Photo of Bruce Vanstone
  • Bond University, Bond Business School

    4229 Gold Coast

    Australia

Accepting PhD Students

20032020

Research output per year

If you made any changes in Pure these will be visible here soon.

Research Output

Filter
Article
2020

A Unifying Model for Statistical Arbitrage: Model Assumptions and Empirical Failure

Stephenson, J., Vanstone, B. J. & Hahn, T., 4 Apr 2020, In : Computational Economics.

Research output: Contribution to journalArticleResearchpeer-review

Financial Literacy and Financial Strategies: The mediating role of financial concerns

Xue, R., Gepp, A., O'Neill, T., Stern, S. & Vanstone, B. J., 2 Aug 2020, In : Australian Journal of Management.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
24 Downloads (Pure)

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 journalArticleResearchpeer-review

2019

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 journalArticleResearchpeer-review

Open Access
File
2 Citations (Scopus)
28 Downloads (Pure)

Financial Applications of Semidefinite Programming: A Review and Call for Interdisciplinary Research

Gepp, A., Harris, G. & Vanstone, B. J., 27 Sep 2019, In : Accounting and Finance. 29 p.

Research output: Contribution to journalArticleResearchpeer-review

Financial literacy amongst elderly Australians

Xue, R., Gepp, A., O'Neill, T., Stern, S. & Vanstone, B. J., Apr 2019, In : Accounting and Finance. 59, S1, p. 887-918 32 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
11 Citations (Scopus)
191 Downloads (Pure)

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 Sep 2019, In : Accounting and Finance.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Harnessing Investor Sentiment Using Big Data Analytics

Johnman, M., Gepp, A. & Vanstone, B. J., 2019, In : The Australasian Journal of Applied Finance. 2019, 3

Research output: Contribution to journalArticleResearchpeer-review

Open Access

Improving Mortality Models in the ICU with High-Frequency Data

Todd, J., Gepp, A., Richards, B. & Vanstone, B. J., Sep 2019, In : International Journal of Medical Informatics. 129, p. 318-323 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
1 Citation (Scopus)
12 Downloads (Pure)

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., 136.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
130 Downloads (Pure)

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., Apr 2019, In : Accounting and Finance. 59, S1, p. 657-684 28 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
75 Downloads (Pure)

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 journalArticleResearchpeer-review

Open Access
2018

Predicting FTSE 100 returns and volatility using sentiment analysis

Johnman, M., Vanstone, B. J. & Gepp, A., Nov 2018, In : Accounting and Finance. 58, S1, p. 253-274 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
8 Citations (Scopus)
193 Downloads (Pure)

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 journalArticleResearchpeer-review

2 Citations (Scopus)
2017

Australian momentum: Performance, capacity and the GFC effect

Vanstone, B. J. & Hahn, T., Mar 2017, In : Accounting and Finance. 57, 1, p. 261-287 27 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)
16 Downloads (Pure)
2015

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 journalArticleResearchpeer-review

2012

Creating trading systems with fundamental variables and neural networks: The Aby case study

Vanstone, B., Finnie, G. & Hahn, T., 2012, In : Mathematics and Computers in Simulation. 86, p. 78-91 14 p.

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)

Momentum returns to S&P/ASX 100 constituents

Vanstone, B., Hahn, T. & Finnie, G., 2012, In : JASSA. 3, 3, p. 13-15 3 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

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 journalArticleResearchpeer-review

2010

Enhancing stockmarket trading performance with ANNs

Vanstone, B. & Finnie, G., Sep 2010, In : Expert Systems with Applications. 37, 9, p. 6602-6610 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
18 Citations (Scopus)
79 Downloads (Pure)

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 journalArticleResearchpeer-review

Open Access
File
20 Downloads (Pure)
2009

An empirical methodology for developing stockmarket trading systems using artificial neural networks

Vanstone, B. & Finnie, G., Apr 2009, In : Expert Systems with Applications. 36, 3 PART 2, p. 6668-6680 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
68 Citations (Scopus)
139 Downloads (Pure)

Fundamental investment research - do US results apply to Australian investors?

Vanstone, B. J. & Hahn, T., 2009, In : JASSA. 4

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
6 Downloads (Pure)
2008

Do initial stop-losses stop losses?

Vanstone, B. J., 2008, In : JASSA. 4, p. 5-8 4 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
10 Downloads (Pure)
2006

Do Wall Street fundamentals work in the ASX200?

Vanstone, B. J. & Agrawal, A., 2006, In : JASSA. 4, p. 2-7 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
3 Downloads (Pure)