Working Papers

“Capital Flight: Evidence from the Bitcoin Blockchain”, with M. Hu. and T.J. Putniņš.

Market Impacts and Unintended Consequences of Housing Assistance Policies with Price Threshold”, with S. Agarwal and M. Hu. SSRN Link: https://papers.ssrn.com/abstract=3665154 


Other Publications

“Bitcoin: Currency or Investment?” for Submission to the Senate Economics References Committee Inquiry into Digital Currency, 2015, with D. Baur and K. Hong. Cited in Section 5.59 of The Australian Federal Government Senate Economics References Committee Report on Digital currencies

“Chinese Demand for Sydney ResidentialProperty 2000Q1 to 2011Q2” for Submission to the House of Representatives Standing Committee on Economics on the “Inquiry into Foreign Investment inResidential Real Estate", 2014, with L. Casavecchia. 

“Optimal  Portfolio  Disclosure The  Future  of  Investment  Management  Reporting  for Superannuation in Australia” for Submission to the Treasury on “Better Regulation and Governance, Enhanced Transparency and Improved Competition in Superannuation”, 2014, with Z. Chen and D R. Gallagher. Available here: http://www.cifr.edu.au/assets/document/Treasury%20Submission%20-%20Portfolio%20Disclosure.pdf

“Analysis of ASX Cum Dividend Trading in the Ex Dividend Period 2003-2013” for Submission to the Treasury on “Preventing Dividend Washing”, 2013, with Co-authored with A. Ainsworth, G. Partington and T. Walter. Available here: http://www.treasury.gov.au/~/media/Treasury/Consultations%20and%20Reviews/2013/Dividend%20Washing/Submissions/PDF/Finance_Discipline_Group.ashx

“Too fast, too furious? Making sense of high-frequency trading”, 2013, Co-authored with K. Hong. Available here: https://theconversation.com/too-fast-too-furious-making-sense-of-high-frequency-trading-14667