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Stock returns and equity premium evidence using dividend price ratios and dividend yields in Malaysia
Allen, David E.; Imbarine Bujang - 2009
Persistent link: https://www.econbiz.de/10008667285
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Conditional beta Capital Asset Pricing Model (CAPM) and duration dependence tests
Allen, David E.; Imbarine Bujang - 2009
Persistent link: https://www.econbiz.de/10008667286
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Does tick size change improve liquidity provision? : evidence from the Indonesia stock exchange
Allen, David E.; Sudiman, Josephine - 2009
Persistent link: https://www.econbiz.de/10008667290
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CVaR and credit risk measurement
Powell, Robert; Allen, David E. - 2009
Persistent link: https://www.econbiz.de/10008667291
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A multi-factor analysis of AREIT returns
Yong, Jaime L. P.; Allen, David E.; Lim, Lee K. - 2009
Persistent link: https://www.econbiz.de/10008667292
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Realized volatility risk
Allen, David E.; McAleer, Michael; Scharth, Marcel - 2010
Persistent link: https://www.econbiz.de/10008689075
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Measuring and modelling risk
Allen, David E. - In: Global business & economics review 11 (2009) 3/4, pp. 199-224
Persistent link: https://www.econbiz.de/10003938431
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Yet another autoregressive duration model : the ACDD model
Jeyasreedharan, Nagaratnam; Allen, David E.; Yang, Joey … - 2008
Persistent link: https://www.econbiz.de/10003959771
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Takeovers and shareholder value creation on the stock exchange of Thailand
Allen, David E.; Amporn Soongswang - In: Asia-Pacific financial markets : integration, …, (pp. 347-370). 2008
Persistent link: https://www.econbiz.de/10003603115
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The impact of undisclosed vs. disclosed limit orders : evidence from inter-day returns, signalling, information effects on the ASX
Allen, David E.; Cheng, Alexander Shu-sing; Yang, Joey … - 2007
Persistent link: https://www.econbiz.de/10003669080