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Are ethical investments good?

Chow, Gariet W. S.; Durand, Robert B.; Koh, SzeKee - In: Australian journal of management 39 (2014) 4, pp. 645-665

Persistent link: https://www.econbiz.de/10010475663

Modelling financial satisfaction across life stages : a latent class approach

Brown, Sarah; Durand, Robert B.; Harris, Mark N.; … - 2014

Persistent link: https://www.econbiz.de/10010426566

Seize the moment : opportunism in Australian capital markets

Koh, SzeKee; Durand, Robert B.; Watson, Iain D. - In: Pacific-Basin finance journal 19 (2011) 4, pp. 374-389

Persistent link: https://www.econbiz.de/10009271619

Anger, sadness and bear markets

Durand, Robert B.; Simon, Marta; Szimayer, Alexander - In: Applied financial economics 19 (2009) 4/6, pp. 357-369

Persistent link: https://www.econbiz.de/10003828504

Analysis of stock market volatility by continuous-time GARCH models

Müller, Gernot; Durand, Robert B.; Maller, Ross; … - In: Stock market volatility, (pp. 31-50). 2009

Persistent link: https://www.econbiz.de/10003830403

Financial distress : lifecycle and corporate restructuring

Koh, SzeKee; Durand, Robert B.; Dai, Lele; Chang, Millicent - In: The journal of corporate finance : contracting, … 33 (2015), pp. 19-33

Persistent link: https://www.econbiz.de/10011408387

Bubblelepsy : the behavioral wellspring of the internet stock phenomenon

Bitmead, Aaron; Durand, Robert B.; Ng, Hock Guan - In: The journal of behavioral finance : a publication of … 5 (2004) 3, pp. 154-169

Persistent link: https://www.econbiz.de/10002394969

iShares Australia : a clinical study in international behavioral finance

Durand, Robert B.; Scott, Douglas - In: International review of financial analysis 12 (2003) 3, pp. 223-239

Persistent link: https://www.econbiz.de/10001782441

Connectedness between the crude oil futures and equity markets during the pre- and post-financialisation eras

Wadud, Sania; Durand, Robert B.; Gronwald, Marc - 2021

This paper examines the effect of financialisation of futures markets has on the relationship between crude oil futures and equities by using the VAR-DCC-GARCH model. Specifically, by accounting for the systematic patterns of commodity price volatility, namely, seasonality and maturity effects...

Persistent link: https://www.econbiz.de/10012599014

Behavioral biases in the NFL gambling market : everreaction to news and the recency bias

Durand, Robert B.; Patterson, Fernando M.; Shank, Corey A. - In: Journal of behavioral and experimental finance 31 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012815554