Now showing items 1-2 of 2

    • Impending Doom: The Loss of Diversification before a Crisis 

      Rea WS; Yang L; Rea A (2017)
      We present four methods of assessing the diversification potential within a stock market, and two of these are based on principal component analysis. They were applied to the Australian stock exchange for the years 2000 ...
    • Which panel data estimator should I use?: A corrigendum and extension 

      Moundigbaye M; Rea WS; Reed WR (2018)
      This study uses Monte Carlo experiments to produce new evidence on the performance of a wide range of panel data estimators. It focuses on estimators that are readily available in statistical software packages such as ...