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Performance benchmarking Australian fixed interest funds : some optimal factors

Allen, David E. (contributor); Soucik, Victor (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001770525

Performance benchmarking managed funds : Australian fixed interest funds

Soucik, Victor (contributor); Allen, David E. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001730509

Dividend policy and stock price volatility : Australian evidence

Allen, David E. - 1993

Persistent link: https://www.econbiz.de/10000864677

The efficient modelling of high frequency transaction data : a new application of estimating functions in financial economics

Allen, David E.; Kok Haur Ng; Peiris, Shelton - In: Economics letters 120 (2013) 1, pp. 117-122

Persistent link: https://www.econbiz.de/10009760440

Estimating and simulating Weibull models of risk or price durations : an application to ACD models

Allen, David E.; Kok Haur Ng; Peiris, Shelton - In: The North American journal of economics and finance : a … 25 (2013), pp. 214-225

Persistent link: https://www.econbiz.de/10009779281

Fitting Weibull ACD models to high frequency transactions data : a semi-parametric approach based on estimating functions

Kok Haur Ng; Allen, David E.; Peiris, Shelton - 2009

Persistent link: https://www.econbiz.de/10003869587

Comparison of alternative ACD models via density and interval forecasts : evidence from the Australian stock market

Allen, David E.; Lazarov, Zdravetz N.; McAleer, Michael; … - 2007

Persistent link: https://www.econbiz.de/10003477122

Modelling and forecasting stock price movements with serially dependent determinants

Yatigammana, Rasika; Peiris, Shelton; Gerlach, Richard; … - In: Risks : open access journal 6 (2018) 2, pp. 1-22

The direction of price movements are analysed under an ordered probit framework, recognising the importance of accounting for discreteness in price changes. By extending the work of Hausman et al. (1972) and Yang and Parwada (2012),This paper focuses on improving the forecast performance of the...

Persistent link: https://www.econbiz.de/10011867376

Empirical testing of the Samuelson hypothesis : an application to futures markets in Australia, Singapore and the UK

Allen, David E. (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001516104

A comment on "The information content of earnings and prices : a simultaneous equations approach" by W. H. Beaver, M. L. McAnally, and C. H. Stinson (1997)

Allen, David E. (contributor); Cruickshank, S. (contributor) - 1999 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001460921