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    Ratio spreads 

    Chaput, J Scott; Ederington, Louis H
    Ratio spreads in which one buys X calls (or puts) at one strike and sells Y calls (puts) at a different strike where YX are among the most actively traded option combinations yet are only briefly mentioned in most derivatives ...
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    Investment, uncertainty, and liquidity 

    Boyle, Glenn; Guthrie, Graeme
    Despite extensive research, the exact nature of the dependence of corporate investment on firm liquidity, uncertainty, and hedging policy remains obscure. First, although it is widely recognized that external financing can ...
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    Keeping research data safe 

    Stanger, Nigel
    Most researchers will create or acquire numerous sets of data during their career, but the sad reality is that many of these data sets are not managed systematically. This was not such an issue when data sets were relatively ...
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    Bang, beep, buzz, blip: Introducing Pure Data 

    Edwards, Chris
    Pure Data (Pd) is a graphical data-flow environment for multimedia, created by Miller Puckette of the Center for Research in Computing and the Arts at UCSD. It’s a fun, versatile and intuitive environment providing high-level ...
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    Networking audio 

    Edwards, Chris
    With the installation of the Music Department’s new SSL mixing console and the founding of the New Zealand Music Industry Centre (NZMiC), there are exciting new possibilities for sound production and performance at Otago, ...
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    Inferring information frequency and quality 

    Owens, John; Steigerwald, Douglas G
    We develop a microstructure model that, in contrast to previous models, allows one to estimate the frequency and quality of private information. In addition, the model produces stationary asset price and trading volume ...
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    Value versus glamour 

    Conrad, Jennifer; Cooper, Michael; Kaul, Gautam
    The fragility of the CAPM has led to a resurgence of research that frequently uses trading strategies based on sorting procedures to uncover relations between firm characteristics (such as “value” or “glamour”) and equity ...
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    Non-energy energy policies and the use of time: Explaining shifts in UK electricity demand from 1974 to 2014 

    Anderson, Ben; Torriti, Jacopo
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    Neighbourhood Demand Profiles: Why, how and how far have we got? 

    Anderson, Ben
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    Estimation and inference in ARCH models in the presence of outliers 

    Gregory, Allan W; Reeves, Jonathan J
    In this paper we show the effects that outliers have on estimation and inference for ARCH models. We propose an empirically tractable solution to this problem by replacing outliers with their conditional expectations ...
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    AuthorFraser, Patricia (4)Anderson, Ben (3)Boyle, Glenn (3)Ederington, Louis H (3)Black, Angela (2)... View MorePublication Date2010 - 2018 (4)2001 - 2009 (48)Research TypeConference or Workshop Item (Seminar, Speech or Other Presentation) (51)Conference or Workshop Item (Oral presentation) (1)Access Level
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