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John Andrew Anderson

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This is information that was supplied by John Anderson in registering through RePEc. If you are John Andrew Anderson , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: John
Middle Name: Andrew
Last Name: Anderson
Suffix:

RePEc Short-ID: pan401

Email:
Homepage: http://www.une.edu.au/staff/John.And.php
Postal Address:
Phone:

Affiliation

(50%) Faculty of Economics, Business and Law
University of New England
Location: Armidale, Australia
Homepage: http://www.une.edu.au/febl/
Email:
Phone: (02)6773 2735
Fax: (02)6773 3205
Postal: Armidale NSW 2352
Handle: RePEc:edi:feuneau (more details at EDIRC)
(50%) School of Economics
Faculty of Economics, Business and Law
University of New England
Location: Armidale, Australia
Homepage: http://www.une.edu.au/economics/
Email:
Phone: (067) 73 2432
Fax: (067) 73 3596
Postal: ARMIDALE NSW 2351
Handle: RePEc:edi:deuneau (more details at EDIRC)

Works

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Working papers

  1. John Anderson & Robert W Faff, 2003. "Optimal f and Portfolio Return Optimisation in US Futures Markets," School of Economics and Finance Discussion Papers and Working Papers Series 133, School of Economics and Finance, Queensland University of Technology.
  2. John Anderson, 2003. "A Test of Weak-Form Market Efficiency in Australian Bank Bill Futures Calendar Spreads," School of Economics and Finance Discussion Papers and Working Papers Series 134, School of Economics and Finance, Queensland University of Technology.

Articles

  1. Anderson, John A. & Faff, Robert W., 2008. "Point and Figure charting: A computational methodology and trading rule performance in the S&P 500 futures market," International Review of Financial Analysis, Elsevier, vol. 17(1), pages 198-217.
  2. John A. Anderson & Steven Li, 2007. "Calendar Spread Trading and the Efficiency of Australian Bank Accepted Bill Futures Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 157-172.
  3. John Anderson & Robert Faff, 2005. "Profitability of Trading Rules in Futures Markets," Accounting Research Journal, Emerald Group Publishing, vol. 18(2), pages 83-92, September.
  4. John Anderson & Robert Faff, 2004. "Maximizing futures returns using fixed fraction asset allocation," Applied Financial Economics, Taylor & Francis Journals, vol. 14(15), pages 1067-1073.

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