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Long-term and short-term causal relationships between dividends and stock prices in Malaysia : a time-series analysis in the spirit of Lintner's model

Allen, David E.; McDonald, Garry A.; Setiawan, H. - In: Advances in Pacific Basin financial markets 6 (2000), pp. 83-99

Persistent link: https://www.econbiz.de/10001487710

Stock returns and equity premium evidence using dividend price ratios and dividend yields in Malaysia

Allen, David E.; Imbarine Bujang - 2009

Persistent link: https://www.econbiz.de/10008667285

The relationship between stock prices and dividends : evidence from the Australian stock market

Allen, David E.; McDonald, Garry A. - 1996

Persistent link: https://www.econbiz.de/10000996574

Dividend policy : the issues

Allen, David E. (contributor) - In: Managerial finance 18 (1992) 1

Persistent link: https://www.econbiz.de/10001133732

Dividend policy and stock price volatility : Australian evidence

Allen, David E. - In: Applied financial economics 6 (1996) 2, pp. 175-188

Persistent link: https://www.econbiz.de/10001198667

The winner-loser hypothesis : some further Australian evidence

Allen, David E.; Prince, Robert - 1994

Persistent link: https://www.econbiz.de/10000893618

Dividend policy and stock price volatility : Australian evidence

Allen, Dave E. - 1993

Persistent link: https://www.econbiz.de/10000864677

Daily market news sentiment and stock prices

Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2015

Persistent link: https://www.econbiz.de/10011432600

A cointegration analysis of agricultural, energy and bio-fuel spot and futures prices

Allen, David E.; Chang, Chia-Lin; McAleer, Michael; … - 2016

This paper features an analysis of the cointegration relationships among agricultural commodity, ethanol and Cushing crude oil spot and futures prices. The use of grains for the creation of bio-fuels has sparked fears that these demands are inflating food prices. We analyse approximately 10...

Persistent link: https://www.econbiz.de/10011479769

A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500

Allen, David E.; McAleer, Michael; Powell, Robert; … - In: Journal of risk and financial management : JRFM 6 (2013) 1, pp. 6-30

This paper features an analysis of the relationship between the S&P 500 Index and the VIX using daily data obtained from the CBOE website and SIRCA (The Securities Industry Research Centre of the Asia Pacific). We explore the relationship between the S&P 500 daily return series and a similar...

Persistent link: https://www.econbiz.de/10011555743