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John Andrew Anderson

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
RePEc Short-ID:pan401
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  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.
  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, 2004. "Maximizing futures returns using fixed fraction asset allocation," Applied Financial Economics, Taylor & Francis Journals, vol. 14(15), pages 1067-1073.
    RePEc:eme:arjpps:v:18:y:2005:i:2:p:83-92 is not listed on IDEAS

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