Jerry Coakley : Citation Profile


Are you Jerry Coakley?

University of Essex

16

H index

27

i10 index

1163

Citations

RESEARCH PRODUCTION:

60

Articles

21

Papers

RESEARCH ACTIVITY:

   27 years (1994 - 2021). See details.
   Cites by year: 43
   Journals where Jerry Coakley has often published
   Relations with other researchers
   Recent citing documents: 106.    Total self citations: 24 (2.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco48
   Updated: 2022-06-25    RAS profile: 2022-05-17    
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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:

Ketenci, Natalya (24)

Holmes, Mark (23)

Pesaran, M (23)

Eberhardt, Markus (18)

Camarero, Mariam (17)

Tamarit, Cecilio (17)

Noman, Abdullah (16)

Kapetanios, George (15)

Xu, Fang (11)

kumar, saten (11)

Zoega, Gylfi (10)

Cites to:

Fuertes, Ana-Maria (29)

Smith, Ronald (29)

Taylor, Mark (29)

Phillips, Peter (28)

Pesaran, M (27)

Ritter, Jay (25)

Moon, Hyungsik (20)

Rogoff, Kenneth (18)

Shiller, Robert (17)

Sarno, Lucio (16)

Stein, Jeremy (14)

Main data


Where Jerry Coakley has published?


Journals with more than one article published# docs
The European Journal of Finance9
Applied Financial Economics9
Economics Letters3
Manchester School3
International Review of Financial Analysis3
Journal of Economic Dynamics and Control3
International Journal of Finance & Economics3
Journal of Business Finance & Accounting3
Studies in Nonlinear Dynamics & Econometrics2
The British Accounting Review2
Journal of Time Series Analysis2
Journal of Banking & Finance2
Computational Statistics & Data Analysis2

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 (2021 and 2020)


YearTitle of citing document
2021Can large-scale R&I funding stimulate post-crisis recovery growth? Evidence for Finland during COVID-19. (2021). Makkonen, Teemu ; Mitze, Timo. In: Papers. RePEc:arx:papers:2112.11562.

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2020Does 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.

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2021Volatile market condition, institutional constraints, and IPO anomaly: evidence from the Chinese market. (2021). Zhang, Luxiu ; Liu, Desheng. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:1239-1275.

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2021Do inflowing sophisticated investors induce classification shifting? New evidence from market liberalisation in China. (2021). Chen, Jing ; Bu, Xiaoxia ; Lu, Junwei. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:5:p:6193-6223.

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2020Is an M&A self?dealing? Evidence on international and domestic acquisitions and CEO compensation. (2020). Ju, Ming ; Genc, Omer F ; Choi, Jongmoo Jay . In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:9-10:p:1290-1315.

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2021Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8921.

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2021MaGE 3.1: Long-Term Macroeconomic Projections of the World Economy. (2021). Santoni, Gianluca ; Perego, Erica ; Fontagné, Lionel. In: Working Papers. RePEc:cii:cepidt:2021-12.

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20201. (2020). . In: Working Papers. RePEc:cty:dpaper:20/08.

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202150 years of capital mobility in the Eurozone: breaking the Feldstein-Horioka Puzzle. (2021). Muoz, Alejandro ; Camarero, Mariam ; Tamarit, Cecilio. In: Working Papers. RePEc:eec:wpaper:2102.

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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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2021Earnings management by classification shifting and IPO survival. (2021). Gounopoulos, Dimitrios ; Anagnostopoulou, Seraina C ; Pham, Hang ; Malikov, Kamran. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302406.

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2022Heterogeneity in the long-run remittance-output relationship: Theory and new evidence. (2022). Keinsley, Andrew ; Ahmad, Nazneen ; Francois, John Nana ; Nti-Addae, Akwasi . In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000396.

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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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2021Does decision fatigue affect institutional bidding behavior? Evidence from Chinese IPO market. (2021). He, Jingbin ; Ma, Xinru ; Liao, Jingchi. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:1-12.

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2021Investor co-attention and stock return co-movement: Evidence from China’s A-share stock market. (2021). Wang, Xinyi ; Su, Fei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001583.

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2021Inferential theory for heterogeneity and cointegration in large panels. (2021). Trapani, Lorenzo. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:474-503.

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2021State-level wage Phillips curves. (2021). Price, Simon ; Kapetanios, George ; Ventouri, Alexia ; Tasiou, Menelaos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:18:y:2021:i:c:p:1-11.

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2020Political connections, political cycles and stock returns: Evidence from Iran. (2020). Vatanparast, Nader ; Ahmed, Kamran ; Mohammadrezaei, Fakhroddin ; Kashanipour, Mohammad ; Faraji, Omid. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300248.

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2020Date-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.

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2020Time 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.

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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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2020Abnormal 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.

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2021Ethical and unethical investments under extreme market conditions. (2021). Troster, Victor ; Kang, Sang Hoon ; Uddin, Gazi Salah ; Rholm, Anna ; Olofsson, Petter. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002726.

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2021Underwriter reputation and IPO underpricing: The role of institutional investors in the Chinese growth enterprise market. (2021). Dai, Tiantian ; Zhu, Baohua ; Ning, Lutao ; Mallick, Sushanta. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002763.

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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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2021When does the stock market recover from a crisis?. (2021). Zhao, Qing ; Wang, Shaoping ; Li, Yanglin. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319314448.

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2021A reality check on trading rule performance in the cryptocurrency market: Machine learning vs. technical analysis. (2021). Anghel, Dan Gabriel. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320304414.

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2021Can technical trading beat the foreign exchange market in times of crisis?. (2021). Yamani, Ehab. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300818.

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2021Blockholders and real earnings management-the emerging markets context. (2021). Cumming, Douglas ; Amin, Qazi Awais. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001475.

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2021Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models. (2021). Anghel, Dan Gabriel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000716.

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2021Non-executive female directors and earnings management using classification shifting. (2021). Abdelfattah, Tarek ; Zalata, Alaa Mansour. In: Journal of Business Research. RePEc:eee:jbrese:v:134:y:2021:i:c:p:301-315.

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2022Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market. (2022). Yang, Lu ; Luo, Sijia ; Ho, Kung-Cheng. In: Journal of Business Research. RePEc:eee:jbrese:v:140:y:2022:i:c:p:638-656.

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2021Managerial tools used to meet or beat analyst forecasts: Evidence from the UK. (2021). Hayward, Robert ; al Mabsali, Yousuf Khamis ; Eliwa, Yasser. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:43:y:2021:i:c:s1061951821000082.

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2021Does a reduction of state control affect IPO underpricing? Evidence from the Chinese A-share market. (2021). Mu, Shaolong ; Hoque, Hafiz. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000334.

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2022What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254.

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2021Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach. (2021). ben Jabeur, Sami ; Serret, Vanessa ; Mefteh-Wali, Salma ; Gharib, Cheima. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004013.

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2022The financialization of rental housing in Tokyo. (2022). Aveline-Dubach, Natacha. In: Land Use Policy. RePEc:eee:lauspo:v:112:y:2022:i:c:s0264837719306921.

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2021Adaptive 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.

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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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2021Costly arbitrage and skewness pricing: Evidence from first-day price limit reform in China. (2021). Zheng, Zexin ; Yao, Jing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000433.

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2021Long-term impacts of index reconstitutions: Evidence from the CSI 300 additions and deletions. (2021). ZHANG, YONG JIE ; Li, Xiao ; Goodell, John W ; Chu, Gang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x2100158x.

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2021Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information. (2021). Yamani, Ehab. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:74-89.

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2021Prospect theory and narrow framing bias: Evidence from emerging markets. (2021). Figueiredo, Antonio Carlos ; Eduardo, Luiz ; Klotzle, Marcelo Cabus. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:90-101.

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2020Technical 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.

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2020The 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.

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2021Time-varying comovement of stock and treasury bond markets in Europe: A quantile regression approach. (2021). Lee, Hyunchul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:1-20.

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2021Long-Term Relationship Between Prices and Exchange Rates. (2021). , Zenonwisniewski ; Wisniewski, Zenon. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:1:p:63-86.

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2021Integration and Disintegration of EMU Government Bond Markets. (2021). Sibbertsen, Philipp ; Voges, Michelle ; Leschinski, Christian. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:13-:d:517289.

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2021Predicting the Economic Impact of the COVID-19 Pandemic in the United Kingdom Using Time-Series Mining. (2021). Abdelsamea, Mohammed M ; Rakha, Emad ; Gaber, Mohamed Medhat ; Rady, Dina ; Hettiarachchi, Hansi. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:137-:d:644305.

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2022.

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2022.

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2021.

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2020The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model. (2020). Leccadito, Arturo ; Lamantia, Fabio ; la Mantia, Fabio ; de Giovanni, Domenico ; Costabile, Massimo ; Baiardi, Lorenzo Cerboni ; Staino, Alessandro ; Russo, Emilio ; Pirra, Marco ; Menzietti, Massimiliano ; Massabo, Ivar. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:71-:d:379251.

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2020Modelling Australian Dollar Volatility at Multiple Horizons with High-Frequency Data. (2020). Vo, Duc. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:89-:d:404223.

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2021COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave. (2021). Vuković, Darko ; Maiti, Moinak ; Frömmel, Michael ; Frommel, Michael ; Grigorieva, Elena M ; Grubisic, Zoran ; Vukovic, Darko. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8578-:d:606381.

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2021Crowdfunding for Independent Print Media: E-Commerce, Marketing, and Business Development. (2021). Dabija, Dan-Cristian ; Campian, Veronica ; Thielmann, Marius ; Konhausner, Peter. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:19:p:11100-:d:651668.

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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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2022Financializing nursing homes? The uneven development of health care REITs in France, the United Kingdom and Japan. (2022). Aveline-Dubach, Natacha. In: Post-Print. RePEc:hal:journl:halshs-03549729.

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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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2021Nexus Between Sectoral Shift and Stock Return: Insights From Bangladesh. (2021). Chowdhury, Mohammad Ashraful Ferdous ; Hosen, Mosharrof ; Imran, Mohammed. In: International Journal of Asian Business and Information Management (IJABIM). RePEc:igg:jabim0:v:12:y:2021:i:1:p:75-93.

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202150 years of capital mobility in the Eurozone: breaking the Feldstein-Horioka Puzzle. (2021). Tamarit, Cecilio ; Camarero, Mariam ; Munoz, Alejandro. In: Working Papers. RePEc:inf:wpaper:2021.04.

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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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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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2021Fisher’s hypothesis, survey-based expectations and asymmetric adjustments: Empirical evidence from South Africa. (2021). Phiri, Andrew ; Mbekeni, Lutho. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:18:y:2021:i:4:d:10.1007_s10368-021-00498-2.

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202150 Years of Capital Mobility in the Eurozone: Breaking the Feldstein-Horioka Puzzle. (2021). Tamarit, Cecilio ; Camarero, Mariam ; Muoz, Alejandro. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:5:d:10.1007_s11079-021-09655-1.

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2020A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis. (2020). Zhao, Yuqian ; Liu, Zhenya ; Horvath, Lajos ; Cao, Ruanmin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:1:d:10.1007_s11156-019-00791-x.

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2020Does risk disclosure in prospectus matter in ChiNext IPOs’ initial underpricing?. (2020). Deng, QI ; Zhou, Zhong-Guo ; Hussein, Monica. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:3:d:10.1007_s11156-019-00812-9.

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2020The 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.

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2021Where do we go? VC firm heterogeneity and the exit routes of newly listed high-tech firms. (2021). Pommet, Sophie ; Useche, Diego. In: Small Business Economics. RePEc:kap:sbusec:v:57:y:2021:i:3:d:10.1007_s11187-020-00351-x.

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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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2021ONE CRISIS AFTER ANOTHER: A DYNAMIC UNEMPLOYMENT PERSISTENCE ANALYSIS FOR THE GIPS COUNTRIES. (2021). Aydin, Dilan ; Yildirim, Dilem. In: ERC Working Papers. RePEc:met:wpaper:2102.

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2020Current account sustainability and capital mobility in Latin American and Caribbean countries. (2020). Yersh, Valeryia. In: MPRA Paper. RePEc:pra:mprapa:105440.

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2021Is There Really Hysteresis in OECD Countries’ Unemployment Rates? New Evidence Using a Fourier Panel Unit Root Test. (2021). Stewart, Chris ; Shahbaz, Muhammad ; Omay, Tolga. In: MPRA Paper. RePEc:pra:mprapa:107691.

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2020Verification 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.

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2020Verification 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:p:43-60.

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2021International Financial Market Integration and The Feldstein–Horioka Puzzle: Evidence from Emerging Market Economies. (2021). Bayar, Yilmaz ; Alakbarov, Naib. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2021:i:1:p:143-165.

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2022High-Income Countries and Feldstein-Horioka Puzzle: Econometric Evidence from Dynamic Common-Correlated Effects Model. (2022). Ozdemir, Onur. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:1:p:45-67.

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2021EMPIRICAL STUDY ON ALTERNATIVES FOR SAVING AND INVESTING IN THE POSTPANDEMIC PERIOD. CASE STUDY: ROMANIA. (2021). Dinulescu, Ruxandra ; Pucheanu, Florin ; Bugheanu, Alexandru-Mihai. In: Business Excellence and Management. RePEc:rom:bemann:v:11:y:2021:i:5:p:27-40.

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2020.

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2021Breaking the housing–finance cycle: Macroeconomic policy reforms for more affordable homes. (2021). Ryan-Collins, Josh. In: Environment and Planning A. RePEc:sae:envira:v:53:y:2021:i:3:p:480-502.

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2022Financialization and non-disposable women: Real estate, debt and labour in UK care homes. (2022). Horton, Amy. In: Environment and Planning A. RePEc:sae:envira:v:54:y:2022:i:1:p:144-159.

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2021The Saving–Investment Cointegration Across East Asian Countries: Evidence from the ARDL Bound Approach. (2021). Sarin, Vishal ; Kaur, Harwinder. In: Global Business Review. RePEc:sae:globus:v:22:y:2021:i:4:p:1010-1018.

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2022Building Knowledge in the Oil Market. (2022). Paraskevopoulos, Ioannis ; Corzo, Teresa ; Figuerola-Ferretti, Isabel ; Martn-Bujack, Karin. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068491.

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2021Underpricing and Firm’s Distance from Financial Centre: Evidence from three European Countries. (2011). Pennacchio, Luca ; Acconcia, Antonio ; del Monte, Alfredo. In: CSEF Working Papers. RePEc:sef:csefwp:295.

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2021Technical trading and cryptocurrencies. (2021). Urquhart, Andrew ; Hudson, Robert. In: Annals of Operations Research. RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-019-03357-1.

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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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2020Capital 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.

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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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2021The Feldstein–Horioka hypothesis for African countries: Evidence from recent panel error?correction modelling. (2021). Ketenci, Natalya. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5762-5774.

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2022Global equity market volatility forecasting: New evidence. (2022). Ma, Feng ; Lei, Likun ; Wei, YU ; Liang, Chao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:594-609.

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2022Unconventional Monetary Policy and Auction Cycles of Eurozone Sovereign Debt. (2022). Beetsma, Roel ; R. M. W. J. BEETSMA, ; J. J. M. VAN SPRONSEN, . In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:1:p:169-202.

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2021Mergers, executive compensation and firm performance: The case of Africa. (2021). Alagidede, Imhotep Paul ; Amewu, Godfred. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:2:p:407-436.

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

Works by Jerry Coakley:


YearTitleTypeCited
2004Unobserved Heterogeneity in Panel Time Series Models In: Birkbeck Working Papers in Economics and Finance.
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2006Unobserved heterogeneity in panel time series models.(2006) In: Computational Statistics & Data Analysis.
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1996Saving, Investment and Capital Mobility in LDCs In: Archive Discussion Papers.
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1999Saving, Investment, and Capital Mobility in LDCs..(1999) In: Review of International Economics.
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2006Bidder CEO and Other Executive Compensation in UK M&As In: European Financial Management.
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2007Post?IPO Operating Performance, Venture Capital and the Bubble Years In: Journal of Business Finance & Accounting.
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2009Does Volatility Improve UK Earnings Forecasts? In: Journal of Business Finance & Accounting.
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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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article1
2015Introduction to the JTSA John Nankervis Memorial Issue In: Journal of Time Series Analysis.
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2015Generalized Variance-Ratio Tests in the Presence of Statistical Dependence In: Journal of Time Series Analysis.
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2006Generalized variance ratio tests in the presence of statistical dependence.(2006) In: Computing in Economics and Finance 2006.
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2000Short?run Real Exchange Rate Dynamics In: Manchester School.
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2001A Non?Linear Analysis of Excess Foreign Exchange Returns In: Manchester School.
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article5
2004Is the Feldstein–Horioka Puzzle History? In: Manchester School.
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article70
2008Markov-Switching GARCH Modelling of Value-at-Risk In: Studies in Nonlinear Dynamics & Econometrics.
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article11
2001Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective In: Studies in Nonlinear Dynamics & Econometrics.
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article9
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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paper53
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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article156
2012The School’s Out effect: A new seasonal anomaly! In: The British Accounting Review.
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article0
2018Earnings management using classification shifting of revenues In: The British Accounting Review.
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article7
2018Prospect theory and IPO returns in China In: Journal of Corporate Finance.
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article10
2008The role of long memory in hedging effectiveness In: Computational Statistics & Data Analysis.
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2003Numerical issues in threshold autoregressive modeling of time series In: Journal of Economic Dynamics and Control.
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article23
2003Numerical issues in threshold autoregressive modeling of time series.(2003) In: Journal of Economic Dynamics and Control.
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article
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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article51
1997New panel unit root tests of PPP In: Economics Letters.
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article67
2005The PPP debate: Price matters! In: Economics Letters.
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article15
2016Bubbling over! The behaviour of oil futures along the yield curve In: Journal of Empirical Finance.
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article10
2016How profitable are FX technical trading rules? In: International Review of Financial Analysis.
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2017FX technical trading rules can be profitable sometimes! In: International Review of Financial Analysis.
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article9
2020Serial SEOs and capital structure In: International Review of Financial Analysis.
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2006Valuation ratios and price deviations from fundamentals In: Journal of Banking & Finance.
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article31
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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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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2014Comovement and FTSE 100 index changes In: International Journal of Behavioural Accounting and Finance.
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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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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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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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article14
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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2004Testing for Long Run Relative PPP in Europe In: Money Macro and Finance (MMF) Research Group Conference 2004.
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paper2
2021New Developments in Equity Crowdfunding: A Review In: Review of Corporate Finance.
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article3
1994The Integration of Property and Financial Markets In: Environment and Planning A.
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article33
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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2002An MTAR Test for Stock Market Bubbles In: Computing in Economics and Finance 2002.
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2004The overvaluation of PPP in Europe? In: Computing in Economics and Finance 2004.
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2006Threshold Autoregressive Models of the Commodities Futures Basis In: Computing in Economics and Finance 2006.
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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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2001Nonparametric cointegration analysis of real exchange rates In: Applied Financial Economics.
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2002Asymmetric dynamics in UK real interest rates In: Applied Financial Economics.
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2005Testing for symmetry and proportionality in a European panel In: Applied Financial Economics.
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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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2010The lunar moon festival and the dark side of the moon In: Applied Financial Economics.
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2010Misvaluation and UK mergers 1986-2002 In: Applied Financial Economics.
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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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2015The European sovereign debt market: from integration to segmentation In: The European Journal of Finance.
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article20
2015A pricing kernel approach to valuing options on interest rate futures In: The European Journal of Finance.
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2016Commodity futures returns: more memory than you might think! In: The European Journal of Finance.
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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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2020Banks and financial markets in times of uncertainty 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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2021Enfranchising the crowd: Nominee account equity crowdfunding In: CFS Working Paper Series.
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