Research – Working Papers Series

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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 (University of Johannesburg) and the International Co-editor is Professor Chia-Lin Chang (National Chung Hsing University, 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.


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


No. 05/2015 Robust Ranking of Journal Quality An Application to Economics by ​Chia-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​

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

No. 02/2014 A Stochastic Dominance Approach to Financial Risk Management Strategies by Chia-Lin Chang, Juan-Ángel Jiménez-Martín, Esfandiar Maasoumi and Teodosio Pérez-Amaral

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

No. 00/2014 Working paper template by ​Administrator