Publications

by members of

School of Accounting, Finance and Economics
Edith Cowan University
Perth, Australia

Working papers

2001

1. Zheng, H. & Thomas, L.C. & Allen, D.E., 2001. "The Duration Derby: A Comparison of Duration Based Strategies in Asset Liability Management," Papers 01-176, University of Southampton - Department of Accounting and Management Science.

Journal articles

2009

1. David E. Allen & Robert Powell, 2009. "Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 49(3), pages 425-444. [Downloadable!] (restricted)

2008

1. Allen, David & Chan, Felix & McAleer, Michael & Peiris, Shelton, 2008. "Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks," Journal of Econometrics, Elsevier, vol. 147(1), pages 163-185, November. [Downloadable!] (restricted)
2. Gao, Jiti & McAleer, Michael & Allen, David E., 2008. "Econometric modelling in finance and risk management: An overview," Journal of Econometrics, Elsevier, vol. 147(1), pages 1-4, November. [Downloadable!] (restricted)

2006

1. Victor Soucik & David E. Allen, 2006. "Benchmarking Australian fixed interest fund performance: finding the optimal factors," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(5), pages 865-898. [Downloadable!] (restricted)
2. D. E. Allen & A. Soongswang, 2006. "Post-Takeover Effects on Thai Bidding Firms: Are Takeovers in the Bidder's Interests?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 9(04), pages 509-531. [Downloadable!] (restricted)
3. David E. Allen & Jerry T. Parwada, 2006. "Investors' response to mutual fund company mergers," International Journal of Managerial Finance, Emerald Group Publishing, vol. 2(2), pages 121-135, July. [Downloadable!] (restricted)

2005

1. D. E. Allen & H. M. Salim, 2005. "Forecasting profitability and earnings: a study of the UK market (1982--2000)," Applied Economics, Taylor and Francis Journals, vol. 37(17), pages 2009-2018, September. [Downloadable!] (restricted)
2. Wenling Yang & David E. Allen, 2005. "Multivariate GARCH hedge ratios and hedging effectiveness in Australian futures markets," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 45(2), pages 301-321. [Downloadable!] (restricted)

2004

1. David E. Allen & Jerry T. Parwada, 2004. "Effects of Bank Funds Management Activities on the Disintermediation of Bank Deposits," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 31(7-8), pages 1151-1170. [Downloadable!] (restricted)

2002

1. MacDonald, G & Allen, D & Cruickshank, S, 2002. "Purchasing Power Parity--Evidence from a New Panel Test," Applied Economics, Taylor and Francis Journals, vol. 34(11), pages 1319-24, July. [Downloadable!] (restricted)
2. Thomas, Lyn C. & Allen, David E. & Morkel-Kingsbury, Nigel, 2002. "A hidden Markov chain model for the term structure of bond credit risk spreads," International Review of Financial Analysis, Elsevier, vol. 11(3), pages 311-329. [Downloadable!] (restricted)

1999

1. Allen, D E & Morkel-Kingsbury, N J & Piboonthanakiat, W, 1999. "The Long-Run Performance of Initial Public Offerings in Thailand," Applied Financial Economics, Taylor and Francis Journals, vol. 9(3), pages 215-32, June. [Downloadable!] (restricted)
2. D. E. Allen & M. L. Tan, 1999. "A Test of the Persistence in the Performance of UK Managed Funds," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 26(5&6), pages 559-593. [Downloadable!] (restricted)

1998

1. Allen, D. E. & Cleary, F., 1998. "Determinants of the cross-section of stock returns in the Malaysian stock market," International Review of Financial Analysis, Elsevier, vol. 7(3), pages 253-275. [Downloadable!] (restricted)

1996

1. Allen, Dave E & Rachim, Veronica S, 1996. "Dividend Policy and Stock Price Volatility: Australian Evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 6(2), pages 175-88, April. [Downloadable!] (restricted)

1995

1. Allen, D E & Prince, Robert, 1995. "The Winner/Loser Hypothesis: Some Preliminary Australian Evidence on the Impact of Changing Risk," Applied Economics Letters, Taylor and Francis Journals, vol. 2(8), pages 280-83, August. [Downloadable!] (restricted)
2. Allen, D E & MacDonald, G, 1995. "The Long-Run Gains from International Equity Diversification: Australian Evidence from Cointegration Tests," Applied Financial Economics, Taylor and Francis Journals, vol. 5(1), pages 33-42, February. [Downloadable!] (restricted)
3. Allen, Dave E. & Sugianto, Richard, 1995. "Australian domestic porfolio diversification and estimation risk: A review of investment strategies," Pacific-Basin Finance Journal, Elsevier, vol. 3(1), pages 142-143, May. [Downloadable!] (restricted)

1994

1. Allen, Dave E. & Sugianto, Richard, 1994. "Australian domestic portfolio diversification and estimation risk: A review of investment strategies," Pacific-Basin Finance Journal, Elsevier, vol. 2(2-3), pages 293-318, May. [Downloadable!] (restricted)

1993

1. Allen, David E, 1993. "The Pecking Order Hypothesis: Australian Evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 3(2), pages 101-12, June. [Downloadable!] (restricted)

1989

1. Allen, D E & Mizuno, H, 1989. "The Determinants of Corporate Capital Structure: Japanese Evidence," Applied Economics, Taylor and Francis Journals, vol. 21(5), pages 569-85, May.

1987

1. Allen, D E & Carse, S & Fujio, K, 1987. "Trade Financing Procedures in Britain and Japan," Applied Economics, Taylor and Francis Journals, vol. 19(6), pages 711-28, June.

1986

1. D.E. Allen & J.N. Crook & W.D. Reekie, 1986. "Technical Change, Economies of Scope and Contestable Markets," South African Journal of Economics, Economic Society of South Africa, vol. 54(2), pages 113-119, 06. [Downloadable!] (restricted)

This page was last updated on 2009-12-2.