Richard A. Brown

University of Dundee - Department of Accountancy & Business Finance

Senior Lecturer

Dundee, Scotland DD1 4HN

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

233

SSRN CITATIONS
Rank 25,519

SSRN RANKINGS

Top 25,519

in Total Papers Citations

3

CROSSREF CITATIONS

24

Scholarly Papers (3)

1.

The Distribution of the Extreme Daily Share Returns in the Athens Stock Exchange

European Journal of Finance, Forthcoming
Number of pages: 29 Posted: 01 Oct 2004
Richard A. Brown and Konstantinos Tolikas
University of Dundee - Department of Accountancy & Business Finance and University of Dundee
Downloads 214 (143,685)
Citation 3

Abstract:

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Extreme Value Theory, L-moments, Probability Weighted moments, Anderson-Darling goodness of fit test, Generalised Extreme Value distribution, Generalised Logistic distribution

2.

An Analysis of the Distribution of Extreme Share Returns in the UK from 1975 to 2000

Journal of Business Finance & Accounting, Vol. 31, No. 5-6, pp. 607-646, June 2004
Number of pages: 39 Posted: 12 Jul 2004
G. D. Gettinby, C. D. Sinclair, D.M. Power and Richard A. Brown
University of Dundee, University of Dundee, University of Dundee and University of Dundee - Department of Accountancy & Business Finance
Downloads 19 (532,599)
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Abstract:

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3.

Note on a New Zealand Replication of the Innes Et Al UK Activity Based Costing Survey

Management Accounting Research, Vol. 14, No. 1, March 2003
Posted: 19 May 2003
William D. J. Cotton, Susan Jackman and Richard A. Brown
SUNY at Geneseo - John Wiley Jones School of Business, University of Canterbiru and University of Dundee - Department of Accountancy & Business Finance

Abstract:

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activity-based costing, survey replication, management accounting