Jumpers |
2008 |
Huong Dang, Graham Partington |
Corporate Governance |
| Exception Mining on Multiple Time Series in Stock Market |
2008 |
Chao Luo, Longbing Cao, Yuming Ou, Zhengqi Zhang |
Data Mining |
| Outlier Mining on Multiple Time Series Data in Stock Market |
2008 |
Chao Luo, Yanchang Zhao, Dan Luo, Yuming Ou, Li Liu |
Data Mining |
| Disk-Based Sampling for Outlier Detection in High Dimensional Data |
2008 |
Pei Sun, Sanjay Chawla, Timothy de Vries, Gia Vinh Anh Pham |
Data Mining |
| Decision Trees for Imbalanced Data Sets |
2008 |
Wei Liu, Sanjay Chawla |
Data Mining |
| A Learning Process Using SVMs for Multi-Agents Decision Classification |
2008 |
Yanshan Xiao, Feiqi Deng, Bo Liu, Shouqiang Liu, Dan Luo, Guohua Liang |
Data Mining |
| Domain-Driven Local Exceptional Pattern Mining for |
2008 |
Yuming Ou, Longbing Cao, Chao Luo and Chengqi Zhang |
Data Mining |
| Mining Exceptional Activity Patterns in Microstructure Data |
2008 |
Yuming Ou, Longbing Cao, Chao Luo and Li Liu |
Data Mining |
| Fund size, transaction costs and performance: Size matters! |
2008 |
Howard W.H. Chan, Robert W. Faff, David Gallagher, Adrian Looi |
Fund Performance |
| Price Manipulation in Auction Markets: an Order-Based Model |
2008 |
Terrance Fung |
Market Quality |
| Choice of trading venue, and upstairs trade pricing on the Australian Stock Exchange. |
2008 |
Alex Frino, J George Li, Reuben Segara |
Microstructure, Market Quality |
| The Price Impact of Trades Executed Using Multiple Brokers |
2008 |
Kingsley Y.L. Fong, David R. Gallagher, Adrian D. Lee |
Microstructure, Market Quality |
| |
| Title of Publication | Year | Author | Subject |
| Modelling Rating Migrations |
2007 |
Huong Dang, Graham Partington |
Corporate Governance |
| A Semiparametric Model Approach to Financial Bankruptcy Prediction |
2007 |
Maria H. Kim, Paul D. Yoo |
Corporate Governance |
| |
| Title of Publication | Year | Author | Subject |
| Machine Learning Techniques and Use of Event Information for Stock Market Prediction: A Survey and Evaluation |
2006 |
Paul D. Yoo, Maria H. Kim, Tony Jan |
Data Mining, Corporate Governance |
