Anthony (Tony) W. Hughes

University of Adelaide

233 North Terrace

Adelaide, South Australia

AUSTRALIA

SCHOLARLY PAPERS

3

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4

CROSSREF CITATIONS

35

Scholarly Papers (3)

1.

A Quantile Regression Analysis of the Cross Section of Stock Market Returns

Number of pages: 36 Posted: 30 Jun 2004 Last Revised: 22 Sep 2010
Michelle L. Barnes and Anthony (Tony) W. Hughes
Federal Reserve Bank of Boston and University of Adelaide
Downloads 664 (38,606)
Citation 47

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Capital Asset Pricing Model (CAPM), Semi-parametric Regression, Errors-in-Variables, Monte Carlo Simulation, Cross-Section Analysis, Underperforming Stocks and Overperforming Stocks

2.

Conditional Beta Estimation and Forecasting with Panel Data Methods

Number of pages: 40 Posted: 07 Nov 2005
Michelle L. Barnes and Anthony (Tony) W. Hughes
Federal Reserve Bank of Boston and University of Adelaide
Downloads 387 (76,209)
Citation 3

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conditional CAPM, panel data, heterogeneity, beta

3.

Under Performers and Over Achievers: A Quantile Regression Analysis of Growth

Economic Record, Vol. 80, pp. 17-35, March 2004
Number of pages: 19 Posted: 15 Apr 2004
Raul Anibal Barreto and Anthony (Tony) W. Hughes
University of Adelaide - School of Economics and University of Adelaide
Downloads 31 (466,012)
Citation 1
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