Anthony David Hall : Citation Profile


Are you Anthony David Hall?

13

H index

17

i10 index

1282

Citations

RESEARCH PRODUCTION:

25

Articles

21

Papers

1

Chapters

RESEARCH ACTIVITY:

   42 years (1981 - 2023). See details.
   Cites by year: 30
   Journals where Anthony David Hall has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 7 (0.54 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha174
   Updated: 2024-01-16    RAS profile: 2024-01-04    
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Relations with other researchers


Works with:

Teräsvirta, Timo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Anthony David Hall.

Is cited by:

Hautsch, Nikolaus (17)

Ubilava, David (13)

Thornton, Daniel (11)

McKenzie, Colin (10)

Batten, Jonathan (9)

Baltagi, Badi (9)

Sarno, Lucio (9)

Golinelli, Roberto (9)

Jondeau, Eric (9)

Strieborny, Martin (9)

Baum, Christopher (8)

Cites to:

Teräsvirta, Timo (24)

Amado, Cristina (15)

Foucault, Thierry (11)

Silvennoinen, Annastiina (11)

Engle, Robert (10)

Hautsch, Nikolaus (7)

Bollerslev, Tim (6)

Campbell, John (5)

Theissen, Erik (5)

Johansen, Soren (5)

Shiller, Robert (5)

Main data


Where Anthony David Hall has published?


Journals with more than one article published# docs
Econometric Theory2
Australian Economic Papers2
Mathematics and Computers in Simulation (MATCOM)2
Journal of Futures Markets2

Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney7
Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney4
FRU Working Papers / University of Copenhagen. Department of Economics. Finance Research Unit2

Recent works citing Anthony David Hall (2024 and 2023)


YearTitle of citing document
2023Small impact analysis in stochastically illiquid markets. (2021). Kivman, Evgueni ; Horst, Ulrich. In: Papers. RePEc:arx:papers:2103.05957.

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2023dYdX: Liquidity Providers Incentive Programme Review. (2023). Chan, Colin. In: Papers. RePEc:arx:papers:2307.03935.

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2023Estimation of an Order Book Dependent Hawkes Process for Large Datasets. (2023). Sancetta, Alessio ; Mucciante, Luca. In: Papers. RePEc:arx:papers:2307.09077.

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2023Do shareholders punish or reward excessive CSR engagement? Moderating effect of cash flow and firm growth. (2023). Karaman, Abdullah S ; Kuzey, Cemil ; Uyar, Ali ; Al-Shaer, Habiba. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001886.

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2023Natural resources and environmental sustainability: COP26 targets from resources-based perspective. (2023). Raza, Syed ; Shahzadi, Irum ; Peng, LI. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003343.

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2023How does CSR affect workers’ compensation? An approach by the theory of incentives. (2023). Pekovic, Sanja ; Lasram, Hejer ; Diaye, Marc-Arthur. In: International Journal of Production Economics. RePEc:eee:proeco:v:260:y:2023:i:c:s0925527323000920.

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2023Do rising labour costs promote technology upgrading? A novel theoretical hypothesis of an inverted U-shaped relationship. (2023). Wu, Yongqiu ; Li, Zhilong ; Wang, Jiang ; Xu, Jingwei ; Chen, Feng-Wen. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:66:y:2023:i:c:p:327-341.

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2023.

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2023The Moderating Role of Environmental Information Disclosure on the Impact of Environment Protection Investment on Firm Value. (2023). Peng, Geng ; Lv, Benfu ; Mei, Mei ; Cui, Wenjia ; Wang, Kedan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9174-:d:1165094.

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2023The Effects of Operational Efficiency and Environmental Risk on the Adoption of Environmental Management Practices. (2023). Chung, Hakjin ; Lee, Jiung ; Cho, Na-Eun. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:22:p:15869-:d:1278534.

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2023Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression. (2023). Zheng, Chaowen ; Zhang, Jing ; Li, Haiqi. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-07.

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2023Johansen Test with Fourier-Type Smooth Nonlinear Trends in Cointegrating Relations. (2023). Shintani, Mototsugu ; Kurita, Takamitsu. In: CIRJE F-Series. RePEc:tky:fseres:2023cf1216.

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2023The effect of sustainable business practices on profitability. Accounting for strategic disclosure. (2023). Taddeo, Simone ; Busato, Francesco ; Cerciello, Massimiliano. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:2:p:802-819.

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2023Corporate social responsibility and financial performance nexus: Empirical evidence from Ghana. (2023). Mudliar, Mahalakshmi ; Saeed, Musah Mohammed ; Kumari, Manisha. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:6:p:2799-2815.

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Works by Anthony David Hall:


YearTitleTypeCited
2021Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model In: CREATES Research Papers.
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paper2
1989A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis. In: Journal of Business & Economic Statistics.
[Citation analysis]
article20
1995The Wage-Hours Profile for Young Australians: How Meaningful Are Labour Supply Functions Estimated from Micro Data? In: Australian Economic Papers.
[Citation analysis]
article1
2001Regulatory Tools and Price Changes in Futures Markets In: Australian Economic Papers.
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article1
1988TESTING SEPARATE TIME SERIES MODELS In: Journal of Time Series Analysis.
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article8
2004Some notes on a dynamic model of international fishing In: Pure Mathematics and Applications.
[Citation analysis]
article0
1987Worldwide Rankings of Research Activity in Econometrics: 1980–1985 In: Econometric Theory.
[Full Text][Citation analysis]
article17
1990Worldwide Rankings of Research Activity in Econometrics: An Update: 1980–1988 In: Econometric Theory.
[Full Text][Citation analysis]
article15
2000Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper15
2002Using Bayesian variable selection methods to choose style factors in global stock return models.(2002) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 15
article
2000Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models.(2000) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2015Resiliency of the limit order book In: Journal of Economic Dynamics and Control.
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article14
1988Tests of non-nested linear regression models subject to linear restrictions In: Economics Letters.
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article10
1983Confidence contours for two test statistics for non-nested regression models In: Journal of Econometrics.
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article3
2007Modelling the buy and sell intensity in a limit order book market In: Journal of Financial Markets.
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article43
1992A study of various score test statistics for heteroscedasticity in the general linear model In: Mathematics and Computers in Simulation (MATCOM).
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article1
1999Parametric forecasts of Australian yield curves In: Mathematics and Computers in Simulation (MATCOM).
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article0
2013Macro-Econometric System Modelling @75 In: CAMA Working Papers.
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paper4
2013Macro-Econometric System Modelling @75.(2013) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
1990TREASURY BI;; YIELD CURVES AND COINTEGRATION. In: Australian National University - Department of Economics.
[Citation analysis]
paper11
1995Modelling the Term Structure. In: Australian National University - Department of Economics.
[Citation analysis]
paper63
2023Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks In: Econometrics.
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article0
1998A nonlinear time series model of El Niño In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
paper24
1981The LIML and Related Estimators of an Equation with Moving Average Disturbances. In: International Economic Review.
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article5
2007What Corporate Social Responsibility Activities are Valued by the Market? In: Journal of Business Ethics.
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article198
2004A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market In: Discussion Papers.
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paper10
2004A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market.(2004) In: FRU Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2004A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market.(2004) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2004Order Aggressiveness and Order Book Dynamics In: FRU Working Papers.
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paper54
2006Order aggressiveness and order book dynamics.(2006) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54
article
2008Order aggressiveness and order book dynamics.(2008) In: Studies in Empirical Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 54
chapter
1983Assessing the Variability of Inflation In: Review of Economic Studies.
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article66
2013The anatomy of portfolio skewness and kurtosis In: Journal of Asset Management.
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article4
2013The anatomy of portfolio skewness and kurtosis.(2013) In: Published Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2003A Survival Analysis of Australian Equity Mutual Funds In: Australian Journal of Management.
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article8
2003A Survival Analysis of Australian Equity Mutual Funds.(2003) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2015Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice In: Applied Economics.
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article0
1992A Cointegration Analysis of Treasury Bill Yields. In: The Review of Economics and Statistics.
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article380
1983Diagnostic tests as residual analysis In: Published Paper Series.
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paper266
2001The prediction of earnings movements using accounting data: An update and extension of Ou and Penman In: Published Paper Series.
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paper9
2007A Hybrid Artificial Neural Network-Numerical Model for Ground Water Problems In: Published Paper Series.
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paper1
2008Modelling Adverse Selection on Electronic Order-Driven Markets In: Research Paper Series.
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paper2
1998Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits In: Research Paper Series.
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paper6
2000A Bayesian Approach to Variable Selection in Logistic Regression with Application to Predicting Earnings Direction from Accounting Information In: Research Paper Series.
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paper4
2001Migration of Price Discovery With Constrained Futures Markets In: Research Paper Series.
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paper3
2001Limits to linear price behavior: futures prices regulated by limits In: Journal of Futures Markets.
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article12
2006Migration of price discovery in semiregulated derivatives markets In: Journal of Futures Markets.
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article2

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