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Russell Gregory-Allen
Russell Gregory-Allen
Verified email at massey.ac.nz
Title
Cited by
Cited by
Year
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
431994
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
392010
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
352021
Economic uncertainties, macroeconomic announcements and sukuk spreads
F Balli, M Billah, HO Balli, R Gregory-Allen
Applied Economics 52 (35), 3748-3769, 2020
282020
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
281991
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
222009
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
201992
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
192022
Are you smarter than a CFA’er?
OC Dincer, RB Gregory-Allen, HA Shawky
Available at SSRN 1458219, 2010
192010
COVID-19 and the liquidity network
Y Farzami, R Gregory-Allen, A Molchanov, S Sehrish
Finance Research Letters 42, 101937, 2021
182021
Corporate dividend smoothing: The role of cross-listing
F Balli, A Agyemang, R Gregory-Allen, HO Balli
Journal of Corporate Finance 72, 102151, 2022
152022
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
152020
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
152018
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
142010
The impact of portfolio holdings disclosure on fund returns
R Gregory-Allen, HO Balli, K Thompson
Pacific-Basin Finance Journal 57, 101172, 2019
82019
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
72012
Asymmetric extreme tails and prospective utility of momentum returns
R Gregory-Allen, H Lu, P Stork
Economics Letters 117 (1), 295-297, 2012
62012
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
52018
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
32021
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
22017
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Articles 1–20