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 4 14 59 320 17 46 148 790
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 6 13 30 122 16 42 108 324
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 1 19 82 1 12 53 261
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market 0 4 31 184 3 18 118 585
A Survival Analysis of Australian Equity Mutual Funds 6 16 59 228 20 69 326 1,089
A nonlinear time series model of El Niño 0 0 0 27 4 19 67 805
Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits 0 2 3 30 4 7 37 169
Migration of Price Discovery With Constrained Futures Markets 1 3 15 70 5 24 55 222
Modelling Adverse Selection on Electronic Order-Driven Markets 5 22 22 22 10 30 31 31
Modelling the Term Structure 0 0 2 2 3 12 30 461
Order Aggressiveness and Order Book Dynamics 6 10 65 215 14 29 139 493
TREASURY BI;; YIELD CURVES AND COINTEGRATION 0 0 1 1 7 32 88 1,100
Treasury Bill Yield Curves and Cointegration 0 0 2 2 9 21 67 375
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return 2 5 14 47 8 16 43 132
Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models 0 0 8 103 1 5 23 171
Total Working Papers 30 90 330 1,455 122 382 1,333 7,008


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 4 11 49 607 6 18 92 1,798
A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis 0 0 0 0 0 2 4 66
Assessing the Variability of Inflation 0 2 3 14 0 3 5 44
Confidence contours for two test statistics for non-nested regression models 0 1 2 4 1 3 15 30
Diagnostic tests as residual analysis 3 17 57 57 13 55 184 184
Modelling the buy and sell intensity in a limit order book market 1 6 55 55 3 14 86 86
Order aggressiveness and order book dynamics 2 9 22 55 6 19 54 150
Reply 0 0 0 0 0 1 2 2
Some notes on a dynamic model of international fishing 0 0 0 0 0 1 17 19
Tests of non-nested linear regression models subject to linear restrictions 0 0 2 6 1 2 15 35
The Wage-Hours Profile for Young Australians: How Meaningful Are Labour Supply Functions Estimated from Micro Data? 0 0 0 0 1 2 4 50
What Corporate Social Responsibility Activities are Valued by the Market? 2 13 47 47 9 34 117 117
Total Journal Articles 12 59 237 845 40 154 595 2,581


Statistics updated 2008-08-03