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 | 199 | 2015 |
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 | 193 | 2017 |
The effect of information on uncertainty and the cost of capital D Johnstone Contemporary Accounting Research 33 (2), 752-774, 2016 | 116 | 2016 |
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 | 99 | 2004 |
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 | 88 | 2008 |
Tests of significance in theory and practice DJ Johnstone Journal of the Royal Statistical Society: Series D (The Statistician) 35 (5 …, 1986 | 77 | 1986 |
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 | 50 | 2006 |
Mean–variance and expected utility: The Borch paradox D Johnstone, D Lindley | 47 | 2013 |
Evidence of the endowment effect in stock market order placement A Furche, D Johnstone The Journal of Behavioral Finance 7 (3), 145-154, 2006 | 47 | 2006 |
Tailored scoring rules for probabilities DJ Johnstone, VRR Jose, RL Winkler Decision Analysis 8 (4), 256-268, 2011 | 46 | 2011 |
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 | 45 | 2015 |
Tests of Significance Following R. A. Fisher1 DJ Johnstone The British Journal for the Philosophy of Science 38 (4), 481-499, 1987 | 44 | 1987 |
The parimutuel Kelly probability scoring rule DJ Johnstone Decision Analysis 4 (2), 66-75, 2007 | 42 | 2007 |
Public sector outsourcing as an exchange option D Johnstone Abacus 38 (2), 153-176, 2002 | 41 | 2002 |
Economic interpretation of probabilities estimated by maximum likelihood or score DJ Johnstone Management Science 57 (2), 308-314, 2011 | 36 | 2011 |
Replacement cost asset valuation and regulation of energy infrastructure tariffs DJ Johnstone Abacus 39 (1), 1-41, 2003 | 32 | 2003 |
Finding profitable forecast combinations using probability scoring rules A Grant, D Johnstone International Journal of Forecasting 26 (3), 498-510, 2010 | 31 | 2010 |
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 | 29 | 2015 |
Anonymity, stealth trading, and the information content of broker identity A Frino, D Johnstone, H Zheng Financial Review 45 (3), 501-522, 2010 | 28 | 2010 |
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 | 28 | 2005 |