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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

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

Applications of recursive estimation methods in statistical process control

Peiris, S.; Thavaneswaran, A.; Allen, David E.; Mellor, … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001791360

Cryptocurrencies, diversification and the COVID-19 pandemic

Allen, David E. - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-25

This paper features an analysis of cryptocurrencies and the impact of the COVID-19 pandemic on their effectiveness as a portfolio diversification tool and explores the correlations between the continuously compounded returns on Bitcoin, Ethereum and the S&P500 Index using a variety of parametric...

Persistent link: https://www.econbiz.de/10013161685