Maurice Peat

The University of Sydney

University of Sydney

Sydney, NSW 2006

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 13,130

SSRN RANKINGS

Top 13,130

in Total Papers Downloads

5,217

SSRN CITATIONS
Rank 20,563

SSRN RANKINGS

Top 20,563

in Total Papers Citations

35

CROSSREF CITATIONS

14

Scholarly Papers (20)

1.

Cost of Capital Estimation and Capital Budgeting Practice in Australia

Number of pages: 40 Posted: 09 Oct 2007
Giang Truong, Maurice Peat and Graham Partington
affiliation not provided to SSRN, The University of Sydney and University of Sydney - School of Business - Finance Discipline
Downloads 1,504 (17,101)
Citation 8

Abstract:

Loading...

Cost of capital, capital budgeting, discount rate, CAPM, survey

2.

Does Technical Analysis Beat the Market? – Evidence from High Frequency Trading in Gold and Silver

Number of pages: 23 Posted: 29 Aug 2015
ICMA Centre, Henley Business School, RMIT University, Trinity Business School, Trinity College Dublin, University of Southampton - Southampton Business School and The University of Sydney
Downloads 888 (36,888)

Abstract:

Loading...

Gold, Silver, Technical analysis, Trading, High frequency

3.

Gold and Silver Manipulation: What Can Be Empirically Verified?

Number of pages: 25 Posted: 25 Jan 2016
RMIT University, Trinity Business School, Trinity College Dublin and The University of Sydney
Downloads 663 (54,667)

Abstract:

Loading...

Manipulation, Gold, silver, price suppression

4.

Investigating the Dynamics Between Price Volatility, Price Discovery, and Criminality in Cryptocurrency Markets

Number of pages: 57 Posted: 31 May 2019
Dublin City University, Florida Atlantic University, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 430 (93,280)
Citation 3

Abstract:

Loading...

criminality, cryptocurrency, information share, volatility, price discovery

5.

Bitcoin Futures - What Use are They?

Number of pages: 12 Posted: 27 Jun 2018
Dublin City University, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 418 (96,926)
Citation 29

Abstract:

Loading...

Cryptocurrencies, Futures markets, Volatility, Speculative Assets, Currencies, information shares

6.

What Is the Optimal Weight for Gold in a Portfolio?

Number of pages: 16 Posted: 18 Dec 2018
Brian M. Lucey, Maurice Peat and Samuel Vigne
Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 344 (120,037)
Citation 1

Abstract:

Loading...

Gold, portfolio formation, asset allocation

7.

Stylized Facts of Intraday Precious Metal Returns

Number of pages: 29 Posted: 02 Feb 2016
RMIT University, Trinity Business School, Trinity College Dublin, University of Southampton - Southampton Business School, The University of Sydney and ICMA Centre, Henley Business School
Downloads 217 (191,236)

Abstract:

Loading...

Precious metals; High-frequency; Intraday periodicity; Correlation; Gold; Silver; Platinum; Palladium

8.

Characteristic Liquidity, Systematic Liquidity and Expected Returns

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 43 Posted: 20 Aug 2011 Last Revised: 17 Aug 2014
Reza Bradrania and Maurice Peat
University of South Australia - UniSA Business School and The University of Sydney
Downloads 212 (195,464)

Abstract:

Loading...

Liquidity systematic risk, Liquidity characteristic, Asset pricing, Transaction costs

9.

The Information Content of Ratings: An Analysis of Australian CDS Spreads

Number of pages: 39 Posted: 15 Nov 2011
Jue Wang, Jiri Svec and Maurice Peat
University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 100 (354,008)

Abstract:

Loading...

Credit rating, Ratings changes, Credit default swaps, Event study, Market reaction, Emerging market

10.

Seasonality in Australian Residential Real Estate Prices

22nd Australasian Finance and Banking Conference 2009
Number of pages: 35 Posted: 23 Aug 2009 Last Revised: 09 Nov 2009
Danika J. Wright, Alex Frino and Maurice Peat
The University of Sydney - Discipline of Finance, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 100 (354,008)

Abstract:

Loading...

Real estate finance, seasonality, house price index

11.

A Structural Approach to Estimate Market-Assessed Sovereign Credit Risk

Number of pages: 35 Posted: 20 Aug 2012
Jue Wang, Jiri Svec and Maurice Peat
University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 97 (360,959)

Abstract:

Loading...

Sovereign credit risk, credit default swap, structural model

12.

Uncovering Long Term Relationships between Oil Prices and the Economy: A Time-Varying Cointegration Analysis

Leeds University Business School Working Paper No. 18-14, QMS Research Paper 2018/04
Number of pages: 29 Posted: 21 Sep 2018
University of Leeds - Faculty of Business, Queen's University Belfast - Queen's Management School, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 60 (472,374)
Citation 2

Abstract:

Loading...

Marcoeconomy, oil prices ,WTI Oil , Brent Oil, long-run

13.

Deteriorating Complexity in Gold Returns: Evidence from the Compass Rose

Number of pages: 18 Posted: 03 Mar 2017
RMIT University, Trinity Business School, Trinity College Dublin and The University of Sydney
Downloads 53 (499,983)

Abstract:

Loading...

N50, Q31, G38, G12

14.

Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns

International Review of Financial Analysis, Vol. 42, 2015
Number of pages: 42 Posted: 07 Dec 2021
Reza Bradrania, Maurice Peat and Stephen Satchell
University of South Australia - UniSA Business School, The University of Sydney and The University of Sydney
Downloads 34 (591,318)

Abstract:

Loading...

liquidity, asset pricing, idiosyncratic volatility, expected returns

15.

Why Don't Stress Tests Break Banks?

Number of pages: 28 Posted: 01 Jun 2016
The University of SydneyMacquarie University, Macquarie Business School, The University of Sydney and Australian Prudential Regulation Authority (APRA)
Downloads 34 (591,318)

Abstract:

Loading...

Commercial banks, Bank regulation, Stress testing, Capital Management, Residential mortgage

16.

First-Sale Bias and Age Effects: Do 'New' Properties Sell at a Premium?

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 20 Posted: 25 Aug 2008
Danika J. Wright, Alex Frino and Maurice Peat
The University of Sydney - Discipline of Finance, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 32 (602,694)

Abstract:

Loading...

Information asymmetry, housing market, matched sampling

17.

Liquidity and Expected Returns – Evidence from 1926-2008

International Review of Financial Analysis, 2013
Number of pages: 46 Posted: 24 Sep 2021 Last Revised: 16 Oct 2021
Reza Bradrania and Maurice Peat
University of South Australia - UniSA Business School and The University of Sydney
Downloads 18 (699,006)

Abstract:

Loading...

Liquidity, Asset pricing, Transaction costs, Effective spread

18.

Factors Affecting the Probability of Bankruptcy: A Managerial Decision Based Approach

Abacus, Vol. 43, No. 3, pp. 303-324, September 2007
Number of pages: 22 Posted: 17 Aug 2007
Maurice Peat
The University of Sydney
Downloads 13 (739,554)

Abstract:

Loading...

19.

Forecasting the Government Bond Term Structure in Australia

Australian Economic Papers, Vol. 55, Issue 2, pp. 99-111, 2016
Number of pages: 13 Posted: 03 Jun 2016
Rui Chen, Jiri Svec and Maurice Peat
Central University of Finance and Economics (CUFE), The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 0 (874,031)
Citation 1

Abstract:

Loading...

20.

The Information Content of Ratings: An Analysis of Australian Credit Default Swap Spreads

Abacus, Vol. 50, Issue 1, pp. 56-75, 2014
Number of pages: 20 Posted: 11 Mar 2014
Jue Wang, Jiri Svec and Maurice Peat
University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 0 (874,031)
Citation 1

Abstract:

Loading...

Credit default swaps, Credit ratings, Emerging market, Event study, Market reaction