Browsing by Author Gan, Quan

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Showing results 1 to 12 of 12
Issue DateTitleAuthor(s)Citation
2012Comparing the Information Content of Stock Trades: An Adaptive Lasso ApproachGan, Quan; Wei, Wang; Finance; FinanceComparing the Information Content of Stock Trades: An Adaptive Lasso Approach, Proceedings of the Accounting and Finance Association of Australia and New Zealand AFAANZ Conference 2012, vol.Online, 2012, pp. 1-52
2012Comparing the Information Content of Stock Trades: An Adaptive Lasso ApproachGan, Quan; Wei, Wang; Finance; FinanceComparing the Information Content of Stock Trades: An Adaptive Lasso Approach, Proceedings of the Accounting and Finance Association of Australia and New Zealand AFAANZ Conference 2012, vol.Online, 2012, pp. 1-52
2012Diminishing Price Impact in Asian Limit Order Book MarketsGan, Quan; Wei, Wang; Finance; FinanceDiminishing Price Impact in Asian Limit Order Book Markets, Proceedings of the 25th Australasian Finance and Banking Conference 2012, vol.Online, 2012, pp. 1-40
2017Does the Probability of Informed Trading Model Fit Empirical Data?Gan, Quan; Johnstone, David; Wei, Wang Chun; Finance; FinanceDoes the Probability of Informed Trading Model Fit Empirical Data?, The Financial Review, vol.52, 1, 2017,pp 5-35
2015A faster estimation method for the probability of informed trading using hierarchical agglomerative clusteringGan, Quan; Johnstone, David; Wei, Wang Chun; Finance; FinanceA faster estimation method for the probability of informed trading using hierarchical agglomerative clustering, Quantitative Finance, vol.15, 11, 2015,pp 1805-1821
2014Location-scale portfolio selection with factor-recentered skew normal asset returnsGan, Quan; FinanceLocation-scale portfolio selection with factor-recentered skew normal asset returns, Journal of Economic Dynamics and Control, vol.48, N/A, 2014,pp 176-187
2009Measuring housing affordability: Looking beyond the medianGan, Quan; Hill, Robert; FinanceMeasuring housing affordability: Looking beyond the median, Journal of Housing Economics, vol.18,(2),2009,pp 115-125
2012Modeling Dependence Using Skew t-Copulas: Bayesian Inference and ApplicationsGan, Quan; Kohn, Robert; Smith, Michael; FinanceModeling Dependence Using Skew t-Copulas: Bayesian Inference and Applications, Journal of Applied Econometrics, vol.27, 3, 2012,pp 500-522
2011On Polynomial Goal Programming and Mean-Variance-Skewness Portfolio SelectionGan, Quan; FinanceOn Polynomial Goal Programming and Mean-Variance-Skewness Portfolio Selection, Proceedings of the Accounting and Finance Association of Australia and New Zealand AFAANZ Conference 2011, vol.Online, 2011, pp. 1-22
2011On Polynomial Goal Programming and Mean-Variance-Skewness Portfolio SelectionGan, Quan; FinanceOn Polynomial Goal Programming and Mean-Variance-Skewness Portfolio Selection, Proceedings of the Accounting and Finance Association of Australia and New Zealand AFAANZ Conference 2011, vol.Online, 2011, pp. 1-22
2013Optimal Selling Mechanism, Auction Discounts and Time on MarketGan, Quan; FinanceOptimal Selling Mechanism, Auction Discounts and Time on Market, Real Estate Economics, vol.41, 2, 2013,pp 347-383
2010Optimal Selling Mechanism, Auction Discounts, and Time on MarketGan, Quan; FinanceOptimal Selling Mechanism, Auction Discounts, and Time on Market, Proceedings of the 17th European Real Estate Society ERES Annual Conference 2010, vol.Online, 2010, pp. 1-37