An empirical investigation of beta stability: Portfolios vs. individual securities R Gregory‐Allen, CM Impson, I Karafiath Journal of Business Finance & Accounting 21 (6), 909-916, 1994 | 42 | 1994 |
The daylight saving time anomaly in stock returns: fact or fiction? R Gregory‐Allen, B Jacobsen, W Marquering Journal of Financial Research 33 (4), 403-427, 2010 | 41 | 2010 |
Why do US uncertainties drive stock market spillovers? International evidence F Balli, M Hasan, H Ozer-Balli, R Gregory-Allen International Review of Economics & Finance 76, 288-301, 2021 | 36 | 2021 |
Economic uncertainties, macroeconomic announcements and sukuk spreads F Balli, M Billah, HO Balli, R Gregory-Allen Applied Economics 52 (35), 3748-3769, 2020 | 30 | 2020 |
A brief review of catastrophe theory and a test in a corporate failure context RB Gregory‐Allen, GV Henderson Jr Financial Review 26 (2), 127-155, 1991 | 27 | 1991 |
Geopolitical risk spillovers and its determinants F Balli, HO Balli, M Hasan, R Gregory-Allen The Annals of Regional Science 68 (2), 463-500, 2022 | 24 | 2022 |
Quantitative vs. Fundamental Analysis in Institutional Money Management: Where's the Beef? RB Gregory-Allen, HA Shawky, J Stangl Journal of Investing 18 (4), 42, 2009 | 24 | 2009 |
The Efficacy of Term Structure Estimation Technique: A Monte Carlo Study MJ Buono, RB Gregory-Allen, U Yaari The Journal of Fixed Income 2 (1), 52-63, 1992 | 21 | 1992 |
Are you smarter than a CFA’er? OC Dincer, RB Gregory-Allen, HA Shawky Available at SSRN 1458219, 2010 | 20 | 2010 |
COVID-19 and the liquidity network Y Farzami, R Gregory-Allen, A Molchanov, S Sehrish Finance Research Letters 42, 101937, 2021 | 18 | 2021 |
Corporate dividend smoothing: The role of cross-listing F Balli, A Agyemang, R Gregory-Allen, HO Balli Journal of Corporate Finance 72, 102151, 2022 | 17 | 2022 |
Economic policy uncertainty spillover effects on sectoral equity returns of New Zealand F Balli, HO Balli, M Hasan, R Gregory-Allen Journal of Economics and Finance 44, 670-686, 2020 | 17 | 2020 |
Are you smarter than a CFA'er? Manager qualifications and portfolio performance OC Dincer, RB Gregory-Allen, HA Shawky 23rd Australasian finance and banking conference, 2010 | 17 | 2010 |
Carbon emissions and stock returns: evidence from the chinese pilot emissions trading scheme M Zhang, RB Gregory-Allen Theoretical Economics Letters 8 (11), 2082-2094, 2018 | 16 | 2018 |
The impact of portfolio holdings disclosure on fund returns R Gregory-Allen, HO Balli, K Thompson Pacific-Basin Finance Journal 57, 101172, 2019 | 8 | 2019 |
The potential effects of mandatory portfolio holdings disclosure in Australia and New Zealand K Brown, RB Gregory-Allen 25th Australasian Finance and Banking Conference, 2012 | 8 | 2012 |
Asymmetric extreme tails and prospective utility of momentum returns R Gregory-Allen, H Lu, P Stork Economics Letters 117 (1), 295-297, 2012 | 6 | 2012 |
Bilateral and country-specific drivers of geopolitical risk transmission M Hasan, F Balli, HO Balli, R Gregory-Allen Proceedings of the 23rd Annual New Zealand Finance Colloquium, Lincoln, New …, 2018 | 5 | 2018 |
Impact of market volatility on investor sentiment: evidence from COVID-19 and crypto-currencies MIH Chowdhury, A Agyemang, RB Gregory-Allen, B Larcher Available at SSRN 3962682, 2021 | 3 | 2021 |
Mutual fund performance and the impact of superannuation and financial regulation JM Cooper, R Gregory-Allen International Journal of Banking and Finance (IJBF) 13 (2), 1-20, 2017 | 2 | 2017 |