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Empirical testing of the Samuelson hypothesis : an application to futures markets in Australia, Singapore and the UK
Allen, David E. (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001516104
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Tail risk for Australian emerging market entities
Allen, David E.; Kramadibrata, Akhmad R.; Powell, Robert; … - 2011
Persistent link: https://www.econbiz.de/10009410470
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Optimising a mining portfolio using CVaR
Allen, David E.; Kramadibrata, Akhmad R.; Powell, Robert; … - 2011
Persistent link: https://www.econbiz.de/10009410472
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A quantile analysis of default risk for speculative and emerging companies
Allen, David E.; Kramadibrata, Akhmad R.; Powell, Robert; … - 2011
Persistent link: https://www.econbiz.de/10009410475
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Comparing Australian and US corporate default risk using quantile regression
Allen, David E.; Kramadibrata, Akhmad R.; Powell, Robert; … - 2011
Persistent link: https://www.econbiz.de/10009410478
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Returns, volatility and liquidity on the ASX : undisclosed vs. disclosed limit orders
Allen, David E.; Cheng, Alexander S.-S.; … - 2007
Persistent link: https://www.econbiz.de/10003414338
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Returns, volatility, and liquidity on the ASX : undisclosed versus disclosed limit orders
Allen, David E.; Cheng, Alexander Shu-sing; … - In: Stock market liquidity : implications for market …, (pp. 227-245). 2008
Persistent link: https://www.econbiz.de/10003650538