Chris Brooks : Citation Profile

Are you Chris Brooks?

University of Bristol

25

H index

53

i10 index

2288

Citations

RESEARCH PRODUCTION:

110

Articles

57

Papers

4

Books

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   24 years (1998 - 2022). See details.
   Cites by year: 95
   Journals where Chris Brooks has often published
   Relations with other researchers
   Recent citing documents: 425.    Total self citations: 42 (1.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr256
   Updated: 2023-03-25    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Bell, Adrian (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Chris Brooks.

Is cited by:

Degiannakis, Stavros (21)

cotter, john (18)

GUPTA, RANGAN (18)

Asongu, Simplice (18)

Henry, Ólan (16)

Floros, Christos (13)

Chen, Cathy W. S. (12)

Fuertes, Ana-Maria (11)

KUSI, BAAH (10)

Serletis, Apostolos (10)

Angelidis, Timotheos (10)

Cites to:

Shiller, Robert (60)

Fama, Eugene (58)

French, Kenneth (55)

Campbell, John (50)

Shleifer, Andrei (29)

West, Kenneth (24)

Engle, Robert (23)

Bollerslev, Tim (22)

merton, robert (21)

Jagannathan, Ravi (19)

van Norden, Simon (19)

Main data

Where Chris Brooks has published?

Journals with more than one article published# docs
International Review of Financial Analysis10
Journal of Property Research5
Applied Financial Economics4
Research in International Business and Finance4
Computational Economics4
Economic Modelling4
Journal of Banking & Finance4
Journal of Empirical Finance4
Manchester School4
International Journal of Forecasting3
Journal of Futures Markets3
Journal of Forecasting3
The Quarterly Review of Economics and Finance3
Journal of Business Finance & Accounting3
Journal of Asset Management3
The European Journal of Finance3
Journal of Real Estate Research2
Economic History Review2
The Journal of Business2
Journal of Corporate Finance2
The British Accounting Review2
Applied Economics Letters2
Economics Letters2
Financial Management2
Applied Economics2

Working Papers Series with more than one paper published# docs
ICMA Centre Discussion Papers in Finance / Henley Business School, University of Reading45
MPRA Paper / University Library of Munich, Germany3
ERES / European Real Estate Society (ERES)3

Recent works citing Chris Brooks (2022 and 2021)

YearTitle of citing document
2021The causality relationship between energy prices and developed countries indices. (2021). Soylemez, Yakup. In: Bussecon Review of Social Sciences (2687-2285). RePEc:adi:bsrsss:v:3:y:2021:i:2:p:24-40.

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2021Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing. (2021). Paesani, Paolo ; Cifarelli, Giulio. In: The Energy Journal. RePEc:aen:journl:ej42-5-cifarelli.

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2022Do Sustainability Risks Affect Credit Ratings? Evidence from European Banks. (2022). Giraldez-Puig, Pilar ; Samaniego-Medina, Reyes . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:24:y:2022:i:61:p:720.

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2021Macroeconomic Dynamics in Real Estate Market amid Covid-19 Pandemic in Abuja, Nigeria. (2021). Adepoju, Adetoye Sulaiman ; Zakari, Dodo Usman ; Mamman, Matthew ; Durosinmi, Wasiu Ayobami ; Wahab, Muktar Babatunde. In: AfRES. RePEc:afr:wpaper:2021-002.

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2022The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach. (2022). Shobande, Olatunji ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/006.

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2022Searching for Sustainable Footprints: Does ICT increase CO2 emissions?. (2022). Asongu, Simplice A ; Shobande, Olatunji A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/062.

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2021Public service delivery dilemma and economic growth challenges in the MENA Region. (2021). Benlahcene, Lahouari ; Matallah, Siham. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(629):y:2021:i:4(629):p:31-50.

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2022Corporate Environmental Information Disclosure and Investor Response: Empirical Evidence from Chinas Capital Market. (2022). Zhang, ZhongXiang ; Meng, Jia. In: FEEM Working Papers. RePEc:ags:feemwp:317842.

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2021Modelación de la Volatilidad del Tipo de Cambio del Dólar en el Perú: Aplicación de los Modelos GARCH y EGARCH.. (2021). Alva, Victor Chung. In: Revista de Análisis Económico y Financiero. RePEc:alp:revaef:07-02.

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2021An Investigation into the Channel of Public Expenditure to Boost Industrial Productivity in Pakistan. (2021). Sarwar, Ambreen ; Batool, Syeda Azra ; Jadoon, Atif Khan ; Shahwar, Dur A ; Javaid, Maria Faiq. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:3:y:2021:i:2:p:93-105.

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2022Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2022Incorporating Financial Big Data in Small Portfolio Risk Analysis: Market Risk Management Approach. (2021). Yu, Seunghyeon ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2102.12783.

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2022The DONUT Approach to EnsembleCombination Forecasting. (2022). Krange, Kjartan ; Ankile, Lars Lien. In: Papers. RePEc:arx:papers:2201.00426.

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2022Effect of tax dynamics on linearly growing processes under stochastic resetting: a possible economic model. (2022). Santra, Ion. In: Papers. RePEc:arx:papers:2202.13713.

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2022Evidence and Strategy on Economic Distance in Spatially Augmented Solow-Swan Growth Model. (2022). Lee, Jieun. In: Papers. RePEc:arx:papers:2209.05562.

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2023A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997.

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2021The Internal and External Determinants of the Performance of Jordanian Islamic Banks: A Panel Data Analysis. (2021). Alkhazaleh, Ayman M ; Al-Eitan, Ghaith N ; Al-Own, Bassam ; Alkazali, Ahmad S. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:644-657.

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2021Volatility of BIST 100 Returns After 2020, Calendar Anomalies and COVID-19 Effect. (2021). Celk, Ali. In: Journal of BRSA Banking and Financial Markets. RePEc:bdd:journl:v:15:y:2021:i:1:p:61-81.

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2022Issuing bonds during the Covid-19 pandemic: is there an ESG premium?. (2022). Ferriani, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1392_22.

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2022How Do Managers and Shareholders Respond to Taxation? An Analysis of the Introduction of the UK Real Estate Investment Trust Legislation. (2022). Abdul, Nor Shaipah ; Lindop, Sarah ; Holland, Kevin. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:2:p:334-364.

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2022Corporate reputation risk and cash holdings. (2022). Zhao, Ruoyun (Lucy) ; Habib, Ahsan ; Hasan, Mostafa Monzur. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:667-707.

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2022When ‘uncertainty’ becomes ‘unknown’: Influences of economic uncertainty on the shadow economy. (2022). Nguyen, Canh ; Su, Thanh Dinh. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:93:y:2022:i:3:p:677-716.

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2021Exploring the determinants of green bond issuance: Going beyond the long?lasting debate on performance consequences. (2021). Caragnano, Alessandra ; Mariani, Massimo ; Russo, Angeloantonio. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:1:p:38-59.

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2021Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090.

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2021Cross?national differences in stakeholder management: Applying institutional theory and comparative capitalism framework. (2021). Yao, Jun ; Batra, Rishtee ; Boesso, Giacomo ; Kumar, Kamalesh. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:5:p:2354-2366.

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2021Environmental performance and bank lending: Evidence from unlisted firms. (2021). Kumar, Vijay ; Wellalage, Nirosha Hewa. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:7:p:3309-3329.

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2021Sustainable finance and investment: Review and research agenda. (2021). Orsato, Renato J ; Meira, Erick ; Fogliano, Felipe Arias. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:8:p:3821-3838.

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2021Corporate commitment to climate change action, carbon risk exposure, and a firms debt financing policy. (2021). Tavakolifar, Mohammad ; Lulseged, Ayalew ; Lemma, Tesfaye T. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:8:p:3919-3936.

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2022The sustainable development of the aerospace industry: Drivers and impact of corporate environmental responsibility. (2022). Daniele, Lucia Michela ; Mustilli, Mario ; Gangi, Francesco ; Coscia, Maria. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:218-235.

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2022The effect of corporate environmental, social and governance disclosure on cash holdings: Life?cycle perspective. (2022). Nadarajah, Sivathaasan ; Liu, Benjamin ; Atif, Muhammad. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:5:p:2193-2212.

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2022Are firms with better sustainability performance more resilient during crises?. (2022). Lu, Jing ; Rodenburg, Kathleen ; Foti, Lianne ; Pegoraro, Ann. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:7:p:3354-3370.

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2021Nonlinear relationships between inflation, output growth and uncertainty in India: New evidence from a bivariate threshold model. (2021). Kundu, Srikanta ; Sarkar, Kaustav Kanti ; Chowdhury, Kushal Banik. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:469-493.

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2022Handling the discontinuity in futures prices when time series modeling of commodity cash and futures prices. (2022). Brorsen, B ; Maples, Joshua G. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:70:y:2022:i:2:p:139-152.

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2021‘Your flexible friend’: the bill of exchange in theory and practice in the fifteenth century. (2021). Guidibruscoli, Francesco ; Bolton, Jim. In: Economic History Review. RePEc:bla:ehsrev:v:74:y:2021:i:4:p:873-891.

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2022Early inventory management practices in the foreign exchange market: Insights from sixteenth?century Lyon. (2022). Matringe, Nadia. In: Economic History Review. RePEc:bla:ehsrev:v:75:y:2022:i:3:p:739-778.

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2021Network centrality and value relevance of insider trading: Evidence from Europe. (2021). Martikainen, Minna ; Afzali, Mansoor. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:793-819.

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2022Corporate social responsibility and shareholder wealth: New insights from information spillovers. (2022). Ge, Qi ; Li, Ting. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:179-203.

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2022Corporate social responsibility and credit rating around the world: The role of societal trust. (2022). Li, Ying ; Chang, Kiyoung ; Shim, Hyeongsop. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:4:p:863-891.

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2021Currency hedging and quantitative easing: Evidence from global bond markets. (2021). Zhong, Rui ; Zhang, Jie ; Kryzanowski, Lawrence. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:555-597.

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2021Monetary policy and bubbles in US REITs. (2021). GUPTA, RANGAN ; Caraiani, Petre ; Clin, Adrian C. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:675-687.

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2021Corporate irresponsibility and stock price crash risk. (2021). Mahmood, Haroon ; Bahadar, Stephen ; Zaman, Rashid. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:786-820.

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2022The distributive cycle: Evidence and current debates. (2022). Mendieta-Muñoz, Ivan ; Tavani, Daniele ; Rada, Codrina ; Mendietamuoz, Ivan ; Barralesruiz, Jose ; von Arnim, Rudiger. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:2:p:468-503.

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2021Stakeholder Agency Relationships: CEO Stock Options and Corporate Tax Avoidance. (2021). Martin, Geoffrey P ; Osullivan, Don ; Zolotoy, Leon ; Wiseman, Robert M. In: Journal of Management Studies. RePEc:bla:jomstd:v:58:y:2021:i:3:p:782-814.

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2022Next generation models for portfolio risk management: An approach using financial big data. (2022). Yu, Seunghyeon ; Kim, Donggyu ; Jung, Kwangmin. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:3:p:765-787.

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2021Asymptotic theory for QMLE for the real?time GARCH(1,1) model. (2021). Wu, Wei Biao ; Smetanina, Ekaterina. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:5-6:p:752-776.

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2021The causal linkage between inflation and inflation uncertainty under structural breaks: Evidence from Turkey. (2021). Üçler, Gülbahar ; Bulut, Umit ; Apergis, Nicholas ; Ozsahin, Serife. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:3:p:259-275.

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2021Speculate a lot. (2021). TANG, Edward Chi Ho. In: Pacific Economic Review. RePEc:bla:pacecr:v:26:y:2021:i:1:p:91-109.

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2021Institutional common ownership and firm value: Evidence from real estate investment trusts. (2021). Ling, David ; Zhou, Tingyu ; Wang, Chongyu. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:1:p:187-223.

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2021Fast & furious: Do psychological and legal factors affect commodity price volatility?. (2021). Algieri, Bernardina. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:4:p:980-1017.

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2021ASSESSING MARKET RISK DURING FINANCIAL CRISES - AN APPLICABLE METHOD OF USING VALUE AT RISK AND EXPECTED SHORTFALL IN INVESTMENTS. (2021). Lucian, Belascu ; Alexandra, Horobet ; Cosmin-Alin, Botoroga. In: Revista Economica. RePEc:blg:reveco:v:73:y:2021:i:3:p:51-74.

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2021.

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2021Testing and Modelling Time Series with Time Varying Tails. (2021). Palumbo, D. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2111.

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2022Climate Impact Investing. (2022). Tankov, Peter ; de Angelis, Tiziano ; Zerbib, Olivier David. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:676.

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2022Effect of Exchange-Traded Funds Arbitrage Transactions on their Underlying Holdings. (2022). Boadu-Sebbe, Gregory. In: CERGE-EI Working Papers. RePEc:cer:papers:wp738.

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2022The Performance of Socially Responsible Investments: A Meta-Analysis. (2022). Yuksel, Gul ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9724.

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2022Green Bonds’ Reputation Effect and Its Impact on the Financing Costs of the Real Estate Sector. (2022). Schäfer, Dorothea ; Stephan, Andreas ; Schafer, Dorothea ; Petreski, Aleksandar. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2019.

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2021A machine learning approach to risk disclosure reporting. (2021). Ferreira, Alexandre ; Resende, Max. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00810.

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2022The Indirect Effects of Oil Price on Consumption through Assets. (2022). Dowlatabadi, Ehsan Mohaghegh ; Javad, Seyed Mohammad ; Torki, Leila ; Razmi, Seyedeh Fatemeh. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-29.

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2021Testing for rational bubbles in Australian housing market from a long-term perspective. (2021). Prats, Maria A ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2113.

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2021Management of environmental and social risks and topics in the banking sector - An empirical investigation. (2021). Krauss, Annette ; Laun, Ute ; Hummel, Katrin. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:1:s089083892030041x.

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2021The effect of corporate sustainability performance on leverage adjustments. (2021). Qin, Yafeng ; Lu, Yue ; Bai, Min ; Ho, LY. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:5:s0890838921000159.

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2022Reform Lessons From Investigative Journalism. Review Essay of ‘Beancounters’ by Richard Brooks. (2022). Shah, Atul K. In: The British Accounting Review. RePEc:eee:bracre:v:54:y:2022:i:3:s0890838921000950.

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2022Smart defaults: Determining the number of default funds in a pension scheme. (2022). MacPhee, Laura ; Blower, Dean ; Haig, Alistair ; Tonks, Ian ; Duffield, Mel ; Blake, David. In: The British Accounting Review. RePEc:eee:bracre:v:54:y:2022:i:4:s0890838921000688.

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2022Managerial risk-reducing incentives and social and exchange capital. (2022). Zhang, Qingjing ; Kuo, Jing-Ming ; Chizema, Amon. In: The British Accounting Review. RePEc:eee:bracre:v:54:y:2022:i:6:s0890838921000822.

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2022Do political connections affect corporate poverty alleviation decisions? Evidence from China. (2022). Wu, Kai ; Qiu, Yueming ; Nygaard, Christian ; Wang, Shouyang ; Huang, Jiying ; Zhang, Huiming. In: China Economic Review. RePEc:eee:chieco:v:73:y:2022:i:c:s1043951x22000438.

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2021Revisiting acquirer returns: Evidence from unanticipated deals. (2021). Tunyi, Abongeh A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302339.

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2021Firms and social responsibility: A review of ESG and CSR research in corporate finance. (2021). Koch, Andrew ; Gillan, Stuart L ; Starks, Laura T. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119921000092.

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2021Does venture capital syndication affect mergers and acquisitions?. (2021). Vu, LE ; Nguyen, Giang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119920302959.

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2021Generalists vs. specialists: Who are better acquirers?. (2021). Li, Zhe ; Chan, Kam C ; Xu, Nianhang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000365.

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2021Organizational capital, corporate tax avoidance, and firm value. (2021). Qiu, Buhui ; Lobo, Gerald J ; Hasan, Mostafa Monzur. In: Journal of Corporate Finance. RePEc:eee:corfin:v:70:y:2021:i:c:s0929119921001723.

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2021One way out of the share pledging quagmire: Evidence from mergers and acquisitions. (2021). Zheng, Xiaojia ; Xia, Xiaoxue ; Zhu, Bing. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s092911992100242x.

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2021On the centrality of peripheral research and the dangers of tight boundary gatekeeping. (2021). Rodrigue, Michelle ; Gendron, Yves. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:76:y:2021:i:c:s1045235419300152.

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2021ESG practices and the cost of debt: Evidence from EU countries. (2021). Saleh, Ahmed ; Aboud, Ahmed ; Eliwa, Yasser. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:79:y:2021:i:c:s1045235419300772.

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2021Social investment innovation and the ‘social turn’ of neoliberal finance. (2021). Weir, Kenneth ; Lilley, Simon ; Lightfoot, Geoff ; Harvie, David. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:79:y:2021:i:c:s1045235420300964.

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2021Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach. (2021). Santi, Caterina ; Chan, Joshua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000361.

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2021Media connection and return comovement. (2021). Tu, Jun ; Guo, LI ; Chen, Zilin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:130:y:2021:i:c:s0165188921001263.

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2022Does environmental information disclosure increase firm exports?. (2022). Zhou, DI ; Li, Xiaofeng ; Xie, Dongchun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:620-638.

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2022Air pollution and tax avoidance: New evidence from China. (2022). Shen, Yongjian ; Xu, Wei ; Yu, Shuangli. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:402-420.

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2022CEO–CFO gender congruence and stock price crash risk in energy companies. (2022). Chen, Xiaoqi ; Lin, Anlan ; Gong, XU. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:591-609.

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2021Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772.

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2021Asymmetric effects of monetary policy and output shocks on the real estate market in China. (2021). Pan, Fanghui ; Zhang, Xiaoyu. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321001899.

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2021Carbon emissions and default risk: International evidence from firm-level data. (2021). Anwar, Mumtaheena ; Rahman, Md Arifur ; Kabir, Md Nurul. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002066.

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2022Can monetary policy lean against housing bubbles?. (2022). GUPTA, RANGAN ; Caraiani, Petre ; André, Christophe ; Clin, Adrian Cantemir ; Andre, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000475.

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2021Dynamic spillover and connectedness between oil futures and European bonds. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302278.

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2022Time-varying risk aversion and renminbi exchange rate volatility: Evidence from CARR-MIDAS model. (2022). Zhang, Huanming ; Xie, Haibin ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000559.

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2022Political sentiment and MAX effect. (2022). Zeng, Ming ; Huang, Shuyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001061.

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2021Does targeted poverty alleviation disclosure improve stock performance?. (2021). Han, Liyan ; Qiao, Tongshuai ; Liu, Yang. In: Economics Letters. RePEc:eee:ecolet:v:201:y:2021:i:c:s0165176521000823.

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2021Policy uncertainty, interest rate environment and the dynamic correlation between sovereign and bank default risk. (2021). Burghof, Hans-Peter ; Bales, Stephan. In: Economics Letters. RePEc:eee:ecolet:v:206:y:2021:i:c:s0165176521002603.

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2021Financial decision-making power and risk taking. (2021). Nguyen, Tho H ; Tran, Quoc N. In: Economics Letters. RePEc:eee:ecolet:v:206:y:2021:i:c:s0165176521002767.

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2021The impact of weather-induced moods on M&A performance. (2021). Machokoto, Michael ; Tunyi, Abongeh A. In: Economics Letters. RePEc:eee:ecolet:v:207:y:2021:i:c:s0165176521002883.

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2021Who benefits from mandatory CSR? Evidence from the Indian Companies Act 2013. (2021). Hasan, Iftekhar ; Chidambaran, N K ; Aswani, Jitendra. In: Emerging Markets Review. RePEc:eee:ememar:v:46:y:2021:i:c:s1566014120300947.

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2021Does green credit improve the core competence of commercial banks? Based on quasi-natural experiments in China. (2021). Yu, Shenghui ; Luo, Sumei ; Zhou, Guangyou. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002413.

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2021Forecasting WTI crude oil futures returns: Does the term structure help?. (2021). O'Sullivan, Conall ; Bredin, Don ; Spencer, Simon. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002565.

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2022Corporate environmental information disclosure and investor response: Evidence from Chinas capital market. (2022). Zhang, ZhongXiang ; Meng, Jia. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000688.

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2022Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain. (2022). Kang, Sanghoon ; Lucey, Brian M ; Hasan, Mudassar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003036.

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2021Sustainability premium in energy bonds. (2021). Escribano, Ana ; Diaz, Antonio. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000189.

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2021Financial distress and commodity hedging: Evidence from Canadian oil firms. (2021). Griffiths, Sophie ; Suvankulov, Farrukh ; Mo, Kun. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000670.

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2021Corporate social responsibility and bank financial performance in China: The moderating role of green credit. (2021). Liao, Jiayi ; Luo, Sumei ; Sun, Yongkun ; Zhou, Guangyou. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000955.

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2021Self-exciting jumps in the oil market: Bayesian estimation and dynamic hedging. (2021). Sgarra, Carlo ; Gonzato, Luca. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001845.

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2021Environmental effect, price subsidy and financial performance: Evidence from Chinese new energy enterprises. (2021). Zhao, Minjuan ; Li, Zhixue ; Khan, Sufyanullah ; Cui, YU. In: Energy Policy. RePEc:eee:enepol:v:149:y:2021:i:c:s0301421520307618.

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2021Multiscale interplay of higher-order moments between the carbon and energy markets during Phase III of the EU ETS. (2021). Dhesi, Gurjeet ; Wang, Qunwei ; Xiao, Ling ; Dai, Xingyu. In: Energy Policy. RePEc:eee:enepol:v:156:y:2021:i:c:s0301421521002986.

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More than 100 citations found, this list is not complete...

Chris Brooks has edited the books:

YearTitleTypeCited

Works by Chris Brooks:

YearTitleTypeCited
2016Time-varying price discovery in the eighteenth century: empirical evidence from the London and Amsterdam stock markets In: Cliometrica, Journal of Historical Economics and Econometric History.
[Full Text][Citation analysis]		article4
1998Macroeconomic Influences on Property Returns In: ERES.
[Full Text][Citation analysis]		paper0
2007The Integration of European and US Real Estate Markets In: ERES.
[Full Text][Citation analysis]		paper1
2013Forecasting Turning Points in Real Estate Yields In: ERES.
[Full Text][Citation analysis]		paper0
2003Rational Speculative Bubbles: An Empirical Investigation of the London Stock Exchange In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article43
2014The credit relationship between Henry III and merchants of Douai and Ypres, 1247–70 In: Economic History Review.
[Full Text][Citation analysis]		article0
2017Cambium non est mutuum: exchange and interest rates in medieval Europe In: Economic History Review.
[Full Text][Citation analysis]		article5
2006Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures In: Financial Management.
[Full Text][Citation analysis]		article261
2006Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures.(2006) In: Financial Management.
[Citation analysis]
This paper has another version. Agregated cites: 261		article
2012The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis In: Financial Management.
[Full Text][Citation analysis]		article162
2010The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis.(2010) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 162		paper
2014The Effects of Corporate Social Performance on the Cost of Corporate Debt and Credit Ratings In: The Financial Review.
[Full Text][Citation analysis]		article96
2002Modelling the Implied Volatility of Options on Long Gilt Futures In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article14
2006The Long?Term Price?Earnings Ratio In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article1
2009The Value Premium and Time?Varying Volatility In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article3
2014The Financial Effects of Uniform and Mixed Corporate Social Performance In: Journal of Management Studies.
[Full Text][Citation analysis]		article18
2006Detecting intraday periodicities with application to high frequency exchange rates In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]		article4
1999Tests of non?linearity using LIFFE futures transactions price data In: Manchester School.
[Full Text][Citation analysis]		article0
2002A Note on Estimating Market–based Minimum Capital Risk Requirements: A Multivariate GARCH Approach In: Manchester School.
[Full Text][Citation analysis]		article3
2002Selecting From Amongst Non–Nested Conditional Variance Models: Information Criteria and Portfolio Determination In: Manchester School.
[Full Text][Citation analysis]		article0
2017Did Purchasing Power Parity Hold in Medieval Europe? In: Manchester School.
[Full Text][Citation analysis]		article0
2014Did Purchasing Power Parity Hold in Medieval Europe?.(2014) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2002The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article12
2000The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market..(2000) In: Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2017The Impact of Foreign Real Estate Investment on Land Prices: Evidence from Mauritius In: Review of Development Economics.
[Full Text][Citation analysis]		article1
2008RATS Handbook to Accompany Introductory Econometrics for Finance In: Cambridge Books.
[Citation analysis]		book164
2008RATS Handbook to Accompany Introductory Econometrics for Finance.(2008) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 164		book
2010Real Estate Modelling and Forecasting In: Cambridge Books.
[Citation analysis]		book12
2019Introductory Econometrics for Finance In: Cambridge Books.
[Citation analysis]		book69
2019Medieval Property Investors, ca. 1300–1500 In: Enterprise & Society.
[Full Text][Citation analysis]		article1
2005A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of the S&P 500 Composite Index In: Economic Journal.
[Full Text][Citation analysis]		article33
2014Are investors guided by the news disclosed by companies or by journalists? In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article0
2013Are Investors Guided by the News Disclosed by Companies or by Journalists?.(2013) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2016Commodity risks and the cross-section of equity returns In: The British Accounting Review.
[Full Text][Citation analysis]		article3
2018Topics and trends in finance research: What is published, who publishes it and what gets cited? In: The British Accounting Review.
[Full Text][Citation analysis]		article4
2016Do investors care about corporate taxes? In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article21
2018Institutional cross-ownership and corporate strategy: The case of mergers and acquisitions In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article19
2019Why does research in finance have so little impact? In: CRITICAL PERSPECTIVES ON ACCOUNTING.
[Full Text][Citation analysis]		article11
2000Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia In: Economic Modelling.
[Full Text][Citation analysis]		article26
1999Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia..(1999) In: Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 26		paper
2002Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates In: Economic Modelling.
[Full Text][Citation analysis]		article2
2012Futures basis, inventory and commodity price volatility: An empirical analysis In: Economic Modelling.
[Full Text][Citation analysis]		article36
2012Futures basis, inventory and commodity price volatility: An empirical analysis.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36		paper
2013House price dynamics and their reaction to macroeconomic changes In: Economic Modelling.
[Full Text][Citation analysis]		article25
1998Forecasting exchange rate volatility using conditional variance models selected by information criteria In: Economics Letters.
[Full Text][Citation analysis]		article16
2000Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models In: Economics Letters.
[Full Text][Citation analysis]		article15
1999Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models..(1999) In: Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 15		paper
2005A comparison of extreme value theory approaches for determining value at risk In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article39
2010Speculative bubbles in the S&P 500: Was the tech bubble confined to the tech sector? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article27
2006Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector?.(2006) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2020When is a MAX not the MAX? How news resolves information uncertainty In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article2
1999Cross-correlations and cross-bicorrelations in Sterling exchange rates In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article22
2013The performance effects of composition changes on sector specific stock indices: The case of European listed real estate In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2013Do long-short speculators destabilize commodity futures markets? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article15
2013Idiosyncratic volatility and the pricing of poorly-diversified portfolios In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2014Speculative bubbles and the cross-sectional variation in stock returns In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article8
2013Speculative Bubbles and the Cross-Sectional Variation in Stock Returns.(2013) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2017Fundamental indexation revisited: New evidence on alpha In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2018Why are older investors less willing to take financial risks? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article11
2019Optimism, volatility and decision-making in stock markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2021The impacts of emotions and personality on borrowers’ abilities to manage their debts In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2022When it comes to the crunch: Retail investor decision-making during periods of market volatility In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2022Explaining abnormal returns in stock markets: An alpha-neutral version of the CAPM In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2001The trading profitability of forecasts of the gilt-equity yield ratio In: International Journal of Forecasting.
[Full Text][Citation analysis]		article26
2001Benchmarks and the accuracy of GARCH model estimation In: International Journal of Forecasting.
[Full Text][Citation analysis]		article42
2016Finite sample weighting of recursive forecast errors In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2000A word of caution on calculating market-based minimum capital risk requirements In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article16
2007Interest rates and efficiency in medieval wool forward contracts In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2008Momentum profits and time-varying unsystematic risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article33
2006Momentum Profits and Time-Varying Unsystematic Risk.(2006) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		paper
2010The S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article18
2019Experience wears the trousers: Exploring gender and attitude to financial risk In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article10
2002A model for exchange rates with crawling bands--an application to the Colombian peso In: Journal of Economics and Business.
[Full Text][Citation analysis]		article4
2012Hot and cold IPO markets: The case of the Stock Exchange of Mauritius In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article1
2009The stock performance of Americas 100 Best Corporate Citizens In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article13
2006The Stock Performance of Americas 100 Best Corporate Citizens.(2006) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2013Commodity futures prices: More evidence on forecast power, risk premia and the theory of storage In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article10
2014On the performance of the tick test In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article4
2014Gender and the evaluation of research In: Research Policy.
[Full Text][Citation analysis]		article12
2022Why have UK universities become more indebted over time? In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2008A re-examination of the index effect: Gambling on additions to and deletions from the S&P 500s [`]gold seal In: Research in International Business and Finance.
[Full Text][Citation analysis]		article3
2012The underpricing of IPOs on the Stock Exchange of Mauritius In: Research in International Business and Finance.
[Full Text][Citation analysis]		article3
2021The impact of personality traits on attitude to financial risk In: Research in International Business and Finance.
[Full Text][Citation analysis]		article2
2022The first real estate bubble? Land prices and rents in medieval England c. 1300–1500 In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2013Testing for speculative bubbles in asset prices In: Chapters.
[Full Text][Citation analysis]		chapter0
2014Does more detailed information mean better performance? An experiment in information explicitness In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article0
2011Over the Moon or Sick as a Parrot? The Effects of Football Results on a Clubs Share Price In: Post-Print.
[Full Text][Citation analysis]		paper16
2009Over the Moon or Sick as a Parrot? The Effects of Football Results on a Clubs Share Price.(2009) In: ICMA Centre Discussion Papers in Finance.
[Citation analysis]
This paper has another version. Agregated cites: 16		paper
2012Over the moon or sick as a parrot? The effects of football results on a clubs share price.(2012) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		article
2003Multivariate GARCH models: software choice and estimation issues In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article31
2003Multivariate GARCH Models: Software Choice and Estimation Issues.(2003) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		paper
2001A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate. In: Journal of Forecasting.
[Citation analysis]		article45
2001Bicorrelations and Cross-Bicorrelations As Non-linearity Tests and Tools for Exchange Rate Forecasting. In: Journal of Forecasting.
[Citation analysis]		article10
2003Volatility forecasting for risk management In: Journal of Forecasting.
[Full Text][Citation analysis]		article77
2013Intrinsic and Rational Speculative Bubbles in the US Housing Market: 1960-2011 In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article13
2014On the Predictive Content of Leading Indicators: The Case of U.S. Real Estate Markets In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article0
2013On the Predictive Content of Leading Indicators: The Case of US Real Estate Markets.(2013) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2014The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market In: Annals of Finance.
[Full Text][Citation analysis]		article3
1998Chaos in Foreign Exchange Markets: A Sceptical View. In: Computational Economics.
[Full Text][Citation analysis]		article6
1999The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test. In: Computational Economics.
[Full Text][Citation analysis]		article19
1999Portmanteau Model Diagnostics and Tests for Nonlinearity: A Comparative Monte Carlo Study of Two Alternative Methods. In: Computational Economics.
[Full Text][Citation analysis]		article5
2002Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors. In: Computational Economics.
[Full Text][Citation analysis]		article6
2019Corporate Tax: What Do Stakeholders Expect? In: Journal of Business Ethics.
[Full Text][Citation analysis]		article4
1999Optimal Hedging and the Value of News. In: Department of Economics - Working Papers Series.
[Citation analysis]		paper3
2003Measuring the Response of Macroeconomic Uncertainty to Shocks In: Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper32
2005Measuring the Response of Macroeconomic Uncertainty to Shocks.(2005) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 32		article
2005Autoregressive Conditional Kurtosis In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article71
2002Augoregressive Conditional Kurtosis.(2002) In: ICMA Centre Discussion Papers in Finance.
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2001Can profitable trading strategies be derived from investment best-sellers? In: Journal of Asset Management.
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2006Decomposing the price-earnings ratio In: Journal of Asset Management.
[Full Text][Citation analysis]		article6
2009Low-cost momentum strategies In: Journal of Asset Management.
[Full Text][Citation analysis]		article9
2007Low-Cost Momentum Strategies.(2007) In: ICMA Centre Discussion Papers in Finance.
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2010A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2010The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2000Value at Risk and Market Crashes In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper7
2000An EVT Approach to calculating Risk Capital Requirements In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper3
2001A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2001International Evidence of the Predictability of Prices of Securititised Real Estate Assets: Econometric Models versus Neural Networks In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper1
2001The Statistical Properties of Hedge Fund Index Returns In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper35
2002Forecasting the Collapse of Speculative Bubbles: An Empirical Investigation of the S&P 500 Composite Index In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2002A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of Bubbles in the S&P 500 Composite Index In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2003Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper3
2004Gambling on the S&P 500s Gold Seal: New Evidence on the Index Effect In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper2
2005Cross Hedging with Single Stock Futures In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper5
2005Advance Contracts for the Sale of Wool in Medieval England; An Undeveloped and Inefficient Market? In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2005The Long-Term P/E Radio In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2005Decomposing the P/E Ratio In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2005The Extremes of the P/E Effect In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2005Leger est aprendre mes fort est arendre;: Wool, Debt and the Dispersal of Pipewell Abbey (1280 - 1330) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper2
2006Corporate Reputation and Stock Returns; are good firm good for investors? In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2006Optimal Hedging with Higher Moments In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper18
2012Optimal hedging with higher moments.(2012) In: Journal of Futures Markets.
[Citation analysis]
This paper has another version. Agregated cites: 18		article
2007The Value Premium and Time-Varying Unsystematic Risk In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2007The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2008Interest in medieval accounts: Examples from England, 1272-1340 In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper5
2009Time Varying Volatility and the Cross-Section of Equity Returns  In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper1
2009Transaction Costs, Trading Volume and Momentum Strategies In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper2
2009Testing for periodically collapsing rational speculative bubbles in US REITs In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2011Intrinsic and Rational Speculative Bubbles in the U.S. Housing Market 1960-2009 In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper1
2011The Dynamics of Commodity Prices In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper48
2013The dynamics of commodity prices.(2013) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48		article
2011Housing and equity bubbles: Are they contagious to REITs? In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2012The interactive financial effects between corporate social responsibility and irresponsibility In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper2
2013Did Long-Short Investors Destabilize Commodity Markets? In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper3
2013Does More Detailed Information Mean Better Performance? An Experiment in Information Explicitness In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2014Commodity Risk Factors and the Cross-Section of Equity Returns In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper2
2015The ‘Buying and Selling of Money for Time’: Foreign Exchange and Interest Rates in Medieval Europe In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper2
2015Buying and Selling of Money for Time: Foreign Exchange and Interest Rates in Medieval Europe.(2015) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2015The Negative Credit Risk Premium Puzzle: A Limits to Arbitrage Story In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper0
2009The credit crisis of 1294: causes, consequences and results In: Economic Policy.
[Full Text][Citation analysis]		article0
2000Forecasting Models of Retail Rents In: Environment and Planning A.
[Full Text][Citation analysis]		article7
2013Commercial Real Estate and Equity Market Bubbles: Are They Contagious to REITs? In: Urban Studies.
[Full Text][Citation analysis]		article9
2000Does orthogonalization really purge equitybased property valuations of their general stock market influences? In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2001Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects In: Applied Economics Letters.
[Full Text][Citation analysis]		article54
2000What will be the risk-free rate and benchmark yield curve following European monetary union? In: Applied Financial Economics.
[Full Text][Citation analysis]		article2
2002Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets? In: Applied Financial Economics.
[Full Text][Citation analysis]		article17
2014The long-run performance of IPOs: the case of the Stock Exchange of Mauritius In: Applied Financial Economics.
[Full Text][Citation analysis]		article1
1999An alternative approach to investigating lead-lag relationships between stock and stock index futures markets In: Applied Financial Economics.
[Full Text][Citation analysis]		article6
2001Linkages between property asset returns and interest rates: evidence for the UK In: Applied Economics.
[Full Text][Citation analysis]		article6
2019Financial data science: the birth of a new financial research paradigm complementing econometrics? In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2021Tomorrows fish and chip paper? Slowly incorporated news and the cross-section of stock returns In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2003Information criteria for GARCH model selection In: The European Journal of Finance.
[Full Text][Citation analysis]		article18
1999Threshold autoregressive and Markov switching models: an application to commercial real estate In: Journal of Property Research.
[Full Text][Citation analysis]		article17
1999The impact of economic and financial factors on UK property performance In: Journal of Property Research.
[Full Text][Citation analysis]		article34
2001Forecasting real estate returns using financial spreads In: Journal of Property Research.
[Full Text][Citation analysis]		article8
2001Testing for bubbles in indirect property price cycles In: Journal of Property Research.
[Full Text][Citation analysis]		article18
2003International evidence on the predictability of returns to securitized real estate assets: econometric models versus neural networks In: Journal of Property Research.
[Full Text][Citation analysis]		article9
2002The Effect of Asymmetries on Optimal Hedge Ratios In: The Journal of Business.
[Full Text][Citation analysis]		article89
2005Trading Rules from Forecasting the Collapse of Speculative Bubbles for the S&P 500 Composite Index In: The Journal of Business.
[Full Text][Citation analysis]		article8
2015Speculative Bubble Spillovers across Regional Housing Markets In: Land Economics.
[Full Text][Citation analysis]		article4
2001The Cross?Currency Hedging Performance of Implied Versus Statistical Forecasting Models In: Journal of Futures Markets.
[Full Text][Citation analysis]		article6
2015Booms and Busts in Commodity Markets: Bubbles or Fundamentals? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article24

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