My work in progress

 

Other Material

An overview of asset pricing models (583KB)

 

Working Papers (please e-mail me if you want to get a copy)

  1.  Stock exchange sponsored analyst coverage: An evaluation of the Malaysian experience (with A Madun), revise and resubmit
  2. Determinants of the method of payment in mergers and acquisitions (with A Ismail), revise and resubmit
  3. Determining the Optimal Market Structure Using Near-Zero Intelligence Traders (with X Li), revise and resubmit
  4. A Real Options Model of the Disposition and Reverse Disposition Effect, submitted
  5. Determinants of the Disposition and Reverse Disposition Effect (with Z Yang and JKC Wei)
6.      An evolutionary multi-objective optimization of the market structure in call markets (with X Li), submitted
7.      Performance of evolving trading strategies with different discount factors, submitted
8.      Determination of the Optimal Trading Rules Minimizing the Bid-Ask Spread (with X Li), submitted
  1. Are the Profit-Maximizing Strategies Efficient? Evidence from an Artificial Payment Card Market (with B Alexandrova-Kabadjova and E Tsang), submitted
  2. Competition is bad for consumers: Analysis of an Artificial Payment Card Market (with B Alexandrova-Kabadjova and E Tsang)

 

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