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Allen, David E.


 SSRN Author Rank: 1,283 by Downloads
 Adjunct Professor of Finance
 

University of South Australia


 Centre for Applied Financial Studies
 GPO Box 2471
 Adelaide, 2471
 Australia
 email address
 Visiting Professor
 

School of Mathematics and Statistics, The University of Sydney


 School of Mathematics and Statistics F07
 University of Sydney
 Sydney, New South Wales 2006
 Australia
 HOME PAGE: http://www.maths.usyd.edu.au
 email address
 

Financial Research Network (FIRN)


 C/- University of Queensland Business School
 St Lucia, 4071 Brisbane
 Queensland
 Australia
 HOME PAGE: http://www.firn.org.au


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. Allen, David E.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
12,923
Total
Citations
46
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Zheng, Harry
Imperial College London - Mathematical Finance
Thomas, Lyn C.
University of Southampton - School of Management
Allen, David E.
University of South Australia
Posted:
13 Apr 01
Last Revised:
29 Sep 03
1,323
(6,747)
 

2.   Incl. Electronic Paper
Thomas, Lyn C.
University of Southampton - School of Management
Allen, David E.
University of South Australia
Morkel-Kingsbury, Nigel
Monash University Dept Accounting & Finance
Posted:
10 Aug 98
Last Revised:
26 Mar 02
1,075
(9,513)
2

3.  
Soucik, Victor
Edith Cowan University - School of Finance and Business Economics
Allen, David E.
University of South Australia
Posted:
27 Apr 00
823
(14,356)
4

4.  
Soucik, Victor
Edith Cowan University - School of Finance and Business Economics
Allen, David E.
University of South Australia
Posted:
16 Aug 99
662
(19,797)
3

5.  
Allen, David E.
University of South Australia
MacDonald, Garry
Curtin University of Technology - School of Economics and Finance
Walsh, Kathleen D.
University of New South Wales (UNSW) - Finance and Accounting
Walsh, David M.
Sydney Office
Posted:
01 Oct 01
661
(19,797)
 

6.  
Allen, David E.
University of South Australia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
da Veiga, Bernardo
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
24 Aug 06
641
(20,717)
 

7.  
Allen, David E.
University of South Australia
Cruickshank, Stuart N.
Edith Cowan University - School of Finance and Business Economics
Morkel-Kingsbury, Nigel
Monash University Dept Accounting & Finance
Posted:
17 May 99
578
(23,811)
 

8.  
Allen, David E.
University of South Australia
Cruickshank, Stuart N.
Edith Cowan University - School of Finance and Business Economics
Morkel-Kingsbury, Nigel
Monash University Dept Accounting & Finance
Souness, Noel
Government of Western Australia - Treasury
Posted:
17 Nov 99
538
(26,293)
2

9.  
Allen, David E.
University of South Australia
Yang, Wenling Joey
Securities Industry Research Centre of Asia Pacific (SIRCA)
Posted:
11 Dec 00
505
(28,628)
 

10.  
Forecasting Profitability and Earnings: A Study of the UK Stock Market (1982-2000) | Show Abstract | Download |
EFMA 2002 London Meetings; School of Accounting, Finance and Economics Edith Cowan University
Working Paper Series
Allen, David E.
University of South Australia
Salim, Heazry M.
Edith Cowan University - School of Finance and Business Economics
Posted:
27 May 02
444
(33,869)
4

11.  
Peiris, Shelton
University of Sydney - School of Mathematics and Statistics
Allen, David E.
University of South Australia
Yang, Wenling Joey
Securities Industry Research Centre of Asia Pacific (SIRCA)
Posted:
418
(36,590)
 

12.  
Allen, David E.
University of South Australia
Cruickshank, Stuart N.
Edith Cowan University - School of Finance and Business Economics
Posted:
25 Jun 02
393
(39,483)
1

13.  
Allen, David E.
University of South Australia
Soucik, Victor
Edith Cowan University - School of Finance and Business Economics
Posted:
17 Aug 99
359
(44,076)
2

14.  
Allen, David E.
University of South Australia
Parwada, Jerry T.
University of New South Wales (UNSW) - School of Banking and Finance
Posted:
16 Aug 01
332
(48,361)
 

15.   Incl. Electronic Paper
Allen, David E.
University of South Australia
Parwada, Jerry T.
University of New South Wales (UNSW) - School of Banking and Finance
Posted:
22 Feb 02
Last Revised:
16 Apr 08
310
(52,460)
 

16.  
Allen, David E.
University of South Australia
Yang, Wenling Joey
Securities Industry Research Centre of Asia Pacific (SIRCA)
Posted:
11 May 01
283
(58,320)
1

17.  
Allen, David E.
University of South Australia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Scharth, Marcel
Australian School of Business, University of New South Wales
Posted:
11 Dec 09
Last Revised:
25 Jan 10
246
(68,077)
1

18.  
How Bank Risk Profiles Affect Their Strength: An Assessment of Banks in the Asia-Pacific Region | Show Abstract | Download |
Edith Cowan University Accounting, Finance and Economics Working Paper
Working Paper Series
Allen, David E.
University of South Australia
Chandra, Mahendra
Edith Cowan University - School of Finance and Business Economics
Yong, Jaime Y.P.
affiliation not provided to SSRN
Posted:
09 Apr 04
245
(68,338)
 

19.   Incl. Electronic Paper
MacDonald, Garry
Curtin University of Technology - School of Economics and Finance
Allen, David E.
University of South Australia
Cruickshank, Stuart N.
Edith Cowan University - School of Finance and Business Economics
Posted:
05 Nov 00
Last Revised:
10 Sep 02
237
(70,742)
 

20.  
Allen, David E.
University of South Australia
Amram, Ron
affiliation not provided to SSRN
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
24 Dec 11
208
(80,892)
 

21.  
The Present Value of Pacific Basin Stock Markets: A Domestic and External Factor Model | Show Abstract | Download |
Edith Cowan U. Accounting Finance and Economics Working Paper No. 2004.1
Working Paper Series
Allen, David E.
University of South Australia
Lim, Lee
Edith Cowan University - School of Finance and Business Economics
Winduss, Trent
Rothschild Australia
Posted:
01 Jul 04
192
(87,680)
 

22.  
Xtreme Credit Risk Models: Implications for Bank Capital Buffers | Show Abstract | Download |
Systemic Risk, Basel III, Financial Stability and Regulation 2011
Working Paper Series
Allen, David E.
University of South Australia
Kramadibrata, Akhmad
Edith Cowan University - School of Accounting, Finance and Economics
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Kumar-Singh, Abhay
Edith Cowan University
Posted:
01 Mar 11
189
(89,040)
1

23.  
Allen, David E.
University of South Australia
Soongswang, Amporn
Shinawatra University - School of Management (SOM)
Posted:
24 Aug 06
175
(95,748)
 

24.  
Allen, David E.
University of South Australia
Salim, Heazry M.
Edith Cowan University - School of Finance and Business Economics
Posted:
08 Jun 02
169
(98,776)
4

25.  
Allen, David E.
University of South Australia
Peiris, Shelton
University of Sydney - School of Mathematics and Statistics
Yang, Wenling Joey
Securities Industry Research Centre of Asia Pacific (SIRCA)
Posted:
09 Apr 04
165
(100,991)
 

26.  
Performance Benchmarking Managed Funds: Australian Fixed Interest Funds | Show Abstract | Download |
Edith Cowan U, School of Accounting, Finance and Economics Working Paper
Working Paper Series
Soucik, Victor
Edith Cowan University - School of Finance and Business Economics
Allen, David E.
University of South Australia
Posted:
10 Sep 02
139
(117,386)
 

27.  
Allen, David E.
University of South Australia
Singh, Abhay Kumar
Edith Cowan University
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Taylor, James W.
University of Oxford - Said Business School
Thomas, Lyn C.
University of Southampton - School of Management
Posted:
18 Apr 13
137
(119,592)
 

28.  
Asset Selection Using a Factor Model and Data Envelope Analysis-A Quantile Regression Approach | Show Abstract | Download |
23rd Australasian Finance and Banking Conference 2010 Paper
Working Paper Series
Allen, David E.
University of South Australia
Singh, Abhay Kumar
Edith Cowan University
Posted:
25 Aug 10
126
(127,327)
1

29.  
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 | Show Abstract | Download |
25th Australasian Finance and Banking Conference 2012
Working Paper Series
Allen, David E.
University of South Australia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Kumar-Singh, Abhay
Edith Cowan University
Posted:
19 Aug 12
124
(129,853)
 

30.  
Allen, David E.
University of South Australia
Boffey, Ray
Edith Cowan University - Faculty of Business and Public Management
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Posted:
12 Jul 11
Last Revised:
25 Jul 11
124
(129,032)
 

31.  
Allen, David E.
University of South Australia
Boffey, Ray
Edith Cowan University - Faculty of Business and Public Management
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Posted:
24 Oct 11
116
(135,786)
1

32.   Incl. Electronic Paper
Allen, David E.
University of South Australia
Singh, Abhay Kumar
Edith Cowan University
Posted:
10 May 10
Last Revised:
25 Aug 10
94
(157,498)
 

33.  
Allen, David E.
University of South Australia
Yang, Joey Wenling
University of Western Australia - UWA Business School
Posted:
23 Jul 08
94
(157,498)
 

34.  
Allen, David E.
University of South Australia
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Golab, Anna
Edith Cowan Unversity
Posted:
22 May 10
83
(170,687)
 

35.  
Wongsaart, Pipat
University of Western Australia
Gao, Jiti
Monash University - Department of Econometrics & Business Statistics
Allen, David E.
University of South Australia
Posted:
23 Jul 08
79
(176,047)
 

36.  
Allen, David E.
University of South Australia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Kumar-Singh, Abhay
Edith Cowan University
Posted:
27 May 13
67
(195,140)
 

37.  
Allen, David E.
University of South Australia
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Posted:
09 Jul 10
63
(199,889)
2

38.  
Saart, Patrick W.
University of Canterbury
Gao, Jiti
Monash University - Department of Econometrics & Business Statistics
Allen, David E.
University of South Australia
Posted:
17 Jul 12
Last Revised:
26 Sep 12
60
(205,027)
2

39.  
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Kramadibrata, Akhmad
Edith Cowan University - School of Accounting, Finance and Economics
Allen, David E.
University of South Australia
Singh, Abhay Kumar
Edith Cowan University
Posted:
28 Nov 11
57
(210,234)
1

40.  
Allen, David E.
University of South Australia
Kramadibrata, Akhmad
Edith Cowan University - School of Accounting, Finance and Economics
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Singh, Abhay Kumar
Edith Cowan University
Posted:
03 Dec 11
54
(215,755)
 

41.  
Allen, David E.
University of South Australia
Kramadibrata, Akhmad
Edith Cowan University - School of Accounting, Finance and Economics
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Singh, Abhay Kumar
Edith Cowan University
Posted:
28 Nov 11
54
(215,755)
2

42.  
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Allen, David E.
University of South Australia
Kramadibrata, Akhmad
Edith Cowan University - School of Accounting, Finance and Economics
Singh, Abhay Kumar
Edith Cowan University
Posted:
03 Dec 11
38
(249,496)
1

43.  
Gao, Jiti
Monash University - Department of Econometrics & Business Statistics
Wongsaart, Pipat
University of Western Australia
Allen, David E.
University of South Australia
Posted:
18 Sep 10
35
(256,877)
 

44.  
Singh, Abhay Kumar
Edith Cowan University
Allen, David E.
University of South Australia
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Posted:
13 Aug 13
33
(262,113)
 

45.  
Allen, David E.
University of South Australia
Boffey, Ray
Edith Cowan University - Faculty of Business and Public Management
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Posted:
24 Oct 11
33
(262,113)
 

46.  
Saart, Patrick W.
University of Canterbury
Gao, Jiti
Monash University - Department of Econometrics & Business Statistics
Allen, David E.
University of South Australia
Posted:
05 Sep 12
Last Revised:
06 Sep 12
31
(267,679)
2

47.  
Benchmarking Australian Fixed Interest Fund Performance: Finding the Optimal Factors | Show Abstract | Download |
Accounting and Finance, Vol. 46, No. 5, pp. 865-898, December 2006
Accepted Paper Series
Soucik, Victor
Edith Cowan University - School of Finance and Business Economics
Allen, David E.
University of South Australia
Posted:
17 Nov 06
31
(267,679)
 

48.  
Allen, David E.
University of South Australia
Kramadibrata, Akhmad
Edith Cowan University - School of Accounting, Finance and Economics
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Singh, Abhay Kumar
Edith Cowan University
Posted:
03 Dec 11
30
(270,583)
 

49.  
Risk and Dependence Analysis of Australian Stock Market - The Case of Extreme Value Theory | Show Abstract | Download |
25th Australasian Finance and Banking Conference 2012
Working Paper Series
Singh, Abhay Kumar
Edith Cowan University
Allen, David E.
University of South Australia
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Posted:
26 Aug 12
19
(309,785)
 

50.  
Singh, Abhay Kumar
Edith Cowan University
Allen, David E.
University of South Australia
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Posted:
16 Feb 14
15
(329,384)
 

51.  
Multivariate GARCH Hedge Ratios and Hedging Effectiveness in Australian Futures Markets | Show Abstract | Download |
Accounting and Finance, Vol. 45, No. 2, pp. 301-321, July 2005
Accepted Paper Series
Yang, Joey Wenling
University of Western Australia - UWA Business School
Allen, David E.
University of South Australia
Posted:
05 Jun 05
15
(325,345)
6

52.  
Transitional Credit Modelling and its Relationship to Market Value at Risk: An Australian Sectoral Perspective | Show Abstract | Download |
Accounting & Finance, Vol. 49, Issue 3, pp. 425-444, September 2009
Accepted Paper Series
Allen, David E.
University of South Australia
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Posted:
08 Oct 09
1
(386,654)
3

53.  
The Fluctuating Default Risk of Australian Banks | Show Abstract |
Australian Journal of Management, Vol. 37, No. 2, 2012
Accepted Paper Series
Allen, David E.
University of South Australia
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Posted:
03 Aug 12
 

54.   Incl. Electronic Paper
Allen, David E.
University of South Australia
Kumar-Singh, Abhay
Edith Cowan University
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Posted:
24 Aug 09
Last Revised:
23 Aug 10
 

55.  
A Direct Test of the Pecking Order Hypothesis in an Australian Context | Show Abstract |
Working Paper ISBN NO. 0-7298-0251-5
Working Paper Series
Allen, David E.
University of South Australia
Clissold, M.R.
Edith Cowan University
Posted:
24 Mar 97
 


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