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Craig A. Ellis
Craig A. Ellis
Dean, Astra Institute of Higher Education
Verified email at astra.edu.au - Homepage
Title
Cited by
Cited by
Year
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
1592005
An empirical investigation of capital structure and firm value in Vietnam
XV Vo, C Ellis
Finance Research Letters 22, 90-94, 2017
1412017
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
872018
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
502000
The sampling properties of Hurst exponent estimates
C Ellis
Physica A: Statistical Mechanics and its Applications 375 (1), 159-173, 2007
412007
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
382005
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
231996
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
222008
Another look at the forecast performance of ARFIMA models
C Ellis, P Wilson
International Review of Financial Analysis 13 (1), 63-81, 2004
222004
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
211996
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
191999
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
162013
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
142018
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
142011
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
131999
Expert system portfolios of Australian and UK Securitised property investments
C Ellis, P Wilson
Pacific Rim Property Research Journal 12 (1), 107-127, 2006
122006
Return anomalies on the Nikkei: Are they statistical illusions?
JA Batten, C Ellis, TA Fetherston
Chaos, Solitons & Fractals 23 (4), 1125-1136, 2005
122005
Scale-adjusted volatility and the Dow Jones index
C Ellis, C Hudson
Physica A: Statistical Mechanics and its Applications 378 (2), 374-386, 2007
102007
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
102005
FMCG portfolio budget allocation to price promotions using Modern Portfolio Theory (MPT)
J Franco-Laverde, A Littlewood, C Ellis, I Schraner, ME Varua
International Review of Business Research Papers 8 (5), 16-30, 2012
92012
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