David E. Allen

4.3k total citations
277 papers, 2.7k citations indexed

About

David E. Allen is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, David E. Allen has authored 277 papers receiving a total of 2.7k indexed citations (citations by other indexed papers that have themselves been cited), including 139 papers in Finance, 119 papers in Economics and Econometrics and 56 papers in General Economics, Econometrics and Finance. Recurrent topics in David E. Allen's work include Market Dynamics and Volatility (65 papers), Financial Risk and Volatility Modeling (62 papers) and Monetary Policy and Economic Impact (53 papers). David E. Allen is often cited by papers focused on Market Dynamics and Volatility (65 papers), Financial Risk and Volatility Modeling (62 papers) and Monetary Policy and Economic Impact (53 papers). David E. Allen collaborates with scholars based in Australia, United States and Netherlands. David E. Allen's co-authors include Michael McAleer, Abhay Kumar Singh, Robert Powell, Joey Yang, Lyn C. Thomas, Ghialy Yap, Duncan Waite, Shelton Peiris, John Sheail and C. H. Gimingham and has published in prestigious journals such as SHILAP Revista de lepidopterología, The Journal of Finance and Journal of the American Statistical Association.

In The Last Decade

David E. Allen

237 papers receiving 2.3k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
David E. Allen Australia 26 1.1k 1.0k 493 405 261 277 2.7k
Peter L. Bernstein United States 16 832 0.8× 935 0.9× 466 0.9× 263 0.6× 234 0.9× 84 2.3k
David M. Grether United States 24 2.3k 2.1× 420 0.4× 323 0.7× 342 0.8× 740 2.8× 45 4.3k
John Duffy United States 34 1.9k 1.8× 375 0.4× 179 0.4× 569 1.4× 976 3.7× 209 4.6k
Chris Starmer United Kingdom 33 3.3k 3.2× 432 0.4× 279 0.6× 223 0.6× 1.1k 4.0× 69 6.0k
John Hicks Australia 28 2.5k 2.3× 436 0.4× 203 0.4× 1.5k 3.7× 137 0.5× 113 3.6k
Gebhard Kirchgäßner Switzerland 31 1.8k 1.7× 299 0.3× 351 0.7× 417 1.0× 126 0.5× 210 3.0k
mw United Kingdom 9 1.4k 1.3× 591 0.6× 212 0.4× 906 2.2× 292 1.1× 11 2.8k
Damodar Gujarati United States 18 1.1k 1.0× 306 0.3× 585 1.2× 381 0.9× 121 0.5× 41 2.7k
Marc Oliver Rieger Germany 22 879 0.8× 542 0.5× 409 0.8× 63 0.2× 219 0.8× 117 1.9k

Countries citing papers authored by David E. Allen

Since Specialization
Citations

This map shows the geographic impact of David E. Allen's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by David E. Allen with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites David E. Allen more than expected).

Fields of papers citing papers by David E. Allen

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by David E. Allen. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by David E. Allen. The network helps show where David E. Allen may publish in the future.

Co-authorship network of co-authors of David E. Allen

This figure shows the co-authorship network connecting the top 25 collaborators of David E. Allen. A scholar is included among the top collaborators of David E. Allen based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with David E. Allen. David E. Allen is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Peiris, Shelton, et al.. (2025). Optimal Time Series Forecasting Through the GARMA Model. Econometrics. 13(1). 3–3.
2.
Allen, David E. & Chia‐Lin Chang. (2021). Vale Professor Michael John McAleer. SHILAP Revista de lepidopterología. 3(4). 48–48. 1 indexed citations
3.
Allen, David E., Colin Lizieri, & Stephen Satchell. (2019). In Defense of Portfolio Optimization: What If We Can Forecast?. Financial Analysts Journal. 75(3). 20–38. 22 indexed citations
4.
Allen, David E., Michael McAleer, Robert Powell, & Abhay Kumar Singh. (2014). European Market Portfolio Diversification Strategies across the GFC. Library Open Repository (Universidad Complutense Madrid). 1–22.
5.
Allen, David E., Michael McAleer, & Abhay Kumar Singh. (2014). Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series. Econstor (Econstor). 1–18. 1 indexed citations
6.
Allen, David E., Robert Powell, & Abhay Kumar Singh. (2013). A dynamic credit ratings model. Australasian Journal of Paramedicine. 1 indexed citations
7.
Allen, David E., et al.. (2013). Dependence estimation and controlled CVaR portfolio optimization of a highly kurtotic Australian mining sample of stocks. Australasian Journal of Paramedicine. 4 indexed citations
8.
Gore, Nick, Peter McGill, Sandy Toogood, et al.. (2013). Definition and scope for positive behavioural support. Kent Academic Repository (University of Kent). 3(2). 14–23. 98 indexed citations
9.
Allen, David E., et al.. (2012). The Volatility-Return Relationship : Insights from Linear and Non-Linear Quantile Regressions. Kyoto University Research Information Repository (Kyoto University). 831(24). 1–25. 1 indexed citations
10.
Allen, David E., Michael McAleer, Robert Powell, & Abhay Kumar Singh. (2012). Volatility Spillovers from the US to Australia and China across the GFC. Econstor (Econstor). 1–16. 2 indexed citations
11.
Allen, David E., et al.. (2012). Identifying European Industries with Extreme Default Risk: Application of CVaR Techniques to Transition Matrices. Australasian Journal of Paramedicine. 2(6). 46–58. 1 indexed citations
12.
Singh, Abhay Kumar, David E. Allen, & Robert Powell. (2011). Value at Risk Estimation using Extreme Value Theory. Australasian Journal of Paramedicine. 6 indexed citations
13.
Singh, Abhay Kumar, David E. Allen, & Robert Powell. (2011). Evaluating extremal dependence in stock markets using Extreme Value Theory. Australasian Journal of Paramedicine.
14.
Allen, David E., et al.. (2011). Are credit ratings a good measure of capital adequacy?. Australasian Journal of Paramedicine. 1 indexed citations
15.
Allen, David E., et al.. (2011). Peas in a pod: Canadian and Australian banks before and during a Global Financial Crisis. Chan, F., Marinova, D. and Anderssen, R.S. (eds) MODSIM2011, 19th International Congress on Modelling and Simulation.. 2 indexed citations
16.
Allen, David E., et al.. (2011). Evaluating economic relationships of stapled and traditional Australian REITs. Australasian Journal of Paramedicine. 2 indexed citations
17.
Zibaei, M, et al.. (2009). The choice of feasible commodities for futures trading: a study of Iranian agricultural commodities.. African Journal of Agricultural Research. 4(3). 193–199. 5 indexed citations
18.
Yang, Joey & David E. Allen. (2005). Multivariate GARCH Hedge Ratios and Hedging Effectiveness in Australian Futures Markets. UWA Profiles and Research Repository (University of Western Australia). 14 indexed citations
19.
Allen, David E.. (2004). How to manage your research and audit work. BMJ. 328(7449). s196–s197. 2 indexed citations
20.
Allen, David E., et al.. (1995). The long-run gains from international equity diversification: Australian evidence from cointegration tests. Applied Financial Economics. 5(1). 33–42. 81 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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