David Edmund Allen

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Robert PowellProfessor of Finance, Edith Cowan UniversityVerified email at ecu.edu.au
Abhay Kumar SinghAssociate Professor, Department of Applied Finance & Actuarial Studies, Macquarie UniversityVerified email at mq.edu.au
Michael McAleerProfessor of Quantitative Finance, Erasmus University RotterdamVerified email at ese.eur.nl
Joey Wenling YangUniversity of Western AustraliaVerified email at uwa.edu.au
Akhmad KramadibrataResearch Assistant, School of Business, Edith Cowan UniversityVerified email at ecu.edu.au
Ghialy YapEdith Cowan University, Perth, AustraliaVerified email at ecu.edu.au
harry zhengimperial collegeVerified email at imperial.ac.uk
Jiti Gao (高集体), FASSA, Donald Coc...Department of Econometrics and Business Statistics, Monash UniversityVerified email at monash.edu
Chialin ChangProfessor of Economics and Professor of Finance, National Chung Hsing UniversityVerified email at nchu.edu.tw
Kok Haur NgInstitute of Mathematical Sciences, Faculty of Science, University of MalayaVerified email at um.edu.my
Jaime YongLecturer of Finance and Economics, Edith Cowan UniversityVerified email at ecu.edu.au
Zhaoyong ZhangProfessor of Finance & Economics, Edith Cowan UniversityVerified email at ecu.edu.au
Jerry ParwadaUNSW Business School, AustraliaVerified email at unsw.edu.au
J. N. CrookProfessor university of EdinburghVerified email at ed.ac.uk
Robert FaffProfessor of Finance, The University of QueenslandVerified email at business.uq.edu.au
A. ThavaneswaranProfessorVerified email at cc.umanitoba.ca
Seyed-Ali Hosseini-YekaniAssociate Professor of Agricultural Economics, Sari University of Agricultural Sciences and Natural ResourcesVerified email at sanru.ac.ir
Felix ChanCurtin University Verified email at cbs.curtin.edu.au
Kiyotaka SatoYokohama National UniversityVerified email at ynu.ac.jp
Josephine SudimanAccounting Department, Polytechnic State of PadangVerified email at polinpdg.ac.id

David Edmund Allen

School of Maths and Statistics University of Sydney and School of Business and Law, Edith Cowan

Verified email at sydney.edu.au - Homepage

Finance investments financial econometrics financial economics time-series


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Dividend policy and stock price volatility: Australian evidence DE Allen, VS Rachim Applied financial economics 6 (2), 175-188, 1996	210	1996
The pecking order hypothesis: Australian evidence DE Allen Applied Financial Economics 3 (2), 101-112, 1993	198	1993
Multivariate GARCH hedge ratios and hedging effectiveness in Australian futures markets W Yang, DE Allen Accounting & Finance 45 (2), 301-321, 2005	139	2005
The long-run gains from international equity diversification: Australian evidence from cointegration tests DE Allen, G MacDonald Applied Financial Economics 5 (1), 33-42, 1995	137	1995
The determinants of the capital structure of listed Australian companies: the financial manager's perspective DE Allen Australian Journal of Management 16 (2), 103-128, 1991	135	1991
The determinants of corporate capital structure: Japanese evidence DE Allen, H Mizuno Applied Economics 21 (5), 569-585, 1989	127	1989
Experts' estimates of task durations in software development projects J Hill, LC Thomas, DE Allen International journal of project management 18 (1), 13-21, 2000	122	2000
A Test of the Persistence in the Performance of UK Managed Funds DE Allen, ML Tan Journal of Business Finance & Accounting 26 (5‐6), 559-593, 1999	121	1999
Good cell culture practice for stem cells and stem-cell-derived models D Pamies, A Bal-Price, A Simeonov, D Tagle, D Allen, D Gerhold, D Yin, ... Alternatives to Animal Experimentation: ALTEX 34 (1), 95-132, 2017	92	2017
A new test of the construct validity of the CarerQol instrument: measuring the impact of informal care giving RJ Hoefman, NJA van Exel, SL de Jong, WK Redekop, WBF Brouwer Quality of Life Research 20 (6), 875-887, 2011	87*	2011
Finite sample properties of the QMLE for the Log-ACD model: application to Australian stocks D Allen, F Chan, M McAleer, S Peiris Journal of Econometrics 147 (1), 163-185, 2008	69	2008
Extreme market risk and extreme value theory AK Singh, DE Allen, PJ Robert Mathematics and computers in simulation 94, 310-328, 2013	63	2013
The long-run performance of initial public offerings in Thailand DE Allen, NJ Morkel-Kingsbury, W Piboonthanakiat Applied Financial Economics 9 (3), 215-232, 1999	59	1999
Optimal planning of an emergency ambulance service CE Bell, D Allen Socio-Economic Planning Sciences 3 (2), 95-101, 1969	59	1969
A hidden Markov chain model for the term structure of bond credit risk spreads LC Thomas, DE Allen, N Morkel-Kingsbury International Review of Financial Analysis 11 (3), 311-329, 2002	55	2002
Volatility spillovers from the Chinese stock market to economic neighbours DE Allen, R Amram, M McAleer Mathematics and Computers in Simulation 94, 238-257, 2013	51	2013
The fluctuating default risk of Australian banks DE Allen, R Powell Australian Journal of Management 37 (2), 297-325, 2012	51	2012
Empirical testing of the Samuelson hypothesis: An application to futures markets in Australia, Singapore and the UK DE Allen, SN Cruickshank Edith Cowan University Working Paper, 2002	46	2002
Investigating other leading indicators influencing Australian domestic tourism demand G Yap, D Allen Mathematics and Computers in Simulation 81 (7), 1365-1374, 2011	45	2011
Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective DE Allen, R Powell Accounting & Finance 49 (3), 425-444, 2009	45	2009

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