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Further Australian evidence on the pecking order hypothesis

Allen, David E. - 1994

Persistent link: https://www.econbiz.de/10001340262

Predicting earnings growth using E/P ratios : Australian evidence

Allen, David E.; Lisnawati, Henrietta; Clissold, Martyn - In: Australian journal of management 23 (1998) 1, pp. 115-128

Persistent link: https://www.econbiz.de/10001256315

Dividend policy : the issues

Allen, David E. (contributor) - In: Managerial finance 18 (1992) 1

Persistent link: https://www.econbiz.de/10001133732

The pecking order hypothesis : Australian evidence

Allen, David E. - In: Applied financial economics 3 (1993) 2, pp. 101-112

Persistent link: https://www.econbiz.de/10001145258

The determinants of the capital structure of listed Australian companies : the financial managers's perspective

Allen, David E. - In: Australian journal of management 16 (1991) 2, pp. 103-127

Persistent link: https://www.econbiz.de/10001122570

Some further Australian evidence on the long-run performance of initial public offerings ; 1974 - 1984

Allen, David E. - In: Advances in Pacific Basin financial markets 2 (1996), pp. 133-155

Persistent link: https://www.econbiz.de/10001208742

A direct test of the pecking order hypothesis in an Australian context

Allen, David E. - In: Advances in Pacific Basin financial markets 4 (1998), pp. 335-355

Persistent link: https://www.econbiz.de/10001250645

The long-run gains from international equity diversification : Australian evidence from cointegration tests

Allen, David E. - In: Applied financial economics 5 (1995) 1, pp. 33-42

Persistent link: https://www.econbiz.de/10001177192

Dividend policy and stock price volatility : Australian evidence

Allen, David E. - In: Applied financial economics 6 (1996) 2, pp. 175-188

Persistent link: https://www.econbiz.de/10001198667

Do we need stochastic volatility and generalised autoregressive conditional heteroscedasticity? : Comparing squared end-of-day returns on ftse

Allen, David E.; McAleer, Michael - In: Risks : open access journal 8 (2020) 1/12, pp. 1-20

The paper examines the relative performance of Stochastic Volatility (SV) and Generalised Autoregressive Conditional Heteroscedasticity (GARCH) (1,1) models fitted to ten years of daily data for FTSE. As a benchmark, we used the realized volatility (RV) of FTSE sampled at 5 min intervals taken...

Persistent link: https://www.econbiz.de/10012203997