Chris Brooks : Citation Profile

University of Reading

26

H index

56

i10 index

2730

Citations

RESEARCH PRODUCTION:

124

Articles

57

Papers

4

Books

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   26 years (1998 - 2024). See details.
   Cites by year: 105
   Journals where Chris Brooks has often published
   Relations with other researchers
   Recent citing documents: 201.    Total self citations: 45 (1.62 %)

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   Permalink: http://citec.repec.org/pbr256
   Updated: 2025-03-08    RAS profile: 2024-08-18    
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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)

Asongu, Simplice (19)

cotter, john (18)

GUPTA, RANGAN (18)

Henry, Ólan (16)

Floros, Christos (14)

Fuertes, Ana-Maria (12)

Angelidis, Timotheos (12)

Chen, Cathy W. S. (12)

Serletis, Apostolos (10)

KUSI, BAAH (10)

Cites to:

French, Kenneth (61)

Shiller, Robert (60)

Fama, Eugene (58)

Campbell, John (53)

Shleifer, Andrei (35)

West, Kenneth (25)

Engle, Robert (24)

Bollerslev, Tim (22)

Ritter, Jay (21)

merton, robert (21)

van Norden, Simon (20)

Main data

Production by document typebookpaperchapterarticle19981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202401020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240100200Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200300Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240200400Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 26Most cited documents123456789101112131415161718192021222324252627280200400Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030102030h-index Highcharts.comExport to raster or vector imagePrint the chart

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
Computational Economics4
Research in International Business and Finance4
Economic Modelling4
Journal of Banking & Finance4
Manchester School4
Journal of Empirical Finance4
Journal of Asset Management3
Journal of Forecasting3
The European Journal of Finance3
Applied Economics3
Journal of Business Finance & Accounting3
Journal of Futures Markets3
International Journal of Forecasting3
The Quarterly Review of Economics and Finance3
International Journal of Finance & Economics2
Journal of Risk Finance2
Journal of Real Estate Research2
Journal of Corporate Finance2
Economic History Review2
Applied Economics Letters2
CRITICAL PERSPECTIVES ON ACCOUNTING2
The Financial Review2
Journal of Real Estate Research2
Economics Letters2
The British Accounting Review2
Journal of Real Estate Portfolio Management2
Financial Management2
The Journal of Business2

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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Calendar Effects on Returns, Volatility and Higher Moments: Evidence from Crypto Markets. (2024). Leccadito, Arturo ; Lawuobahsumo, Kokulo ; Algieri, Bernardina. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024001.

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2024.

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2025.

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2024.

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2024Global evidence on the association between environmental, social, and governance disclosures and future earnings risk. (2024). Arif, Muhammad ; Bataineh, Hussein Ahmed ; Gan, Christopher. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:2497-2517.

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2025.

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2024Strategic Decision-Making and Performance in Social Enterprises: Process Dimensions and the Influence of Entrepreneurs’ Proactive Personality. (2024). Michail, Xenakis ; Helen, Salavou ; Dimitris, Manolopoulos ; Andrew, Papadopoulos. In: Entrepreneurship Research Journal. RePEc:bpj:erjour:v:14:y:2024:i:2:p:631-675:n:5.

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2024Social capital, CSR, and stock markets around the world. (2024). Na, Haejung ; Kim, Soonho. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00354.

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2024Financial Indicators Shaping Share Price Movement: Insight from the Dhaka Stock Exchange SME Board. (2024). Rahman, Md Tahidur ; Haque, Md Ariful ; Ahammed, Md Yousuf ; Tazminur, Shayla. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-29.

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2024Understanding the puzzle of polluting companies social responsibility. (2024). Li, Weibing ; Zhang, Kaixia. In: China Economic Review. RePEc:eee:chieco:v:84:y:2024:i:c:s1043951x24000178.

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2024Does institutional ownership affect corporate social responsibility? Evidence from China. (2024). Qin, NI ; Zhang, Xiyu ; Liu, Mingxuan ; Zhou, Taiyun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:84-98.

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2024When your friend takes a fall: Spillovers of patent infringement lawsuits on firm innovation via cross-owners. (2024). Wang, Lin ; Tang, Xudong. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004091.

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2025A long short-term memory enhanced realized conditional heteroskedasticity model. (2025). Kohn, Robert ; Tran, Minh-Ngoc ; Wang, Chao ; Liu, Chen. In: Economic Modelling. RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324002797.

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2024Corporate taxes, partisan politics, and stock returns. (2024). Mella, Javier. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000445.

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2024Regret-aversion over different maturities: Application to energy futures markets. (2024). Ben Amar, Amine ; Bellalah, Makram ; Clark, Ephraim. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002969.

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2024Scoring goals: The impact of English Premier League football teams on local university admissions. (2024). Singleton, Carl ; Reade, J ; Urquhart, Andrew ; Chung, Andy ; Bell, Adrian R. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004415.

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2024Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective. (2024). Zhu, Ziwei ; An, Ran ; Wang, Weichen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003494.

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2024Corporate ESG rating divergence and excess stock returns. (2024). Ge, Chen ; Jiao, Shuaipeng ; Wang, Haijun ; Sun, Guanglin. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007740.

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2024Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Duan, Kun ; Xiao, YA ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252.

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2024ESG and debt structure: Is the nature of this relationship nonlinear?. (2024). Huang, Chia-Hsing ; Padmanabhan, Prasad ; Li, Weiwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005434.

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2024Green finance policy, ESG rating, and cost of debt——Evidence from China. (2024). Hong, Zekun ; Hu, Hongbing ; Li, Weihao. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005677.

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2024Corporate social responsibility and firm-level systematic risk: The moderating effect of economic policy uncertainty. (2024). Liu, Shasha ; Kong, Dongmin ; Wang, Zhixiao. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001583.

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2024Volatility spillovers and hedging strategies between impact investing and agricultural commodities. (2024). Sensoy, Ahmet ; Goodell, John W ; Akhtaruzzaman, MD ; Banerjee, Ameet Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001698.

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2024ESG scores and debt costs: Exploring indebtedness, agency costs, and financial system impact. (2024). Meneses, Lilian Lima ; Alves, Carlos Francisco. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001728.

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2024An analysis of the market efficiency of the Chinese copper futures based on intertemporal and intermarket arbitrages. (2024). Ma, Zhen ; Qian, Siji ; Zhang, Huiming. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001753.

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2024Does media coverage of firms environment, social, and governance (ESG) incidents affect analyst coverage and forecasts? A risk perspective. (2024). Li, April Zhichao ; He, Guanming. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002217.

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2024Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships?. (2024). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Dettoni, Robinson. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002515.

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2024Sustainable investments in volatile times: Nexus of climate change risk, ESG practices, and market volatility. (2024). bagh, tanveer ; Guo, Yongsheng ; Zhu, Xiaoxian ; Naseer, Mirza Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004241.

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2024Gender balance in academia: Evidence from finance departments. (2024). Barbi, Massimiliano ; Bajo, Emanuele ; Hillier, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004642.

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2024Conformity or differentiation? The role of CEO turnover. (2024). Xu, Morong ; Wang, Yaopeng ; Banerjee, Soumendra Nath ; Al-Shammari, Marwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005684.

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2024Environmental performance and credit ratings: A transatlantic study. (2024). Lazar, Emese ; Wang, Shixuan ; Pan, Jingqi ; Hu, Haoshen. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005672.

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2024Non-controlling shareholders network and excess goodwill: Evidence from listed companies in China. (2024). Hu, Guoqiang ; Liu, Jiajia ; Yang, Jinkun ; Fu, Shaozheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006215.

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2024ESG reputation risks, cash holdings, and payout policies. (2024). Zhang, Qin ; Wong, Jin Boon. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s154461232301067x.

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2024Stock market volatility and economic policy uncertainty: New insight into a dynamic threshold mixed-frequency model. (2024). Yang, Hua ; Tang, Yusui ; Zeng, Qing ; Zhang, XI. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010863.

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2024Revisiting the nexus of REITs returns and macroeconomic variables. (2024). Wang, Chien-Ming ; Wu, Ming-Che. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012096.

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2024ESG rating and short selling in the corporate bond market. (2024). Ma, Xiaomeng ; Huang, Wei ; Guo, XU ; Li, Ying. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s154461232400028x.

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2024Cross-shareholding, Managerial capabilities, and Strategic risk-taking in enterprises: A game or a win-win?. (2024). Cebula, Richard J ; Zhang, Xiaoqian ; Wang, Shuangjin ; Foley, Maggie. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002587.

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2024Digital inclusion finance, social governance and household investment decisions. (2024). Liu, YU ; He, Jinfu. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002800.

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2024Energy intensity constraints and corporate investment strategies: Evidence from Chinese listed enterprises. (2024). Chen, Zhanbo ; Hao, Zixuan ; Ge, Tao. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004963.

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2024CSR in the banking industry: A longitudinal analysis of the impact on financial performance and risk-taking. (2024). Mataigne, V ; Hojer, A. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005270.

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2024The pricing of green bonds: Does social capital matter? Evidence from China. (2024). Qi, Yuanbo ; Meng, Yijun ; Ning, Xueping ; Chen, Hao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007864.

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2024Impact of population aging on corporate digital transformation strategies: An empirical investigation based on population census data from various provinces in China. (2024). Zhao, Tao ; Wang, Pengmian. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008687.

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2024Risk exposure in ESG-driven portfolios: A wavelet study within the tail-concerned insurance sector. (2024). Fantini, Giulia ; Jareo, Francisco ; Esparcia, Carlos. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008857.

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2024Financial literacy, entrepreneurial activity and entrepreneurial motivation. (2024). Fan, Hui ; Peng, Bufan ; Qu, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010122.

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2024The impact of common institutional ownership on financialization in non-financial enterprise: Exacerbation or inhibition?. (2024). Zheng, Pengju ; Ning, Zihao ; Xu, Zhibo. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012261.

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2024Monetary policy uncertainty and financial risk: The mediating role of corporate investment. (2024). Yang, Wenshuai ; Tang, Ping. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013321.

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2024ESG activity and bank lending during financial crises. (2024). TARAZI, Amine ; Danisman, Gamze Ozturk. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001067.

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2024Price exuberance episodes in private real estate. (2024). Urga, Giovanni ; Tsolacos, Sotiris ; Cincinelli, Peter. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924000858.

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2024Employee lawsuits and business downsizing: Evidence from labor unions. (2024). Unsal, Omer. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924001037.

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2024Wealth as a moderating effect on gender differences in portfolio holdings. (2024). Riefler, Raul ; Tosun, Onur Kemal ; Baeckstrom, Ylva. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000371.

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2024.

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2024Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015.

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2024Unravelling investors’ diverging responses to U.S. firms global ESG incidents. (2024). Jin, Jiaxu ; Jiang, Wei ; Gao, Ning. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001749.

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2024Introducing the GVAR-GARCH model: Evidence from financial markets. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Prelorentzos, Arsenios-Georgios N ; Thomakos, Dimitrios D ; Goutte, Stephane. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000027.

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2024The governance effects of social media engagement on M&A outcomes: Evidence from China. (2024). Zhang, Pengdong ; Chen, Yugang ; Liu, Siyi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s104244312400012x.

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2024The green corporate bond issuance premium. (2024). Rapp, Andreas C ; Caramichael, John. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000463.

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2024The cost of corporate social irresponsibility for acquirers. (2024). Yang, Joey W ; Ho, Choy Yeing ; D'Souza, Reagan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000529.

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2024Research on the influence of chain shareholder network on enterprise green innovation. (2024). Yuan, Wenyu ; Gu, Wentao. In: Journal of Business Research. RePEc:eee:jbrese:v:172:y:2024:i:c:s0148296323007750.

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2024How the pandemic-led volatility in the natural resource commodity indices affect U.S and China markets. (2024). Khan, Bareerah ; Ding, Cuicui ; Ahmed, Khalid ; Guo, Qingran. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s030142072400103x.

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2024Valuing public land in land policy: The role of accountancy regulations. (2024). Korthals Altes, Willem. In: Land Use Policy. RePEc:eee:lauspo:v:144:y:2024:i:c:s0264837724001960.

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2024Common institutional ownership types and corporate innovation: A taxonomy based on whether the investees are in the same industry. (2024). Jia, Yang ; Tang, Xudong ; Li, Rui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001860.

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2024ESG certification, green innovation, and firm value: A quasi-natural experiment based on SynTao Green Finances ESG ratings: A pre-registered report. (2024). Bai, Xiao ; Zhao, Wenyao ; Tian, Geran. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x2400204x.

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2024Environmental regulation, intelligent manufacturing and corporate investment & financing: Evidence from industrial robot investment. (2024). Wang, Shuqiong ; Zhu, Junpeng ; Li, Zhensheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002294.

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2024Economic policy uncertainty as an indicator of abrupt movements in the US stock market. (2024). Pantelidis, Theologos ; Tzika, Paraskevi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:93-103.

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2024Beyond declarations: Metrics, rankings and responsible assessment. (2024). Gska, Pawe ; Dudau, Adina ; Tsoukas, Serafeim ; Morgan-Thomas, Anna. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:10:s0048733324001422.

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2024Vice-chancellor narcissism and university performance. (2024). Verousis, Thanos ; Perotti, Pietro ; Khoo, Shee-Yee ; Watermeyer, Richard. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:1:s0048733323001853.

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2024On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

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2024Green finance and environmental, social, and governance performance. (2024). Yu, Wenzhe ; Qian, Shuitu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1185-1202.

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2024Sequential monitoring of stock market price changes. (2024). Xiao, Zhijie ; Liu, Zhenya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:156-172.

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2024Can common institutional owners inhibit bad mergers and acquisitions? Evidence from China. (2024). Xu, Tianli ; Lu, Rong ; Zhu, Siyuan ; Chen, Yang ; Wu, Wenbin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:246-266.

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2024How does boardroom diversity influence the relationship between ESG and firm financial performance?. (2024). Luo, Chengdi ; Gao, Jun ; Wu, Zihao ; Shi, Guanqun ; Xu, Hui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:713-730.

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2024Does climate governance moderate the relationship between ESG reporting and firm value? Empirical evidence from India. (2024). Tiwari, Aviral Kumar ; Patro, Archana ; Mishra, Geeti. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:920-941.

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2024The impact of financial institutions cross-shareholdings on risk-taking. (2024). Liao, Gaoke ; Lu, Siting ; Chen, Bin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1526-1544.

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2024Do anticipated changes in the MSCI Taiwan index drive investor behavior?. (2024). Pan, Ging-Ginq ; Tseng, Yun-Lan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:563-580.

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

Chris Brooks has edited the books:

Year  ↓Title  ↓Type  ↓Cited  ↓

Works by Chris Brooks:

Year  ↓Title  ↓Type  ↓Cited  ↓
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
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2016Commodity risks and the cross-section of equity returns In: The British Accounting Review.
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2018Institutional cross-ownership and corporate strategy: The case of mergers and acquisitions In: Journal of Corporate Finance.
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1999Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia..(1999) In: Department of Economics - Working Papers Series.
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2012Futures basis, inventory and commodity price volatility: An empirical analysis.(2012) In: MPRA Paper.
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2010Speculative bubbles in the S&P 500: Was the tech bubble confined to the tech sector? In: Journal of Empirical Finance.
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2006Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector?.(2006) In: ICMA Centre Discussion Papers in Finance.
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1999Cross-correlations and cross-bicorrelations in Sterling exchange rates In: Journal of Empirical Finance.
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2013Do long-short speculators destabilize commodity futures markets? In: International Review of Financial Analysis.
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2019Optimism, volatility and decision-making in stock markets In: International Review of Financial Analysis.
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2001The trading profitability of forecasts of the gilt-equity yield ratio In: International Journal of Forecasting.
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2001Benchmarks and the accuracy of GARCH model estimation In: International Journal of Forecasting.
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2000A word of caution on calculating market-based minimum capital risk requirements In: Journal of Banking & Finance.
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2007Interest rates and efficiency in medieval wool forward contracts In: Journal of Banking & Finance.
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2008Momentum profits and time-varying unsystematic risk In: Journal of Banking & Finance.
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2006Momentum Profits and Time-Varying Unsystematic Risk.(2006) In: ICMA Centre Discussion Papers in Finance.
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2010The S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume In: Journal of Banking & Finance.
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2019Experience wears the trousers: Exploring gender and attitude to financial risk In: Journal of Economic Behavior & Organization.
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2002A model for exchange rates with crawling bands--an application to the Colombian peso In: Journal of Economics and Business.
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2012Hot and cold IPO markets: The case of the Stock Exchange of Mauritius In: Journal of Multinational Financial Management.
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2009The stock performance of Americas 100 Best Corporate Citizens In: The Quarterly Review of Economics and Finance.
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2006The Stock Performance of Americas 100 Best Corporate Citizens.(2006) In: ICMA Centre Discussion Papers in Finance.
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2013Commodity futures prices: More evidence on forecast power, risk premia and the theory of storage In: The Quarterly Review of Economics and Finance.
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2014On the performance of the tick test In: The Quarterly Review of Economics and Finance.
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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.
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2012The underpricing of IPOs on the Stock Exchange of Mauritius In: Research in International Business and Finance.
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2023Do you follow your head or your heart? The simultaneous impact of framing effects and incidental emotions on investment decisions In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
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2000The cyclical relations between traded property stock prices and aggregate time‐series In: Journal of Property Investment & Finance.
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2002An Extreme Value Theory Approach to Calculating Minimum Capital Risk Requirements In: Journal of Risk Finance.
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2014Does more detailed information mean better performance? An experiment in information explicitness In: Review of Behavioral Finance.
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2013Does More Detailed Information Mean Better Performance? An Experiment in Information Explicitness.(2013) In: ICMA Centre Discussion Papers in Finance.
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2011Over the Moon or Sick as a Parrot? The Effects of Football Results on a Clubs Share Price In: Post-Print.
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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.
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2012Over the moon or sick as a parrot? The effects of football results on a clubs share price.(2012) In: Applied Economics.
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2003Multivariate GARCH models: software choice and estimation issues In: Journal of Applied Econometrics.
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2003Multivariate GARCH Models: Software Choice and Estimation Issues.(2003) In: ICMA Centre Discussion Papers in Finance.
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2001A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate. In: Journal of Forecasting.
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2001Bicorrelations and Cross-Bicorrelations As Non-linearity Tests and Tools for Exchange Rate Forecasting. In: Journal of Forecasting.
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2013Intrinsic and Rational Speculative Bubbles in the US Housing Market: 1960-2011 In: Journal of Real Estate Research.
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2014On the Predictive Content of Leading Indicators: The Case of U.S. Real Estate Markets In: Journal of Real Estate Research.
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2013On the Predictive Content of Leading Indicators: The Case of US Real Estate Markets.(2013) In: ICMA Centre Discussion Papers in Finance.
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1999The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test. In: Computational Economics.
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1999Portmanteau Model Diagnostics and Tests for Nonlinearity: A Comparative Monte Carlo Study of Two Alternative Methods. In: Computational Economics.
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2002Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors. In: Computational Economics.
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2019Corporate Tax: What Do Stakeholders Expect? In: Journal of Business Ethics.
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1999Optimal Hedging and the Value of News. In: Department of Economics - Working Papers Series.
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2003Measuring the Response of Macroeconomic Uncertainty to Shocks In: Department of Economics - Working Papers Series.
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2005Measuring the Response of Macroeconomic Uncertainty to Shocks.(2005) In: The Review of Economics and Statistics.
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2005Autoregressive Conditional Kurtosis In: Journal of Financial Econometrics.
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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.
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2009Low-cost momentum strategies In: Journal of Asset Management.
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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.
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2010The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market In: MPRA Paper.
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2000Value at Risk and Market Crashes In: ICMA Centre Discussion Papers in Finance.
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2000An EVT Approach to calculating Risk Capital Requirements In: ICMA Centre Discussion Papers in Finance.
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2001A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates In: ICMA Centre Discussion Papers in Finance.
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2001International Evidence of the Predictability of Prices of Securititised Real Estate Assets: Econometric Models versus Neural Networks In: ICMA Centre Discussion Papers in Finance.
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2001The Statistical Properties of Hedge Fund Index Returns In: ICMA Centre Discussion Papers in Finance.
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2002Forecasting the Collapse of Speculative Bubbles: An Empirical Investigation of the S&P 500 Composite Index In: ICMA Centre Discussion Papers in Finance.
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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.
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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.
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2004Gambling on the S&P 500s Gold Seal: New Evidence on the Index Effect In: ICMA Centre Discussion Papers in Finance.
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2005Cross Hedging with Single Stock Futures In: ICMA Centre Discussion Papers in Finance.
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2005Advance Contracts for the Sale of Wool in Medieval England; An Undeveloped and Inefficient Market? In: ICMA Centre Discussion Papers in Finance.
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2005The Long-Term P/E Radio In: ICMA Centre Discussion Papers in Finance.
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2005Decomposing the P/E Ratio In: ICMA Centre Discussion Papers in Finance.
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2005The Extremes of the P/E Effect In: ICMA Centre Discussion Papers in Finance.
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2005Leger est aprendre mes fort est arendre;: Wool, Debt and the Dispersal of Pipewell Abbey (1280 - 1330) In: ICMA Centre Discussion Papers in Finance.
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2006Corporate Reputation and Stock Returns; are good firm good for investors? In: ICMA Centre Discussion Papers in Finance.
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2006Optimal Hedging with Higher Moments In: ICMA Centre Discussion Papers in Finance.
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2012Optimal hedging with higher moments.(2012) In: Journal of Futures Markets.
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2007The Value Premium and Time-Varying Unsystematic Risk In: ICMA Centre Discussion Papers in Finance.
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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.
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2008Interest in medieval accounts: Examples from England, 1272-1340 In: ICMA Centre Discussion Papers in Finance.
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2009Time Varying Volatility and the Cross-Section of Equity Returns  In: ICMA Centre Discussion Papers in Finance.
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2009Transaction Costs, Trading Volume and Momentum Strategies In: ICMA Centre Discussion Papers in Finance.
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2011Intrinsic and Rational Speculative Bubbles in the U.S. Housing Market 1960-2009 In: ICMA Centre Discussion Papers in Finance.
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2013The dynamics of commodity prices.(2013) In: Quantitative Finance.
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2011Housing and equity bubbles: Are they contagious to REITs? In: ICMA Centre Discussion Papers in Finance.
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2014Commodity Risk Factors and the Cross-Section of Equity Returns In: ICMA Centre Discussion Papers in Finance.
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2015The ‘Buying and Selling of Money for Time’: Foreign Exchange and Interest Rates in Medieval Europe In: ICMA Centre Discussion Papers in Finance.
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2015Buying and Selling of Money for Time: Foreign Exchange and Interest Rates in Medieval Europe.(2015) In: ICMA Centre Discussion Papers in Finance.
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2009The credit crisis of 1294: causes, consequences and results In: Ekonomicheskaya Politika / Economic Policy.
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2000Forecasting Models of Retail Rents In: Environment and Planning A.
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2013Commercial Real Estate and Equity Market Bubbles: Are They Contagious to REITs? In: Urban Studies.
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2000What will be the risk-free rate and benchmark yield curve following European monetary union? In: Applied Financial Economics.
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2014The long-run performance of IPOs: the case of the Stock Exchange of Mauritius In: Applied Financial Economics.
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1999An alternative approach to investigating lead-lag relationships between stock and stock index futures markets In: Applied Financial Economics.
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2001Linkages between property asset returns and interest rates: evidence for the UK In: Applied Economics.
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2001Forecasting real estate returns using financial spreads In: Journal of Property Research.
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