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Efficiency in the Australian stock market, 1875 - 2006 : a note on extreme long-run random walk behaviour

Worthington, Andrew Charles; Higgs, Helen - In: Applied economics letters 16 (2009) 1/3, pp. 301-306

Persistent link: https://www.econbiz.de/10003823023

Market risk in demutualised self-listed stock exchanges : an international analysis of selected time-varying betas

Worthington, Andrew Charles; Higgs, Helen - 2005

Persistent link: https://www.econbiz.de/10003263980

Modelling the intraday return volatility process in the Australian equity market : an examination of the role of information arrival in S&P/Asx 50 stocks

Worthington, Andrew Charles; Higgs, Helen - 2003

Persistent link: https://www.econbiz.de/10001852115

Market risk in demutualized self-listed stock exchanges : an international analysis of selected time-varying betas

Worthington, Andrew Charles; Higgs, Helen - In: Global economic review 35 (2006) 3, pp. 239-257

Persistent link: https://www.econbiz.de/10003396273

The decline of calendar seasonality in the Australian stock exchange, 1958 - 2005

Worthington, Andrew Charles - In: Annals of finance 6 (2010) 3, pp. 421-433

Persistent link: https://www.econbiz.de/10003978886

Nonparametric models of technical efficiency in urban water utilities

Worthington, Andrew Charles - In: Economic and financial modeling of markets, …, (pp. 217-233). 2014

Persistent link: https://www.econbiz.de/10010437664

Models of political cycles and market risk and return

Worthington, Andrew Charles - In: Economic and financial modeling of markets, …, (pp. 97-112). 2014

Persistent link: https://www.econbiz.de/10010437675

The determinants of non-bank financial institution efficiency : a stochastic cost frontier approach

Worthington, Andrew Charles - In: Applied financial economics 8 (1998) 3, pp. 279-287

Persistent link: https://www.econbiz.de/10001244165

Efficiency in Australian building societies : an econometric cost function approach using panel data

Worthington, Andrew C. - In: Applied financial economics 8 (1998) 5, pp. 459-467

Persistent link: https://www.econbiz.de/10001363720

Technical Efficiency and Technological Change in Australian Building Societies

Worthington, Andrew C. - 2000

In this study the nature and extent of efficiency and productivity growth in deposit-taking institutions is investigated using nonparametric frontier techniques. Employing Malmquist indices, productivity growth is decomposed into technical efficiency change and technological change for a sample...

Persistent link: https://www.econbiz.de/10009437475