Chris Brooks : Citation Profile


Are you Chris Brooks?

University of Reading

21

H index

45

i10 index

1681

Citations

RESEARCH PRODUCTION:

98

Articles

57

Papers

3

Books

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   22 years (1998 - 2020). See details.
   Cites by year: 76
   Journals where Chris Brooks has often published
   Relations with other researchers
   Recent citing documents: 274.    Total self citations: 35 (2.04 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr256
   Updated: 2021-10-16    RAS profile: 2020-10-24    
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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 (20)

Henry, Ólan (16)

GUPTA, RANGAN (14)

cotter, john (14)

Asongu, Simplice (12)

Floros, Christos (12)

KUSI, BAAH (10)

Angelidis, Timotheos (10)

Chen, Cathy W. S. (9)

Serletis, Apostolos (9)

McAleer, Michael (9)

Cites to:

Fama, Eugene (47)

Shiller, Robert (44)

French, Kenneth (44)

Campbell, John (43)

Shleifer, Andrei (27)

West, Kenneth (21)

Bollerslev, Tim (21)

Engle, Robert (20)

Ritter, Jay (18)

Summers, Lawrence (17)

Jagannathan, Ravi (16)

Main data


Where Chris Brooks has published?


Journals with more than one article published# docs
International Review of Financial Analysis7
Journal of Property Research5
Economic Modelling4
Manchester School4
Applied Financial Economics4
Computational Economics4
Journal of Banking & Finance4
Journal of Empirical Finance4
International Journal of Forecasting3
Journal of Business Finance & Accounting3
Journal of Forecasting3
The Quarterly Review of Economics and Finance3
Journal of Futures Markets3
Journal of Corporate Finance2
Journal of Real Estate Research2
The European Journal of Finance2
Applied Economics Letters2
Research in International Business and Finance2
Economic History Review2
The Journal of Business2
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 (2021 and 2020)


YearTitle of citing document
2020Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries. (2020). Hkiri, Besma ; Gupta, Rangan ; Coronado, Semei ; Rojas, Omar. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:4:p:44-76.

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2020Financial Sector Transparency and Net Interest Margins: Should the Private or Public Sector lead Financial Sector Transparency?. (2020). Asongu, Simplice ; Gyeke-Dako, Agyapomaa ; Agbloyor, Elikplimi K ; Kusi, Baah A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/028.

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2020Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence. (2020). Asongu, Simplice ; Agbloyor, Elikplimi ; Gyeke-Dako, Agyapomaa ; Kusi, Baah A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/087.

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2020Financial Sector Transparency and Net Interest Margins: Should the Private or Public Sector lead Financial Sector Transparency?. (2020). KUSI, BAAH ; Asongu, Simplice ; Gyeke-Dako, Agyapomaa ; Agbloyor, Elikplimi K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/028.

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2020Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence. (2020). Asongu, Simplice ; Agbloyor, Elikplimi ; Gyeke-Dako, Agyapomaa ; Kusi, Baah A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/087.

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2020The Relationship between Economic Growth and Service Sector in Tanzania: An Empirical Investigation. (2020). Mtui, John M ; Magoti, Edwin. In: African Journal of Economic Review. RePEc:ags:afjecr:304723.

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2020Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries. (2020). Gupta, Rangan ; Coronado, Semei ; Rojas, Omar ; Hkiri, Besma. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:4:p:44-76.

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2020Econometric Models for Quantifying the Impact of Macroeconomic Variables on the Configuration of Banking Assets and Liabilities. (2020). Scarlat, Corina-Florentina ; Mihai, Eleodor-Alin. In: Finante - provocarile viitorului (Finance - Challenges of the Future). RePEc:aio:fpvfcf:v:1:y:2020:i:22:p:64-80.

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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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2020Personalized Robo-Advising: Enhancing Investment through Client Interaction. (2020). Zariphopoulou, Thaleia ; Olafsson, Sveinn ; Capponi, Agostino. In: Papers. RePEc:arx:papers:1911.01391.

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2021Predicting 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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2020A study on the leverage effect on financial series using a TAR model: a Bayesian approach. (2020). Nieto, Fabio ; Espinosa, Oscar. In: Papers. RePEc:arx:papers:2002.05319.

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2020Copula-based local dependence between energy, agriculture and metal commodity markets. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Ji, Qiang. In: Papers. RePEc:arx:papers:2003.04007.

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2020A New Look to Three-Factor Fama-French Regression Model using Sample Innovations. (2020). Jafari, Aliakbar ; Shaabani, Javad. In: Papers. RePEc:arx:papers:2006.02467.

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2020The Uncertain Shape of Grey Swans: Extreme Value Theory with Uncertain Threshold. (2020). Poorvasei, Hossein ; Arian, Hamidreza ; Zamani, Shiva ; Sharifi, Azin. In: Papers. RePEc:arx:papers:2011.06693.

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2021Incorporating 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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2020Monetary Policy and Stock Market Returns: Evidence from ARDL Bounds Testing Approach for the Case of Vietnam. (2020). Minh, Tram Thi ; Mai, Hong Thi ; Nguyen, Thuy Thu . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:758-777.

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2020Modeling Long-Term Relationships in Philippine Stock Market (PSE) Indices: A Cointegration Analysis. (2020). Bije, Eugene ; Sucuahi, William. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:989-998.

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

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2020Causal Relationship between Renewable Energy Consumption and Unemployment in Nigeria: Evidence from Toda and Yamamoto Causality Technique. (2020). Maijamaaa, Rabiu ; Musa, Kabiru Saidu. In: Energy Economics Letters. RePEc:asi:eneclt:2020:p:46-60.

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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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2020Asymmetric Volatility Effects in Risk Management: An Empirical Analysis using a Stock Index Futures. (2020). Guillermo, Benavides . In: Working Papers. RePEc:bdm:wpaper:2020-10.

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2020Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals. (2020). Tzavalis, Elias ; Karavias, Yiannis ; Spilioti, Stella. In: Discussion Papers. RePEc:bir:birmec:20-21.

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2020Water disclosure and firm risk: Empirical evidence from highly water‐sensitive industries in China. (2020). Zhang, Tao ; Zeng, Huixiang ; Chen, Xiaohong ; Zhao, Yang ; Zhou, Zhifang. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:1:p:17-38.

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2020Mitigating climate change: A role for regulations and risk?taking. (2020). Griffin, Jennifer J ; Bryant, Andrew ; Perry, Vanessa G. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:2:p:605-618.

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2020A systematic literature review of socially responsible investment and environmental social governance metrics. (2020). Widyawati, Luluk. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:2:p:619-637.

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2020Carbon disclosure and financial performance: UK environmental policy. (2020). Elnahass, Marwa ; Alsaifi, Khaled ; Salama, Aly. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:2:p:711-726.

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2020Corporate environmental performance, environmental management and firm risk. (2020). Xue, Bai ; Li, Pingli ; Zhang, Zhuang. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:3:p:1074-1096.

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2020How do corporate environmental policy and corporate reputation affect risk‐adjusted financial performance?. (2020). Varrone, Nicola ; Daniele, Lucia Michela ; Gangi, Francesco. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:5:p:1975-1991.

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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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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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2020List of publications on the economic and social history of Great Britain and Ireland published in 2019. (2020). Raymond, Graham ; Hale, Matthew ; Wright, Catherine. In: Economic History Review. RePEc:bla:ehsrev:v:73:y:2020:i:4:p:1153-1202.

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2020An Institutional Theory Approach to the Evolution of the Corporate Social Performance – Corporate Financial Performance Relationship. (2020). Dacin, Peter A ; Brower, Jacob. In: Journal of Management Studies. RePEc:bla:jomstd:v:57:y:2020:i:4:p:805-836.

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2020Inferring trade directions in fast markets. (2020). Jurkatis, Simon . In: Bank of England working papers. RePEc:boe:boeewp:0896.

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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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2020Diagnosing Housing Fever with an Econometric Thermometer. (2020). Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2248.

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2020Investor Horizons and Employee Satisfaction: A test of the long-term perspective vision of CSR. (2020). Petit-Romec, Arthur ; Garel, Alexandre. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00071.

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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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2020The Day of the Week Effect: Unconditional and Conditional Market Risk Analysis. (2020). Dhaou, Imen ; Chaouachi, Olfa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-13.

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2020Interaction Between Environmental Kuznet Curve and Urban Environment Transition Hypotheses in Malaysia. (2020). Yasmin, Tahira ; Othman, Nor Salwati ; Bekhet, Hussain Ali. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-51.

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2020Risks from self-referential peer review echo chambers developing in research fields. (2020). Unerman, Jeffrey. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:5:s0890838920300305.

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2020Determinants and consequences of voluntary corporate social responsibility disclosure: Evidence from private firms. (2020). Zheng, Zhen ; Wu, Shing-Jen ; Chi, Wuchun. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:6:s0890838920300597.

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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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2020Corporate social responsibility versus corporate shareholder responsibility: A family firm perspective. (2020). Fernando, Chitru S ; Abeysekera, Amal P. In: Journal of Corporate Finance. RePEc:eee:corfin:v:61:y:2020:i:c:s0929119918301548.

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2020CEO risk-taking incentives and corporate social responsibility. (2020). Shi, Yaqi ; Li, Zhichuan ; Dunbar, Craig . In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301589.

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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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2020Accounting as a dichotomised discipline: An analysis of the source materials used in the construction of accounting articles. (2020). Miller, Anthony D ; Jun, Lana Yan ; Hussain, Simon. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:66:y:2020:i:c:s1045235419300437.

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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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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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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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2020The heterogeneous volume-volatility relations in the exchange-traded fund market: Evidence from China. (2020). Xu, Liao ; Zhao, Yang ; Shi, Yukun ; Gao, Han. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:400-408.

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2020Forex interventions and exchange rate exposure: Evidence from emerging market firms. (2020). Sikarwar, Ekta. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:69-81.

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2020Modelling conditional skewness: Heterogeneous beliefs, short sale restrictions and market declines. (2020). Shum, Wai Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300774.

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2020The heterogeneous behaviour of the inflation hedging property of cocoa. (2020). Salisu, Afees ; Oloko, Tirimisiyu ; Adediran, Idris ; Ohemeng, William. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303535.

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2020Financial risk and acquirers stockholder wealth in mergers and acquisitions. (2020). Cheng, Miao-Sih ; Hung, Pi-Hsia ; Chu, Hsiang-Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818300834.

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2020Forecasting risk in the US Dollar exchange rate under volatility shifts. (2020). Malik, Farooq ; Anjum, Hassan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301546.

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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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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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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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2020Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?. (2020). faff, robert ; Miffre, Joelle ; Yew, Rand Kwong ; Rad, Hossein. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:164-180.

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2020A comparison of non-Gaussian VaR estimation and portfolio construction techniques. (2020). Lizieri, Colin ; Satchell, Stephen ; Allen, David. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:356-368.

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2020Volatility forecasts, proxies and loss functions. (2020). Stark, Thomas ; Mangat, Manveer Kaur ; Reschenhofer, Erhard. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:133-153.

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2021Does green credit improve the core competence of commercial banks? Based on quasi-natural experiments in China. (2021). Zhou, Guangyou ; Yu, Shenghui ; Luo, Sumei. 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). Spencer, Simon ; O'Sullivan, Conall ; Bredin, Don. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002565.

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2020Time-varying persistence in real oil prices and its determinant. (2020). Wegener, Christoph ; Kruse, Robinson. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319300805.

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2020Mild explosivity in recent crude oil prices. (2020). Paraskevopoulos, Ioannis ; McCrorie, Roderick J ; Figuerola-Ferretti, Isabel. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319301471.

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2020Environmental disclosure and idiosyncratic risk in the European manufacturing sector. (2020). Sagitova, Roza ; Chatziantoniou, Ioannis ; Kizys, Renatas ; Tzouvanas, Panagiotis. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300542.

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2020Economic determinants of oil futures volatility: A term structure perspective. (2020). Prokopczuk, Marcel ; Nikitopoulos-Sklibosios, Christina ; Kang, Boda. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300827.

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2020Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction. (2020). Galeano, Pedro ; Ausin, Concepcion M ; Virbickait, Audron. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303017.

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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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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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2020Could electricity demand contribute to diversifying the mix and mitigating CO2 emissions? A fresh daily analysis of the French electricity system. (2020). Marques, António ; Pereira, Diogo Santos. In: Energy Policy. RePEc:eee:enepol:v:142:y:2020:i:c:s0301421520302251.

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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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2020Copula-based local dependence among energy, agriculture and metal commodities markets. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Ji, Qiang. In: Energy. RePEc:eee:energy:v:202:y:2020:i:c:s0360544220308690.

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2021Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Suleman, Muhammed Tahir ; Boachie, Micheal Kofi. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s0360544220326918.

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2020Commodity prices and GDP growth. (2020). Tang, KE ; Ge, Yiqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301563.

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2020Spreading the sin: An empirical assessment from corporate takeovers. (2020). Sogiakas, Vasilios ; Guidi, Marco ; Verwijmeren, Patrick ; Vagenas-Nanos, Evangelos. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301794.

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2020What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?. (2020). Oxley, Les ; Hu, Yang ; Hou, Yang Greg. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302131.

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2021Direction-of-change forecasting in commodity futures markets. (2021). Quinn, Barry ; Papailias, Fotis ; Liu, Jiadong. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100020x.

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2021Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach. (2021). Ye, Jinqiang ; Urquhart, Andrew ; Li, Zeming ; Duan, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000685.

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2020Sequential elimination: Fast sorts for unbiased quantile estimation. (2020). Palandri, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318303702.

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2021The value premium during flights. (2021). Galvani, Valentina. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319306117.

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2020Environmental regulation and the cost of bank loans: International evidence. (2020). Kim, Incheol ; Javadi, Siamak ; Fard, Amirhossein. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920300966.

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2021What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures. (2021). Ossola, Elisa ; Panzica, Roberto ; Alessi, Lucia. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000280.

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2020Self-Citations and scientific evaluation: Leadership, influence, and performance. (2020). Crespo, Nuno ; Simoes, Nadia. In: Journal of Informetrics. RePEc:eee:infome:v:14:y:2020:i:1:s1751157719302640.

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2020Risk aggregation in non-life insurance: Standard models vs. internal models. (2020). Jung, Kwangmin ; Eling, Martin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:183-198.

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2020Liquidity risk exposure and its determinants in the banking sector: A comparative analysis between Islamic, conventional and hybrid banks. (2020). Platonova, Elena ; Dixon, Rob ; Asutay, Mehmet ; Mohammad, Sabri. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300809.

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2021Corporate social irresponsibility and portfolio performance: A cross-national study. (2021). Li, Qian ; Andreas, ; Harjoto, Maretno A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s104244312030158x.

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2021The non-linear effect of CSR on firms’ systematic risk: International evidence. (2021). Shamsuddin, Abul ; Li, Zhicheng ; Farah, Tazrina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s104244312100007x.

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2020Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods. (2020). Hübner, Georges ; Hubner, Georges ; Fays, Boris ; Lambert, Marie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300789.

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2020Female leadership and bank risk-taking: Evidence from the effects of real estate shocks on bank lending performance and default risk. (2020). Vähämaa, Sami ; Vahamaa, Sami ; Palvia, Ajay. In: Journal of Business Research. RePEc:eee:jbrese:v:117:y:2020:i:c:p:897-909.

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2021Economic impact of corporate foundations: An event analysis approach. (2021). Villagra, Nuria ; Monfort, Abel ; Sanchez, Joaquin. In: Journal of Business Research. RePEc:eee:jbrese:v:122:y:2021:i:c:p:159-170.

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2021Corporate social responsibility and firm performance in the hotel industry. The mediating role of green human resource management and environmental outcomes. (2021). Zaragoza-Saez, Patrocinio ; Marco-Lajara, Bartolome ; Claver-Cortes, Enrique ; Ubeda-Garcia, Mercedes. In: Journal of Business Research. RePEc:eee:jbrese:v:123:y:2021:i:c:p:57-69.

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2021How do investors value corporate social responsibility? Market valuation and the firm specific contexts. (2021). Lu, Hao ; Chang, Young Kyun ; Kleffner, Anne ; Oh, Won-Yong. In: Journal of Business Research. RePEc:eee:jbrese:v:125:y:2021:i:c:p:14-25.

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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.
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article4
1998Macroeconomic Influences on Property Returns In: ERES.
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paper0
2007The Integration of European and US Real Estate Markets In: ERES.
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paper0
2013Forecasting Turning Points in Real Estate Yields In: ERES.
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paper0
2003Rational Speculative Bubbles: An Empirical Investigation of the London Stock Exchange In: Bulletin of Economic Research.
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article40
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]
article2
2006Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures In: Financial Management.
[Full Text][Citation analysis]
article195
2006Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures.(2006) In: Financial Management.
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article
2012The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis In: Financial Management.
[Full Text][Citation analysis]
article105
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: 105
paper
2014The Effects of Corporate Social Performance on the Cost of Corporate Debt and Credit Ratings In: The Financial Review.
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article55
2002Modelling the Implied Volatility of Options on Long Gilt Futures In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]
article0
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.
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article3
2014The Financial Effects of Uniform and Mixed Corporate Social Performance In: Journal of Management Studies.
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article15
2006Detecting intraday periodicities with application to high frequency exchange rates In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]
article3
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]
article0
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.
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article10
2000The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market..(2000) In: Department of Economics - Working Papers Series.
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paper
2017The Impact of Foreign Real Estate Investment on Land Prices: Evidence from Mauritius In: Review of Development Economics.
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article0
2008RATS Handbook to Accompany Introductory Econometrics for Finance In: Cambridge Books.
[Citation analysis]
book133
2010Real Estate Modelling and Forecasting In: Cambridge Books.
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book10
2019Introductory Econometrics for Finance In: Cambridge Books.
[Citation analysis]
book23
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]
article19
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
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]
article3
2016Do investors care about corporate taxes? In: Journal of Corporate Finance.
[Full Text][Citation analysis]
article14
2018Institutional cross-ownership and corporate strategy: The case of mergers and acquisitions In: Journal of Corporate Finance.
[Full Text][Citation analysis]
article11
2019Why does research in finance have so little impact? In: CRITICAL PERSPECTIVES ON ACCOUNTING.
[Full Text][Citation analysis]
article4
2000Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia In: Economic Modelling.
[Full Text][Citation analysis]
article24
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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This paper has another version. Agregated cites: 24
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]
article30
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: 30
paper
2013House price dynamics and their reaction to macroeconomic changes In: Economic Modelling.
[Full Text][Citation analysis]
article16
1998Forecasting exchange rate volatility using conditional variance models selected by information criteria In: Economics Letters.
[Full Text][Citation analysis]
article14
2000Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models In: Economics Letters.
[Full Text][Citation analysis]
article13
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: 13
paper
2005A comparison of extreme value theory approaches for determining value at risk In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article35
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]
article19
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: 19
paper
2020When is a MAX not the MAX? How news resolves information uncertainty In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article0
1999Cross-correlations and cross-bicorrelations in Sterling exchange rates In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article21
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]
article12
2013Idiosyncratic volatility and the pricing of poorly-diversified portfolios In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article2
2014Speculative bubbles and the cross-sectional variation in stock returns In: International Review of Financial Analysis.
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article7
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: 7
paper
2017Fundamental indexation revisited: New evidence on alpha In: International Review of Financial Analysis.
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article0
2018Why are older investors less willing to take financial risks? In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article4
2019Optimism, volatility and decision-making in stock markets 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]
article20
2001Benchmarks and the accuracy of GARCH model estimation In: International Journal of Forecasting.
[Full Text][Citation analysis]
article38
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]
article16
2019Experience wears the trousers: Exploring gender and attitude to financial risk In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article3
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]
article9
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: 9
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]
article9
2014On the performance of the tick test In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article3
2014Gender and the evaluation of research In: Research Policy.
[Full Text][Citation analysis]
article10
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]
article2
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.
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article0
2013Does More Detailed Information Mean Better Performance? An Experiment in Information Explicitness.(2013) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
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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paper10
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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This paper has another version. Agregated cites: 10
paper
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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This paper has another version. Agregated cites: 10
article
2003Multivariate GARCH models: software choice and estimation issues In: Journal of Applied Econometrics.
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article27
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: 27
paper
2001A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate. In: Journal of Forecasting.
[Citation analysis]
article37
2001Bicorrelations and Cross-Bicorrelations As Non-linearity Tests and Tools for Exchange Rate Forecasting. In: Journal of Forecasting.
[Citation analysis]
article9
2003Volatility forecasting for risk management In: Journal of Forecasting.
[Full Text][Citation analysis]
article67
2013Intrinsic and Rational Speculative Bubbles in the US Housing Market: 1960-2011 In: Journal of Real Estate Research.
[Full Text][Citation analysis]
article11
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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article0
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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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.
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article2
1998Chaos in Foreign Exchange Markets: A Sceptical View. In: Computational Economics.
[Full Text][Citation analysis]
article5
1999The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test. In: Computational Economics.
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article15
1999Portmanteau Model Diagnostics and Tests for Nonlinearity: A Comparative Monte Carlo Study of Two Alternative Methods. In: Computational Economics.
[Full Text][Citation analysis]
article4
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]
article5
2019Corporate Tax: What Do Stakeholders Expect? In: Journal of Business Ethics.
[Full Text][Citation analysis]
article1
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.
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paper29
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: 29
article
2005Autoregressive Conditional Kurtosis In: Journal of Financial Econometrics.
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article65
2002Augoregressive Conditional Kurtosis.(2002) In: ICMA Centre Discussion Papers in Finance.
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This paper has another version. Agregated cites: 65
paper
2010A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market In: MPRA Paper.
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paper0
2010The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market In: MPRA Paper.
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paper0
2000Value at Risk and Market Crashes In: ICMA Centre Discussion Papers in Finance.
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paper6
2000An EVT Approach to calculating Risk Capital Requirements In: ICMA Centre Discussion Papers in Finance.
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paper2
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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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.
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paper1
2001The Statistical Properties of Hedge Fund Index Returns In: ICMA Centre Discussion Papers in Finance.
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paper24
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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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.
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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.
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paper3
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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paper2
2005Cross Hedging with Single Stock Futures In: ICMA Centre Discussion Papers in Finance.
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paper5
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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paper0
2005The Long-Term P/E Radio In: ICMA Centre Discussion Papers in Finance.
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paper0
2005Decomposing the P/E Ratio In: ICMA Centre Discussion Papers in Finance.
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paper0
2005The Extremes of the P/E Effect In: ICMA Centre Discussion Papers in Finance.
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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.
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paper1
2006Corporate Reputation and Stock Returns; are good firm good for investors? In: ICMA Centre Discussion Papers in Finance.
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paper0
2006Optimal Hedging with Higher Moments In: ICMA Centre Discussion Papers in Finance.
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paper15
2012Optimal hedging with higher moments.(2012) In: Journal of Futures Markets.
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article
2007The Value Premium and Time-Varying Unsystematic Risk In: ICMA Centre Discussion Papers in Finance.
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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.
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paper0
2007Low-Cost Momentum Strategies In: ICMA Centre Discussion Papers in Finance.
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paper2
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.
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paper0
2009Transaction Costs, Trading Volume and Momentum Strategies In: ICMA Centre Discussion Papers in Finance.
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paper0
2009Testing for periodically collapsing rational speculative bubbles in US REITs In: ICMA Centre Discussion Papers in Finance.
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paper0
2011Intrinsic and Rational Speculative Bubbles in the U.S. Housing Market 1960-2009 In: ICMA Centre Discussion Papers in Finance.
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paper1
2011The Dynamics of Commodity Prices In: ICMA Centre Discussion Papers in Finance.
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paper42
2013The dynamics of commodity prices.(2013) In: Quantitative Finance.
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article
2011Housing and equity bubbles: Are they contagious to REITs? In: ICMA Centre Discussion Papers in Finance.
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paper0
2012The interactive financial effects between corporate social responsibility and irresponsibility In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper1
2013Did Long-Short Investors Destabilize Commodity Markets? In: ICMA Centre Discussion Papers in Finance.
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paper3
2014Commodity Risk Factors and the Cross-Section of Equity Returns In: ICMA Centre Discussion Papers in Finance.
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paper1
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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paper2
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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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.
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paper0
2009The credit crisis of 1294: causes, consequences and results In: Economic Policy.
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article0
2000Forecasting Models of Retail Rents In: Environment and Planning A.
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article0
2013Commercial Real Estate and Equity Market Bubbles: Are They Contagious to REITs? In: Urban Studies.
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article6
2000Does orthogonalization really purge equitybased property valuations of their general stock market influences? In: Applied Economics Letters.
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article0
2001Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects In: Applied Economics Letters.
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article51
2000What will be the risk-free rate and benchmark yield curve following European monetary union? In: Applied Financial Economics.
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article2
2002Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets? In: Applied Financial Economics.
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article13
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.
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article4
2001Linkages between property asset returns and interest rates: evidence for the UK In: Applied Economics.
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article4
2019Financial data science: the birth of a new financial research paradigm complementing econometrics? In: The European Journal of Finance.
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article0
2003Information criteria for GARCH model selection In: The European Journal of Finance.
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article14
1999Threshold autoregressive and Markov switching models: an application to commercial real estate In: Journal of Property Research.
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article12
1999The impact of economic and financial factors on UK property performance In: Journal of Property Research.
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article21
2001Forecasting real estate returns using financial spreads In: Journal of Property Research.
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article2
2001Testing for bubbles in indirect property price cycles In: Journal of Property Research.
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article7
2003International evidence on the predictability of returns to securitized real estate assets: econometric models versus neural networks In: Journal of Property Research.
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2002The Effect of Asymmetries on Optimal Hedge Ratios In: The Journal of Business.
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2005Trading Rules from Forecasting the Collapse of Speculative Bubbles for the S&P 500 Composite Index In: The Journal of Business.
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2001The Cross‐Currency Hedging Performance of Implied Versus Statistical Forecasting Models In: Journal of Futures Markets.
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2015Booms and Busts in Commodity Markets: Bubbles or Fundamentals? In: Journal of Futures Markets.
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