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Drawbacks in the 3-factor approach of Fama and French : (2018)

Allen, David E.; McAleer, Michael - 2019

Persistent link: https://www.econbiz.de/10012149751

Volatility spillover and multivariate volatility impulse response analysis of GFC news events

Allen, David E.; McAleer, Michael; Powell, Robert; … - In: Applied economics 49 (2017) 31/33, pp. 3246-3262

Persistent link: https://www.econbiz.de/10011774739

Volatility spillovers from Australia's major trading partners across the GFC

Allen, David E.; McAleer, Michael; Powell, Robert; … - In: International review of economics & finance : IREF 47 (2017), pp. 159-175

Persistent link: https://www.econbiz.de/10011740133

Fake news and indierence to truth : dissecting tweets and state of the union addresses by presidents Obama and Trump

Allen, David E.; McAleer, Michael; Reid, David McHardy - 2018

Persistent link: https://www.econbiz.de/10011823286

Volatility spillover and multivariate volatility impulse response analysis of GFC news events

Allen, David E.; McAleer, Michael; Powell, Robert; … - 2016

Persistent link: https://www.econbiz.de/10011823323

Fake news and indifference to truth : dissecting tweets and state of the union addresses by presidents Obama and Trump

Allen, David E.; McAleer, Michael; Reid, David McHardy - 2018

State of the Union Addresses (SOUA) by two recent US Presidents, President Obama (2016) and President Trump (2018), and a series of recent of tweets by President Trump, are analysed by means of the data mining technique, sentiment analysis. The intention is to explore the contents and sentiments...

Persistent link: https://www.econbiz.de/10011801434