Craig Ellis

Is smarter better? A comparison of adaptive, and simple moving average trading strategies

Craig Ellis, Simon A. Parbery · Research in International Business and Finance · 2005 · 119 citations

Economics, Financial Economics, High-frequency Trading +9

An empirical investigation of capital structure and firm value in Vietnam

Xuan Vinh Vo, Craig Ellis · Finance research letters · 2016 · 109 citations

Ownership Structure, Real Investment, Firm Value +6

International financial integration: Stock return linkages and volatility transmission between Vietnam and advanced countries

Xuan Vinh Vo, Craig Ellis · Emerging Markets Review · 2018 · 92 citations

Empirical Finance, Economics, Volatility Modeling +10

Comparing Univariate Forecasting Techniques in Property Markets

Patrick Wilson, John Okunev, Craig Ellis et al. · Journal of Real Estate Portfolio Management · 2000 · 35 citations

Forecasting Methodology, Engineering, Trend Prediction +18

The sampling properties of Hurst exponent estimates

Craig Ellis · Physica A Statistical Mechanics and its Applications · 2006 · 34 citations

Sampling (Signal Processing), Engineering, Sampling Theory +4