15
H index
19
i10 index
987
Citations
Jerry Coakley : Citation Profile
University of Essex | RESEARCH PRODUCTION: 54 Articles 20 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (1994 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jerry Coakley. | Is cited by:
| Cites to:
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Main data
Where Jerry Coakley has published?
Recent works citing Jerry Coakley (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Does an item change trigger earnings management? Evidence from asset disposal income in China. (2020). Wu, Dejun ; Yang, QI. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:5:p:4593-4619. Full description at Econpapers || Download paper |
| 2020 | Differences 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. Full description at Econpapers || Download paper |
| 2020 | Macro-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. Full description at Econpapers || Download paper |
| 2020 | Date-stamping multiple bubble regimes. (2020). Whitehouse, Emily ; Leybourne, Stephen J ; Harvey, David I. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:226-246. Full description at Econpapers || Download paper |
| 2020 | Time varying integration of European stock markets and monetary drivers. (2020). Kim, Heeho ; Lee, Hyunchul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:369-385. Full description at Econpapers || Download paper |
| 2020 | Time-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. Full description at Econpapers || Download paper |
| 2020 | A 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. Full description at Econpapers || Download paper |
| 2020 | Mild 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. Full description at Econpapers || Download paper |
| 2020 | Abnormal operating performance in IPOs: Does public float matter?. (2020). Salerno, Dario ; Meles, Antonio. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301678. Full description at Econpapers || Download paper |
| 2020 | Understanding time-varying short-horizon predictability✰. (2020). Zhu, Jie ; Hammami, Yacine. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318304264. Full description at Econpapers || Download paper |
| 2020 | Technical 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. Full description at Econpapers || Download paper |
| 2021 | Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: An application to the Feldstein–Horioka puzzle. (2021). Neto, David. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:179:y:2021:i:c:p:253-264. Full description at Econpapers || Download paper |
| 2020 | IPO 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. Full description at Econpapers || Download paper |
| 2020 | Technical trading index, return predictability and idiosyncratic volatility. (2020). Su, Yunpeng ; Yang, Baochen ; Ma, Yao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:879-900. Full description at Econpapers || Download paper |
| 2020 | The exchange rate and export variety: A cross-country analysis with long panel estimators. (2020). Goya, Daniel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:649-665. Full description at Econpapers || Download paper |
| 2020 | China’s Housing Booms: A Challenge to Bubble Theory. (2020). Aveline-Dubach, Natacha. In: Post-Print. RePEc:hal:journl:halshs-02963810. Full description at Econpapers || Download paper |
| 2020 | Model 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. Full description at Econpapers || Download paper |
| 2020 | LIMITS 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. Full description at Econpapers || Download paper |
| 2021 | Nexus Between Sectoral Shift and Stock Return: Insights From Bangladesh. (2021). Chowdhury, Mohammad Ashraful Ferdous ; Imran, Mohammed ; Hosen, Mosharrof. In: International Journal of Asian Business and Information Management (IJABIM). RePEc:igg:jabim0:v:12:y:2021:i:1:p:75-93. Full description at Econpapers || Download paper |
| 2020 | Investment Home Bias in the European Union. (2020). Martins, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp01402020. Full description at Econpapers || Download paper |
| 2020 | Investment Home Bias in the European Union. (2020). Martins, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp01472020. Full description at Econpapers || Download paper |
| 2020 | Modelling 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. Full description at Econpapers || Download paper |
| 2020 | The economic benefits of returned-global Chinese IPOs. (2020). Wong, Pauline W ; Shen, Jianfu ; Haw, In-Mu ; Chen, Jerry W. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:4:d:10.1007_s11156-020-00873-1. Full description at Econpapers || Download paper |
| 2020 | A 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. Full description at Econpapers || Download paper |
| 2020 | Verification of Feldstein-Horioka Puzzle (Example of European Union Countries). (2020). Imova, Kateina. In: ?eský finan?ní a ú?etní ?asopis. RePEc:prg:jnlcfu:v:2020:y:2020:i:2:id:546. Full description at Econpapers || Download paper |
| 2020 | The 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. Full description at Econpapers || Download paper |
| 2020 | Carbon 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. Full description at Econpapers || Download paper |
| 2020 | Capital mobility in Latin American and Caribbean countries: new evidence from dynamic common correlated effects panel data modeling. (2020). Ketenci, Natalya. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00204-2. Full description at Econpapers || Download paper |
| 2020 | Model 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. Full description at Econpapers || Download paper |
| 2020 | Military 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. Full description at Econpapers || Download paper |
| 2020 | Documentation of the PUblic Policy Model for Austria and other European countries (PUMA). (2020). Strohner, Ludwig ; Berger, Johannes. In: Research Papers. RePEc:zbw:ecoarp:11. Full description at Econpapers || Download paper |
Works by Jerry Coakley:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2004 | Unobserved Heterogeneity in Panel Time Series Models In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 116 |
| 2006 | Unobserved heterogeneity in panel time series models.(2006) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 116 | article | |
| 1996 | Saving, Investment and Capital Mobility in LDCs In: Archive Discussion Papers. [Citation analysis] | paper | 45 |
| 1999 | Saving, Investment, and Capital Mobility in LDCs..(1999) In: Review of International Economics. [Citation analysis] This paper has another version. Agregated cites: 45 | article | |
| 2006 | Bidder CEO and Other Executive Compensation in UK M&As In: European Financial Management. [Full Text][Citation analysis] | article | 7 |
| 2007 | Postâ€IPO Operating Performance, Venture Capital and the Bubble Years In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 16 |
| 2009 | Does Volatility Improve UK Earnings Forecasts? In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 1 |
| 2016 | Changes in Non-current Assets and in Property, Plant and Equipment and Future Stock Returns: The UK Evidence In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 0 |
| 2015 | Introduction to the JTSA John Nankervis Memorial Issue In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2015 | Generalized Variance-Ratio Tests in the Presence of Statistical Dependence In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2006 | Generalized variance ratio tests in the presence of statistical dependence.(2006) In: Computing in Economics and Finance 2006. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2004 | Is the Feldstein–Horioka Puzzle History? In: Manchester School. [Full Text][Citation analysis] | article | 64 |
| 2008 | Markov-Switching GARCH Modelling of Value-at-Risk In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2001 | Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2002 | A Principal Components Approach to Cross-Section Dependence in Panels In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002. [Full Text][Citation analysis] | paper | 51 |
| 2000 | Evaluating The Persistence And Structuralist Theories Of Unemployment In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 1996 | Current Account Solvency and the Feldstein-Horioka Puzzle. In: Economic Journal. [Full Text][Citation analysis] | article | 143 |
| 2018 | Earnings management using classification shifting of revenues In: The British Accounting Review. [Full Text][Citation analysis] | article | 2 |
| 2018 | Prospect theory and IPO returns in China In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 6 |
| 2008 | The role of long memory in hedging effectiveness In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 11 |
| 2003 | Numerical issues in threshold autoregressive modeling of time series In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 22 |
| 2003 | Numerical issues in threshold autoregressive modeling of time series.(2003) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
| 2006 | Testing for sign and amplitude asymmetries using threshold autoregressions In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 1997 | Cointegration of long span saving and investment In: Economics Letters. [Full Text][Citation analysis] | article | 45 |
| 1997 | New panel unit root tests of PPP In: Economics Letters. [Full Text][Citation analysis] | article | 62 |
| 2005 | The PPP debate: Price matters! In: Economics Letters. [Full Text][Citation analysis] | article | 14 |
| 2016 | Bubbling over! The behaviour of oil futures along the yield curve In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 6 |
| 2016 | How profitable are FX technical trading rules? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
| 2017 | FX technical trading rules can be profitable sometimes! In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
| 2006 | Valuation ratios and price deviations from fundamentals In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 29 |
| 2013 | Does the forward premium puzzle disappear over the horizon? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
| 2005 | Purchasing power parity and the theory of general relativity: the first tests In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 42 |
| 2001 | Border costs and real exchange rate dynamics in Europe In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 6 |
| 2013 | Investor participation and underpricing in lottery-allocated Chinese IPOs In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 2 |
| 2014 | Comovement and FTSE 100 index changes In: International Journal of Behavioural Accounting and Finance. [Full Text][Citation analysis] | article | 4 |
| 2004 | Comovement and FTSE 100 Index Changes.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1998 | The Feldstein-Horioka Puzzle and Capital Mobility: A Review. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 125 |
| 2000 | Is There a Base Currency Effect in Long-Run PPP? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 11 |
| 2004 | A new interpretation of the exchange rate-yield differential nexus In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2003 | A New Interpretation of the Exchange Rate - Yield Differential Nexus.(2003) In: Computing in Economics and Finance 2003. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Earnings management and IPO anomalies in China In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 6 |
| 2004 | The Feldstein-Horioka puzzle is not as bad as you think In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 8 |
| 2004 | A new interpretation of the real exchange rate - yield differential nexus In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Testing for Long Run Relative PPP in Europe In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] | paper | 2 |
| 1994 | The Integration of Property and Financial Markets In: Environment and Planning A. [Full Text][Citation analysis] | article | 1 |
| 2000 | A NUMERICAL ALGORITHM FOR THE EFFICIENT ESTIMATION OF BAND-TAR MODELS In: Computing in Economics and Finance 2000. [Citation analysis] | paper | 0 |
| 2001 | Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 0 |
| 2001 | Small sample properties of panel time-series estimators with I(1) errors In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 17 |
| 2001 | Bootstrap LR Tests for Sign and Amplitude Asymmetries In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 2 |
| 2002 | Exchange Rate Overshooting and the Forward Premium Puzzle In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 2 |
| 2002 | An MTAR Test for Stock Market Bubbles In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
| 2004 | The overvaluation of PPP in Europe? In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 0 |
| 2006 | Threshold Autoregressive Models of the Commodities Futures Basis In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
| 2006 | The Forward Premium Anomaly at Long Horizons In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
| 2006 | Long Memory and Structural Breaks in Commodity Futures Basis and Market In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
| 2001 | Nonparametric cointegration analysis of real exchange rates In: Applied Financial Economics. [Full Text][Citation analysis] | article | 22 |
| 2002 | Asymmetric dynamics in UK real interest rates In: Applied Financial Economics. [Full Text][Citation analysis] | article | 9 |
| 2005 | Testing for symmetry and proportionality in a European panel In: Applied Financial Economics. [Full Text][Citation analysis] | article | 9 |
| 2006 | Testing for symmetry and proportionality in a European panel.(2006) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2007 | The short-run wealth effects of foreign divestitures by UK firms In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Hot IPOs can damage your long-run wealth! In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2008 | The MSCI-Canada index rebalancing and excess comovement In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2010 | The lunar moon festival and the dark side of the moon In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2010 | Misvaluation and UK mergers 1986-2002 In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2009 | UK IPO underpricing and venture capitalists In: The European Journal of Finance. [Full Text][Citation analysis] | article | 9 |
| 2014 | Investor sentiment and value and growth stock index options In: The European Journal of Finance. [Full Text][Citation analysis] | article | 2 |
| 2015 | The European sovereign debt market: from integration to segmentation In: The European Journal of Finance. [Full Text][Citation analysis] | article | 15 |
| 2015 | A pricing kernel approach to valuing options on interest rate futures In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2016 | Commodity futures returns: more memory than you might think! In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | The impact of mispricing and growth on UK M&As In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Credit default swaps and the UK 2008–09 short sales ban In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | The effect of the interest coverage covenants on classification shifting of revenues In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Is news related to GDP growth a risk factor for commodity futures returns? In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
| 2011 | Long memory and structural breaks in commodity futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 14 |
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