User profiles for David E Allen

David Edmund Allen

School of Maths and Statistics University of Sydney, School of Business and Law, Edith …
Verified email at sydney.edu.au
Cited by 5668

The pecking order hypothesis: Australian evidence

DE Allen - Applied Financial Economics, 1993 - Taylor & Francis
This paper investigates the pecking order hypothesis, as previously suggested by Donaldson
(1961) and further developed by Myers and Majluf (1984). It utilizes accounting information …

Multivariate GARCH hedge ratios and hedging effectiveness in Australian futures markets

W Yang, DE Allen - Accounting & Finance, 2005 - Wiley Online Library
We use the All Ordinaries Index and the corresponding Share Price Index futures contract
written against the All Ordinaries Index to estimate optimal hedge ratios, adopting several …

The determinants of the capital structure of listed Australian companies: the financial manager's perspective

DE Allen - Australian Journal of Management, 1991 - journals.sagepub.com
This paper reports the results of an investigation of financial managers' perceptions of the
broad determinants of listed Australian company capital structure decisions. The research …

Building vibrations from human activities

DE Allen - Concrete International, 1990 - concrete.org
Although Eq.(2) is derived for a uniformly loaded, simply supported beam, it can be used for
human ac—tivities on most floor systems? Eq.(2) assumes that there is only one mode of …

The long-run gains from international equity diversification: Australian evidence from cointegration tests

DE Allen, G MacDonald - Applied Financial Economics, 1995 - Taylor & Francis
The benefits available from international equity diversification to Australian investors for the
period 1970–92 are analysed using monthly index data for 16 countries supplied by Morgan …

A Test of the Persistence in the Performance of UK Managed Funds

DE Allen, ML Tan - Journal of Business Finance & Accounting, 1999 - Wiley Online Library
We employ a United Kingdom data set of weekly returns from a sample of investment trust
companies available on the Datastream database. We analyse the relative performance of the …

Daily market news sentiment and stock prices

DE Allen, M McAleer, AK Singh - Applied Economics, 2019 - Taylor & Francis
In recent years there has been a tremendous growth in readily available news related to traded
assets in international financial markets. This financial news is now available through real…

Extreme market risk and extreme value theory

AK Singh, DE Allen, PJ Robert - Mathematics and computers in simulation, 2013 - Elsevier
The phenomenon of the occurrence of rare yet extreme events, “Black Swans” in Taleb's
terminology, seems to be more apparent in financial markets around the globe. This means …

[HTML][HTML] Deep learning classification of canine behavior using a single collar-mounted accelerometer: Real-world validation

…, NC Yoder, AB Carson, C Junge, DE Allen… - Animals, 2021 - mdpi.com
Simple Summary Collar-mounted activity monitors using battery-powered accelerometers
can continuously and accurately analyze specific canine behaviors and activity levels. These …

Fake news and indifference to scientific fact: President Trump's confused tweets on global warming, climate change and weather

DE Allen, M McAleer - Scientometrics, 2018 - Springer
A set of 115 tweets on climate change by President Trump, from 2011 to 2015, are analysed
by means of the data mining technique, sentiment analysis. The intention is to explore the …