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Prof. Stephen Easton

Work Phone 15040
Fax 17160
Email
Office SRS217, Social Sciences

Highlighted Publications

Year Citation Link
2004 Easton Stephen Andrew, Gerlach Richard Helmut, Graham Melissa, Tuyl Frank Adrianus, 'An empirical examination of the pricing of exchange-traded barrier options', The Journal of Futures Market, 24 1049-1064 (2004) [C1] Nova
2002 Mitchell H, Brown R, Easton Stephen Andrew, 'Old volatility - ARCH effects in 19th century consol data', Journal of Applied Financial Economics, 12 301-307 (2002) [C1] Nova
2002 Duncan Paul Johnathon, Easton Stephen Andrew, 'The pricing of High Yield Equity Notes', Accounting and Finance Journal, 42,3 239-249 (2002) [C1] Nova
2005 Easton Stephen Andrew, Howard Peter, 'Agency Costs at Telstra: A Case Study', The Australian Economic Review, 38 229-232 (2005) [C1] Nova

Publications

For items published while at an institution other that the University of Newcastle, details are shown in italics.

Click on a category title below to expand the list of citations for that specific category.

Journal Articles (43 outputs)

Refereed Article in a Scholarly Journal (C1) (43 outputs)

Year Citation Link
2012 Docherty Paul Anthony, Easton Stephen Andrew, 'Market efficiency and continuous information arrival: Evidence from prediction markets', Applied Economics, 44 2461-2471 (2012) [C1]
2011 Docherty Paul Anthony, Chan Howard, Easton Stephen Andrew, 'Asset tangibility, industry representation and the cross section of equity returns', Australian Journal of Management, 36 75-87 (2011) [C1]
2010 Docherty Paul Anthony, Chan Howard, Easton Stephen Andrew, 'Tangibility and investment irreversibility in asset pricing', Accounting and Finance, 50 809-827 (2010) [C1] Nova
2010 Easton Stephen Andrew, Kerin Paul, 'Market efficiency and the Global Financial Crisis', Australian Economic Review, 43 464-468 (2010) [C1] Nova
2010 Easton Stephen Andrew, Uylangco Katherine Maree, 'Forecasting outcomes in tennis matches using within-match betting markets', International Journal of Forecasting, 26 564-575 (2010) [C1] Nova
2010 Uylangco Katherine Maree, Easton Stephen Andrew, Faff Robert, 'The equity and efficiency of the Australian share market with respect to director trading', Accounting Research Journal, 23 5-19 (2010) [C1] Nova
2007 Easton Stephen Andrew, 'Valuing coins as the sum of the underlying asset and a perpetual American put option', Global Finance Journal, 17 397- 402 (2007) [C1] Nova
2007 Easton Stephen Andrew, Gerlach R, 'Modelling exchange-traded barrier options traded in the Australian options market', Accounting and Finance, 47 109-122 (2007) [C1]
2007 Easton Stephen Andrew, Ivanovic Irena, 'An examination of the Australian Stock Exchange and Australian Financial Review's fair values', International Journal of Managerial Finance, 3 306-312 (2007) [C1]
2007 Easton Stephen Andrew, Pinder S, 'Predicting Reserve Bank of Australia interest rate announcements: Beware of the target rate tracker', Australian Economic Review, 40 119-122 (2007) [C1]
2007 Easton Stephen Andrew, Pinder Sean Michael, 'A Refutation of the Existence of the Other January Effect', International Review of Finance, 7 89-104 (2007) [C1] Nova
2007 Easton Stephen Andrew, Uylangco Katherine Maree, 'An Examination of In-Play Sports Betting Markets Using One-Day Cricket Matches', Journal of Prediction Markets, 1 93-109 (2007) [C1]
2006 Easton Stephen Andrew, 'Sons of Gwalia: Errors in speculation and hedging', Australian Economic Review, 39 453-456 (2006) [C1]
2005 Easton Stephen Andrew, Gerlach Richard Helmut, 'Interest rates and the 2004 Australian election', Australian Journal of Political Science, 40 559-566 (2005) [C1] Nova
2005 Easton Stephen Andrew, Howard Peter, 'Agency Costs at Telstra: A Case Study', The Australian Economic Review, 38 229-232 (2005) [C1] Nova
2004 Easton Stephen Andrew, Gerlach Richard Helmut, Graham Melissa, Tuyl Frank Adrianus, 'An empirical examination of the pricing of exchange-traded barrier options', The Journal of Futures Market, 24 1049-1064 (2004) [C1] Nova
2003 Easton Stephen Andrew, Ivanovic Irena, 'Insider Training and Options: A Case Study', Accounting Research Journal, 16 169-173 (2003) [C1]
2002 Duncan Paul Johnathon, Easton Stephen Andrew, 'Direct Evidence of an Implicit Put Option Provided by Underwriters', Accounting Research Journal, 15,2 200-206 (2002) [C1]
2002 Duncan Paul Johnathon, Easton Stephen Andrew, 'The pricing of High Yield Equity Notes', Accounting and Finance Journal, 42,3 239-249 (2002) [C1] Nova
2002 Mitchell H, Brown R, Easton Stephen Andrew, 'Old volatility - ARCH effects in 19th century consol data', Journal of Applied Financial Economics, 12 301-307 (2002) [C1] Nova
2001 Easton Stephen Andrew, 'Learning from the Olympics: A Case Study in Option Strategies', Accounting Research Journal, 14 200-203 (2001) [C1]
2000 Easton Stephen Andrew, Pinder Sean Michael, 'The Demutualisation of AMP Society: An Example of the Valuation of Collars Comprising Asian Options', Australian Journal of Management, 25,3 283-297 (2000) [C1]
1998 Easton Stephen Andrew, Pinder Sean Michael, 'Understanding and Valuing Asian Options', Accounting Research Journal, 11,2 412-415 (1998) [C1]
1998 Pinder Sean Michael, Easton Stephen Andrew, 'The Pricing of Low Exercise Price Options', Australian Journal of Management, 23,2 203-212 (1998) [C1]
1996 EASTON S, 'A Note on Modified Lattice Approaches to Option Pricing', Journal of Futures Markets, 16 63-75 (1996) [C1]
1996 EASTON S, 'The Pricing of Australian Government Sector Initial Public Offerings', Applied Economics Letters, 0 603-605 (1996) [C1]
1995 EASTON S, 'A Note on the Effects of Contract Adjustments on the Prices of Put and Call Options', Journal of Banking And Finance, 19 937-948 (1995) [C1]
1995 EASTON S, 'The Accuracy and Timeliness of Survey Forecasts of Six-Month and Twelve-Month Ahead Exchange Rates', Applied Financial Economics, 5 367-372 (1995) [C1]
1995 EASTON S, 'The Efficiency of Australian Football Betting Markets', Australian Journal of Management, 20 167-198 (1995) [C1]
1994 EASTON S, 'An Investigation of the Robustness of the Day-of-the-Week Effect', Applied Financial Economics, 4 99-110 (1994) [C1]
1994 EASTON S, 'Non-Simultaneity and Apparent Option Mispricing in Tests of Put-Call Parity', Australian Journal of Management, 19 11-24 (1994) [C1]
1994 EASTON S, 'Takeover Activity and Share Returns in Australia: A Note', Applied Economics Letters, 1 66-68 (1994) [C1]
1993 EASTON S, 'New Evidence on the Impact of Tax-Loss Selling on the Turn-of-the-Year Effect 0-0 (1993) [C1]
1993 EASTON S, 'Seasonal Empirical Regularities in Daily Indices: 1889-1985', Accounting Research Journal, 6 4-14 (1993) [C1]
1992 EASTON S, 'Empirical Evidence of Put-Call Parity in Australia: A Reconciliation and Further Evidence', Australian Journal of Management, 17 11-19 (1992) [C1]
1991 EASTON S, 'Earnings and Dividends: Is there an Interaction Effect? 0-0 (1991) [C1]
1991 EASTON S, 'Seasonality in Australian Share Price Indices Between 1936 to 1957', Accounting and Finance, 31 69-85 (1991) [C1]
1991 EASTON S, 'The Impact of Administrative Changes on the Distribution of the Minimum Rate', Australian Economic Papers, 30 348-354 (1991) [C1]
1990 EASTON S, 'Returns to Equity Before and After Holidays: Australian Evidence and Tests of Plausible Hypotheses', Australian Journal of Management, 15 281-296 (1990) [C1]
1990 EASTON S, 'The Impact of the Disclosure of Extraordinary Accounting Items on Returns to Equity', Accounting and Finance, 30 1-14 (1990) [C1]
1989 EASTON S, 'The Impact of Unexpected Earnings and Dividends on Abnormal Returns to Equity', Accounting and Finance, 29 1-21 (1989) [C1]
1989 EASTON S, 'Weak-Form Efficiency in the Nineteenth Century: A Study of Daily Prices in the London Market for Three Percent Consols 1821-1860', Economica, 56 61-70 (1989) [C1]
1988 EASTON S, 'Scale Economies in the Administration of Local Government 0-0 (1988) [C1]
Show 40 more

Conference Publication (3 outputs)

Full Written Paper - Refereed (E1) (2 outputs)

Year Citation Link
2010 Docherty Paul Anthony, Chan Howard, Easton Stephen Andrew, 'Asset tangibility, industry representation and the cross section of equity returns', 23rd Australasian Finance and Banking Conference 2010, Sydney, NSW (2010) [E1] Nova
2009 Docherty Paul Anthony, Chan Howard, Easton Stephen Andrew, 'Tangibility, investment irreversibility and asset pricing', 22nd Australasian Finance and Banking Conference 2009, Sydney, NSW (2009) [E1] Nova

Full Written Paper - Non Refereed (E2) (1 outputs)

Year Citation Link
2009 Uylangco Katherine Maree, Easton Stephen Andrew, Faff Robert, 'The equity and efficiency of the Australian Share Market with respect to Director Trading', Symposium on the Multiple Facets of Governance. Symposium Program, Newcastle, NSW (2009) [E2] Nova