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Allen, David E.


 SSRN Author Rank: 1,376 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
13,556
Total
Citations
48
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
1,348
(7,405)
 

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
1,087
(10,558)
2

3.  
Soucik, Victor
Edith Cowan University - School of Finance and Business Economics
Allen, David E.
University of South Australia
Posted:
27 Apr 00
830
(16,028)
4

4.  
Allen, David E.
University of South Australia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
24 Aug 06
702
(20,420)
 

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
673
(21,723)
 

6.  
Soucik, Victor
Edith Cowan University - School of Finance and Business Economics
Allen, David E.
University of South Australia
Posted:
16 Aug 99
671
(21,814)
3

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
580
(26,714)
 

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
540
(29,465)
2

9.  
Allen, David E.
University of South Australia
Yang, Wenling Joey
Securities Industry Research Centre of Asia Pacific (SIRCA)
Posted:
11 Dec 00
508
(31,896)
 

10.  
Forecasting Profitability and Earnings: A Study of the UK Stock Market (1982-2000) | Show Abstract | Download This Paper |
EFMA 2002 London Meetings; School of Accounting, Finance and Economics Edith Cowan University
Number of Pages in PDF File: 23
Allen, David E.
University of South Australia
Salim, Heazry M.
Edith Cowan University - School of Finance and Business Economics
Posted:
27 May 02
448
(37,506)
5

11.  
Allen, David E.
University of South Australia
Cruickshank, Stuart N.
Edith Cowan University - School of Finance and Business Economics
Posted:
25 Jun 02
420
(40,661)
1

12.  
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
(40,907)
 

13.  
Allen, David E.
University of South Australia
Soucik, Victor
Edith Cowan University - School of Finance and Business Economics
Posted:
17 Aug 99
361
(48,860)
2

14.  
Allen, David E.
University of South Australia
Parwada, Jerry T.
UNSW Australia Business School, School of Banking and Finance
Posted:
16 Aug 01
333
(53,976)
 

15.   Incl. Electronic Paper
Allen, David E.
University of South Australia
Parwada, Jerry T.
UNSW Australia Business School, School of Banking and Finance
Posted:
22 Feb 02
Last Revised:
16 Apr 08
312
(58,286)
 

16.  
Allen, David E.
University of South Australia
Yang, Wenling Joey
Securities Industry Research Centre of Asia Pacific (SIRCA)
Posted:
11 May 01
285
(64,544)
1

17.  
Allen, David E.
University of South Australia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Scharth, Marcel
University of New South Wales
Posted:
11 Dec 09
Last Revised:
25 Jan 10
277
(66,649)
1

18.  
How Bank Risk Profiles Affect Their Strength: An Assessment of Banks in the Asia-Pacific Region | Show Abstract | Download This Paper |
Edith Cowan University Accounting, Finance and Economics Working Paper
Number of Pages in PDF File: 35
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
248
(75,039)
 

19.   Incl. Electronic Paper
Allen, David E.
University of South Australia
Cruickshank, Stuart N.
Edith Cowan University - School of Finance and Business Economics
MacDonald, Garry
Curtin University of Technology - School of Economics and Finance
Posted:
05 Nov 00
Last Revised:
10 Sep 02
237
(78,740)
 

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
213
(87,934)
 

21.  
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
196
(95,523)
 

22.  
Xtreme Credit Risk Models: Implications for Bank Capital Buffers | Show Abstract | Download This Paper |
Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of Pages in PDF File: 22
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
195
(96,001)
1

23.  
The Present Value of Pacific Basin Stock Markets: A Domestic and External Factor Model | Show Abstract | Download This Paper |
Edith Cowan U. Accounting Finance and Economics Working Paper No. 2004.1
Number of Pages in PDF File: 34
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
194
(96,471)
 

24.  
Allen, David E.
University of South Australia
Soongswang, Amporn
Sripatum University - Graduate College of Management
Posted:
24 Aug 06
176
(105,673)
 

25.  
Allen, David E.
University of South Australia
Salim, Heazry M.
Edith Cowan University - School of Finance and Business Economics
Posted:
08 Jun 02
172
(107,897)
5

26.  
An Examination of the Role of Time in Ultra-High Frequency Data and its Impact on Price Revisions in News Corporation Stock | Show Abstract | Download This Paper |
Edith Cowan University Accounting, Finance and Economics Working Paper
Number of Pages in PDF File: 23
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
166
(111,452)
 

27.  
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 | Show Abstract | Download This Paper |
25th Australasian Finance and Banking Conference 2012
Number of Pages in PDF File: 19
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
145
(125,456)
 

28.  
Performance Benchmarking Managed Funds: Australian Fixed Interest Funds | Show Abstract | Download This Paper |
Edith Cowan U, School of Accounting, Finance and Economics Working Paper
Number of Pages in PDF File: 64
Soucik, Victor
Edith Cowan University - School of Finance and Business Economics
Allen, David E.
University of South Australia
Posted:
10 Sep 02
139
(129,937)
 

29.  
Asset Selection Using a Factor Model and Data Envelope Analysis-A Quantile Regression Approach | Show Abstract | Download This Paper |
23rd Australasian Finance and Banking Conference 2010 Paper
Number of Pages in PDF File: 14
Allen, David E.
University of South Australia
Singh, Abhay Kumar
Edith Cowan University
Posted:
25 Aug 10
133
(134,767)
1

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
131
(136,444)
 

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
118
(147,946)
1

32.  
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
109
(156,937)
 

33.   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
97
(170,382)
 

34.  
Allen, David E.
University of South Australia
Yang, Joey Wenling
University of Western Australia - UWA Business School
Posted:
23 Jul 08
97
(170,382)
 

35.  
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
87
(182,985)
 

36.  
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
81
(191,200)
 

37.  
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
72
(205,089)
2

38.  
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:
16 Aug 14
69
(209,980)
 

39.  
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
68
(211,631)
 

40.  
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
66
(215,019)
1

41.  
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
Reddy, Krishna
University of Waikato
Posted:
14 Jun 14
63
(220,393)
 

42.  
Allen, David E.
University of South Australia
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Posted:
09 Jul 10
63
(220,393)
2

43.  
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
59
(227,994)
2

44.  
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
57
(231,929)
 

45.  
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
42
(265,119)
1

46.  
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
40
(270,129)
 

47.  
Risk and Dependence Analysis of Australian Stock Market - The Case of Extreme Value Theory | Show Abstract | Download This Paper |
25th Australasian Finance and Banking Conference 2012
Number of Pages in PDF File: 22
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
39
(272,743)
 

48.  
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
39
(272,743)
 

49.  
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
37
(278,245)
2

50.  
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
35
(283,795)
 

51.  
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
33
(289,646)
 

52.  
Benchmarking Australian Fixed Interest Fund Performance: Finding the Optimal Factors | Show Abstract | Add to Cart |
Accounting and Finance, Vol. 46, No. 5, pp. 865-898, December 2006
Number of Pages in PDF File: 34
Soucik, Victor
Edith Cowan University - School of Finance and Business Economics
Allen, David E.
University of South Australia
Posted:
17 Nov 06
31
(295,815)
 

53.  
Multivariate GARCH Hedge Ratios and Hedging Effectiveness in Australian Futures Markets | Show Abstract | Add to Cart |
Accounting and Finance, Vol. 45, No. 2, pp. 301-321, July 2005
Number of Pages in PDF File: 21
Yang, Joey Wenling
University of Western Australia - UWA Business School
Allen, David E.
University of South Australia
Posted:
05 Jun 05
15
(359,933)
6

54.  
Transitional Credit Modelling and its Relationship to Market Value at Risk: An Australian Sectoral Perspective | Show Abstract | Add to Cart |
Accounting & Finance, Vol. 49, Issue 3, pp. 425-444, September 2009
Number of Pages in PDF File: 20
Allen, David E.
University of South Australia
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Posted:
08 Oct 09
1
(427,445)
3

55.  
The Fluctuating Default Risk of Australian Banks | Show Abstract |
Australian Journal of Management, Vol. 37, No. 2, 2012
Allen, David E.
University of South Australia
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Posted:
03 Aug 12
 

56.   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
 

57.  
Allen, David E.
University of South Australia
Clissold, M.R.
Edith Cowan University
Posted:
24 Mar 97
 


Records 1 - 57 of 57 matches
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