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Nonparametric American option pricing
Alcock, Jamie; Carmichael, Trent - In: The journal of futures markets 28 (2008) 8, pp. 717-748
Persistent link: https://www.econbiz.de/10003746342
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A simulation analysis of the market effect of the Australian broadcasting corporation
Alcock, Jamie; Docwra, George - In: Information economics and policy : IEP 17 (2005) 4, pp. 407-427
Persistent link: https://www.econbiz.de/10003120102
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Forecasting stock returns using model-selection criteria
Alcock, Jamie; Gray, Philip K. - In: The economic record : er 81 (2005) 253, pp. 135-151
Persistent link: https://www.econbiz.de/10002949871
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Quantifying the advantage of secondary mathematics study for accounting and finance undergraduates
Alcock, Jamie; Cockcroft, Sophie; Finn, Frank J. - In: Accounting and finance : journal of the Accounting … 48 (2008) 5, pp. 697-718
Persistent link: https://www.econbiz.de/10003782238
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Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence
Alcock, Jamie; Glascock, John; Steiner, Eva - In: The journal of real estate finance and economics 47 (2013) 3, pp. 434-465
Persistent link: https://www.econbiz.de/10010181164
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The determinants of debt maturity in Australian firms
Alcock, Jamie; Finn, Frank; Tan, Kelvin Jui Keng - In: Accounting and finance : journal of the Accounting … 52 (2012) 2, pp. 313-342
Persistent link: https://www.econbiz.de/10009963541
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Canonical vine copulas in the context of modern portfolio management: Are they worth it?
Low, Rand Kwong Yew; Alcock, Jamie; Faff, Robert; … - In: Journal of banking & finance 37 (2013) 8, pp. 3085-3099
Persistent link: https://www.econbiz.de/10010132122
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Nonparametric American option pricing
Alcock, Jamie; Carmichael, Trent - In: The journal of futures markets 28 (2008) 8, pp. 717-748
Persistent link: https://www.econbiz.de/10008069782
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Portfolio construction incorporating asymmetric dependence structures: a user's guide
Hatherley, Anthony; Alcock, Jamie - In: Accounting and finance : journal of the Accounting … 47 (2007) 3, pp. 447-472
Persistent link: https://www.econbiz.de/10007794059
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Mismatched! An Empirical Examination of Traditional Debt Maturity Theories in Australian Firms
Alcock, Jamie - 2010
We examine the determinants of debt maturity in the Australian capital market. The validity of traditional maturity theories is empirically examined using the Top 400 firms listed on the Australian Stock Exchange for the period 1996-2005. We find that Australian firms consider transaction costs...
Persistent link: https://www.econbiz.de/10012759630