13
H index
17
i10 index
1309
Citations
Anthony David Hall : Citation Profile
| RESEARCH PRODUCTION: 27 Articles 21 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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44 years (1981 - 2025). 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 |
| Econometric Theory | 2 |
| Econometrics | 2 |
| Journal of Futures Markets | 2 |
| Mathematics and Computers in Simulation (MATCOM) | 2 |
Recent works citing Anthony David Hall (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2025 | Intraday order transition dynamics in high, medium, and low market cap stocks: A Markov chain approach. (2025). Luwang, S R ; Petroni, F ; Nurujjaman, MD ; Rai, A. In: Papers. RePEc:arx:papers:2502.07625. 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 | A new method for measuring financial resilience. (2024). Chen, Yilin ; Sun, Chentong. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003677. 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 |
| 2024 | Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2024). Teräsvirta, Timo ; Terasvirta, Timo ; Silvennoinen, Annastiina. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:57-72. 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 |
| 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 |
| 2024 | Managerial negative interpretation and environmental CSR: Evidence from China. (2024). Yi, Yaqun ; Ma, Rong. In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:41:y:2024:i:4:d:10.1007_s10490-023-09921-5. Full description at Econpapers || Download paper |
| 2024 | Social Entrepreneurship, Employment, and Financial Performance: A Latent Growth Modeling Approach. (2024). Kim, Cheol Young. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241249147. Full description at Econpapers || Download paper |
| 2024 | The impact of corporate sustainability performance on advertising efficiency. (2024). Garaus, Marion ; Wagner, Udo ; Weinmayer, Karl. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:46:y:2024:i:1:d:10.1007_s00291-023-00717-z. Full description at Econpapers || Download paper |
| 2024 | Complementarities of Occupations and Language Skills of Immigrants in Europe. (2024). Tóth, Peter ; Vitalos, Matej. In: Working and Discussion Papers. RePEc:svk:wpaper:1114. 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 | 3 |
| 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 | 17 |
| 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 |
| 2025 | Investigating Some Issues Relating to Regime Matching In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 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 | 207 |
| 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 | 387 |
| 1983 | Diagnostic tests as residual analysis In: Published Paper Series. [Full Text][Citation analysis] | paper | 268 |
| 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 | 2 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team