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, 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
Jiti Gao (高集体), FASSA, Donald Coc...Department of Econometrics and Business Statistics, Monash UniversityVerified email at monash.edu
Jerry ParwadaUNSW Business School, AustraliaVerified email at unsw.edu.au
harry zhengimperial collegeVerified email at imperial.ac.uk
William Duncan ReekieUniversity of the Witwatersrand JohannesburgVerified email at wits.ac.za
Assoc. Prof. Dr. Ng Kok HaurInstitute of Mathematical Sciences, Faculty of Science, Universiti MalayaVerified email at um.edu.my
Chia-Lin ChangNational Chung Hsing UniversityVerified email at email.nchu.edu.tw
Jaime YongSenior Lecturer in Finance, Edith Cowan UniversityVerified email at ecu.edu.au
Anna GolabEdith Cowan UniversityVerified email at ecu.edu.au
A. ThavaneswaranProfessorVerified email at cc.umanitoba.ca
J. N. CrookProfessor university of EdinburghVerified email at ed.ac.uk
Zhaoyong ZhangProfessor of Finance & Economics, Edith Cowan UniversityVerified email at ecu.edu.au
Robert FaffProfessor of Finance, The University of QueenslandVerified email at business.uq.edu.au
Seyed-Ali Hosseini-YekaniSenior Researcher, Leibniz-Centre for Agricultural Landscape Research (ZALF) e.V., GermanyVerified email at zalf.de
Felix ChanCurtin University Verified email at cbs.curtin.edu.au

David Edmund Allen

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

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	299	1996
The pecking order hypothesis: Australian evidence DE Allen Applied Financial Economics 3 (2), 101-112, 1993	242	1993
Multivariate GARCH hedge ratios and hedging effectiveness in Australian futures markets W Yang, DE Allen Accounting & Finance 45 (2), 301-321, 2005	165	2005
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, ...	160	2017
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	153	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	150	1991
The determinants of corporate capital structure: Japanese evidence DE Allen, H Mizuno Applied Economics 21 (5), 569-585, 1989	150	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	142	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	130	1999
Advances in research on the impacts of anti-submarine sonar on beaked whales Y Bernaldo de Quirós, A Fernandez, RW Baird, RL Brownell Jr, ... Proceedings of the Royal Society B 286 (1895), 20182533, 2019	98	2019
Extreme market risk and extreme value theory AK Singh, DE Allen, PJ Robert Mathematics and computers in simulation 94, 310-328, 2013	85	2013
CATMoS: collaborative acute toxicity modeling suite K Mansouri, AL Karmaus, J Fitzpatrick, G Patlewicz, P Pradeep, D Alberga, ... Environmental health perspectives 129 (4), 047013, 2021	83	2021
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	81	2008
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	80	2013
Investigating other leading indicators influencing Australian domestic tourism demand G Yap, D Allen Mathematics and Computers in Simulation 81 (7), 1365-1374, 2011	80	2011
Daily market news sentiment and stock prices DE Allen, M McAleer, AK Singh Applied Economics 51 (30), 3212-3235, 2019	79	2019
Optimal planning of an emergency ambulance service CE Bell, D Allen Socio-Economic Planning Sciences 3 (2), 95-101, 1969	76	1969
The United Kingdom: a Europeanized government in a non-Europeanized polity D Allen The member states of the European Union, 119-141, 2005	73	2005
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	66	1999
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	65	2013

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