Professor Bruce Vanstone
Head of Bangor Business School
- Article › Research › Peer-reviewed
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Estimation of a term structure model of carbon prices through state spaces methods: a pitch
Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 8 Feb 2021, In: Accounting Research Journal. 34, 1, p. 106-112Research output: Contribution to journal › Article › peer-review
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Financial Applications of Semidefinite Programming: A Review and Call for Interdisciplinary Research
Gepp, A., Harris, G. & Vanstone, B. J., 27 Sept 2019, In: Accounting and Finance .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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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 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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First steps in developing high-frequency trading models
Vanstone, B. J. & Hahn, T., 2015, In: The Journal of Trading. 10, 2, p. 54-71 18 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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Harnessing Investor Sentiment Using Big Data Analytics
Johnman, M., Gepp, A. & Vanstone, B. J., 2019, In: The Australasian Journal of Applied Finance. 2019, 3Research output: Contribution to journal › Article › peer-review
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Improving Mortality Models in the ICU with High-Frequency Data
Todd, J., Gepp, A., Richards, B. & Vanstone, B. J., 1 Sept 2019, In: International Journal of Medical Informatics. 129, p. 318-323 6 p.Research output: Contribution to journal › Article › peer-review
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Improving decision making in the management of hospital readmissions using modern survival analysis techniques
Todd, J., Gepp, A., Stern, S. & Vanstone, B., May 2022, In: Decision Support Systems. 156, 113747.Research output: Contribution to journal › Article › peer-review
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Industry momentum: an exchange‐traded funds approach
Vanstone, B. J., Hahn, T. & Earea, D., Sept 2021, In: Accounting and Finance . 61, 3, p. 4007-4024Research output: Contribution to journal › Article › peer-review
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Investigating Healthcare Contacts of Dialysis Patients by Age and Gender
Todd, J., Gepp, A., Vanstone, B. J. & Richards, B., 27 Feb 2019, In: BMC Health Services Research. 19, 1, p. 1-8 8 p.Research output: Contribution to journal › Article › peer-review
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Modelling momentum winner/loser asymmetry: the sources of winner and loser returns in the ASX200 and S&P500
Inglis, N., Vanstone, B. J. & Hahn, T., 1 Apr 2019, In: Accounting and Finance . 59, S1, p. 657-684 28 p.Research output: Contribution to journal › Article › peer-review
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Modernising operational risk management in financial institutions via data-driven causal factors analysis: A pre-registered report
Cornwell, N., Bilson, C., Gepp, A., Stern, S. & Vanstone, B., Feb 2023, In: Pacific-Basin Finance Journal. 77, 101906.Research output: Contribution to journal › Article › peer-review
- Published
Modernising operational risk management in financial institutions via data-driven causal factors analysis: A pre-registered study
Cornwell, N., Bilson, C., Gepp, A., Stern, S. & Vanstone, B., Jun 2023, In: Pacific-Basin Finance Journal. 79, 102011.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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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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News Media Analytics in Finance: A Survey
Marty, T., Vanstone, B. J. & Hahn, T., 1 Jun 2020, In: Accounting and Finance . 60, 2, p. 1385-1434 50 p.Research output: Contribution to journal › Article › peer-review
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Predicting FTSE 100 returns and volatility using sentiment analysis
Johnman, M., Vanstone, B. J. & Gepp, A., 1 Nov 2018, In: Accounting and Finance . 58, S1, p. 253-274 22 p.Research output: Contribution to journal › Article › peer-review
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Risk management in the Australian stock market using Artificial Neural Networks
Krollner, B., Vanstone, B. J. & Finnie, G., 2012, In: Australian Journal of Intelligent Information Processing Systems. 13, 2, p. 1-12 12 p.Research output: Contribution to journal › Article › peer-review
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Stockmarket trading using fundamental variables and neural networks
Vanstone, B. J., Finnie, G. & Hahn, T., 2010, In: Australian Journal of Intelligent Information Processing Systems. 11, 1, p. 41-47 7 p.Research output: Contribution to journal › Article › peer-review
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Text Mining and Automation for Processing of Patient Referrals
Todd, J., Richards, B., Vanstone, B. J. & Gepp, A., 28 Mar 2018, In: Applied Clinical Informatics. 9, 1, p. 232-237 6 p.Research output: Contribution to journal › Article › peer-review
- Published
The Role of Data Analytics within Operational Risk Management: A Systematic Review from the Financial Services and Energy Sectors
Cornwell, N., Bilson, C. M., Gepp, A., Stern, S. & Vanstone, B. J., Jan 2023, In: Journal of the Operational Research Society. 74, 1, p. 374-402Research output: Contribution to journal › Article › peer-review