13
H index
17
i10 index
1301
Citations
Anthony David Hall : Citation Profile
| RESEARCH PRODUCTION: 26 Articles 21 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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42 years (1981 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Anthony David Hall. | Is cited by:
| Cites to:
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Main data
Where Anthony David Hall has published?
| Journals with more than one article published | # docs |
|---|---|
| Australian Economic Papers | 3 |
| Journal of Futures Markets | 2 |
| Econometric Theory | 2 |
| Mathematics and Computers in Simulation (MATCOM) | 2 |
Recent works citing Anthony David Hall (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Small impact analysis in stochastically illiquid markets. (2021). Kivman, Evgueni ; Horst, Ulrich. In: Papers. RePEc:arx:papers:2103.05957. Full description at Econpapers || Download paper |
| 2023 | dYdX: Liquidity Providers Incentive Programme Review. (2023). Chan, Colin. In: Papers. RePEc:arx:papers:2307.03935. Full description at Econpapers || Download paper |
| 2023 | Estimation of an Order Book Dependent Hawkes Process for Large Datasets. (2023). Sancetta, Alessio ; Mucciante, Luca. In: Papers. RePEc:arx:papers:2307.09077. Full description at Econpapers || Download paper |
| 2024 | Water risk and financial analysts information environment: Empirical evidence from China. (2024). Su, Kun ; Zhou, Ziting ; Liu, Chengyun ; An, Hui. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:1265-1304. Full description at Econpapers || Download paper |
| 2024 | True transparency or mere decoupling? The study of selective disclosure in sustainability reporting. (2024). Kamiski, Bogumi ; Aluchna, Maria ; Roszkowska-Menkes, Maria. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:98:y:2024:i:c:s1045235423001612. Full description at Econpapers || Download paper |
| 2024 | Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model. (2024). Teräsvirta, Timo ; Silvennoinen, Annastiina ; He, Changli ; Terasvirta, Timo ; Kang, Jian. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002105. Full description at Econpapers || Download paper |
| 2023 | Do 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. Full description at Econpapers || Download paper |
| 2023 | The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051. Full description at Econpapers || Download paper |
| 2024 | Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335. Full description at Econpapers || Download paper |
| 2023 | Natural 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. Full description at Econpapers || Download paper |
| 2023 | How 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. Full description at Econpapers || Download paper |
| 2023 | Do 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. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2024 | Meeting Stakeholder Needs: Who Should Managers Pay Close Attention To? Evidence from Listed Chinese Manufacturing Companies. (2024). Yekini, Sina ; Oino, Isaiah. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:9:p:3806-:d:1387403. Full description at Econpapers || Download paper |
| 2023 | From childhood poverty to good boss: the impact of CEOs early-life experience on corporate employee responsibility. (2023). Chen, Chen ; Jia, Ximeng ; Hao, Mengyu ; Li, Yaoqin. In: Asian Business & Management. RePEc:pal:abaman:v:22:y:2023:i:5:d:10.1057_s41291-023-00235-4. Full description at Econpapers || Download paper |
| 2023 | Estimating 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. Full description at Econpapers || Download paper |
| 2023 | Johansen Test with Fourier-Type Smooth Nonlinear Trends in Cointegrating Relations. (2023). Shintani, Mototsugu ; Kurita, Takamitsu. In: CIRJE F-Series. RePEc:tky:fseres:2023cf1216. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Corporate 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. Full description at Econpapers || Download paper |
Works by Anthony David Hall:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 1989 | A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 20 |
| 1995 | The Wage-Hours Profile for Young Australians: How Meaningful Are Labour Supply Functions Estimated from Micro Data? In: Australian Economic Papers. [Citation analysis] | article | 1 |
| 2001 | Regulatory Tools and Price Changes in Futures Markets. In: Australian Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 2001 | Regulatory Tools and Price Changes in Futures Markets In: Australian Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 1988 | TESTING SEPARATE TIME SERIES MODELS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 8 |
| 2004 | Some notes on a dynamic model of international fishing In: Pure Mathematics and Applications. [Citation analysis] | article | 0 |
| 1987 | Worldwide Rankings of Research Activity in Econometrics: 1980–1985 In: Econometric Theory. [Full Text][Citation analysis] | article | 17 |
| 1990 | Worldwide Rankings of Research Activity in Econometrics: An Update: 1980–1988 In: Econometric Theory. [Full Text][Citation analysis] | article | 15 |
| 2000 | Using 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] | paper | 15 |
| 2002 | Using Bayesian variable selection methods to choose style factors in global stock return models.(2002) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2000 | Using 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 | |
| 2015 | Resiliency of the limit order book In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 15 |
| 1988 | Tests of non-nested linear regression models subject to linear restrictions In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 1983 | Confidence contours for two test statistics for non-nested regression models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2007 | Modelling the buy and sell intensity in a limit order book market In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 44 |
| 1992 | A study of various score test statistics for heteroscedasticity in the general linear model In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 1999 | Parametric forecasts of Australian yield curves In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 2013 | Macro-Econometric System Modelling @75 In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Macro-Econometric System Modelling @75.(2013) In: NCER Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1990 | TREASURY BI;; YIELD CURVES AND COINTEGRATION. In: Australian National University - Department of Economics. [Citation analysis] | paper | 11 |
| 1995 | Modelling the Term Structure. In: Australian National University - Department of Economics. [Citation analysis] | paper | 63 |
| 2023 | Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks In: Econometrics. [Full Text][Citation analysis] | article | 1 |
| 1998 | A nonlinear time series model of El Niño In: SSE/EFI Working Paper Series in Economics and Finance. [Citation analysis] | paper | 24 |
| 1981 | The LIML and Related Estimators of an Equation with Moving Average Disturbances. In: International Economic Review. [Full Text][Citation analysis] | article | 5 |
| 2007 | What Corporate Social Responsibility Activities are Valued by the Market? In: Journal of Business Ethics. [Full Text][Citation analysis] | article | 204 |
| 2004 | A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market In: Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2004 | A 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 | |
| 2004 | A 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 | |
| 2004 | Order Aggressiveness and Order Book Dynamics In: FRU Working Papers. [Full Text][Citation analysis] | paper | 57 |
| 2006 | Order aggressiveness and order book dynamics.(2006) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | article | |
| 2008 | Order aggressiveness and order book dynamics.(2008) In: Studies in Empirical Economics. [Citation analysis] This paper has nother version. Agregated cites: 57 | chapter | |
| 1983 | Assessing the Variability of Inflation In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 66 |
| 2013 | The anatomy of portfolio skewness and kurtosis In: Journal of Asset Management. [Full Text][Citation analysis] | article | 4 |
| 2013 | The anatomy of portfolio skewness and kurtosis.(2013) In: Published Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2003 | A Survival Analysis of Australian Equity Mutual Funds In: Australian Journal of Management. [Full Text][Citation analysis] | article | 8 |
| 2003 | A 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 | |
| 2015 | Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 1992 | A Cointegration Analysis of Treasury Bill Yields. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 386 |
| 1983 | Diagnostic tests as residual analysis In: Published Paper Series. [Full Text][Citation analysis] | paper | 266 |
| 2001 | The prediction of earnings movements using accounting data: An update and extension of Ou and Penman In: Published Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2007 | A Hybrid Artificial Neural Network-Numerical Model for Ground Water Problems In: Published Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Modelling Adverse Selection on Electronic Order-Driven Markets In: Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 1998 | Limits to Linear Price Behaviour: Target Zones for Futures Prices Regulated By Limits In: Research Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2000 | A Bayesian Approach to Variable Selection in Logistic Regression with Application to Predicting Earnings Direction from Accounting Information In: Research Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2001 | Migration of Price Discovery With Constrained Futures Markets In: Research Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2001 | Limits to linear price behavior: futures prices regulated by limits In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 12 |
| 2006 | Migration of price discovery in semiregulated derivatives markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
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