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Anthony David Hall

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Personal Details

First Name:Anthony
Middle Name:David
Last Name:Hall
Suffix:
RePEc Short-ID:pha174
Email:
Homepage:http://datasearch.uts.edu.au/business/staff/finance/details.cfm?StaffId=74
Postal Address:Finance DG, UTS Business School, University of Technology Sydney, PO Box 123 Broadway NSW 2007 Australia
Phone:+61 2 9514 7777
Location: Sydney, Australia
Homepage: http://www.business.uts.edu.au/finance/
Email:
Phone: +61 2 9514 7777
Fax: +61 2 9514 7711
Postal: PO Box 123, Broadway, NSW 2007
Handle: RePEc:edi:sfutsau (more details at EDIRC)
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  1. Louis R. Mercorelli & David Michayluk & Anthony D. Hall, 2008. "Modelling Adverse Selection on Electronic Order-Driven Markets," Research Paper Series 220, Quantitative Finance Research Centre, University of Technology, Sydney.
  2. Anthony D. Hall & Nikolaus Hautsch, 2004. "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," Research Paper Series 121, Quantitative Finance Research Centre, University of Technology, Sydney.
  3. Anthony D. Hall & Nikolaus Hautsch, 2004. "Order Aggressiveness and Order Book Dynamics," FRU Working Papers 2005/04, University of Copenhagen. Department of Economics. Finance Research Unit.
  4. A. Colin Cameron & Anthony D. Hall, 2003. "A Survival Analysis of Australian Equity Mutual Funds," Research Paper Series 94, Quantitative Finance Research Centre, University of Technology, Sydney.
  5. Anthony D. Hall & Paul Kofman & Steve Manaster, 2001. "Migration of Price Discovery With Constrained Futures Markets," Research Paper Series 70, Quantitative Finance Research Centre, University of Technology, Sydney.
  6. Richard Gerlach & Ron Bird & Anthony D. Hall, 2000. "A Bayesian Approach to Variable Selection in Logistic Regression with Application to Predicting Earnings Direction from Accounting Information," Research Paper Series 47, Quantitative Finance Research Centre, University of Technology, Sydney.
  7. Anthony D. Hall & Soosung Hwang & Steve Satchell, 2000. "Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models," Research Paper Series 31, Quantitative Finance Research Centre, University of Technology, Sydney.
  8. Anthony D. Hall & Paul Kofman & R. Guido, 1998. "Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits," Research Paper Series 3, Quantitative Finance Research Centre, University of Technology, Sydney.
  9. Hall, Anthony D. & Skalin, Joakim & Teräsvirta, Timo, 1998. "A nonlinear time series model of El Niño," SSE/EFI Working Paper Series in Economics and Finance 263, Stockholm School of Economics.
  10. Pagan, A.R. & Hall, A.D. & Martin, V., 1995. "Modelling the Term Structure," Papers 284, Australian National University - Department of Economics.
  11. Anderson, H.M. & Granger, C.W.G. & Hall, A.D., 1990. "Treasury Bi;; Yield Curves And Cointegration," Papers 215, Australian National University - Department of Economics.
  12. Tony Hall & Jan Jacobs & Adrian Pagan, . "Macro-Econometric System Modelling @75," NCER Working Paper Series 95, National Centre for Econometric Research.
  1. Ron Bird & Anthony D. Hall & Francesco Momentè & Francesco Reggiani, 2007. "What Corporate Social Responsibility Activities are Valued by the Market?," Journal of Business Ethics, Springer, vol. 76(2), pages 189-206, December.
  2. Hall, Anthony D. & Hautsch, Nikolaus, 2007. "Modelling the buy and sell intensity in a limit order book market," Journal of Financial Markets, Elsevier, vol. 10(3), pages 249-286, August.
  3. Anthony Hall & Nikolaus Hautsch, 2006. "Order aggressiveness and order book dynamics," Empirical Economics, Springer, vol. 30(4), pages 973-1005, January.
  4. Anthony D. Hall & Paul Kofman & Steven Manaster, 2006. "Migration of price discovery in semiregulated derivatives markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(3), pages 209-241, 03.
  5. Hall, A.D., Szidarovszky, F. & Zhao, J., 2004. "Some notes on a dynamic model of international fishing," Pure Mathematics and Applications, Department of Mathematics, Corvinus University of Budapest, vol. 15(1), pages 45-54.
  6. Hall, Anthony D. & Hwang, Soosung & Satchell, Stephen E., 2002. "Using Bayesian variable selection methods to choose style factors in global stock return models," Journal of Banking & Finance, Elsevier, vol. 26(12), pages 2301-2325.
  7. Robert I. Webb & Anthony D. Hall & Paul Kofman, 2001. "Limits to linear price behavior: futures prices regulated by limits," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(5), pages 463-488, 05.
  8. Hall, Anthony D & Kofman, Paul, 2001. "Regulatory Tools and Price Changes in Futures Markets," Australian Economic Papers, Wiley Blackwell, vol. 40(4), pages 520-40, December.
  9. Hall, A.D, 1999. "Parametric forecasts of Australian yield curves," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 48(4), pages 541-549.
  10. Hall, A D & Vella, Francis, 1995. "The Wage-Hours Profile for Young Australians: How Meaningful Are Labour Supply Functions Estimated from Micro Data?," Australian Economic Papers, Wiley Blackwell, vol. 34(64), pages 50-61, June.
  11. Hall, Anthony D & Anderson, Heather M & Granger, Clive W J, 1992. "A Cointegration Analysis of Treasury Bill Yields," The Review of Economics and Statistics, MIT Press, vol. 74(1), pages 116-26, February.
  12. Hall, A.D., 1992. "A study of various score test statistics for heteroscedasticity in the general linear model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 33(5), pages 563-568.
  13. Hall, A. D., 1990. "Worldwide Rankings of Research Activity in Econometrics: An Update: 1980–1988," Econometric Theory, Cambridge University Press, vol. 6(01), pages 1-16, March.
  14. Hall, A D & McAleer, Michael, 1989. "A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(1), pages 95-106, January.
  15. Pesaran, M. H. & Hall, A. D., 1988. "Tests of non-nested linear regression models subject to linear restrictions," Economics Letters, Elsevier, vol. 27(4), pages 341-348.
  16. Hall, A. D., 1987. "Worldwide Rankings of Research Activity in Econometrics: 1980–1985," Econometric Theory, Cambridge University Press, vol. 3(02), pages 171-194, April.
  17. Hall, A. D., 1983. "Confidence contours for two test statistics for non-nested regression models," Journal of Econometrics, Elsevier, vol. 21(1), pages 155-160, January.
  18. Pagan, A R & Hall, A D & Trivedi, P K, 1983. "Assessing the Variability of Inflation," Review of Economic Studies, Wiley Blackwell, vol. 50(4), pages 585-96, October.
6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2004-04-18
  2. NEP-CTA: Contract Theory & Applications (1) 2008-05-05
  3. NEP-ECM: Econometrics (1) 1998-10-08
  4. NEP-ENV: Environmental Economics (1) 1998-10-08
  5. NEP-ETS: Econometric Time Series (1) 1998-10-08
  6. NEP-FIN: Finance (3) 2004-06-02 2004-06-02 2004-11-07. Author is listed
  7. NEP-FMK: Financial Markets (2) 2004-04-04 2004-06-02. Author is listed
  8. NEP-MST: Market Microstructure (1) 2008-05-05
  9. NEP-RMG: Risk Management (1) 2004-04-04
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