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

  • The University of Sydney

SCHOLARLY PAPERS

19

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SSRN CITATIONS
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Top 21,360

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32

CROSSREF CITATIONS

14

Scholarly Papers (19)

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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 1,491 (14,521)
Citation 8

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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
Andrew Urquhart, Jonathan A. Batten, Brian M. Lucey, Frank McGroarty and Maurice Peat
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 794 (36,583)

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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
Jonathan A. Batten, Brian M. Lucey and Maurice Peat
RMIT University, Trinity Business School, Trinity College Dublin and The University of Sydney
Downloads 655 (47,581)

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Manipulation, Gold, silver, price suppression

4.

Bitcoin Futures - What Use are They?

Number of pages: 12 Posted: 27 Jun 2018
Shaen Corbet, Brian M. Lucey, Maurice Peat and Samuel Vigne
Dublin City University, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 356 (100,156)
Citation 29

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

5.

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 300 (120,847)
Citation 1

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Gold, portfolio formation, asset allocation

6.

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

Number of pages: 57 Posted: 31 May 2019
Shaen Corbet, Douglas J. Cumming, Brian M. Lucey, Maurice Peat and Samuel Vigne
Dublin City University, Florida Atlantic University, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 246 (148,173)
Citation 3

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criminality, cryptocurrency, information share, volatility, price discovery

7.

Stylized Facts of Intraday Precious Metal Returns

Number of pages: 29 Posted: 02 Feb 2016
Jonathan A. Batten, Brian M. Lucey, Frank McGroarty, Maurice Peat and Andrew Urquhart
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 208 (173,920)

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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 207 (174,697)

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

9.

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 96 (320,490)

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Real estate finance, seasonality, house price index

10.

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 95 (322,653)

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

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 89 (336,140)

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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
Fabian Gogolin, Fearghal Kearney, Brian M. Lucey, Maurice Peat and Samuel Vigne
University of Leeds - Leeds University Business School (LUBS), Queen's Management School, Trinity Business School, Trinity College Dublin, The University of Sydney and Trinity College (Dublin) - Trinity Business School
Downloads 54 (439,764)
Citation 2

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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
Jonathan A. Batten, Brian M. Lucey and Maurice Peat
RMIT University, Trinity Business School, Trinity College Dublin and The University of Sydney
Downloads 51 (450,874)

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N50, Q31, G38, G12

14.

Why Don't Stress Tests Break Banks?

Number of pages: 28 Posted: 01 Jun 2016
Kassim Jahn Durrani, Maurice Peat and Charles Littrell
Macquarie University, Macquarie Business School, The University of Sydney and Australian Prudential Regulation Authority (APRA)
Downloads 32 (536,164)

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

15.

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 28 (558,162)

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Information asymmetry, housing market, matched sampling

16.

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 12 (665,536)
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17.

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 (774,024)
Citation 1
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18.

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 (774,024)
Citation 1
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Credit default swaps, Credit ratings, Emerging market, Event study, Market reaction

19.

The Impact of Auctions on Residential Property Prices

Accounting & Finance, Vol. 52, Issue 3, pp. 815-830, 2012
Number of pages: 16 Posted: 09 Sep 2012
Alex Frino, Maurice Peat and Danika J. Wright
The University of Sydney - Discipline of Finance, The University of Sydney and The University of Sydney - Discipline of Finance
Downloads 0 (774,024)
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Housing markets, Auctions, Hedonic regression, Sample selection