TRANSFERRED OUT - Slow Diffusion of Information in Asset Pricing and Risk Management

Funding: 2020: $124,035
2018: $118,045
2019: $121,037

Funding or Partner Organisation: Australian Research Council (ARC DECRA Scheme)
Australian Research Council (ARC DECRA Scheme)

Start year: 2018

Publications:

He, X-Z, Li, K & Wang, C 2018, 'Time-varying economic dominance in financial markets: A bistable dynamics approach', Chaos, vol. 28, no. 5, pp. 1-19.
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He, X, Li, K & Li, Y 2017, 'Asset Allocation with Time Series Momentum and Reversal', Journal of Economic Dynamics and Control, vol. 91, pp. 441-457.
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He, X, Li, K & Li, Y 1970, 'Asset Allocation with Time Series Momentum and Reversal', SSRN Electronic Journal, China International Conference in Finance, Elsevier BV, Xiamen, China.
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FOR Codes: Finance, Investment and Risk Management, Finance Services, Superannuation and Insurance Services, Investment Services (excl. Superannuation)

Acknowledgement of Country

UTS acknowledges the Gadigal people of the Eora Nation, the Boorooberongal people of the Dharug Nation, the Bidiagal people and the Gamaygal people, upon whose ancestral lands our university stands. We would also like to pay respect to the Elders both past and present, acknowledging them as the traditional custodians of knowledge for these lands.