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Ellis, Craig


 SSRN Author Rank: 15,352 by Downloads
 Associate Professor in Finance
 

University of Western Sydney - School of Business


 Locked Bag 1797
 Penrith South DC
 Sydney NSW 1797
 Australia
 61-2-9685-9462 (Phone)
 61-2-9685 9534 (Fax)
 email address

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. Ellis, Craig's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,635
Total
Citations
8
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Volatility Scaling in Foreign Exchange Markets | Show Abstract | Download |
Nanyang Technological University Working Paper No. 99-04
Working Paper Series
Batten, Jonathan A.
Monash University - Department of Accounting and Finance
Ellis, Craig
University of Western Sydney - School of Business
Posted:
25 Apr 99
492
(29,646)
2

2.  
Scaling the Volatility of Credit Spreads: Evidence from Australian Dollar Eurobonds | Show Abstract | Download |
Nanyang Technological University, Department of Banking and Finance Working Paper No. 99-03
Working Paper Series
Batten, Jonathan A.
Monash University - Department of Accounting and Finance
Ellis, Craig
University of Western Sydney - School of Business
Hogan, Warren P.
University of Technology, Sydney - School of Finance and Economics
Posted:
13 Dec 99
423
(36,107)
6

3.  
Batten, Jonathan A.
Monash University - Department of Accounting and Finance
Ellis, Craig
University of Western Sydney - School of Business
Fetherston, Thomas
University of Alabama at Birmingham
Posted:
26 May 03
388
(40,152)
 

4.  
Sundmacher, Maike
Ellis, Craig
University of Western Sydney - School of Business
Posted:
02 Oct 08
332
(48,411)
 

5.  
Statistical Illusions and Long-Term Return Anomalies on the Nikkei | Show Abstract |
Jonathan Batten, Craig Ellis and Thomas Fetherston, STATISTICAL ILLUSIONS AND LONG-TERM RETURN ANOMALIES ON THE NIKKEI, CHAOS, SOLTIONS & FRACTAL, Vol. 23, pp.1125-1136, Elsevier Science, 2005
Accepted Paper Series
Batten, Jonathan A.
Monash University - Department of Accounting and Finance
Ellis, Craig
University of Western Sydney - School of Business
Fetherston, Thomas
University of Alabama at Birmingham
Posted:
02 Aug 05
 

6.  
Decomposing Intraday Dependence in Currency Markets: Evidence from the Aud/Usd Spot Market | Show Abstract |
Physica A: Statistical Mechanics and its Applications, Vol. 352, No. 2-4, pp. 558-572, 2005
Accepted Paper Series
Batten, Jonathan A.
Monash University - Department of Accounting and Finance
Ellis, Craig
University of Western Sydney - School of Business
Hogan, Warren P.
University of Technology, Sydney - School of Finance and Economics
Posted:
02 Aug 05
Last Revised:
15 Jul 10
 

7.  
Scaling Relationships of Gaussian Processes | Show Abstract |
Economics Letters, Vol. 72, No. 3, pp. 291-296
Accepted Paper Series
Batten, Jonathan A.
Monash University - Department of Accounting and Finance
Ellis, Craig
University of Western Sydney - School of Business
Posted:
26 May 03
 


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