Jerry Coakley : Citation Profile


Are you Jerry Coakley?

University of Essex

14

H index

20

i10 index

978

Citations

RESEARCH PRODUCTION:

55

Articles

20

Papers

RESEARCH ACTIVITY:

   25 years (1994 - 2019). See details.
   Cites by year: 39
   Journals where Jerry Coakley has often published
   Relations with other researchers
   Recent citing documents: 57.    Total self citations: 19 (1.91 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco48
   Updated: 2020-11-21    RAS profile: 2020-02-07    
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Relations with other researchers


Works with:

Kellard, Neil (2)

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

Is cited by:

Holmes, Mark (23)

Pesaran, M (23)

Eberhardt, Markus (16)

Noman, Abdullah (16)

Ketenci, Natalya (15)

Xu, Fang (11)

kumar, saten (11)

Zoega, Gylfi (10)

Tosetti, Elisa (9)

Taylor, Mark (9)

Andrade, João (9)

Cites to:

Pesaran, M (26)

Taylor, Mark (26)

Smith, Ronald (25)

Fuertes, Ana-Maria (25)

Phillips, Peter (24)

Ritter, Jay (19)

Moon, Hyungsik (17)

Shiller, Robert (15)

Sarno, Lucio (14)

Campbell, John (13)

Rogoff, Kenneth (11)

Main data


Where Jerry Coakley has published?


Journals with more than one article published# docs
Applied Financial Economics9
The European Journal of Finance8
Journal of Economic Dynamics and Control3
Journal of Business Finance & Accounting3
Economics Letters3
International Journal of Finance & Economics3
International Review of Financial Analysis2
Journal of Banking & Finance2
Journal of Time Series Analysis2
Computational Statistics & Data Analysis2
Studies in Nonlinear Dynamics & Econometrics2

Working Papers Series with more than one paper published# docs
Computing in Economics and Finance 2006 / Society for Computational Economics4
Computing in Economics and Finance 2001 / Society for Computational Economics3
Money Macro and Finance (MMF) Research Group Conference 2003 / Money Macro and Finance Research Group2
Computing in Economics and Finance 2002 / Society for Computational Economics2
Money Macro and Finance (MMF) Research Group Conference 2004 / Money Macro and Finance Research Group2

Recent works citing Jerry Coakley (2020 and 2019)


YearTitle of citing document
2019Corporate Governance and Earnings Management Practices among Listed Firms: A Study on Post Stock Market Crisis Period in Bangladesh. (2019). Keyamoni, Tahera Jabin ; Muktadir-Al, Dewan. In: Journal of Asian Business Strategy. RePEc:asi:joabsj:2019:p:1-9.

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2019Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels. (2019). Serlenga, Laura ; Shin, Yongcheol ; Kapetanios, George. In: SERIES. RePEc:bai:series:series_wp_02-2019.

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2019CEO human capital and venture capital investment duration: Evidence from French IPOs. (2019). Sattin, Jean-Franois ; Pommet, Sophie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00576.

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2019Trust and IPO underpricing. (2019). Wang, Xue ; Li, Xiaorong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:224-248.

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2020Differences of opinion, institutional bids, and IPO underpricing. (2020). Gao, Shenghao ; Yan, Xuemin ; Meng, Qingbin ; Brockman, Paul. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918300282.

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2019Has the Feldstein-Horioka puzzle waned? Evidence from time series and dynamic panel data analysis. (2019). Dash, Santosh Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:256-269.

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2019A moving blocks empirical likelihood method for panel linear fixed effects models with serial correlations and cross-sectional dependences. (2019). Wu, Lang ; Ma, Qing ; Qiu, Jin . In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:394-405.

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2020Macro-uncertainty and financial stress spillovers in the Eurozone. (2020). Mikaliunaite, Ieva ; Cipollini, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:546-558.

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2019A two-stage estimator for heterogeneous panel models with common factors. (2019). Castagnetti, Carolina ; Trapani, Lorenzo ; Rossi, Eduardo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:63-82.

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2019The role of technical indicators in exchange rate forecasting. (2019). Panopoulou, Ekaterini ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:197-221.

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2019A novel market efficiency index for energy futures and their term structure risk premiums. (2019). Roberts, Helen ; Premachandra, I M ; Kuruppuarachchi, Duminda. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:23-33.

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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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2020A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends.. (2020). Golpe, Antonio ; Bravo, Jose Manuel ; Vides, Jose Carlos ; Iglesias, Jesus. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930341x.

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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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2019The impact of market competition on CEO salary in the US energy sector1. (2019). Tsionas, Mike ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos. In: Energy Policy. RePEc:eee:enepol:v:132:y:2019:i:c:p:32-37.

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2019Do analyst recommendations matter for rival companies?. (2019). Li, YI ; Zhang, Wei ; Wang, Pengfei ; Shen, Dehua. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521919300675.

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2019Professional macroeconomic forecasts and Chinese commodity futures prices. (2019). Liu, Xiaoquan ; Jiang, Ying ; Guo, Ranran ; Ye, Wuyi ; Deschamps, Bruno. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:130-136.

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2020Understanding time-varying short-horizon predictability✰. (2020). Zhu, Jie ; Hammami, Yacine. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318304264.

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2020Technical trading rules in the cryptocurrency market. (2020). Sapkota, Niranjan ; Ahmed, Shaker ; Grobys, Klaus. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319308852.

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2019Which kind of investor causes comovement?. (2019). Zhang, Yongjie ; Li, Jie ; Feng, XU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:1-15.

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2019IPO pricing deregulation and corporate governance: Theory and evidence from Chinese public firms. (2019). Xiao, Xing ; Wang, Kun ; Ma, Lin ; He, Ping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:107:y:2019:i:c:5.

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2019Institutional investors’ cognitive constraints during initial public offerings. (2019). Ni, Chenkai ; Lu, Ruichang ; Gao, Shenghao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s037842661930202x.

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2019Governance structures and the compensation of powerful corporate leaders in financial firms during M&As. (2019). Fosu, Samuel ; Ntim, Collins G ; Agyei-Boapeah, Henry. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:37:y:2019:i:c:s1061951818302015.

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2019Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

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2019Underwriter network structure and political connections in the Chinese IPO market. (2019). Vithanage, Kulunu ; Chung, Richard Y ; Neupane, Suman ; Rumokoy, Lawren J. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:199-214.

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2019Privatization effect versus listing effect: Evidence from China. (2019). Shen, Zhe ; Megginson, William L ; Li, BO ; Sun, Qian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:369-394.

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2020IPO flipping activity in China and its implications. (2020). Zhou, Xiaozhou ; Kooli, Maher. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19307061.

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2019The performance of technical trading rules in Socially Responsible Investments. (2019). Zhang, Hanxiong ; Urquhart, Andrew. In: International Review of Economics & Finance. RePEc:eee:reveco:v:63:y:2019:i:c:p:397-411.

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2019Does the long-run monetary model hold for Sub-Saharan Africa? A time series and panel-cointegration study. (2019). Ibhagui, Oyakhilome W. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:279-303.

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2019The forward premium anomaly in the energy futures markets: A time-varying approach. (2019). Charfeddine, Lanouar ; Mrabet, Zouhair ; ben Khediri, Karim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:600-615.

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2019Mergers and executive compensation changes: Evidence from African markets. (2019). Alagidede, Paul ; Amewu, Godfred. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:397-419.

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2019Investment Sustained by Consumption: A Linear and Nonlinear Time Series Analysis. (2019). Erbina, Carles Manera ; Perez-Montiel, Jose. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:16:p:4381-:d:257227.

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2019Cities on the global real estate marketplace: urban development policy and the circulation of financial standards in two French localities. (2019). Guironnet, Antoine. In: Post-Print. RePEc:hal:journl:halshs-02297204.

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2019CEO human capital and venture capital investment duration: Evidence from French IPOs. (2019). Sattin, Jean-Franois ; Pommet, Sophie. In: Post-Print. RePEc:hal:journl:halshs-02374003.

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2020The Financialization of Rental Housing in Tokyo. (2020). Aveline-Dubach, Natacha. In: Post-Print. RePEc:hal:journl:halshs-02440007.

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2020The financialization of real estate in megacities and its variegated trajectories in East Asia. (2020). Aveline-Dubach, Natacha. In: Post-Print. RePEc:hal:journl:halshs-02517518.

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2020China’s Housing Booms: A Challenge to Bubble Theory. (2020). Aveline-Dubach, Natacha. In: Post-Print. RePEc:hal:journl:halshs-02963810.

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2020Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion. (2020). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: Working Papers. RePEc:hal:wpaper:hal-02790523.

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2020LIMITS OF ARBITRAGE, RISK-NEUTRAL SKEWNESS, AND INVESTOR SENTIMENT. (2020). Chang, Bi-Juan ; Feng, Shih-Ping . In: The International Journal of Business and Finance Research. RePEc:ibf:ijbfre:v:14:y:2020:i:2:p:61-71.

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2020Investment Home Bias in the European Union. (2020). Martins, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp01402020.

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2020Investment Home Bias in the European Union. (2020). Martins, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp01472020.

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2019Greece and the Western Financial Crisis. (2019). Zoega, Gylfi. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:47:y:2019:i:2:d:10.1007_s11293-019-09614-9.

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2020Modelling Time-Varying Parameters in Panel Data State-Space Frameworks: An Application to the Feldstein–Horioka Puzzle. (2020). Tamarit, Cecilio ; Camarero, Mariam ; Sapena, Juan. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-019-09879-x.

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2019Saving and investment causality: implications for financial integration in transition countries of Eastern Europe. (2019). Irandoust, Manuchehr. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:16:y:2019:i:2:d:10.1007_s10368-017-0390-6.

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2020A dynamic theory of the Feldstein-Horioka puzzle and financial frictions: Re-estimation of the saving retention coefficient. (2020). Takahashi, Harutaka. In: Discussion Papers. RePEc:koe:wpaper:2007.

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2019An analysis of the unbiased forward rate hypothesis in developed and emerging economies. (2019). Bonga-Bonga, Lumengo ; Phungo, Muka. In: MPRA Paper. RePEc:pra:mprapa:92222.

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2020.

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2019The interdependence between the saving rate and technology across regimes: evidence from South Africa. (2019). Nell, Kevin ; de Mello, Maria M. In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:1:d:10.1007_s00181-017-1354-y.

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2019Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence. (2019). Canarella, Giorgio ; Pollard, Stephen K ; Miller, Stephen M ; Gupta, Rangan. In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:1:d:10.1007_s00181-017-1361-z.

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2020The dynamics among domestic saving, investment, and the current account balance in the USA: a long-run perspective. (2020). McFarlane, Adian ; Das, Anupam ; Jung, Young Cheol. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1566-9.

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2020Carbon emissions, income inequality and economic development. (2020). Shahbaz, Muhammad ; Dzhumashev, Ratbek ; Hailemariam, Abebe. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:3:d:10.1007_s00181-019-01664-x.

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2019People have the power: post IPO effects of intellectual capital disclosure. (2019). Cardi, Cristiana ; Severini, Sabrina ; Mazzoli, Camilla. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9439-9.

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2019Cross-market information spillover and the performance of technical trading in the foreign exchange market. (2019). Chang, Yung-Ho. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9440-3.

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2019The consequences of exchange rate trends on international tourism demand: evidence from India. (2019). Rishad, Abdul ; Vashishat, Tarun ; Sharma, Akhil. In: Journal of Social and Economic Development. RePEc:spr:jsecdv:v:21:y:2019:i:2:d:10.1007_s40847-019-00080-2.

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2020Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion. (2020). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: SEEDS Working Papers. RePEc:srt:wpaper:0120.

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2020Military Expenditure, Investment and Growth. (2020). Smith, Ronald ; Dunne, Paul J. In: Defence and Peace Economics. RePEc:taf:defpea:v:31:y:2020:i:6:p:601-614.

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2019The Exchange Rate and Export Variety: A cross-country analysis with long panel estimators. (2018). Goya, Daniel. In: Working Papers. RePEc:ucv:wpaper:2018-01.

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Works by Jerry Coakley:


YearTitleTypeCited
2004Unobserved Heterogeneity in Panel Time Series Models In: Birkbeck Working Papers in Economics and Finance.
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paper114
2006Unobserved heterogeneity in panel time series models.(2006) In: Computational Statistics & Data Analysis.
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article
1996Saving, Investment and Capital Mobility in LDCs In: Archive Discussion Papers.
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paper45
1999Saving, Investment, and Capital Mobility in LDCs..(1999) In: Review of International Economics.
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This paper has another version. Agregated cites: 45
article
2006Bidder CEO and Other Executive Compensation in UK M&As In: European Financial Management.
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article7
2007Post‐IPO Operating Performance, Venture Capital and the Bubble Years In: Journal of Business Finance & Accounting.
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article11
2009Does Volatility Improve UK Earnings Forecasts? In: Journal of Business Finance & Accounting.
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article1
2016Changes in Non-current Assets and in Property, Plant and Equipment and Future Stock Returns: The UK Evidence In: Journal of Business Finance & Accounting.
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article0
2015Introduction to the JTSA John Nankervis Memorial Issue In: Journal of Time Series Analysis.
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article0
2015Generalized Variance-Ratio Tests in the Presence of Statistical Dependence In: Journal of Time Series Analysis.
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article0
2006Generalized variance ratio tests in the presence of statistical dependence.(2006) In: Computing in Economics and Finance 2006.
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paper
2004Is the Feldstein–Horioka Puzzle History? In: Manchester School.
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article61
2008Markov-Switching GARCH Modelling of Value-at-Risk In: Studies in Nonlinear Dynamics & Econometrics.
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article6
2001Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective In: Studies in Nonlinear Dynamics & Econometrics.
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article7
2002A Principal Components Approach to Cross-Section Dependence in Panels In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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paper51
2000Evaluating The Persistence And Structuralist Theories Of Unemployment In: CEPR Discussion Papers.
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paper5
1996Current Account Solvency and the Feldstein-Horioka Puzzle. In: Economic Journal.
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article141
2018Earnings management using classification shifting of revenues In: The British Accounting Review.
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article1
2018Prospect theory and IPO returns in China In: Journal of Corporate Finance.
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article6
2008The role of long memory in hedging effectiveness In: Computational Statistics & Data Analysis.
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article11
2003Numerical issues in threshold autoregressive modeling of time series In: Journal of Economic Dynamics and Control.
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article22
2003Numerical issues in threshold autoregressive modeling of time series.(2003) In: Journal of Economic Dynamics and Control.
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2006Testing for sign and amplitude asymmetries using threshold autoregressions In: Journal of Economic Dynamics and Control.
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article1
1997Cointegration of long span saving and investment In: Economics Letters.
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article44
1997New panel unit root tests of PPP In: Economics Letters.
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article60
2005The PPP debate: Price matters! In: Economics Letters.
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article14
2016Bubbling over! The behaviour of oil futures along the yield curve In: Journal of Empirical Finance.
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article5
2016How profitable are FX technical trading rules? In: International Review of Financial Analysis.
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article2
2017FX technical trading rules can be profitable sometimes! In: International Review of Financial Analysis.
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article5
2006Valuation ratios and price deviations from fundamentals In: Journal of Banking & Finance.
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article29
2013Does the forward premium puzzle disappear over the horizon? In: Journal of Banking & Finance.
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article3
2005Purchasing power parity and the theory of general relativity: the first tests In: Journal of International Money and Finance.
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article42
2001Border costs and real exchange rate dynamics in Europe In: Journal of Policy Modeling.
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article6
2013Investor participation and underpricing in lottery-allocated Chinese IPOs In: Pacific-Basin Finance Journal.
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article2
2014Comovement and FTSE 100 index changes In: International Journal of Behavioural Accounting and Finance.
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article4
2004Comovement and FTSE 100 Index Changes.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004.
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1998The Feldstein-Horioka Puzzle and Capital Mobility: A Review. In: International Journal of Finance & Economics.
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article122
2000Is There a Base Currency Effect in Long-Run PPP? In: International Journal of Finance & Economics.
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article11
2004A new interpretation of the exchange rate-yield differential nexus In: International Journal of Finance & Economics.
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article0
2003A New Interpretation of the Exchange Rate - Yield Differential Nexus.(2003) In: Computing in Economics and Finance 2003.
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2014Earnings management and IPO anomalies in China In: Review of Quantitative Finance and Accounting.
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article5
2004The Feldstein-Horioka puzzle is not as bad as you think In: Money Macro and Finance (MMF) Research Group Conference 2003.
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paper8
2004A new interpretation of the real exchange rate - yield differential nexus In: Money Macro and Finance (MMF) Research Group Conference 2003.
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paper0
2004Testing for Long Run Relative PPP in Europe In: Money Macro and Finance (MMF) Research Group Conference 2004.
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paper2
1994The integration of property and financial markets In: Environment and Planning A.
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article14
In: .
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article1
2000A NUMERICAL ALGORITHM FOR THE EFFICIENT ESTIMATION OF BAND-TAR MODELS In: Computing in Economics and Finance 2000.
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paper0
2001Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach In: Computing in Economics and Finance 2001.
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paper0
2001Small sample properties of panel time-series estimators with I(1) errors In: Computing in Economics and Finance 2001.
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paper17
2001Bootstrap LR Tests for Sign and Amplitude Asymmetries In: Computing in Economics and Finance 2001.
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paper2
2002Exchange Rate Overshooting and the Forward Premium Puzzle In: Computing in Economics and Finance 2002.
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paper2
2002An MTAR Test for Stock Market Bubbles In: Computing in Economics and Finance 2002.
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paper0
2004The overvaluation of PPP in Europe? In: Computing in Economics and Finance 2004.
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paper0
2006Threshold Autoregressive Models of the Commodities Futures Basis In: Computing in Economics and Finance 2006.
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paper0
2006The Forward Premium Anomaly at Long Horizons In: Computing in Economics and Finance 2006.
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2006Long Memory and Structural Breaks in Commodity Futures Basis and Market In: Computing in Economics and Finance 2006.
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paper0
2001Nonparametric cointegration analysis of real exchange rates In: Applied Financial Economics.
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article22
2002Asymmetric dynamics in UK real interest rates In: Applied Financial Economics.
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article9
2005Testing for symmetry and proportionality in a European panel In: Applied Financial Economics.
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article9
2006Testing for symmetry and proportionality in a European panel.(2006) In: Applied Financial Economics.
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2007The short-run wealth effects of foreign divestitures by UK firms In: Applied Financial Economics.
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2008Hot IPOs can damage your long-run wealth! In: Applied Financial Economics.
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2008The MSCI-Canada index rebalancing and excess comovement In: Applied Financial Economics.
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article1
2010The lunar moon festival and the dark side of the moon In: Applied Financial Economics.
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article1
2010Misvaluation and UK mergers 1986-2002 In: Applied Financial Economics.
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article1
2009UK IPO underpricing and venture capitalists In: The European Journal of Finance.
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article9
2014Investor sentiment and value and growth stock index options In: The European Journal of Finance.
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article2
2015The European sovereign debt market: from integration to segmentation In: The European Journal of Finance.
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article14
2015A pricing kernel approach to valuing options on interest rate futures In: The European Journal of Finance.
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article1
2016Commodity futures returns: more memory than you might think! In: The European Journal of Finance.
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article0
2017The impact of mispricing and growth on UK M&As In: The European Journal of Finance.
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2019Credit default swaps and the UK 2008–09 short sales ban In: The European Journal of Finance.
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2019The effect of the interest coverage covenants on classification shifting of revenues In: The European Journal of Finance.
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2016Is news related to GDP growth a risk factor for commodity futures returns? In: Quantitative Finance.
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2011Long memory and structural breaks in commodity futures markets In: Journal of Futures Markets.
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