Issue Date | Title | Author(s) |
2013-08-01 | The anatomy of portfolio skewness and kurtosis | Hall, AD; Satchell, SE |
1983-01 | Assessing the variability of inflation | Pagan, AR; Hall, AD; Trivedi, P |
2002 | Bayesian variable selection in logistic regression: predicting company earnings direction | Gerlach, R; Bird, R; Hall, AD |
2010-01 | Computing optimal mean/downside risk frontiers: The role of ellipiticity | Hall, AD; Satchell, SE; Satchell, S |
2003-01 | Estimating the intensity of buy and sell arrivals in a limit order book market | Hall, AD; Hautsch, N; McCulloch, JD; - |
2015-01-01 | Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice | Hall, AD; Satchell, SE; Spence, PJ |
2007-09-01 | A hybrid artificial neural network-numerical model for ground water problems | Szidarovszky, F; Coppola, EA; Long, J; Hall, AD; Poulton, MM |
2001-05-01 | Limits to linear price behavior: Futures prices regulated by limits | Hall, AD; Kofman, P |
2006-03-01 | Migration of price discovery in semiregulated derivatives markets | Hall, AD; Kofman, P; Manaster, S |
2007-01 | Modelling the Buy and Sell Intensity in a Limit Order Book Market | Hall, AD; Hautsch, N |
2001-01-01 | A nonlinear time series model of El Niño | Hall, AD; Skalin, J; Teräsvirta, T |
2008-01 | Order aggressiveness and order book dynamics | Hall, AD; Hautsch, N; Bauwens, L; Pohlmeier, W; Veredas, D |
2006-01-01 | Order aggressiveness and order book dynamics | Hall, AD; Hautsch, N |
2001-01 | The Prediction of Earnings Movements Using Accounting Data: An Update & Extension of Ou and Penman | Bird, R; Gerlach, R; Hall, AD |
2001-01 | Regulatory Tools & Price Changes in Futures Markets | Hall, AD; Kofman, P |
2005-01 | Some notes on a dynamic model of international fishing | Hall, AD; Szidarovszky, F; Zhao, J |
2003-01 | A survival analysis of Australian equity mutual funds | Cameron, AC; Hall, AD |
2002-12-01 | Using Bayesian variable selection methods to choose style factors in global stock return models | Hall, AD; Hwang, S; Satchell, SE |
2007-12-01 | What corporate social responsibility activities are valued by the market? | Bird, R; Hall, AD; Momentè, F; Reggiani, F |