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 6 13 60 399 11 34 163 1,008
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 4 16 49 182 9 38 139 506
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 2 9 25 111 3 23 71 348
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 3 4 19 206 8 20 118 715
A Survival Analysis of Australian Equity Mutual Funds 5 12 50 295 33 68 229 1,379
A nonlinear time series model of El Niño 0 0 0 27 6 13 57 876
Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits 0 1 3 34 4 9 33 217
Migration of Price Discovery With Constrained Futures Markets 0 1 8 79 2 7 38 268
Modelling Adverse Selection on Electronic Order-Driven Markets 2 7 32 68 6 14 65 124
Modelling the Term Structure 0 0 0 2 2 7 26 495
Order Aggressiveness and Order Book Dynamics 13 36 104 339 28 81 237 763
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 0 1 2 9 68 1,189
Treasury Bill Yield Curves and Cointegration 0 0 0 2 9 13 62 452
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return 3 5 16 66 6 17 66 213
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 8 113 1 1 15 189
Total Working Papers 38 104 374 1,924 130 354 1,387 8,742


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 5 12 66 690 8 24 129 1,962
A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis 0 0 0 0 2 3 9 82
Assessing the Variability of Inflation 0 0 0 14 0 0 5 54
Confidence contours for two test statistics for non-nested regression models 1 1 2 6 1 3 14 50
Diagnostic tests as residual analysis 2 4 47 115 14 29 226 457
Modelling the buy and sell intensity in a limit order book market 3 13 44 108 5 18 62 167
Order aggressiveness and order book dynamics 0 2 20 82 2 7 51 218
Reply 0 0 0 1 0 0 3 7
Some notes on a dynamic model of international fishing 0 0 0 0 0 1 5 33
Tests of non-nested linear regression models subject to linear restrictions 0 0 0 6 1 2 11 47
The Wage-Hours Profile for Young Australians: How Meaningful Are Labour Supply Functions Estimated from Micro Data? 0 0 0 0 0 0 6 57
What Corporate Social Responsibility Activities are Valued by the Market? 4 10 55 114 10 29 154 308
Worldwide Rankings of Research Activity in Econometrics: 1980?1985 0 0 0 0 1 3 3 3
Worldwide Rankings of Research Activity in Econometrics: An Update: 1980?1988 1 2 2 2 2 4 4 4
Total Journal Articles 16 44 236 1,138 46 123 682 3,449


Statistics updated 2009-11-04