Search Results - "Hall, Anthony D."

What Corporate Social Responsibility Activities Are Valued by the Market? by Bird, Ron, Hall, Anthony D., Momentè, Francesco, Reggiani, Francesco

“…Corporate management is torn between either focusing solely on the interests of stockholders (the neo-classical view) or taking into account the interests of a…”
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Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks by Hall, Anthony D., Silvennoinen, Annastiina, Teräsvirta, Timo

“…This paper proposes a methodology for building Multivariate Time-Varying STCC–GARCH models. The novel contributions in this area are the specification tests…”
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Comparative genomics in chicken and Pekin duck using FISH mapping and microarray analysis by Skinner, M, Robertson, L.B, Tempest, H.G, Langley, E.J, Ioannou, D, Fowler, K.E, Crooijmans, R.P.M.A

“…The availability of the complete chicken (Gallus gallus) genome sequence as well as a large number of chicken probes for fluorescent in-situ hybridization…”
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Hybrid Artificial Neural Network-Numerical Model for Ground Water Problems by Szidarovszky, Ferenc, Coppola, Emery A. Jr, Long, Jingjie, Hall, Anthony D, Poulton, Mary M

“…Numerical models constitute the most advanced physical-based methods for modeling complex ground water systems. Spatial and/or temporal variability of aquifer…”
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Resiliency of the limit order book by Lo, Danny K., Hall, Anthony D.

“…This study contributes to our understanding of the liquidity replenishment process in limit order book markets. A measure of resiliency is proposed and…”
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A Cointegration Analysis of Treasury Bill Yields by Hall, Anthony D., Anderson, Heather M., Clive W. J. Granger

“…This paper shows that yields to maturity of U.S. Treasury bills are cointegrated, and that during periods when the Federal Reserve specifically targeted…”
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Modelling the buy and sell intensity in a limit order book market by Hall, Anthony D., Hautsch, Nikolaus

“…In this paper, we model the buy and sell arrival process in the limit order book market at the Australian Stock Exchange. Using a bivariate autoregressive…”
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The anatomy of portfolio skewness and kurtosis by Hall, Anthony D, Satchell, Stephen E

“…This article re-examines portfolio higher moments, skewness and kurtosis, to see whether this information can be used to improve portfolio construction and to…”
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A survival analysis of Australian equity mutual funds by Cameron, A. Colin, Hall, Anthony D.

“…Determining which types of mutual (or managed) investment funds are good financial investments is complicated by potential survivorship biases. This project…”
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Regulatory Tools and Price Changes in Futures Markets by Hall, Anthony D., Kofman, Paul

“…There is an extant literature investigating the relation between futures price limits and the volatility of futures price changes. An equally impressive number…”
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Order aggressiveness and order book dynamics by Hall, Anthony D., Hautsch, Nikolaus

“…In this paper, we study the determinants of order aggressiveness and traders' order submission strategy in an open limit order book market. Applying an order…”
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Migration of price discovery in semiregulated derivatives markets by Hall, Anthony D., Kofman, Paul, Manaster, Steven

“…This study investigates the information content of futures option prices when the underlying futures price is regulated and the futures option price is not…”
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Using Bayesian variable selection methods to choose style factors in global stock return models by Hall, Anthony D., Hwang, Soosung, Satchell, Stephen E.

“…This paper investigates the presence of global style factors in global equity investment. To this end, we apply Bayesian variable selection methods from the…”
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Limits to linear price behavior: futures prices regulated by limits by Hall, Anthony D., Kofman, Paul

“…This article analyzes the behavior of futures prices when the exchange is regulated by price limits. With a model analogous to exchange‐rate target‐zone…”
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Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice by Hall, A. D., Satchell, S. E., Spence, P. J.

“…We present new analytical results for the impact of portfolio weight constraints on an investor's optimal portfolio when parameter uncertainty is taken into…”
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Factors Affecting Performance Using Touch-Entry Systems: Tactual Recognition Fields and System Accuracy by Hall, Anthony D, Cunningham, James B, Roache, Richard P, Cox, Julie W

“…Two laboratory experiments were conducted that investigated the effects of a number of factors on performance using an on-display touch-entry system…”
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Order aggressiveness and order book dynamics by Hall, Anthony D, Hautsch, Nikolaus

“…In this paper, we study the determinants of order aggressiveness and traders' order submission strategy in an open limit order book market. Applying an order…”
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A Cointegration Analysis of Treasury Bill Yields by Hall, Anthony D., Anderson, Heather M.

“…AbstractThis paper shows that yields to maturity of U.S. Treasury bills are cointegrated, and that during periods when the Federal Reserve specifically…”
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Learning as a Function of Haptic Discriminability among Items by Newman, Slater E., Hall, Anthony D., Foster, Darryl J., Gupta, Vasudha

“…In Experiment 1, braille symbols for the letters A-J were found to be more haptically discriminable from one another than braille symbols for the letters K-T…”
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Factors Affecting the Learning of Braille by Newman, Slater E., Hall, Anthony D., Ramseur, Charles J., Foster, Darryl J., Goldston, David B., Decamp, Burney L., Granberry-hager, Suellen P., Lockhart, Jackie L., Sawyer, Wilson L., White, James E.

“…In three experiments, the subjects’ task was to learn the names of the first 10 symbols of the braille alphabet. In Experiments 1 and 2, visual examination of…”
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