Professor David E. Allen
Positions Held
Professor of Finance, School of Accounting, Finance and
Economics, Edith Cowan University.
Director, Funds Management Research Centre, SIRCA.
Director Finance, Markets and Accounting Research Centre,
Edith Cowan University.
Employment
1996-2003, Professor of Finance, School of Accounting,
Finance and Economics, Edith Cowan University.
1999-2001, Associate Dean, Research and Higher Degrees,
Faculty of Business and Public Management, Edith Cowan University.
1992-1996, Challenge Bank Professor of Finance, Department
of Finance and Banking, Curtin University of Technology.
1986-1992, Lecturer and Senior Lecturer, Finance, Department
of Accounting and Finance, University of Western Australia.
1979-1986 Lecturer Finance, Department of Business Studies,
the University of Edinburgh.
1975-1979, Lecturer Finance and Economics, Department
of Economics and Accounting, De-Montfort University Leicester.
Graduate Students
PhD (9) Hons/Masters (44)
Research Interests
Corporate financial policy, investments, funds management and asset pricing, quantitative finance, applications of financial econometrics.
Selected Research Grants
1999-2001 ARC Linkage grant Measurement of Managed Fund
Performance (with T. Brailsford and R. Faff) Industry partner
Assirt, $108,000.
1997, 1998 and 1999, small ARC grants of $15,000, $17,500
and $17,500 respectively.
1990 Australian Academy of Humanities Australia-Japan
Program research grant of $7350 to support an investigation
of the determinants of the financial policies of Japanese
Companies.
1987-1988 Australian Research Grant funding of $32,130
to investigate the determinants of the financial policy
decisions of Australian companies.
Professional Activities
Editorial Board Member, Accounting Research Journal, International
Journal of Business Studies, Studies in Economics and Finance.
Occasional reviewer for Accounting And Finance, Accounting
Forum, and Applied Economics, Applied Financial Economics,
Financial Management, Accounting Research Journal, the Journal
of Futures, The Journal of Futures Markets, Studies in Economics
and Finance, International Journal of Business Studies, the
Australian Journal of Management the Bulletin of Economic
Research, and the Pacific Basin Finance Journal.
Member of American Finance Association, Accounting Association
of Australia and New Zealand.
Modelling and Simulation Society
Fellow of Australian Institute of Banking and Finance
Member of Econometrics Association
Selected Publications
- Forthcoming: D.E. Allen and W. Yang,"Do UK Stock Prices deviate from fundamentals", Forthcoming Mathematics and Computers in Simulation, (2003).
- D.E. Allen and J. Parwada, "Effects of Bank Funds Management Activities on the Disintermediation of Bank Deposits", forthcoming Journal of Business Finance and Accounting, (2003).
- S. Peiris, D.E. Allen and A. Thavaneswaran"Generalized MA Models and Applications" Journal of Applied Statistical Science, (2003)
- D.E. Allen and F. Ghandiya, Assessing Exchange Rate Hypotheses within Southern Africa, (200 page monograph), Ashgate Publishing, Aldershot, UK. (2003).
- H. Zheng, L, Thomas and D.E. Allen, "The Duration Derby Derby: a comparison of duration based strategies in asset liability management", Journal of Bond Trading and Management, Vol 1, No 4, (2003) pp.371-380.
- D.E.Allen, N. Morkel-Kingsbury and L. Thomas, “A hidden Markov chain model for the term structure of credit risk spreads”, International Review of Financial Analysis, North Holland, Vol 11, (2002), pp. 311-329D
- E.Allen, S. Cruickshank and G. MacDonald,"Purchasing Power Parity-Evidence from a new panel test" Applied Economics (2002), Vol 34, pp.1319-1324.
- D.E. Allen, L.C. Thomas and H. Zheng, "Stripping Coupons with Linear Programming",The Journal of Fixed Income, (September, 2000), Vol 10, No 2, pp80-87.
- D.E. Allen,"Spare Debt Capacity: Company Practices in Australia, Britain, and Japan", The Australian Journal of Management, (2000) Vol 25, No 3, pp.299-326.
- Books: D.E.Allen Finance - A Theoretical Introduction, Basil Blackwell, (Oxford, 1983) ISBN 0-5520-540-7 Pbk.