Access Statistics for Anthony David Hall

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Approach to Variable Selection in Logistic Regression with Application to Predicting Earnings Direction from Accounting Information 0 0 0 498 0 0 0 1,380
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 0 426 0 0 1 1,181
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 0 1 282 0 0 5 1,020
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 1 1 186 0 2 3 707
A Hybrid Artificial Neural Network-Numerical Model for Ground Water Problems 0 0 0 1 0 0 1 7
A Survival Analysis of Australian Equity Mutual Funds 0 0 0 389 0 1 2 1,744
A nonlinear time series model of El Niño 0 0 0 27 0 0 2 1,097
Diagnostic tests as residual analysis 0 0 9 73 1 3 22 197
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 1 2 5 94 1 2 9 63
Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits 0 0 0 47 0 0 2 308
Macro-Econometric System Modelling @75 1 1 1 145 1 1 1 192
Macro-Econometric System Modelling @75 1 1 1 41 2 2 3 136
Migration of Price Discovery With Constrained Futures Markets 0 0 0 88 0 0 1 337
Modelling Adverse Selection on Electronic Order-Driven Markets 1 1 3 162 2 3 15 410
Modelling the Term Structure 0 0 0 2 3 3 6 656
Order Aggressiveness and Order Book Dynamics 0 0 0 675 2 5 11 1,713
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 0 0 3 1,377
The anatomy of portfolio skewness and kurtosis 0 0 1 20 0 0 3 66
The prediction of earnings movements using accounting data: An update and extension of Ou and Penman 0 1 1 2 0 1 1 25
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 128 0 1 3 264
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 0 79 0 0 1 315
Total Working Papers 4 7 23 3,366 12 24 95 13,195


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Cointegration Analysis of Treasury Bill Yields 1 2 7 1,072 1 2 14 2,936
A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis 0 0 0 0 0 0 2 137
A Survival Analysis of Australian Equity Mutual Funds 0 0 1 6 0 2 4 25
A study of various score test statistics for heteroscedasticity in the general linear model 0 0 0 1 0 0 2 20
Assessing the Variability of Inflation 0 0 1 29 0 1 3 148
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 0 1 3 7 0 2 9 20
Confidence contours for two test statistics for non-nested regression models 0 0 0 9 0 0 0 108
Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice 0 0 0 2 0 1 4 26
Investigating Some Issues Relating to Regime Matching 0 0 0 0 0 0 0 0
Limits to linear price behavior: futures prices regulated by limits 0 0 0 0 0 0 0 27
Migration of price discovery in semiregulated derivatives markets 0 0 0 3 0 0 0 17
Modelling the buy and sell intensity in a limit order book market 0 0 3 278 0 0 13 539
Order aggressiveness and order book dynamics 1 1 4 144 1 1 9 403
Parametric forecasts of Australian yield curves 0 0 0 8 0 0 2 26
Regulatory Tools and Price Changes in Futures Markets 0 0 0 0 1 2 3 5
Resiliency of the limit order book 0 1 7 55 1 6 29 182
Some notes on a dynamic model of international fishing 0 0 0 0 0 0 2 71
TESTING SEPARATE TIME SERIES MODELS 0 0 0 1 0 0 0 18
Tests of non-nested linear regression models subject to linear restrictions 0 0 0 13 0 0 1 102
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 0 1 1 80
The Wage-Hours Profile for Young Australians: How Meaningful Are Labour Supply Functions Estimated from Micro Data? 0 0 0 0 0 0 0 88
The anatomy of portfolio skewness and kurtosis 0 0 4 12 0 3 11 32
Using Bayesian variable selection methods to choose style factors in global stock return models 0 0 0 33 0 0 2 189
What Corporate Social Responsibility Activities are Valued by the Market? 0 0 0 296 0 0 2 906
Worldwide Rankings of Research Activity in Econometrics: 1980–1985 0 0 0 3 0 0 1 42
Worldwide Rankings of Research Activity in Econometrics: An Update: 1980–1988 0 0 0 9 0 0 1 38
Total Journal Articles 2 5 30 1,991 4 21 115 6,185
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Order aggressiveness and order book dynamics 0 0 0 0 0 3 4 12
Total Chapters 0 0 0 0 0 3 4 12


Statistics updated 2025-05-12