| 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 | 183 | 2005 |
| An empirical investigation of capital structure and firm value in Vietnam XV Vo, C Ellis Finance Research Letters 22, 90-94, 2017 | 170 | 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 | 108 | 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 | 51 | 2000 |
| The sampling properties of Hurst exponent estimates C Ellis Physica A: Statistical Mechanics and its Applications 375 (1), 159-173, 2007 | 41 | 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 | 22 | 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 |
| 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 |
| 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 | 17 | 1999 |
| 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 | 16 | 2018 |
| 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 | 15 | 1999 |
| Return anomalies on the Nikkei: Are they statistical illusions? JA Batten, C Ellis, TA Fetherston Chaos, Solitons & Fractals 23 (4), 1125-1136, 2005 | 14 | 2005 |
| 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 |
| 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 | 12 | 2011 |
| 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 | 10 | 2012 |
| 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 |
Jonathan A. BattenProfessor of Finance, RMIT University, AustraliaDirección de correo verificada de rmit.edu.au