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O'Neill, Michael J.
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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ECONIS (ZBW)
15
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1
Effects of nondiscretionary trading on futures prices
O'Neill, Michael J.
;
Whaley, Robert E.
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 33-68
Persistent link: https://www.econbiz.de/10013465890
Saved in:
2
Tail wags dog : intraday price discovery in VIX markets
Bollen, Nicolas P. B.
;
O'Neill, Michael J.
;
Whaley, …
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 431-451
Persistent link: https://www.econbiz.de/10011950704
Saved in:
3
State-preference pricing and volatility indices
Liu, Zhangxin
;
O'Neill, Michael J.
- In:
Accounting and finance : journal of the Accounting …
57
(
2017
)
3
,
pp. 815-836
Persistent link: https://www.econbiz.de/10011798961
Saved in:
4
Fund Volatility Index using equity market state prices
O'Neill, Michael J.
;
Liu, Zhangxin
- In:
Accounting and finance : journal of the Accounting …
57
(
2017
)
3
,
pp. 837-853
Persistent link: https://www.econbiz.de/10011798964
Saved in:
5
Large-scale minimum variance portfolio allocation using double regularization
Bian, Zhicun
;
Liao, Yin
;
O'Neill, Michael
;
Shi, Jing
; …
- In:
Journal of economic dynamics & control
116
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012503240
Saved in:
6
Tail risk hedging for mutual funds using equity market state prices
O'Neill, Michael J.
;
Liu, Zhangxin
- In:
Australian journal of management
41
(
2016
)
4
,
pp. 687-698
Persistent link: https://www.econbiz.de/10011583138
Saved in:
7
A state-price volatility index for China's stock market
O'Neill, Michael J.
;
Wang, Kent
;
Liu, Zhangxin
- In:
Accounting and finance : journal of the Accounting …
56
(
2016
)
3
,
pp. 607-626
Persistent link: https://www.econbiz.de/10011622198
Saved in:
8
Business analytics capability, organisational value and competitive advantage
O'Neill, Michael
;
Brabazon, Anthony
- In:
Journal of business analytics
2
(
2019
)
2
,
pp. 160-173
Persistent link: https://www.econbiz.de/10012170279
Saved in:
9
Capacity analysis for equity funds
O'Neill, Michael
;
Schmidt, Camille
;
Warren, Geoff
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
5
,
pp. 36-49
Persistent link: https://www.econbiz.de/10011879455
Saved in:
10
Downscaling heterogeneous household outcomes in dynamic CGE models for energy-economic analysis
Melnikov, Nikolai B.
;
O'Neill, Brian C.
;
Dalton, Michael G.
- In:
Energy economics
65
(
2017
),
pp. 87-97
Persistent link: https://www.econbiz.de/10011803891
Saved in:
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