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
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