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David Johnstone
David Johnstone
Professor of Finance, Sydney University
Dirección de correo verificada de uow.edu.au
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An empirical evaluation of the performance of binary classifiers in the prediction of credit ratings changes
S Jones, D Johnstone, R Wilson
Journal of Banking & Finance 56, 72-85, 2015
1982015
Predicting corporate bankruptcy: An evaluation of alternative statistical frameworks
S Jones, D Johnstone, R Wilson
Journal of Business Finance & Accounting 44 (1-2), 3-34, 2017
1922017
The effect of information on uncertainty and the cost of capital
D Johnstone
Contemporary Accounting Research 33 (2), 752-774, 2016
1162016
The propensity for local traders in futures markets to ride losses: Evidence of irrational or rational behavior?
A Frino, D Johnstone, H Zheng
Journal of banking & finance 28 (2), 353-372, 2004
992004
The house money effect and local traders on the Sydney Futures Exchange
A Frino, J Grant, D Johnstone
Pacific-Basin Finance Journal 16 (1-2), 8-25, 2008
882008
Tests of significance in theory and practice
DJ Johnstone
Journal of the Royal Statistical Society: Series D (The Statistician) 35 (5 …, 1986
771986
Limit order book transparency, execution risk, and market liquidity: Evidence from the Sydney Futures Exchange
L Bortoli, A Frino, E Jarnecic, D Johnstone
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006
502006
Mean–variance and expected utility: The Borch paradox
D Johnstone, D Lindley
472013
Evidence of the endowment effect in stock market order placement
A Furche, D Johnstone
The Journal of Behavioral Finance 7 (3), 145-154, 2006
472006
Tailored scoring rules for probabilities
DJ Johnstone, VRR Jose, RL Winkler
Decision Analysis 8 (4), 256-268, 2011
462011
A faster estimation method for the probability of informed trading using hierarchical agglomerative clustering
Q Gan, WC Wei, D Johnstone
Quantitative Finance 15 (11), 1805-1821, 2015
442015
Tests of Significance Following R. A. Fisher1
DJ Johnstone
The British Journal for the Philosophy of Science 38 (4), 481-499, 1987
441987
The parimutuel Kelly probability scoring rule
DJ Johnstone
Decision Analysis 4 (2), 66-75, 2007
422007
Public sector outsourcing as an exchange option
D Johnstone
Abacus 38 (2), 153-176, 2002
412002
Economic interpretation of probabilities estimated by maximum likelihood or score
DJ Johnstone
Management Science 57 (2), 308-314, 2011
362011
Replacement cost asset valuation and regulation of energy infrastructure tariffs
DJ Johnstone
Abacus 39 (1), 1-41, 2003
322003
Finding profitable forecast combinations using probability scoring rules
A Grant, D Johnstone
International Journal of Forecasting 26 (3), 498-510, 2010
312010
Information and the cost of capital in a mean‐variance efficient market
DJ Johnstone
Journal of Business Finance & Accounting 42 (1-2), 79-100, 2015
292015
Anonymity, stealth trading, and the information content of broker identity
A Frino, D Johnstone, H Zheng
Financial Review 45 (3), 501-522, 2010
282010
Bid–ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange
A Frino, E Jarnecic, D Johnstone, A Lepone
Pacific-Basin Finance Journal 13 (3), 247-262, 2005
282005
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Artículos 1–20