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Research – Working Papers Series

HomeCollege of Business and EconomicsSchoolsSchool of ManagementDepartmentsFinance and Investment Management 鈥Research – Working Papers Series

Welcome to the Department of Finance and Investment Management (DFIM) Working Paper Series. We are pleased to provide a platform for disseminating works-in-progress reflecting the broad range of research activities of DFIM staff members.

Guidelines for Submission

The DFIM Working Paper Series publishes working papers authored or co-authored by current DFIM staff members.

The Editor of the WPS is Professor Coenraad Labuschagne (欧美福利100000 of Johannesburg) and the International Co-editor is Professor Chia-Lin Chang (National Chung Hsing 欧美福利100000, Taiwan). The initial screening of submissions will be undertaken by the Editor and the International Co-editor.

Any comments or questions can be directed to the Working Papers Series webmaster.

2015

No. 01/2015 鈥Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences by Chia-Lin Chang and Michael McAleer

2014

No. 05/2015 Robust Ranking of Journal Quality An Application to Economics by 鈥婥hia-Lin Chang, Esfandiar Maasoumi and Michael McAleer

No. 04/2014 Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds by Chia-Lin Chang and Yu-Pei Ke鈥

No. 03/2014 Recent Developments in Quantitative Finance: An Overview by Chia-Lin Chang, Shing-Yang Hu and Shih-Ti Yu鈥

No. 02/2014 A Stochastic Dominance Approach to Financial Risk Management Strategies by Chia-Lin Chang, Juan-脕ngel Jim茅nez-Mart铆n, Esfandiar Maasoumi and Teodosio P茅rez-Amaral

No. 01/2014 Modelling a Latent Daily Tourism Financial Conditions Index by Chia-Lin Chang

No. 00/2014 Working paper template by 鈥婣dministrator