| Is smarter better? A comparison of adaptive, and simple moving average trading strategies CA Ellis, SA Parbery Research in International Business and Finance 19 (3), 399-411, 2005 | 174 | 2005 |
| An empirical investigation of capital structure and firm value in Vietnam XV Vo, C Ellis Finance Research Letters 22, 90-94, 2017 | 166 | 2017 |
| International financial integration: Stock return linkages and volatility transmission between Vietnam and advanced countries XV Vo, C Ellis Emerging Markets Review 36, 19-27, 2018 | 103 | 2018 |
| Comparing univariate forecasting techniques in property markets P Wilson, J Okunev, C Ellis, D Higgins Journal of Real Estate Portfolio Management 6 (3), 283-306, 2000 | 50 | 2000 |
| The sampling properties of Hurst exponent estimates C Ellis Physica A: Statistical Mechanics and its Applications 375 (1), 159-173, 2007 | 42 | 2007 |
| Can a neural network property portfolio selection process outperform the property market? C Ellis, P Wilson Journal of Real Estate Portfolio Management 11 (2), 105-121, 2005 | 40 | 2005 |
| Sample period selection and long-term dependence: new evidence from the Dow Jones index JA Batten, CA Ellis, TA Fethertson Chaos, Solitons & Fractals 36 (5), 1126-1140, 2008 | 23 | 2008 |
| Another look at the forecast performance of ARFIMA models C Ellis, P Wilson International Review of Financial Analysis 13 (1), 63-81, 2004 | 23 | 2004 |
| Technical trading system performance in the Australian share market: Some empirical evidence J Batten, C Ellis Asia Pacific Journal of Management 13, 87-99, 1996 | 23 | 1996 |
| Fractal structures and naive trading systems: Evidence from the spot US dollar/Japanese yen J Batten, C Ellis Japan and the World Economy 8 (4), 411-421, 1996 | 21 | 1996 |
| Estimation of the ARFIMA (p, d, q) fractional differencing parameter (d) using the classical rescaled adjusted range technique C Ellis International Review of Financial Analysis 8 (1), 53-65, 1999 | 19 | 1999 |
| Transmission of the global financial crisis to the East Asian equity markets TP Thao, K Daly, C Ellis International Journal of Economics and Finance 5 (5), 171-183, 2013 | 17 | 2013 |
| International financial integration: stock return linkage and volatility transmission between vietnam and other advanced countries V Xuan Vinh, C Ellis Emerging Markets Review 36, 19-27, 2018 | 14 | 2018 |
| Bank ‘ratings arbitrage’: Is LGD a blind spot in economic capital calculations? M Sundmacher, C Ellis International Review of Financial Analysis 20 (1), 6-11, 2011 | 13 | 2011 |
| Expert system portfolios of Australian and UK Securitised property investments C Ellis, P Wilson Pacific Rim Property Research Journal 12 (1), 107-127, 2006 | 13 | 2006 |
| Return anomalies on the Nikkei: Are they statistical illusions? JA Batten, C Ellis, TA Fetherston Chaos, Solitons & Fractals 23 (4), 1125-1136, 2005 | 13 | 2005 |
| Scaling laws in variance as a measure of long-term dependence J Batten, C Ellis, R Mellor International Review of Financial Analysis 8 (2), 123-138, 1999 | 13 | 1999 |
| Real estate ‘value’stocks and international diversification C Ellis, PJ Wilson, R Zurbruegg Journal of Property Research 24 (3), 265-287, 2007 | 10 | 2007 |
| Scale-adjusted volatility and the Dow Jones index C Ellis, C Hudson Physica A: Statistical Mechanics and its Applications 378 (2), 374-386, 2007 | 10 | 2007 |
| Decomposing intraday dependence in currency markets: evidence from the AUD/USD spot market JA Batten, CA Ellis, WP Hogan Physica A: Statistical Mechanics and its Applications 352 (2-4), 558-572, 2005 | 10 | 2005 |
Jonathan A. BattenProfessor of Finance, RMIT University, Australia在 rmit.edu.au 的电子邮件经过验证
Jonathan A. BattenProfessor of Finance, RMIT University, Australia在 rmit.edu.au 的电子邮件经过验证
Xuan Vinh VoUniversity of Economics Ho Chi Minh City在 ueh.edu.vn 的电子邮件经过验证