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David E. Allen · Study
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Author
David E. Allen
30 works
· latest 2022
· 5 institutions
cluster: provisional
ORCID 0000-0001-7782-0865
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24
i10
29
Citations
1,362
Works here
30
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Most cited in this library
The pecking order hypothesis: Australian evidence
1993 · 121 citations
The long-run gains from international equity diversification: Australian evidence from cointegration tests
1995 · 97 citations
Multivariate GARCH hedge ratios and hedging effectiveness in Australian futures markets
2005 · 94 citations
Daily market news sentiment and stock prices
2019 · 85 citations
A Test of the Persistence in the Performance of UK Managed Funds
1999 · 85 citations
Works
30 shown
Cryptocurrencies, Diversification and the COVID-19 Pandemic
Journal of risk and financial management
·
2022
·
1 author
·
Open access
22
citations
A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes
Risks
·
2021
·
2 authors
·
Open access
35
citations
Fake News and Propaganda: Trump’s Democratic America and Hitler’s National Socialist (Nazi) Germany
Sustainability
·
2019
·
2 authors
·
Open access
6
citations
Daily market news sentiment and stock prices
Applied Economics
·
2019
·
3 authors
·
Open access
85
citations
Risk Measurement and Risk Modelling Using Applications of Vine Copulas
Sustainability
·
2017
·
3 authors
·
Open access
35
citations
Volatility Spillovers from Australia's major trading partners across the GFC
International Review of Economics & Finance
·
2016
·
4 authors
·
Open access
24
citations
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement
European Journal of Operational Research
·
2014
·
3 authors
26
citations
Financial dependence analysis: applications of vine copulas
Statistica Neerlandica
·
2013
·
4 authors
31
citations
EVT and tail-risk modelling: Evidence from market indices and volatility series
The North American Journal of Economics and Finance
·
2013
·
3 authors
45
citations
Volatility spillovers from the Chinese stock market to economic neighbours
Mathematics and Computers in Simulation
·
2013
·
3 authors
·
Open access
59
citations
Extreme market risk and extreme value theory
Mathematics and Computers in Simulation
·
2012
·
3 authors
57
citations
The fluctuating default risk of Australian banks
Australian Journal of Management
·
2012
·
2 authors
·
Open access
41
citations
The Global Financial Crisis: some attributes and responses
Accounting and Finance
·
2012
·
2 authors
26
citations
Asset Pricing, the Fama—French Factor Model and the Implications of Quantile-Regression Analysis
Palgrave Macmillan UK eBooks
·
2011
·
1 author
·
chapter
30
citations
Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective
Accounting and Finance
·
2009
·
2 authors
35
citations
Quantile regression: its application in investment analysis
UWA Profiles and Research Repository (UWA)
·
2009
·
4 authors
31
citations
Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market
Mathematics and Computers in Simulation
·
2008
·
4 authors
23
citations
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks
Journal of Econometrics
·
2008
·
4 authors
·
Open access
64
citations
Long-run underperformance of seasoned equity offerings: Fact or an illusion?
Mathematics and Computers in Simulation
·
2008
·
2 authors
17
citations
Investors' response to mutual fund company mergers
International Journal of Managerial Finance
·
2006
·
2 authors
·
Open access
18
citations
Forecasting profitability and earnings: a study of the UK market (1982–2000)
Applied Economics
·
2005
·
2 authors
22
citations
Multivariate GARCH hedge ratios and hedging effectiveness in Australian futures markets
Accounting and Finance
·
2005
·
2 authors
·
Open access
94
citations
A hidden Markov chain model for the term structure of bond credit risk spreads
International Review of Financial Analysis
·
2002
·
3 authors
·
Open access
57
citations
Empirical Testing of the Samuelson Hypothesis: An Application to Futures Markets in Australia, Singapore and the UK
SSRN Electronic Journal
·
2002
·
2 authors
·
preprint
·
Open access
25
citations
A Test of the Persistence in the Performance of UK Managed Funds
Journal of Business Finance & Accounting
·
1999
·
1 author
85
citations
The long-run performance of initial public offerings in Thailand
Applied Financial Economics
·
1999
·
3 authors
35
citations
The long-run gains from international equity diversification: Australian evidence from cointegration tests
Applied Financial Economics
·
1995
·
2 authors
97
citations
The pecking order hypothesis: Australian evidence
Applied Financial Economics
·
1993
·
1 author
121
citations
The Determinants of the Capital Structure of Listed Australian Companies: The Financial Manager's Perspective
Australian Journal of Management
·
1991
·
1 author
71
citations
The determinants of corporate capital structure: Japanese evidence
Applied Economics
·
1989
·
2 authors
45
citations