Professor Bruce Vanstone
Head of Bangor Business School

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Momentum Investment Strategies
Vanstone, B. J., 24 Oct 2020.Research output: Contribution to conference › Paper › peer-review
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Do News and Sentiment play a role in Stock Price Prediction?
Vanstone, B. J., Gepp, A. & Harris, G., 1 Nov 2019, In: Applied Intelligence. 49, 11, p. 3815-3820 6 p.Research output: Contribution to journal › Article › peer-review
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Enhancing stockmarket trading performance with ANNs
Vanstone, B. & Finnie, G., 1 Sept 2010, In: Expert Systems with Applications. 37, 9, p. 6602-6610 9 p.Research output: Contribution to journal › Article › peer-review
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Fundamental investment research - do US results apply to Australian investors?
Vanstone, B. J. & Hahn, T., 2009, In: The Australasian Journal of Applied Finance. 4Research output: Contribution to journal › Article › peer-review
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Applying fundamental analysis and neural networks in the Australian Stockmarket
Vanstone, B. J., Finnie, G. & Tan, C., 2004, p. 206-211.Research output: Contribution to conference › Paper
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Australian momentum: Performance, capacity and the GFC effect
Vanstone, B. J. & Hahn, T., 1 Mar 2017, In: Accounting and Finance . 57, 1, p. 261-287 27 p.Research output: Contribution to journal › Article › peer-review
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Momentum investing and the GFC: The case of the S&P/ASX100
Vanstone, B. J. & Hahn, T., 2013, Proceedings of the 26th Australasian Finance and Banking Conference. Moshirian, F. (ed.). Australia: Australian School of Business, University of New South WalesResearch output: Chapter in Book/Report/Conference proceeding › Conference contribution
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Returns to selecting value stocks in Australia - The Aby filters
Vanstone, B. J., Hahn, T. & Finnie, G., 2009, Proceedings of The 22nd Australasian Finance and Banking Conference 2009. Social Science Research Network (SSRN), p. 1-6 6 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
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Do initial stop-losses stop losses?
Vanstone, B. J., 2008, In: The Australasian Journal of Applied Finance. 4, p. 5-8 4 p.Research output: Contribution to journal › Article › peer-review
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Momentum in Australia
Vanstone, B. J. & Hahn, T., 2019, In: The Australasian Journal of Applied Finance. 2019, 3, p. 17-22 6 p.Research output: Contribution to journal › Article › peer-review
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Creating short-term stockmarket trading strategies using artificial neural networks: A case study
Vanstone, B. & Hahn, T., 2008, WORLD CONGRESS ON ENGINEERING 2008, VOLS I-II. Ao, S., Gelman, L., Hukins, D., Hunter, A. & Korsunsky, A. (eds.). INT ASSOC ENGINEERS-IAENG, p. 80-84 5 p. (Lecture Notes in Engineering and Computer Science).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
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Enhancing security selection in the Australian Stockmarket using fundamental analysis and neural networks
Vanstone, B. J., Finnie, G. & Tan, C., 2004, International Conference on Artificial Intelligence and Soft Computing. del Pobil, A. P. (ed.). Canada: ACTA Press, p. 305-310 6 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
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The Effect of Sentiment on Stock Price Prediction
Vanstone, B. J., Gepp, A. & Harris, G., 30 May 2018, Recent Trends and Future Technology in Applied Intelligence - 31st International Conference on Industrial Engineering and Other Applications of Applied Intelligent Systems, IEA/AIE 2018, Proceedings. Mouhoub, M., Sadaoui, S., Ait Mahamed, O. & Ali, M. (eds.). Germany: Springer, p. 551-559 9 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).Research output: Chapter in Book/Report/Conference proceeding › Chapter
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Trading foreign currency using artificial neural network strategies
Vanstone, B. & Finnie, G., 2011, Proceedings of the International Conference on Neural Computation Theory and Applications. Madani, K. (ed.). Germany: Springer, p. 163-167 5 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
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Momentum returns to S&P/ASX 100 constituents
Vanstone, B., Hahn, T. & Finnie, G., 2012, In: The Australasian Journal of Applied Finance. 3, 3, p. 15-18 3 p.Research output: Contribution to journal › Article › peer-review
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Enhancing existing stockmarket trading strategies using artificial neural networks: A case study
Vanstone, B. & Finnie, G., 2008, Neural Information Processing - 14th International Conference, ICONIP 2007, Revised Selected Papers. PART 2 ed. Vol. 4985 LNCS. p. 478-487 10 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
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Do Wall Street fundamentals work in the ASX200?
Vanstone, B. J. & Agrawal, A., 2006, In: The Australasian Journal of Applied Finance. 4, p. 2-7 6 p.Research output: Contribution to journal › Article › peer-review
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A survey of the application of soft computing to investment and financial trading
Vanstone, B. J. & Tan, C., 2003, Proceedings of the Eighth Australian and New Zealand Intelligent Information Systems Conference (ANZIIS 2003). Lovell, B. C., Campbell, D. A., Fookes, C. B. & Maeder, A. J. (eds.). The Australian Pattern Recognition Society, p. 211-216 6 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
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Momentum Investment using ETFs for smoother volatility and enhanced returns
Vanstone, B. J., 27 Aug 2020, Australian Shareholders' Association.Research output: Other contribution
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Financial Literacy and Financial Decision-making: The mediating role of financial concerns
Xue, R., Gepp, A., O'Neill, T., Stern, S. & Vanstone, B. J., 1 Apr 2019.Research output: Contribution to conference › Paper
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Financial well-being amongst elderly Australians: The role of consumption patterns and financial literacy
Xue, R., Gepp, A., O'Neill, T., Stern, S. & Vanstone, B. J., 30 Sept 2019, In: Accounting and Finance .Research output: Contribution to journal › Article › peer-review
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Financial literacy amongst elderly Australians
Xue, R., Gepp, A., O'Neill, T., Stern, S. & Vanstone, B. J., 1 Apr 2019, In: Accounting and Finance . 59, S1, p. 887-918 32 p.Research output: Contribution to journal › Article › peer-review
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Financial Literacy and Financial Strategies: The mediating role of financial concerns
Xue, R., Gepp, A., O'Neill, T., Stern, S. & Vanstone, B. J., 1 Aug 2021, In: Australian Journal of Management. 46, 3, p. 437-465Research output: Contribution to journal › Article › peer-review
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Consumption pattern, financial literacy and financial well-being: the course of retirement
Xue, R., Gepp, A., Stern, S., O'Neill, T. & Vanstone, B. J., 1 Jul 2018.Research output: Contribution to conference › Paper
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The Financial Consequence of Integrity: Using Automated Fraud Detection for Investment
Yee, A., Gepp, A., Kumar, K. & Vanstone, B. J., 2018.Research output: Contribution to conference › Paper
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Detecting Financial Statement Fraud: An Alternative Evaluation of Automated Tools Using Portfolio Performance
Yee, A., Gepp, A., Kumar, K., Todd, J. & Vanstone, B., Jun 2024, In: Journal of Forensic and Investigative Accounting. 16, 1, 13 p.Research output: Contribution to journal › Article › peer-review