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Abhay Kumar Singh
Abhay Kumar Singh
Associate Professor, Department of Applied Finance, Macquarie University
Verified email at mq.edu.au - Homepage
Title
Cited by
Cited by
Year
Conducting systematic literature reviews and bibliometric analyses
MK Linnenluecke, M Marrone, AK Singh
Australian Journal of Management 45 (2), 175-194, 2020
9322020
Extreme market risk and extreme value theory
AK Singh, DE Allen, PJ Robert
Mathematics and computers in simulation 94, 310-328, 2013
852013
Daily market news sentiment and stock prices
DE Allen, M McAleer, AK Singh
Applied Economics 51 (30), 3212-3235, 2019
792019
EVT and tail-risk modelling: Evidence from market indices and volatility series
DE Allen, AK Singh, RJ Powell
The North American Journal of Economics and Finance 26, 355-369, 2013
652013
Asset pricing, the Fama—French Factor Model and the implications of quantile-regression analysis
DE Allen, SR Powell
Financial econometrics modeling: Market microstructure, factor models and …, 2011
602011
The use of Twitter for innovation in business markets
H Cripps, A Singh, T Mejtoft, J Salo
Marketing Intelligence & Planning 38 (5), 587-601, 2020
492020
Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models
A Do, R Powell, J Yong, A Singh
The North American Journal of Economics and Finance 54, 101096, 2020
442020
Machine learning and expert judgement: analyzing emerging topics in accounting and finance research in the Asia–Pacific
CW Cai, MK Linnenluecke, M Marrone, AK Singh
Abacus 55 (4), 709-733, 2019
442019
Financial dependence analysis: applications of vine copulas
DE Allen, MA Ashraf, M McAleer, RJ Powell, AK Singh
Statistica Neerlandica 67 (4), 403-435, 2013
432013
Text mining in education—A bibliometrics-based systematic review
A Ahadi, A Singh, M Bower, M Garrett
Education Sciences 12 (3), 210, 2022
412022
Risk measurement and risk modelling using applications of vine copulas
DE Allen, M McAleer, AK Singh
Sustainability 9 (10), 1762, 2017
392017
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement
DE Allen, RJ Powell, AK Singh
European Journal of Operational Research 249 (2), 465-475, 2016
312016
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
DE Allen, C Chang, M McAleer, AK Singh
Applied Economics 50 (7), 804-823, 2018
302018
Sixty years of Accounting & Finance: a bibliometric analysis of major research themes and contributions
MK Linnenluecke, M Marrone, AK Singh
Accounting & Finance 60 (4), 3217-3251, 2020
282020
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
DE Allen, M McAleer, R Powell, AK Singh
Applied Economics 49 (33), 3246-3262, 2017
282017
An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
D Allen, M McAleer, A Singh
Applied Economics, 1-16, 2016
262016
Value at risk estimation using extreme value theory
AK Singh, DE Allen, RJ Powell
Modelling and Simulation Society of Australia and New Zealand, 2011
262011
Online professional learning in response to COVID-19—towards robust evaluation
A Ahadi, M Bower, A Singh, M Garrett
Future Internet 13 (3), 56, 2021
252021
Volatility Spillovers from Australia's major trading partners across the GFC
DE Allen, M McAleer, RJ Powell, AK Singh
International Review of Economics & Finance 47, 159-175, 2017
252017
Portfolio evaluation using OWA‐heuristic algorithm and data envelopment analysis
AK Singh, R Sahu, S Bharadwaj
The Journal of Risk Finance 11 (1), 75-88, 2010
212010
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