Chris Brooks : Citation Profile


Are you Chris Brooks?

University of Reading

19

H index

36

i10 index

1261

Citations

RESEARCH PRODUCTION:

92

Articles

57

Papers

5

Books

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   21 years (1998 - 2019). See details.
   Cites by year: 60
   Journals where Chris Brooks has often published
   Relations with other researchers
   Recent citing documents: 230.    Total self citations: 34 (2.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr256
   Updated: 2019-10-21    RAS profile: 2019-05-23    
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Relations with other researchers


Works with:

Bell, Adrian (7)

Dufour, Alfonso (2)

Walker, James (2)

Perlin, Marcelo (2)

Oikonomou, Ioannis (2)

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

Is cited by:

Henry, Ólan (16)

Degiannakis, Stavros (14)

cotter, john (14)

Floros, Christos (11)

Serletis, Apostolos (9)

Olekalns, Nilss (9)

McAleer, Michael (9)

Hanly, Jim (8)

Suardi, Sandy (8)

Fuertes, Ana-Maria (8)

Chen, Cathy W. S. (7)

Cites to:

Fama, Eugene (51)

French, Kenneth (50)

Shiller, Robert (37)

Campbell, John (36)

Shleifer, Andrei (26)

Bollerslev, Tim (21)

West, Kenneth (20)

Ritter, Jay (19)

Engle, Robert (18)

Jagannathan, Ravi (16)

van Norden, Simon (15)

Main data


Where Chris Brooks has published?


Journals with more than one article published# docs
International Review of Financial Analysis6
Journal of Property Research5
Journal of Banking & Finance4
Economic Modelling4
Computational Economics4
Applied Financial Economics4
Journal of Forecasting3
Journal of Business Finance & Accounting3
International Journal of Forecasting3
Journal of Empirical Finance3
Journal of Futures Markets3
Manchester School3
The Quarterly Review of Economics and Finance3
Financial Management2
Research in International Business and Finance2
Economics Letters2
Economic History Review2
Journal of Real Estate Research2
The Journal of Business2
Applied Economics2
Journal of Corporate Finance2
Applied Economics Letters2

Working Papers Series with more than one paper published# docs
ICMA Centre Discussion Papers in Finance / Henley Business School, Reading University45
ERES / European Real Estate Society (ERES)3
MPRA Paper / University Library of Munich, Germany3

Recent works citing Chris Brooks (2019 and 2018)


YearTitle of citing document
2019Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market. (2019). Uwilingiye, Josine ; Gupta, Rangan ; Demirer, Riza ; Cakan, Esin. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:1:p:88-113.

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2018Price transmission for natural rubber: India integration with world markets. (2018). Saji, T G. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(617):y:2018:i:4(617):p:155-168.

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2018A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines. (2018). Tolhurst, Tor. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274387.

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2018Do Global Financial Markets Capitalise Sustainability? Evidence of a Quick Reversal. (2018). Moliterni, Fabio. In: SAS: Society and Sustainability. RePEc:ags:feemss:274853.

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2019The Effects of Monetary Policy on Agricultural Output in Eswatini. (2019). Dlamini, Daniel V ; Mashinini, Mary S. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2019:p:94-99.

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2018An Economic Bubble Model and Its First Passage Time. (2018). Dassios, Angelos ; Li, Luting. In: Papers. RePEc:arx:papers:1803.08160.

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2019Cross-shareholding networks and stock price synchronicity: Evidence from China. (2019). Zhou, Wei-Xing ; Yuan, Yujie ; Wen, Fenghua. In: Papers. RePEc:arx:papers:1903.01655.

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2019Sustainable Investing and the Cross-Section of Maximum Drawdown. (2019). Mouti, Saad ; Goldberg, Lisa R. In: Papers. RePEc:arx:papers:1905.05237.

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2019Semi-parametric Realized Nonlinear Conditional Autoregressive Expectile and Expected Shortfall. (2019). Gerlach, Richard ; Wang, Chao. In: Papers. RePEc:arx:papers:1906.09961.

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2019Relationship between Environmental Financial Accounting Practices and Corporate Financial Risk: Evidence from Listed Companies in Vietnams Securities Market. (2019). la Soa, Nguyen. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:285-298.

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2019Causality between Tourism and Foreign Direct Investment: An Empirical Evidence from Pakistan. (2019). Siddiqui, Farah. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2019:p:27-44.

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2017Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression. (2017). Gaglianone, Wagner ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus ; Viola, Alessandra Pasqualina. In: Working Papers Series. RePEc:bcb:wpaper:466.

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2018The Value of Being Socially Responsible. A Primal-Dual Approach. (2018). Daniela, Puggioni ; Spiro, Stefanou . In: Working Papers. RePEc:bdm:wpaper:2018-12.

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2018Return Volatility and Macroeconomic Factors: A Comparison of US and Pakistani Firms. (2018). Jan, Sharif Ullah ; Khan, Hashim . In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:2:p:1-28.

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2017The Impact of Corporate Social Responsibility on Default Risk: Empirical evidence from US Firms. (2017). Ashraf, Dawood ; Obaid, Asifa ; Rizwan, Muhammad Suhail. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:3:p:36-70.

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2017Forewarning Bankruptcy: An Indigenous Model for Pakistan. (2017). Hunjra, Ahmed ; Azam, Rauf i ; Ijaz, Muhammad Shahzad . In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:4:p:259-286.

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2017DYNAMICS BETWEEN NORTH AMERICAN AND EUROPEAN AGRICULTURAL FUTURES PRICES DURING TURMOIL AND FINANCIALIZATION. (2017). Ledebur, Ernst-Oliver ; Bohl, Martin T ; Adammer, Philipp . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:69:y:2017:i:1:p:57-76.

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2018Refinancing short‐term debt with a fixed monthly interest rate into funded juros under Philip II: an asiento with the Maluenda brothers. (2018). Nogal, Carlos Alvarez ; Chamley, Christophe ; Alvareznogal, Carlos. In: Economic History Review. RePEc:bla:ehsrev:v:71:y:2018:i:4:p:1100-1117.

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2017Price and Volatility Transmission and Market Power in the German Fresh Pork Supply Chain. (2017). Assefa, Tsion Taye ; Gardebroek, Cornelis. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:3:p:861-880.

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2017Corporate social responsibility and firm financial risk reduction: On the moderating role of the legal environment. (2017). Benlemlih, Mohammed ; Girerd-Potin, Isabelle. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:44:y:2017:i:7-8:p:1137-1166.

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2017A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS. (2017). Pätäri, Eero ; Leivo, Timo ; Patari, Eero. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:1:p:79-168.

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2017How Media Coverage of Corporate Social Irresponsibility Increases Financial Risk. (2017). Kolbel, Julian F ; Jancso, Leonhardt M ; Busch, Timo. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:11:p:2266-2284.

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2017The Effect of Government Ideology on an Exchange Rate Regime: Some International Evidence. (2017). Lee, Chien-Chiang ; Chang, Chun-Ping. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:4:p:788-834.

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2018Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?. (2018). Rottmann, Horst ; Auer, Benjamin R. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7204.

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2019Figuring out: the spread of Hindu-Arabic numerals in the European tradition of practical mathematics (13th-16th centuries). (2019). Danna, Raffaele. In: Working Papers. RePEc:cmh:wpaper:35.

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2018Inflación e incertidumbre inflacionaria: la postura del Banco de México, 1969-2017. (2018). Rojas, Eduardo Rosas ; Gonzalez, Teresa Lopez . In: REVISTA FINANZAS Y POLÍTICA ECONÓMICA. RePEc:col:000443:016929.

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2018The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices. (2018). Bohl, Martin T ; Sulewski, Christoph. In: CQE Working Papers. RePEc:cqe:wpaper:7718.

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2018Market Efficiency and Optimal Hedging Strategy for the US Ethanol Market. (2018). Paris, Anthony ; HACHE, Emmanuel. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-6.

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2018Accounting and Market Value Implications of Business Environmental Initiative: The Case of JSE’s SRI Firms. (2018). Worae, Thomas A ; Ngwakwe, Collins C. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2018:i:4:p:88-98.

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2017How Does Volatility of Characteristics-sorted Portfolios Respond to Macroeconomic Volatility?. (2017). al Samman, Ahmed ; Otaify, Mahmoud Moustafa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-39.

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2018The Impact of Oil Price Volatility to Oil and Gas Company Stock Returns and Emerging Economies. (2018). Ulusoy, Veysel ; Ozdurak, Caner . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-18.

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2018The Electricity Security in South Africa: Analysing Significant Determinants to the Grid Reliability. (2018). Ateba, Benedict Belobo ; Prinsloo, Johannes Jurgens. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-06-10.

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2018Mandatory Financial Reporting Processes and Outcomes. (2018). Bamber, Matthew ; Petrovic, Nikola ; McMeeking, Kevin. In: The International Journal of Accounting. RePEc:eee:accoun:v:53:y:2018:i:3:p:227-245.

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2018Speculative activity and returns volatility of Chinese agricultural commodity futures. (2018). Siklos, Pierre ; Wellenreuther, Claudia ; Bohl, Martin T. In: Journal of Asian Economics. RePEc:eee:asieco:v:54:y:2018:i:c:p:69-91.

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2018Socially responsible investment portfolios: Does the optimization process matter?. (2018). Sutcliffe, Charles ; Platanakis, Emmanouil ; Oikonomou, Ioannis. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:379-401.

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2018Corporate social responsibility and seasoned equity offerings. (2018). Dutordoir, Marie ; Sun, Ping ; Strong, Norman C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:158-179.

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2018Corporate social responsibility, firm value, and influential institutional ownership. (2018). Buchanan, Bonnie ; Chen, Chongyang ; Cao, Cathy Xuying . In: Journal of Corporate Finance. RePEc:eee:corfin:v:52:y:2018:i:c:p:73-95.

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2019Corporate social responsibility and M&A uncertainty. (2019). AROURI, Mohamed ; Pukthuanthong, Kuntara ; Gomes, Mathieu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:176-198.

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2018Asymmetric volatility transmission between the real exchange rate and stock returns in South Africa. (2018). Sikhosana, Ayanda ; Aye, Goodness C. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:60:y:2018:i:c:p:1-8.

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2019Value-at-risk methodologies for effective energy portfolio risk management. (2019). HALKOS, GEORGE ; Tsirivis, Apostolos S. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:197-212.

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2018Explosiveness in G11 currencies. (2018). Steenkamp, Daan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:388-408.

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2018The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets. (2018). Gupta, Rakesh ; Singh, Tarlok ; Li, Bin ; Mo, DI. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:543-560.

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2019Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

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2019Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices. (2019). Lin, Hai ; Premachandra, IM ; Kuruppuarachchi, Duminda. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:92-112.

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2019The causality direction of the corporate social responsibility – Corporate financial performance Nexus: Application of Panel Vector Autoregression approach. (2019). lin, woon ; Sambasivan, Murali ; Ho, Jo Ann ; Law, Siong Hook. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:401-418.

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2018When Does Corporate Sustainability Performance Pay off? The Impact of Country-Level Sustainability Performance. (2018). Xiao, Cheng Yong ; van Donk, Dirk Pieter ; van der Vaart, Taco ; Wang, Qian. In: Ecological Economics. RePEc:eee:ecolec:v:146:y:2018:i:c:p:325-333.

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2018Nonparametric tests for conditional symmetry. (2018). Delgado, Miguel A ; Song, Xiaojun. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:447-471.

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2018Does ethics improve stock market resilience in times of instability?. (2018). Erragragui, Elias ; Faisal, Abu Nahian ; Peillex, Jonathan ; Hassan, Kabir M. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:3:p:450-469.

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2019The value of being socially responsible: A primal-dual approach. (2019). Stefanou, Spiro E ; Puggioni, Daniela . In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:3:p:1090-1103.

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2018Which is the safe haven for emerging stock markets, gold or the US dollar?. (2018). Wen, Xiaoqian ; Cheng, Hua. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:69-90.

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2018Uncertainty effects on production mix and on hedging decisions: The case of Brazilian ethanol and sugar. (2018). de Oliveira, Sydnei Marssal ; Vieira, Maria Paula. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:516-524.

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2018The asymmetric return-volatility relationship of commodity prices. (2018). Baur, Dirk G ; Dimpfl, Thomas. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:378-387.

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2019The drivers of Bitcoin demand: A short and long-run analysis. (2019). Perote, Javier ; de la Fuente, Gabriel ; de la Horra, Luis P. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:21-34.

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2019U.S. tax inversions and shareholder wealth effects. (2019). Gurdgiev, Constantin ; Boermans, Boris ; Durand, Robert B ; Laing, Elaine. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:35-52.

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2019Intraday information from S&P 500 Index futures options. (2019). , Nelson ; Chen, Ying ; Lim, Kian Guan. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:29-55.

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2018Fishing the Corporate Social Responsibility risk factors. (2018). Ciciretti, Rocco ; Becchetti, Leonardo ; Dalo, Ambrogio. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:25-48.

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2018The effects of options listing and delisting in a short-sale-constrained market: Evidence from the Indian equities markets. (2018). Banerjee, Pradip ; Maitra, Debasish ; Christie-David, Rohan ; Chatrath, Arjun . In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:157-169.

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2018Investor implications of divesting from fossil fuels. (2018). Henriques, Irene ; Sadorsky, Perry. In: Global Finance Journal. RePEc:eee:glofin:v:38:y:2018:i:c:p:30-44.

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2018ESG performance and firm value: The moderating role of disclosure. (2018). Fatemi, Ali ; Kaiser, Stefanie ; Glaum, Martin. In: Global Finance Journal. RePEc:eee:glofin:v:38:y:2018:i:c:p:45-64.

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2018CSR engagement and financial risk: A virtuous circle? International evidence. (2018). Chollet, Pierre ; Sandwidi, Blaise W. In: Global Finance Journal. RePEc:eee:glofin:v:38:y:2018:i:c:p:65-81.

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2018Are more corporate social investments better? Evidence of non-linearity effect on costs of U.S. Bank loans. (2018). Bae, Sung C ; Yi, Ha-Chin ; Chang, Kiyoung. In: Global Finance Journal. RePEc:eee:glofin:v:38:y:2018:i:c:p:82-96.

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2019Duration of poor performance and risk shifting by hedge fund managers. (2019). Kazemi, Hossein B ; Holland, Steven A ; Li, Ying. In: Global Finance Journal. RePEc:eee:glofin:v:40:y:2019:i:c:p:35-47.

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2018Google Scholar and Web of Science: Examining gender differences in citation coverage across five scientific disciplines. (2018). Andersen, Jens Peter ; Nielsen, Mathias Wullum. In: Journal of Informetrics. RePEc:eee:infome:v:12:y:2018:i:3:p:950-959.

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2018Do females create higher impact research? Scopus citations and Mendeley readers for articles from five countries. (2018). Thelwall, Mike. In: Journal of Informetrics. RePEc:eee:infome:v:12:y:2018:i:4:p:1031-1041.

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2019Trust and the cost of debt financing. (2019). Yin, Chao ; Meng, Yijun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:58-73.

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2017Beta forecasting at long horizons. (2017). Cenesizoglu, Tolga ; Reeves, Jonathan J ; de Oliveira, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:936-957.

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2019Do long-term institutional investors promote corporate social responsibility activities?. (2019). Park, Kwang Woo ; Kim, Yura. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:256-269.

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2019Environmental performance and the cost of debt: Evidence from commercial mortgages and REIT bonds. (2019). Yonder, Erkan ; Kok, Nils ; Holtermans, Rogier ; Eichholtz, Piet. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:19-32.

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2018The skewness of commodity futures returns. (2018). Frijns, Bart ; Fernandez-Perez, Adrian ; Miffre, Joelle ; Fuertes, Ana-Maria. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:143-158.

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2018Introduction—special issue on commodity and energy markets in the Journal of Banking and Finance. (2018). Roncoroni, Andrea ; Ronn, Ehud I ; Prokopczuk, Marcel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:1-4.

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2018Risk factors and their associated risk premia: An empirical analysis of the crude oil market. (2018). Hain, Martin ; Unger, Nils ; Uhrig-Homburg, Marliese. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:44-63.

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2018Corporate social responsibility, investor protection, and cost of equity: A cross-country comparison. (2018). Breuer, Wolfgang ; Salzmann, Astrid ; Rosenbach, David ; Muller, Torbjorn. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:34-55.

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2019A jump-diffusion model for pricing and hedging with margined options: An application to Brent crude oil contracts. (2019). Hilliard, Jimmy E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:137-155.

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2019The effect of pro-environmental preferences on bond prices: Evidence from green bonds. (2019). Zerbib, Olivier David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:39-60.

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2017Doing good and doing bad: The impact of corporate social responsibility and irresponsibility on firm performance. (2017). Price, Joseph M ; Sun, Wenbin . In: Journal of Business Research. RePEc:eee:jbrese:v:80:y:2017:i:c:p:82-97.

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2018When and how is corporate social responsibility profitable?. (2018). Bhardwaj, Pradeep ; Turut, Ozge ; Demir, Kivilcim Dogerlioglu ; Chatterjee, Prabirendra. In: Journal of Business Research. RePEc:eee:jbrese:v:84:y:2018:i:c:p:206-219.

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2018How business strategy in non-financial firms moderates the curvilinear effects of corporate social responsibility and irresponsibility on corporate financial performance. (2018). Chen, Chung-Jen ; Hsiao, Yung-Chang ; Guo, Ruey-Shan. In: Journal of Business Research. RePEc:eee:jbrese:v:92:y:2018:i:c:p:154-167.

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2019Managerial risk taking incentives, corporate social responsibility and firm risk. (2019). Sheikh, Shahbaz ; Gao, Lucia Silva ; Chakraborty, Atreya. In: Journal of Economics and Business. RePEc:eee:jebusi:v:101:y:2019:i:c:p:58-72.

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2019Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?. (2019). Rottmann, Horst ; Auer, Benjamin R. In: Journal of Economics and Business. RePEc:eee:jebusi:v:103:y:2019:i:c:p:61-79.

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2017Comparative evidence on the value relevance of IFRS-based accounting information in Germany and the UK. (2017). Nwachukwu, Jacinta ; Elshandidy, Tamer ; Abdou, Hussein A ; Elbakry, Ashraf E. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:28:y:2017:i:c:p:10-30.

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2019Does corporate social responsibility disclosure reduce the information disadvantage of foreign investors?. (2019). Zeng, Cheng ; Xu, Alice Liang ; Lee, Edward ; Cai, Weixing. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:34:y:2019:i:c:p:12-29.

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2018Bubble contagion: Evidence from Japan’s asset price bubble of the 1980-90s. (2018). Hu, Yang ; Oxley, Les. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:50:y:2018:i:c:p:89-95.

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2019Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test. (2019). Leccadito, Arturo ; Algieri, Bernardina. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:40-54.

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2019Jumps in commodity markets. (2019). Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:55-70.

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2018The debate on flexibility of environmental regulations, innovation capabilities and financial performance – A novel use of DEA. (2018). Ramanathan, Ramakrishnan ; Bentley, Yongmei. In: Omega. RePEc:eee:jomega:v:75:y:2018:i:c:p:131-138.

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2018Impacts of oil volatility shocks on metal markets: A research note. (2018). Dutta, Anupam. In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:9-19.

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2018Toward generalization of futures contracts for raw materials: A probabilistic answer applied to metal markets. (2018). Fizaine, Florian. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:379-388.

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2019Identification of the daily seasonality in gold returns and volatilities: Evidence from Shanghai and London. (2019). Liu, Huifang ; Wang, Xinya ; Huang, Shupei. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:522-531.

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2019Speculation and its impact on liquidity in commodity markets. (2019). Ludwig, Michael. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:532-547.

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2018Measuring the risk-adjusted performance of CO2 emission markets: Evidence from SENDECO2. (2018). Feria-Dominguez, Jose Manuel ; Guerra-Martinez, Jose Carlos ; Rodriguez-Carrillero, David. In: Utilities Policy. RePEc:eee:juipol:v:50:y:2018:i:c:p:124-132.

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2018Product market competition and corporate social responsibility activities: Perspectives from an emerging economy. (2018). Hye, JI ; Park, Kyung Suh ; Byun, Hee Sub. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:60-80.

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2019The effect of environmental information disclosure and energy product type on the cost of debt: Evidence from energy firms in China. (2019). Richardson, Grant ; Rajapakse, Theja ; Fonseka, Mohan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:159-182.

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2018Intraday and interday distribution of stock returns and their asymmetric conditional volatility: Firm-level evidence. (2018). Balaban, Ercan ; Karidis, Socrates ; Ozgen, Tolga. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:905-915.

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2018Thou should not panic! Let calmness fight the Crocodile Bite. (2018). Ayub, Usman ; Ahmed, Junaid ; Shafique, Attayah ; Zakaria, Muhammad ; Qaddus, Uzma. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:302-315.

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2019Addressing endogeneity in the causal relationship between sustainability and financial performance. (2019). Soytas, Mehmet ; Usar, Damla Durak ; Denizel, Meltem. In: International Journal of Production Economics. RePEc:eee:proeco:v:210:y:2019:i:c:p:56-71.

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2018Does oil product pricing reform increase returns and uncertainty in the Chinese stock market?. (2018). Roubaud, David ; Bouri, Elie ; Wen, Xiaoqian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:23-30.

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2018The gender gap in early career transitions in the life sciences. (2018). Sorenson, Olav ; Lerchenmueller, Marc J. In: Research Policy. RePEc:eee:respol:v:47:y:2018:i:6:p:1007-1017.

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2017Cointegrated market-neutral strategy for basket trading. (2017). , Philip ; Lu, Renjie . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:112-124.

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2018Estimating downside risk in stock returns under structural breaks. (2018). Hood, Matthew ; Malik, Farooq . In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:102-112.

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2018Risk contribution of crude oil to industry stock returns. (2018). Yu, Honghai ; Yan, Panpan ; Fang, Libing ; Du, Donglei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:179-199.

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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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article3
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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article33
2014The credit relationship between Henry III and merchants of Douai and Ypres, 1247–70 In: Economic History Review.
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article0
2017Cambium non est mutuum: exchange and interest rates in medieval Europe In: Economic History Review.
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article2
2006Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures In: Financial Management.
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article115
2006Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures.(2006) In: Financial Management.
[Citation analysis]
This paper has another version. Agregated cites: 115
article
2012The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis In: Financial Management.
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article66
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: 66
paper
2014The Effects of Corporate Social Performance on the Cost of Corporate Debt and Credit Ratings In: The Financial Review.
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article25
2002Modelling the Implied Volatility of Options on Long Gilt Futures In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]
article11
2006The Long-Term Price-Earnings Ratio In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]
article13
2009The Value Premium and Time-Varying Volatility In: Journal of Business Finance & Accounting.
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article10
2014The Financial Effects of Uniform and Mixed Corporate Social Performance In: Journal of Management Studies.
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article8
2006Detecting intraday periodicities with application to high frequency exchange rates In: Journal of the Royal Statistical Society Series C.
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article3
2002A Note on Estimating Market-Based Minimum Capital Risk Requirements: A Multivariate GARCH Approach. In: Manchester School.
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article1
2002Selecting from amongst Non-nested Conditional Variance Models: Information Criteria and Portfolio Determination. In: Manchester School.
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article0
2017Did Purchasing Power Parity Hold in Medieval Europe? In: Manchester School.
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article0
2014Did Purchasing Power Parity Hold in Medieval Europe?.(2014) In: ICMA Centre Discussion Papers in Finance.
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This paper has another version. Agregated cites: 0
paper
2002 The 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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article9
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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This paper has another version. Agregated cites: 9
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]
book83
2008RATS Handbook to Accompany Introductory Econometrics for Finance.(2008) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 83
book
2010Real Estate Modelling and Forecasting In: Cambridge Books.
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book8
2019Introductory Econometrics for Finance In: Cambridge Books.
[Citation analysis]
book1
2019Introductory Econometrics for Finance In: Cambridge Books.
[Citation analysis]
book1
2005A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of the S&P 500 Composite Index In: Economic Journal.
[Full Text][Citation analysis]
article18
2014Are investors guided by the news disclosed by companies or by journalists? In: Journal of Behavioral and Experimental Finance.
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article0
2013Are Investors Guided by the News Disclosed by Companies or by Journalists?.(2013) In: ICMA Centre Discussion Papers in Finance.
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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.
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article0
2016Do investors care about corporate taxes? In: Journal of Corporate Finance.
[Full Text][Citation analysis]
article8
2018Institutional cross-ownership and corporate strategy: The case of mergers and acquisitions In: Journal of Corporate Finance.
[Full Text][Citation analysis]
article2
2019Why does research in finance have so little impact? In: CRITICAL PERSPECTIVES ON ACCOUNTING.
[Full Text][Citation analysis]
article0
2000Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia In: Economic Modelling.
[Full Text][Citation analysis]
article23
1999Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia..(1999) In: Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 23
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]
article20
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: 20
paper
2013House price dynamics and their reaction to macroeconomic changes In: Economic Modelling.
[Full Text][Citation analysis]
article13
1998Forecasting exchange rate volatility using conditional variance models selected by information criteria In: Economics Letters.
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article11
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]
article28
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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article17
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: 17
paper
1999Cross-correlations and cross-bicorrelations in Sterling exchange rates In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article16
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]
article10
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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article5
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: 5
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]
article1
2001The trading profitability of forecasts of the gilt-equity yield ratio In: International Journal of Forecasting.
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article17
2001Benchmarks and the accuracy of GARCH model estimation In: International Journal of Forecasting.
[Full Text][Citation analysis]
article32
2016Finite sample weighting of recursive forecast errors In: International Journal of Forecasting.
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article0
2000A word of caution on calculating market-based minimum capital risk requirements In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article15
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]
article27
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: 27
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]
article14
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]
article7
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: 7
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]
article7
2014On the performance of the tick test In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article2
2014Gender and the evaluation of research In: Research Policy.
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article8
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]
article4
2012The underpricing of IPOs on the Stock Exchange of Mauritius In: Research in International Business and Finance.
[Full Text][Citation analysis]
article1
2013Testing for speculative bubbles in asset prices In: Chapters.
[Full Text][Citation analysis]
chapter0
2014Does more detailed information mean better performance? An experiment in information explicitness In: Review of Behavioral Finance.
[Full Text][Citation analysis]
article0
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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paper8
2009Over the Moon or Sick as a Parrot? The Effects of Football Results on a Clubs Share Price.(2009) In: ICMA Centre Discussion Papers in Finance.
[Citation analysis]
This paper has another version. Agregated cites: 8
paper
2012Over the moon or sick as a parrot? The effects of football results on a clubs share price.(2012) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2003Multivariate GARCH models: software choice and estimation issues In: Journal of Applied Econometrics.
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article21
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: 21
paper
2001A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate. In: Journal of Forecasting.
[Citation analysis]
article34
2001Bicorrelations and Cross-Bicorrelations As Non-linearity Tests and Tools for Exchange Rate Forecasting. In: Journal of Forecasting.
[Citation analysis]
article8
2003Volatility forecasting for risk management In: Journal of Forecasting.
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article58
2013Intrinsic and Rational Speculative Bubbles in the US Housing Market: 1960-2011 In: Journal of Real Estate Research.
[Full Text][Citation analysis]
article8
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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article1
1998Chaos in Foreign Exchange Markets: A Sceptical View. In: Computational Economics.
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article5
1999The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test. In: Computational Economics.
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article14
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]
article4
1999Optimal Hedging and the Value of News. In: Department of Economics - Working Papers Series.
[Citation analysis]
paper3
2003Measuring the Response of Macroeconomic Uncertainty to Shocks In: Department of Economics - Working Papers Series.
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paper26
2005Measuring the Response of Macroeconomic Uncertainty to Shocks.(2005) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
article
2005Autoregressive Conditional Kurtosis In: Journal of Financial Econometrics.
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article55
2002Augoregressive Conditional Kurtosis.(2002) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55
paper
2000Forecasting models of retail rents In: Environment and Planning A.
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article6
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.
[Full Text][Citation analysis]
paper0
2000Value at Risk and Market Crashes In: ICMA Centre Discussion Papers in Finance.
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paper5
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.
[Full Text][Citation analysis]
paper1
2001The Statistical Properties of Hedge Fund Index Returns In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper23
2002Forecasting the Collapse of Speculative Bubbles: An Empirical Investigation of the S&P 500 Composite Index In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper0
2002A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of Bubbles in the S&P 500 Composite Index In: ICMA Centre Discussion Papers in Finance.
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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.
[Full Text][Citation analysis]
paper2
2005Cross Hedging with Single Stock Futures In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper4
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.
[Full Text][Citation analysis]
paper0
2005Decomposing the P/E Ratio In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper0
2005The Extremes of the P/E Effect In: ICMA Centre Discussion Papers in Finance.
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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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paper9
2012Optimal hedging with higher moments.(2012) In: Journal of Futures Markets.
[Citation analysis]
This paper has another version. Agregated cites: 9
article
2007The Value Premium and Time-Varying Unsystematic Risk In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper0
2007The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper0
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]
paper6
2009Time Varying Volatility and the Cross-Section of Equity Returns  In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper0
2011Intrinsic and Rational Speculative Bubbles in the U.S. Housing Market 1960-2009 In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper1
2011The Dynamics of Commodity Prices In: ICMA Centre Discussion Papers in Finance.
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paper28
2013The dynamics of commodity prices.(2013) In: Quantitative Finance.
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This paper has another version. Agregated cites: 28
article
2011Housing and equity bubbles: Are they contagious to REITs? In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper0
2012The interactive financial effects between corporate social responsibility and irresponsibility In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper2
2013Did Long-Short Investors Destabilize Commodity Markets? In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper3
2014Commodity Risk Factors and the Cross-Section of Equity Returns In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
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 In: ICMA Centre Discussion Papers in Finance.
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paper1
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.
[Full Text][Citation analysis]
article0
2013Commercial Real Estate and Equity Market Bubbles: Are They Contagious to REITs? In: Urban Studies.
[Full Text][Citation analysis]
article4
2000Does orthogonalization really purge equitybased property valuations of their general stock market influences? In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2001Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects In: Applied Economics Letters.
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article45
2000What will be the risk-free rate and benchmark yield curve following European monetary union? In: Applied Financial Economics.
[Full Text][Citation analysis]
article2
2002Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets? In: Applied Financial Economics.
[Full Text][Citation analysis]
article12
2014The long-run performance of IPOs: the case of the Stock Exchange of Mauritius In: Applied Financial Economics.
[Full Text][Citation analysis]
article0
1999An alternative approach to investigating lead-lag relationships between stock and stock index futures markets In: Applied Financial Economics.
[Full Text][Citation analysis]
article3
2001Linkages between property asset returns and interest rates: evidence for the UK In: Applied Economics.
[Full Text][Citation analysis]
article3
2003Information criteria for GARCH model selection In: The European Journal of Finance.
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article8
1999Threshold autoregressive and Markov switching models: an application to commercial real estate In: Journal of Property Research.
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article9
1999The impact of economic and financial factors on UK property performance In: Journal of Property Research.
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article13
2001Forecasting real estate returns using financial spreads In: Journal of Property Research.
[Full Text][Citation analysis]
article1
2001Testing for bubbles in indirect property price cycles In: Journal of Property Research.
[Full Text][Citation analysis]
article1
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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article5
2002The Effect of Asymmetries on Optimal Hedge Ratios In: The Journal of Business.
[Full Text][Citation analysis]
article65
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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article4
2015Speculative Bubble Spillovers across Regional Housing Markets In: Land Economics.
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article3
2001The Cross‐Currency Hedging Performance of Implied Versus Statistical Forecasting Models In: Journal of Futures Markets.
[Full Text][Citation analysis]
article0
2015Booms and Busts in Commodity Markets: Bubbles or Fundamentals? In: Journal of Futures Markets.
[Full Text][Citation analysis]
article11

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