Browsing by Author Satchell, Stephen

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Issue DateTitleAuthor(s)Citation
2013The anatomy of portfolio skewness and kurtosisSatchell, Stephen; Hall, Anthony D.; FinanceThe anatomy of portfolio skewness and kurtosis, Journal of Asset Management, vol.14, 4, 2013,pp 228-235
2012An assessment of the social desirability of high-frequency tradingSatchell, Stephen; FinanceAn assessment of the social desirability of high-frequency trading, J A S S A, vol.3, N/A, 2012,pp 7-11
2014Converting true returns into reported returns: A general theory of linear smoothing and anti-smoothingSatchell, Stephen; McKenzie, Michael; Wongwachara, Warapong; FinanceConverting true returns into reported returns: A general theory of linear smoothing and anti-smoothing, Journal of Empirical Finance, vol.28, N/A, 2014,pp 215-229
2016Decomposing the bias in time-series estimates of CAPM betasMalloch, Hamish; Philip, Richard; Satchell, Stephen; Finance; Finance; FinanceDecomposing the bias in time-series estimates of CAPM betas, Applied Economics, vol.48, 45, 2016,pp 4291-4298
2017Default and naive diversification heuristics in annuity choiceSatchell, Stephen; Thorp, Susan; Bateman, Hazel; Eckert, Christine; Iskhakov, Fedor; Louviere, Jordan; Finance; FinanceDefault and naive diversification heuristics in annuity choice, Australian Journal of Management, vol.42, 1, 2017,pp 32-57
2015Evaluating the Impact of Inequality Constraints and Parameter Uncertainty on Optimal Portfolio ChoiceSatchell, Stephen; Hall, Anthony D.; Spence, P.; FinanceEvaluating the Impact of Inequality Constraints and Parameter Uncertainty on Optimal Portfolio Choice, Applied Economics, vol.47, 45, 2015,pp 4801-4813
2012Financial Competence and Expectations Formation: Evidence from AustraliaSatchell, Stephen; Bateman, Hazel; Eckert, Christine; Geweke, John; Louviere, Jordan; Thorp, Susan; FinanceFinancial Competence and Expectations Formation: Evidence from Australia, Economic Record, vol.88, 280, 2012,pp 39-63
2013How much does an Illegal Insider Trade?Frino, Alessandro (Alex); Wong, Bradley; Zheng, Hui; Satchell, Stephen; Finance; Finance; FinanceHow much does an Illegal Insider Trade?, International Review of Finance, vol.13, 2, 2013,pp 241-263
2014Is Rating Associated with Better Retail Funds’ Performance in Changing Market Conditions?Satchell, Stephen; Louth, R. J.; Wongwachara, Warapong; FinanceIs Rating Associated with Better Retail Funds’ Performance in Changing Market Conditions?, Bankers, Markets and Investors, vol.132, Sep-Oct 2014, 2014,pp 4-24
2015Liquidity costs, idiosyncratic volatility and expected stock returnsPeat, Maurice; Satchell, Stephen; Reza Bradrania, M.; Finance; FinanceLiquidity costs, idiosyncratic volatility and expected stock returns, International Review of Financial Analysis, vol.42, N/A, 2015,pp 394-406
2015Liquidity costs, idiosyncratic volatility and expected stock returnsPeat, Maurice; Satchell, Stephen; Reza Bradrania, M.; Finance; FinanceLiquidity costs, idiosyncratic volatility and expected stock returns, International Review of Financial Analysis, vol.42, n/a, 2015,pp 394-406
2014Microeconomics of art: Art, luxury goods and riskSatchell, Stephen; Srivastava, Nandini; FinanceMicroeconomics of art: Art, luxury goods and risk in Risk and Uncertainty in the Art World, Bloomsbury, 2014, pp. 187-218
2014Modeling Style Rotation: Switching and Re-SwitchingSatchell, Stephen; Golosov, Edward; FinanceModeling Style Rotation: Switching and Re-Switching, Journal of Time Series Econometrics, vol.6, 2, 2014,pp 103-128
2014Modelling Sustainable Spending Plans for Family Offices, Foundations and TrustsSatchell, Stephen; Thorp, Susan; FinanceModelling Sustainable Spending Plans for Family Offices, Foundations and Trusts in Quantitative Approaches to High Net Worth Investment, Risk Books, 2014, pp. 231-268
2014Modelling Sustainable Spending Plans for Family Offices, Foundations and TrustsSatchell, Stephen; Thorp, Susan; FinanceModelling Sustainable Spending Plans for Family Offices, Foundations and Trusts in Quantitative Approaches to High Net Worth Investment, Risk Books, 2014, pp. 231-268
2012Nonlinearity and smoothing in venture capital performance dataMcKenzie, Michael; Satchell, Stephen; Wongwachara, Warapong; Finance; FinanceNonlinearity and smoothing in venture capital performance data, Journal of Empirical Finance, vol.19, 5, 2012,pp 782-795
2015On the Difficulty of Measuring Forecasting Skill in Financial MarketsSatchell, Stephen; Williams, Oliver; FinanceOn the Difficulty of Measuring Forecasting Skill in Financial Markets, Journal of Forecasting, vol.34, 2, 2015,pp 92-113
2016Recovering the Most Entropic Copulas from Preliminary Knowledge of DependenceSatchell, Stephen; Chu, Ba; FinanceRecovering the Most Entropic Copulas from Preliminary Knowledge of Dependence, Econometrics, vol.4, 2, 2016,pp 1-21
2016Risk Presentation and Portfolio ChoiceSatchell, Stephen; Thorp, Susan; Bateman, Hazel; Eckert, Christine; Geweke, John; Louviere, Jordan; Finance; FinanceRisk Presentation and Portfolio Choice, Review of Finance, vol.20, 1, 2016,pp 201-229
2014The sensitivity of beta to the time horizon when log prices follow an Ornstein-Uhlenbeck processSatchell, Stephen; Hong, KiHoon Jimmy; FinanceThe sensitivity of beta to the time horizon when log prices follow an Ornstein-Uhlenbeck process, The European Journal of Finance, vol.20, 3, 2014,pp 264-290