ORCID Profile
0000-0002-4796-5024
Current Organisations
Curtin University
,
University of Manchester
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Publisher: Elsevier BV
Date: 06-2009
Publisher: Elsevier BV
Date: 05-2020
Publisher: Elsevier BV
Date: 2013
Publisher: EDP Sciences
Date: 2017
Publisher: Springer Science and Business Media LLC
Date: 07-2019
Publisher: American Physical Society (APS)
Date: 02-10-2020
Publisher: Elsevier BV
Date: 07-2015
Publisher: Springer Science and Business Media LLC
Date: 2019
Publisher: Wiley
Date: 06-2011
Publisher: Infopro Digital Services Limited
Date: 06-2010
Publisher: EDP Sciences
Date: 2017
Publisher: Wiley
Date: 20-09-2016
DOI: 10.1111/IRFI.12102
Publisher: EDP Sciences
Date: 2017
Publisher: Wiley
Date: 19-09-2016
DOI: 10.1111/IRFI.12101
Publisher: Public Library of Science (PLoS)
Date: 23-09-2021
DOI: 10.1371/JOURNAL.PONE.0255038
Abstract: We present an experimental protocol to examine the relationship between exogenously induced stress and confidence in a setting applicable to financial markets. Confidence will be measured by a prediction interval for a one period ahead price forecast, based on a series of 100 previous prices narrower (wider) prediction intervals will be indicative of greater (lower) confidence. Stress will be induced using the Cold Pressor Arm Wrap, a variation of the Cold Pressor Test. Risk attitudes, and personality traits are also considered as mediating factors.
Publisher: Elsevier BV
Date: 09-2016
Publisher: Elsevier BV
Date: 03-2019
Publisher: Informa UK Limited
Date: 08-2011
Publisher: Elsevier BV
Date: 12-2016
Publisher: Elsevier BV
Date: 08-2015
Publisher: IOP Publishing
Date: 10-2020
DOI: 10.1088/1742-6596/1668/1/012013
Abstract: The idea of slow-neutron capture nucleosynthesis formulated in 1957 triggered a tremendous experimental effort in different laboratories worldwide to measure the relevant nuclear physics input quantities, namely (n, γ) cross sections over the stellar temperature range (from few eV up to several hundred keV) for most of the isotopes involved from Fe up to Bi. A brief historical review focused on total energy detectors will be presented to illustrate how advances in instrumentation have led to the assessment of new aspects of s-process nucleosynthesis and to the progressive refinement of stellar models. A summary will be presented on current efforts to develop new detection concepts, such as the Total-Energy Detector with γ-ray imaging capability (i-TED). The latter is based on the simultaneous combination of Compton imaging with neutron time-of-flight (TOF) techniques, in order to achieve a superior level of sensitivity and selectivity in the measurement of stellar neutron capture rates.
Publisher: Elsevier BV
Date: 02-2022
Publisher: Informa UK Limited
Date: 2005
Publisher: Informa UK Limited
Date: 09-2004
Publisher: Informa UK Limited
Date: 04-2013
Publisher: Emerald
Date: 25-11-2013
Abstract: – The purpose of this paper is to systematically profile investors’ personality traits to examine if, and how, those traits are associated with phenomena observed in financial markets. In particular, the paper looks at overconfidence and overreaction in an experimental foreign exchange market. – The paper measures the personality of the subjects using the short form of the NEO-PIR instrument, the NEO-FFI developed by Costa and McRae (1992) which is based on Norman's (1963) “Big Five” personality constructs of negative emotion, extraversion, openness to experience, agreeableness and conscientiousness . The paper measures psychological gender using questions developed by Bem (1994). Preference for innovation and risk-taking propensity are measured using instruments developed by Jackson (1976). The paper then examines the behavior of the subject who traded interactively in “real time” in an interactive-simulated foreign exchange market where “price discovery” was instantaneous and pricing decisions were made instantaneously as items of news, determined by the researchers, were released. – The paper demonstrates that personality traits are associated with overconfidence and overreaction in financial markets. The paper presents meta-analysis which facilitates the development of a posteriori theories of how particular traits affect investment there are important roles for risk-taking propensity, negative emotion, extraversion, masculinity, preference for innovation and conscientiousness . – A typical behavioral finance paper might find an empirical regularity in prices and, on the basis of such patterns, infer the underlying psychology motivating the behavior of investors. The approach differs from this caricature of the “typical” behavioral finance paper. The paper does not infer the underlying psychology of investors from patterns in prices. Rather, the paper learns about investors by systematically profiling their personality traits. The paper then demonstrates how those traits are associated with the prices generated by the investors the authors study. In focussing on the role of in idual personality, the paper refocusses behavioral finance on the in iduals who set prices.
Publisher: Informa UK Limited
Date: 03-2009
Publisher: Informa UK Limited
Date: 25-03-2009
Publisher: EDP Sciences
Date: 2017
Publisher: EDP Sciences
Date: 2017
Publisher: Elsevier BV
Date: 09-2004
Publisher: Elsevier BV
Date: 09-2021
Publisher: Springer Science and Business Media LLC
Date: 10-2017
Publisher: Elsevier BV
Date: 12-2020
Publisher: American Physical Society (APS)
Date: 24-07-2018
Publisher: Elsevier BV
Date: 12-2006
Publisher: EDP Sciences
Date: 2017
Publisher: SAGE Publications
Date: 12-2001
DOI: 10.1177/031289620102600203
Abstract: This paper extends prior research by jointly incorporating market indices, interest rates (both short- and long-term) and spot cross exchange rates, to investigate the relationship among seven Pacific-Rim (Australia, Hong Kong, South Korea, Malaysia, Singapore, Taiwan and Thailand) markets, to changes in financial variables in the US and Japan, We find that the US stock market Granger-caused movements in all the markets being considered and that the Japanese stock market had a significant effect in half of the markets included in the study. Other financial variables play no, or little, part in influencing the markets being studied.
Publisher: Elsevier BV
Date: 2014
Publisher: EDP Sciences
Date: 2017
Publisher: Informa UK Limited
Date: 03-2008
Publisher: EDP Sciences
Date: 2017
Publisher: Informa UK Limited
Date: 22-02-2019
Publisher: Wiley
Date: 12-10-2006
Publisher: Wiley
Date: 09-03-2015
DOI: 10.1111/ACFI.12097
Publisher: Informa UK Limited
Date: 09-2004
Publisher: Elsevier BV
Date: 07-2003
Publisher: IOP Publishing
Date: 10-2020
DOI: 10.1088/1742-6596/1668/1/012005
Abstract: Neutron capture cross sections are one of the fundamental nuclear data in the study of the s (slow) process of nucleosynthesis. More interestingly, the competition between the capture and the decay rates in some unstable nuclei determines the local isotopic abundance pattern. Since decay rates are often sensible to temperature and electron density, the study of the nuclear properties of these nuclei can provide valuable constraints to the physical magnitudes of the nucleosynthesis stellar environment. Here we report on the capture cross section measurement of two thallium isotopes, 204 Tl and 205 Tl performed by the time-of-flight technique at the n TOF facility at CERN. At some particular stellar s-process environments, the decay of both nuclei is strongly enhanced, and determines decisively the abundance of two s-only isotopes of lead, 204 Pb and 205 Pb. The latter, as a long-lived radioactive nucleus, has potential use as a chronometer of the last s-process events that contributed to final solar isotopic abundances.
Publisher: EDP Sciences
Date: 2017
Publisher: IOP Publishing
Date: 10-2020
DOI: 10.1088/1742-6596/1668/1/012001
Abstract: Radiative neutron capture cross section measurements are of fundamental importance for the study of the slow neutron capture (s-) process of nucleosynthesis. This mechanism is responsible for the formation of most elements heavier than iron in the Universe. Particularly relevant are branching nuclei along the s-process path, which are sensitive to the physical conditions of the stellar environment. One such ex le is the branching at 79 Se (3.27 × 10 5 y), which shows a thermally dependent β -decay rate. However, an astrophysically consistent interpretation requires also the knowledge of the closest neighbour isotopes involved. In particular, the 80 Se(n, γ ) cross section directly affects the stellar yield of the “cold” branch leading to the formation of the s -only 82 Kr. Experimentally, there exists only one previous measurement on 80 Se using the time of flight (TOF) technique. However, the latter suffers from some limitations that are described in this presentation. These drawbacks have been significantly improved in a recent measurement at CERN n TOF. This contribution presents a summary of the latter measurement and the status of the data analysis.
Publisher: Informa UK Limited
Date: 09-12-2008
Publisher: Now Publishers
Date: 2022
DOI: 10.1561/104.00000123
Publisher: Emerald
Date: 19-06-2020
Abstract: The purpose of this paper is to examine the relationship between psychopathy and its underlying traits and financial risk and time preferences. The authors measure risk and time preferences using both the cumulative prospect theory and quasi-hyperbolic time discounting in a s le of business majors. The Psychopathic Personality Inventory – Revised test is then used to measure the global psychopathy and eight primary and two secondary traits of the s le of business majors. The measures of psychopathy are used as explanatory variables to model variation in subjects’ time and risk preferences. The authors find that the overall score on the continuum of psychopathy is positively related to the linearity of the cumulative prospective utility function. A breakdown of psychopathy into its secondary and primary traits shows a more complex relation. For ex le, the secondary trait of self-centered impulsivity is statistically significant in models of financial risk preference determinants under the cumulative prospect theory. The authors find that the primary traits of self-centered impulsivity and stress immunity are related to a higher time preference discount rate under quasi-hyperbolic time preferences. This paper adds to the literature on personality and financial decisions and highlights the importance of psychopathy in finance.
Publisher: Elsevier BV
Date: 09-2011
Publisher: Wiley
Date: 07-2004
Publisher: Elsevier BV
Date: 03-2019
Publisher: Springer Science and Business Media LLC
Date: 04-1970
Publisher: Elsevier BV
Date: 05-2023
Publisher: Elsevier BV
Date: 12-2014
Publisher: American Physical Society (APS)
Date: 03-10-2016
Publisher: Elsevier BV
Date: 04-2018
Publisher: Emerald
Date: 08-06-2015
Abstract: – The purpose of this paper is to investigate a unique s le of lottery-like stocks and contextualize their short-run price behavior with respect to behavioral principles. – The authors conduct a short-run event-study of the abnormal returns for stock market investments in Australian small-cap oil and gas (O & G) explorers centered on the drilling commencement (spudding) of 157 wildcat oil or gas wells drilled between January 2000 and June 2010. – Small-cap stock market investments associated with newly spudded wildcat O & G wells are negative NPV gambles rather than fair (zero NPV) investments. Once a wildcat well is spudded, the 30-day expected abnormal return is 6-8 percent: wealth-maximizing stockholders are advised to sell upon news of spudding, but gamblers may wish to hold on for the chance of a 10.6 percent 30-day average abnormal return (if the well is not plugged and abandoned). In the lead-up to each gamble the authors observe a significant pre-spudding stock price run-up on average, perhaps indicative of positively affected investors aroused by an easily imagined successful wildcat gusher as per evidence on the influence of image and affect on investors’ decisions (MacGregor et al. , 2000 Loewenstein et al. , 2001 Rottenstreich and Hsee, 2001 Peterson, 2002). – The wildcat drilling events considered in this paper are lottery-like by nature, and spudding represents the distinct moment when the gamble is unambiguously on, following shortly on from which investors either strike it lucky or strike out. The specifically small-cap wildcatters are typically heavily vested in one well at a time, therefore the s le stocks are uniquely lottery like. This differs from other studies which infer the lottery-like nature of their s le stocks from characteristics such as price and idiosyncratic volatility.
Publisher: Elsevier BV
Date: 12-2014
Publisher: Wiley
Date: 17-06-2015
DOI: 10.1111/ACFI.12148
Publisher: Elsevier BV
Date: 08-2016
Publisher: Informa UK Limited
Date: 04-02-2019
Publisher: Elsevier BV
Date: 03-2011
Publisher: Springer International Publishing
Date: 2019
Publisher: Infopro Digital Services Limited
Date: 06-2005
Publisher: Elsevier BV
Date: 12-2017
Publisher: Pageant Media US
Date: 30-04-2010
Publisher: Elsevier BV
Date: 09-2023
Publisher: SAGE Publications
Date: 12-2006
DOI: 10.1177/031289620603100209
Abstract: Our note examines the momentum effect in Australia using the J-month/K-month methodology of Jegadeesh and Titman (1993, 2001). Our s le consists of stocks listed on the Australian stock exchange from January 1980 to December 2001. We do not find evidence for a momentum effect in Australia during this period. Rather, we find evidence of significantly positive returns for ‘loser’ portfolios in July-the first month of the Australian financial year.
Publisher: American Physical Society (APS)
Date: 17-10-2019
Publisher: Elsevier BV
Date: 07-2003
Publisher: EDP Sciences
Date: 2017
Publisher: EDP Sciences
Date: 2018
DOI: 10.1051/EPJCONF/201718402005
Abstract: The slow neutron capture process (s-process) is responsible for producing about half of the elemental abundances heavier than iron in the universe. Neutron capture cross sections on stable isotopes are a key nuclear physics input for s-process studies. The 72 Ge( n, γ ) cross section has an important influence on production of isotopes between Ge and Zr during s-process in massive stars and therefore experimental data are urgently required. 72 Ge( n, γ ) was measured at the neutron time-of-flight facility n_TOF (CERN) for the first time at stellar energies. The measurement was performed using an enriched 72 GeO 2 s le at a flight path of 185m with a set of liquid scintillation detectors (C 6 D 6 ). The motivation, experiment and current status of the data analysis are reported.
Publisher: SAGE Publications
Date: 12-2006
DOI: 10.1177/031289620603100209
Abstract: Our note examines the momentum effect in Australia using the J-month/K-month methodology of Jegadeesh and Titman (1993, 2001). Our s le consists of stocks listed on the Australian stock exchange from January 1980 to December 2001. We do not find evidence for a momentum effect in Australia during this period. Rather, we find evidence of significantly positive returns for ‘loser’ portfolios in July-the first month of the Australian financial year.
Publisher: Elsevier BV
Date: 11-2015
Publisher: Springer International Publishing
Date: 2019
Publisher: Springer International Publishing
Date: 2019
Publisher: Elsevier BV
Date: 06-2005
Publisher: Elsevier BV
Date: 2008
Publisher: EDP Sciences
Date: 2017
Publisher: Elsevier BV
Date: 2011
Publisher: Wiley
Date: 24-05-2010
Publisher: American Physical Society (APS)
Date: 16-05-2006
Publisher: SAGE Publications
Date: 17-02-2014
Abstract: Our study considers whether ethical investments are also good investments. In contrast with previous studies, we utilize long-run event study methodology to examine abnormal returns associated with firms being included in, and dropped from, the MSCI KLD400 Social Index (MSCI KLD400). We find that there are positive and statistically significant long-run abnormal returns for firms being included in the MSCI KLD400. These abnormal returns are associated with higher shareholdings by institutional investors (who are subject to higher public scrutiny), higher analyst coverage and higher growth opportunities.
Publisher: American Physical Society (APS)
Date: 21-07-2020
Publisher: Elsevier BV
Date: 09-2007
Publisher: Springer International Publishing
Date: 2019
Publisher: American Physical Society (APS)
Date: 06-02-2018
Publisher: Elsevier BV
Date: 04-2013
Location: United Kingdom of Great Britain and Northern Ireland
Location: United Kingdom of Great Britain and Northern Ireland
No related grants have been discovered for Robert Durand.