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Les Coleman

Personal Details

First Name:Les
Middle Name:
Last Name:Coleman
Suffix:
RePEc Short-ID:pco244

Affiliation

Faculty of Business and Economics
University of Melbourne

Melbourne, Australia
http://fbe.unimelb.edu.au/

: +61 3 8344 7653
+61 3 8344 3647
University of Melbourne VIC 3010
RePEc:edi:femelau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Les Coleman & Adi Schnytzer, 2011. "Shorting the Bear: A Test of Anecdotal Evidence of Insider Trading in Early Stages of the Sub-Prime Market Crisis," Working Papers 2011-11, Bar-Ilan University, Department of Economics.

Articles

  1. Les Coleman, 2015. "Facing up to fund managers: An exploratory field study of how institutional investors make decisions," Qualitative Research in Financial Markets, Emerald Group Publishing, vol. 7(2), pages 111-135, May.
  2. Les Coleman, 2014. "Involuntary corporate finance: the dominance of history in decisions," Applied Economics, Taylor & Francis Journals, vol. 46(33), pages 4104-4115, November.
  3. Coleman, Les, 2012. "Explaining crude oil prices using fundamental measures," Energy Policy, Elsevier, vol. 40(C), pages 318-324.
  4. Les Coleman, 2012. "Testing equity market efficiency around terrorist attacks," Applied Economics, Taylor & Francis Journals, vol. 44(31), pages 4087-4099, November.
  5. Les Coleman, 2011. "An Exploratory Analysis of Factors Influencing Initial Market Response and Media Reports following Shock Corporate Events," The Financial Review, Eastern Finance Association, vol. 46(2), pages 313-336, May.
  6. Taylor, Dominic & Coleman, Les, 2011. "Price determinants of Aboriginal art, and its role as an alternative asset class," Journal of Banking & Finance, Elsevier, vol. 35(6), pages 1519-1529, June.
  7. Les Coleman, 2011. "Losses from Failure of Stakeholder Sensitive Processes: Financial Consequences for Large US Companies from Breakdowns in Product, Environmental, and Accounting Standards," Journal of Business Ethics, Springer, vol. 98(2), pages 247-258, January.
  8. Les Coleman & Krishnan Maheswaran & Sean Pinder, 2010. "Narratives in managers' corporate finance decisions," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 50(3), pages 605-633.
  9. Les Coleman, 2010. "The price gold shareholders place on market risks," Applied Financial Economics, Taylor & Francis Journals, vol. 20(10), pages 795-802.
  10. Les Coleman & Sean Pinder, 2010. "What were they thinking? Reports from interviews with senior finance executives in the lead-up to the GFC," Applied Financial Economics, Taylor & Francis Journals, vol. 20(1-2), pages 7-14.
  11. Les Coleman & Adi Schnytzer, 2008. "Shorting the Bear: A Test of Anecdotal Evidence of Insider Trading in Early Stages of the Sub-Prime Market Crisis," Journal of Prediction Markets, University of Buckingham Press, vol. 2(3), pages 61-69, December.
  12. Les Coleman, 2007. "Measurement of insider trading in wagering markets," Applied Financial Economics, Taylor & Francis Journals, vol. 17(5), pages 351-356.
  13. Les Coleman, 2007. "Just How Serious is Insider Trading? An Evaluation using Thoroughbred Wagering Markets," Journal of Gambling Business and Economics, University of Buckingham Press, vol. 1(1), pages 31-55, February.
  14. Les Coleman, 2007. "Risk and decision making by finance executives: a survey study," International Journal of Managerial Finance, Emerald Group Publishing, vol. 3(1), pages 108-124, January.
  15. Les Coleman, 2005. "Why explore for oil when it is cheaper to buy?," Applied Economics Letters, Taylor & Francis Journals, vol. 12(8), pages 493-497.
  16. Les Coleman, 2004. "New light on the longshot bias," Applied Economics, Taylor & Francis Journals, vol. 36(4), pages 315-326.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Coleman, Les, 2012. "Explaining crude oil prices using fundamental measures," Energy Policy, Elsevier, vol. 40(C), pages 318-324.

    Cited by:

    1. Deeney, Peter & Cummins, Mark & Dowling, Michael & Bermingham, Adam, 2015. "Sentiment in oil markets," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 179-185.
    2. Chen, Hao & Liao, Hua & Tang, Bao-Jun & Wei, Yi-Ming, 2016. "Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models," Energy Economics, Elsevier, vol. 57(C), pages 42-49.
    3. Huang, Shupei & An, Haizhong & Wen, Shaobo & An, Feng, 2017. "Revisiting driving factors of oil price shocks across time scales," Energy, Elsevier, vol. 139(C), pages 617-629.
    4. Julien Chevallier & Benoît Sévi, 2013. "A Fear Index to Predict Oil Futures Returns," Working Papers 2013.62, Fondazione Eni Enrico Mattei.
    5. Fabian Lutzenberger & Benedikt Gleich & Herbert G. Mayer & Christian Stepanek & Andreas W. Rathgeber, 2017. "Metals: resources or financial assets? A multivariate cross-sectional analysis," Empirical Economics, Springer, vol. 53(3), pages 927-958, November.
    6. Su, Chi-Wei & Li, Zheng-Zheng & Chang, Hsu-Ling & Lobonţ, Oana-Ramona, 2017. "When Will Occur the Crude Oil Bubbles?," Energy Policy, Elsevier, vol. 102(C), pages 1-6.
    7. Ji, Qiang & Guo, Jian-Feng, 2015. "Oil price volatility and oil-related events: An Internet concern study perspective," Applied Energy, Elsevier, pages 256-264.
    8. Zhang, Yue-Jun & Wang, Jing, 2015. "Exploring the WTI crude oil price bubble process using the Markov regime switching model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 421(C), pages 377-387.
    9. Miao, Hong & Ramchander, Sanjay & Wang, Tianyang & Yang, Dongxiao, 2017. "Influential factors in crude oil price forecasting," Energy Economics, Elsevier, vol. 68(C), pages 77-88.
    10. Ding Du & Xiaobing Zhao, 2017. "Financial investor sentiment and the boom/bust in oil prices during 2003–2008," Review of Quantitative Finance and Accounting, Springer, vol. 48(2), pages 331-361, February.
    11. Wang, Minggang & Chen, Ying & Tian, Lixin & Jiang, Shumin & Tian, Zihao & Du, Ruijin, 2016. "Fluctuation behavior analysis of international crude oil and gasoline price based on complex network perspective," Applied Energy, Elsevier, pages 109-127.
    12. Chalvatzis, Konstantinos J. & Ioannidis, Alexis, 2017. "Energy supply security in the EU: Benchmarking diversity and dependence of primary energy," Applied Energy, Elsevier, pages 465-476.
    13. Ftiti, Zied & Fatnassi, Ibrahim & Tiwari, Aviral Kumar, 2016. "Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets," Finance Research Letters, Elsevier, vol. 17(C), pages 33-40.

  2. Les Coleman, 2012. "Testing equity market efficiency around terrorist attacks," Applied Economics, Taylor & Francis Journals, vol. 44(31), pages 4087-4099, November.

    Cited by:

    1. Hudson, Robert & Urquhart, Andrew, 2015. "War and stock markets: The effect of World War Two on the British stock market," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 166-177.

  3. Les Coleman, 2011. "An Exploratory Analysis of Factors Influencing Initial Market Response and Media Reports following Shock Corporate Events," The Financial Review, Eastern Finance Association, vol. 46(2), pages 313-336, May.

    Cited by:

    1. Choi, Darwin & Hui, Sam K., 2014. "The role of surprise: Understanding overreaction and underreaction to unanticipated events using in-play soccer betting market," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 614-629.

  4. Taylor, Dominic & Coleman, Les, 2011. "Price determinants of Aboriginal art, and its role as an alternative asset class," Journal of Banking & Finance, Elsevier, vol. 35(6), pages 1519-1529, June.

    Cited by:

    1. Roman Kraussl & Arthur Korteweg & Patrick Verwijmeren, 2013. "Does it Pay to Invest in Art? A Selection-corrected Returns Perspective," LSF Research Working Paper Series 13-7, Luxembourg School of Finance, University of Luxembourg.
    2. Park, Heungju & Ju, Lan & Liang, Tianyu & Tu, Zhiyong, 2017. "Horizon analysis of art investments: Evidence from the Chinese market," Pacific-Basin Finance Journal, Elsevier, vol. 41(C), pages 17-25.
    3. Kateryna Anatoliyevna Kopyl & John Byong-Tek Lee, 2016. "How safe are the safe haven assets?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(4), pages 453-482, November.

  5. Les Coleman, 2011. "Losses from Failure of Stakeholder Sensitive Processes: Financial Consequences for Large US Companies from Breakdowns in Product, Environmental, and Accounting Standards," Journal of Business Ethics, Springer, vol. 98(2), pages 247-258, January.

    Cited by:

    1. Jose Lopez-De-Pedro & Eva Rimbau-Gilabert, 2012. "Stakeholder Approach: What Effects Should We Take into Account in Contemporary Societies?," Journal of Business Ethics, Springer, vol. 107(2), pages 147-158, May.

  6. Les Coleman & Krishnan Maheswaran & Sean Pinder, 2010. "Narratives in managers' corporate finance decisions," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 50(3), pages 605-633.

    Cited by:

    1. Christine Brown & John Handley & James O'Day, 2015. "The Dividend Substitution Hypothesis: Australian Evidence," Abacus, Accounting Foundation, University of Sydney, vol. 51(1), pages 37-62, March.
    2. Manapon Limkriangkrai & SzeKee Koh & Robert B. Durand, 2017. "Environmental, Social, and Governance (ESG) Profiles, Stock Returns, and Financial Policy: Australian Evidence," International Review of Finance, International Review of Finance Ltd., vol. 17(3), pages 461-471, September.

  7. Les Coleman, 2010. "The price gold shareholders place on market risks," Applied Financial Economics, Taylor & Francis Journals, vol. 20(10), pages 795-802.

    Cited by:

    1. Dirk G Baur, 2012. "An Empirical Analysis of Australian Gold Mining Firms," Working Paper Series 171, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    2. Baur, Dirk G., 2014. "Gold mining companies and the price of gold," Review of Financial Economics, Elsevier, vol. 23(4), pages 174-181.

  8. Les Coleman & Sean Pinder, 2010. "What were they thinking? Reports from interviews with senior finance executives in the lead-up to the GFC," Applied Financial Economics, Taylor & Francis Journals, vol. 20(1-2), pages 7-14.

    Cited by:

    1. Argandoña, Antonio, 2012. "Three ethical dimensions of the financial crisis," IESE Research Papers D/944, IESE Business School.
    2. Helena Liu, 2017. "The Masculinisation of Ethical Leadership Dis/embodiment," Journal of Business Ethics, Springer, vol. 144(2), pages 263-278, August.
    3. Lunn, Pete, 2011. "The Role of Decision-Making Biases in Ireland's Banking Crisis," Papers WP389, Economic and Social Research Institute (ESRI).

  9. Les Coleman, 2007. "Just How Serious is Insider Trading? An Evaluation using Thoroughbred Wagering Markets," Journal of Gambling Business and Economics, University of Buckingham Press, vol. 1(1), pages 31-55, February.

    Cited by:

    1. Glenn Boyle, 2008. "Do Financial Incentives Affect The Quality of Expert Performance? Evidence from the Racetrack," Journal of Gambling Business and Economics, University of Buckingham Press, vol. 2(2), pages 43-59, September.
    2. Les Coleman & Adi Schnytzer, 2008. "Shorting the Bear: A Test of Anecdotal Evidence of Insider Trading in Early Stages of the Sub-Prime Market Crisis," Journal of Prediction Markets, University of Buckingham Press, vol. 2(3), pages 61-69, December.
    3. Adi Schnytzer & Avichai Snir, 2011. "Herding in Imperfect Betting Markets with Inside Traders," Working Papers 2011-08, Bar-Ilan University, Department of Economics.

  10. Les Coleman, 2007. "Risk and decision making by finance executives: a survey study," International Journal of Managerial Finance, Emerald Group Publishing, vol. 3(1), pages 108-124, January.

    Cited by:

    1. Mendes-da-Silva, Wesley & Saito, Richard, 2014. "Listagem em bolsa induz sofisticação do orçamento de capital," RAE - Revista de Administração de Empresas, FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil), vol. 54(5), September.
    2. Beber, Alessandro & Fabbri, Daniela, 2012. "Who times the foreign exchange market? Corporate speculation and CEO characteristics," Journal of Corporate Finance, Elsevier, vol. 18(5), pages 1065-1087.

  11. Les Coleman, 2005. "Why explore for oil when it is cheaper to buy?," Applied Economics Letters, Taylor & Francis Journals, vol. 12(8), pages 493-497.

    Cited by:

    1. Sabet, Amir H. & Heaney, Richard, 2016. "An event study analysis of oil and gas firm acreage and reserve acquisitions," Energy Economics, Elsevier, vol. 57(C), pages 215-227.
    2. Sabet, Amir H. & Heaney, Richard, 2015. "Bid-ask spread, information asymmetry and acquisition of oil and gas assets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 37(C), pages 77-84.

  12. Les Coleman, 2004. "New light on the longshot bias," Applied Economics, Taylor & Francis Journals, vol. 36(4), pages 315-326.

    Cited by:

    1. Maschke Mario & Schmidt Ulrich, 2011. "Das Wettmonopol in Deutschland: Status quo und Reformansätze," Zeitschrift für Wirtschaftspolitik, De Gruyter, vol. 60(1), pages 110-124, April.
    2. Page, Lionel, 2009. "Is there an optimistic bias on betting markets?," Economics Letters, Elsevier, vol. 102(2), pages 70-72, February.
    3. Bruce, A.C. & Johnson, J.E.V. & Peirson, J., 2012. "Recreational versus professional bettors: Performance differences and efficiency implications," Economics Letters, Elsevier, vol. 114(2), pages 172-174.
    4. Martin Kukuk & Stefan Winter, 2008. "An Alternative Explanation of the Favorite-Longshot Bias," Journal of Gambling Business and Economics, University of Buckingham Press, vol. 2(2), pages 79-96, September.
    5. Smith, Michael A. & Vaughan Williams, Leighton, 2010. "Forecasting horse race outcomes: New evidence on odds bias in UK betting markets," International Journal of Forecasting, Elsevier, vol. 26(3), pages 543-550, July.
    6. Les Coleman, 2007. "Just How Serious is Insider Trading? An Evaluation using Thoroughbred Wagering Markets," Journal of Gambling Business and Economics, University of Buckingham Press, vol. 1(1), pages 31-55, February.
    7. Jinook Jeong & Jee Young Kim & Yoon Jae Ro, 2017. "On the Efficiency of Racetrack Betting Market: A New Test for the Favorite-Longshot Bias," Working papers 2017rwp-106, Yonsei University, Yonsei Economics Research Institute.
    8. Lionel Page & Robert T. Clemen, 2013. "Do Prediction Markets Produce Well‐Calibrated Probability Forecasts?-super-," Economic Journal, Royal Economic Society, vol. 123(568), pages 491-513, May.
    9. Les Coleman, 2005. "Why explore for oil when it is cheaper to buy?," Applied Economics Letters, Taylor & Francis Journals, vol. 12(8), pages 493-497.
    10. John Peirson & Michael A. Smith, 2010. "Symposium Expert Analysis and Insider Information in Horse Race Betting: Regulating Informed Market Behavior," Southern Economic Journal, Southern Economic Association, vol. 76(4), pages 976-992, April.
    11. Stefan Winter & Martin Kukuk, 2008. "Do horses like vodka and sponging? - On market manipulation and the favourite-longshot bias," Applied Economics, Taylor & Francis Journals, vol. 40(1), pages 75-87.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MST: Market Microstructure (1) 2011-06-11

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