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Empirical performance of affine option pricing models : evidence from the Australian index options market

Sharp, Timothy; Li, Steven; Allen, David E. - In: Applied financial economics 20 (2010) 4/6, pp. 501-514

This article investigates the performance of affine option pricing models in the context of the Australian Standard & Poor's (S&P)/Australian Stock Exchange (ASX) 200 index option market. This investigation is done through the implicit estimation of the risk neutral parameters of affine option...

Persistent link: https://www.econbiz.de/10003963448

Do greenhouse gas emission affect financial performance? : an empirical examination of Australian public firms

Wang, Lei; Li, Steven; Gao, Simon S. - In: Business strategy and the environment 23 (2014) 8, pp. 505-519

Persistent link: https://www.econbiz.de/10010509783

The usefulness of derivative-related disclosure : evidence from major Australian banks

Li, Steven; Gao, Simon S. - In: International journal of accounting, auditing and … 4 (2007) 3, pp. 248-262

Persistent link: https://www.econbiz.de/10003629436

International effects of the Andersen accounting and auditing scandals : some evidence from the US, UK and Australian stock markets

Handley-Schachler, Morrison; Li, Steven - 2005

Persistent link: https://www.econbiz.de/10003263994

Evidence on the arbitrage efficiency of SPI index futures and options markets

Li, Steven; Alfay, Elia - 2005

Persistent link: https://www.econbiz.de/10003042375

A single-period model and some empirical evidences for optimal asset allocation with value-at-risk constraints

Li, Steven - 2003

Persistent link: https://www.econbiz.de/10001746102

Evidence on the arbitrage efficiency of SPI index futures and options markets

Li, Steven; Alfay, Elia - In: Asia-Pacific financial markets 13 (2006) 1, pp. 71-93

Persistent link: https://www.econbiz.de/10003496756

Calendar spread trading and the efficiency of Australian Bank Accepted Bill futures market

Anderson, John A.; Li, Steven - In: Review of Pacific Basin financial markets and policies 10 (2007) 2, pp. 157-172

Persistent link: https://www.econbiz.de/10003507181

An empirical study of Australian short-term interest rate : a comparison of single factor models

Li, Steven (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001516068

The Impact of Firm Characteristics and Manager Holdings on Hedging Decisions by Australian Mining Companies

Huang, Guang Ping - 2014

It is well known that the mining industry faces many risks such as commodity, foreign exchange and operational risks. Financial derivatives are commonly used to manage these risks. This paper examines how a company's financial features and different forms of management compensation can affect...

Persistent link: https://www.econbiz.de/10013059818