12
H index
14
i10 index
507
Citations
Christopher J. Green : Citation Profile
Loughborough University | RESEARCH PRODUCTION: 49 Articles 9 Papers 1 Books 6 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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38 years (1981 - 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 Christopher J. Green. | Is cited by:
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Main data
Where Christopher J. Green has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Finance / University Library of Munich, Germany | 3 |
| MPRA Paper / University Library of Munich, Germany | 3 |
| Discussion Paper Series / Department of Economics, Loughborough University | 2 |
Recent works citing Christopher J. Green (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Determinants of the Capital Structure of Non-Listed Companies in Kosovo. (2023). Krasniqi, Besnik ; Miftari, Iliriana ; Prenaj, Vlora. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:1:p:36-50. Full description at Econpapers || Download paper |
| 2023 | Mobile money, ICT, financial inclusion and growth: How different is Africa?. (2023). Ahmad, Ahmad Hassan ; Murinde, Victor ; Jiang, Fei ; Green, Christopher J. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000329. Full description at Econpapers || Download paper |
| 2023 | Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective. (2023). Yin, Zhujia ; Yang, Xin ; Chen, Jiaqi ; Sun, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000645. Full description at Econpapers || Download paper |
| 2023 | Information spillovers between carbon emissions trading prices and shipping markets: A time-frequency analysis. (2023). Fan, Lidong ; Kuang, Haibo ; Haralambides, Hercules ; Chen, Shuiyang ; Meng, Bin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001020. Full description at Econpapers || Download paper |
| 2023 | Industry costs of equity: Evidence from frontier markets. (2023). McGroarty, Frank ; Demiralay, Sercan ; Wang, Yan ; Hourani, Alya. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000893. Full description at Econpapers || Download paper |
| 2023 | Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic. (2023). Wohar, Mark ; Kamal, Javed Bin. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:68-85. Full description at Econpapers || Download paper |
| 2023 | Aggregate, asymmetric and frequency-based spillover among equity, precious metals, and cryptocurrency. (2023). Dar, Arif ; Shah, Adil Ahmad ; Bhanja, Niyati. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005888. Full description at Econpapers || Download paper |
| 2023 | Directors and Officers liability insurance and cross section of expected stock returns: A mispricing explanation. (2023). Su, Xuan-Qi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x23000045. Full description at Econpapers || Download paper |
| 2023 | Spillovers between positively and negatively affected service sectors from the COVID-19 health crisis: Implications for portfolio management. (2023). Yousaf, Imran ; Makram, Beljid ; Al-Nassar, Nassar S. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000756. Full description at Econpapers || Download paper |
| 2023 | Investor sentiment based on scaled PCA method: A powerful predictor of realized volatility in the Chinese stock market. (2023). Yu, Changrui ; Zhang, Cheng ; Gong, Xiaomin ; Song, Ziyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:528-545. Full description at Econpapers || Download paper |
| 2023 | Investor sentiment and stock market anomalies in Australia. (2023). Bissoondoyal-Bheenick, Emawtee ; Zhang, Xinyue ; Zhong, Angel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:284-303. Full description at Econpapers || Download paper |
| 2023 | External finance and agricultural productivity growth. (2023). Khafagy, Amr ; Vigani, Mauro. In: Agribusiness. RePEc:wly:agribz:v:39:y:2023:i:2:p:448-472. Full description at Econpapers || Download paper |
Christopher J. Green has edited the books:
| Year | Title | Type | Cited |
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Works by Christopher J. Green:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1987 | Money Market Arbitrage and Commercial Banks Base Rate Adjustments in the United Kingdom. In: Bulletin of Economic Research. [Citation analysis] | article | 1 |
| 1985 | Permanent Income, Budget Constraints and Overshooting in Simple Aggregate Models. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 0 |
| 1989 | Multicollinearity and Measurement Error in Econometric Financial Modelling. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 2 |
| 1990 | Asset Demands and Asset Prices in the U.K.: Is There a Risk Premium. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 4 |
| 1994 | U.K. Companies Short-Term Financial Decisions: Evidence from Company Accounts Data. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 7 |
| 1998 | Modelling the Macroeconomic Policy Framework for an Emerging Market Economy. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 1 |
| 2008 | TAXES AND CAPITAL STRUCTURE: A STUDY OF EUROPEAN COMPANIES In: Manchester School. [Full Text][Citation analysis] | article | 12 |
| 2013 | ASSET PRICING WITH INVESTOR SENTIMENT: EVIDENCE FROM CHINESE STOCK MARKETS In: Manchester School. [Full Text][Citation analysis] | article | 7 |
| 1982 | The Transmission Mechanism of Monetary Policy in Two Large-Scale Models of the UK Economy. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 1 |
| 1991 | Quick Methods of Estimating the Price of Government Bonds. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 0 |
| 2015 | Is investor sentiment contagious? International sentiment and UK equity returns In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 28 |
| 1983 | Insulating countries against fluctuations in domestic production and exports : An analysis of Compensatory Financing schemes In: Journal of Development Economics. [Full Text][Citation analysis] | article | 1 |
| 1984 | Preliminary results from a five-sector flow of funds model of the United Kingdom, 1972-77 In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 1988 | Capital asset pricing under alternative policy regimes In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 1989 | Model comparison when the endogenous variable is uncertain : An application of non-nested testing procedures In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2012 | Industry and country factors in emerging market returns: Did the Asian crisis make a difference? In: Emerging Markets Review. [Full Text][Citation analysis] | article | 8 |
| 2001 | Poland: a successful transition to budget sustainability? In: Emerging Markets Review. [Full Text][Citation analysis] | article | 15 |
| 2001 | Demand uncertainty and the capital-labour ratio in Poland In: Emerging Markets Review. [Full Text][Citation analysis] | article | 2 |
| 2012 | Asymmetries, causality and correlation between FTSE100 spot and futures: A DCC-TGARCH-M analysis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 13 |
| 2016 | Overnight interbank markets and the determination of the interbank rate: A selective survey In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
| 2000 | Regulatory lessons for emerging stock markets from a century of evidence on transactions costs and share price volatility in the London Stock Exchange In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 33 |
| 2010 | International diversification strategies: Revisited from the risk perspective In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 38 |
| 2007 | Leverage and business groups: Evidence from Indian firms In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 30 |
| 1981 | Insecurity, food financing and the IMF, In: Food Policy. [Full Text][Citation analysis] | article | 0 |
| 1993 | The potency of stabilization policy in developing economies: Kenya, Tanzania, and Uganda In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 4 |
| 2006 | Financial sector reforms and stochastic policy simulations: A flow of funds model for India In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 6 |
| 2008 | The euro: Did the markets cheer or jeer? In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 3 |
| 2012 | Dividend policy and business groups: Evidence from Indian firms In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 16 |
| 1998 | Assessing the Impact on Food Security of Alternative Compensatory Financing Schemes: A Simulation Approach with an Application to India In: World Development. [Full Text][Citation analysis] | article | 1 |
| 2011 | Introduction In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2011 | ‘The Day the Music Died’: The Financial Tsunami of 2007–09 In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2005 | How Does Finance Contribute to the Development Process and Poverty Reduction? In: Chapters. [Full Text][Citation analysis] | chapter | 1 |
| 2005 | Company Financial Structure: A Survey and Implications for Developing Economies In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2005 | Flow of Funds: The Relationship between Finance and the Macroeconomy In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2005 | Stock Market Development: What Have We Learned? In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2014 | Stock market predictability In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 7 |
| 2001 | Company Financing, Captial Structure, and Ownership: A Survey, and Implications for Developing Economies In: SUERF Studies. [Full Text][Citation analysis] | book | 7 |
| 1999 | Are Polish firms risk-averting or risk-loving? : evidence on demand uncertainty and the capital-labour ratio in a transition economy In: Research Report. [Full Text][Citation analysis] | paper | 1 |
| 2009 | The impact of the suspension of opening and closing call auctions: evidence from the National Stock Exchange of India In: International Journal of Banking, Accounting and Finance. [Full Text][Citation analysis] | article | 11 |
| 2009 | The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2009 | The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2000 | Unified Tests of Causality and Cost of Carry: The Pricing of the French Stock Index Futures Contract. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 9 |
| 2002 | Human Capital and Financial Development in Economic Growth: New Evidence Using the Translog Production Function. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 40 |
| 1998 | Banks as Interest Rate Managers In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 11 |
| 2007 | The impact of tax policy on corporate debt in a developing economy: A study of unquoted Indian companies In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2008 | The impact of tax policy on corporate debt in a developing economy: a study of unquoted Indian companies.(2008) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2013 | Born in the USA? Contagious investor sentiment and UK equity returns. In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 1995 | Market Imperfections and the Capital Asset Pricing Model: Some Results from Aggregate UK Data. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 2014 | Stock market predictability: Non-synchronous trading or inefficient markets? Evidence from the National Stock Exchange of India In: MPRA Paper. [Full Text][Citation analysis] | paper | 7 |
| 2004 | The Efficiency of Foreign and Domestic Banks in Central and Eastern Europe: Evidence on Economies of Scale and Scope In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 14 |
| 2003 | Corporate Financial Structures in India†In: South Asia Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2011 | Determinants of cross-sectional stock return variations in emerging markets In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
| 2005 | Pecking order or trade-off hypothesis? Evidence on the capital structure of Chinese companies In: Applied Economics. [Full Text][Citation analysis] | article | 43 |
| 2008 | Financial reform in emerging markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2008 | Flow of funds and the impact of financial controls on bank portfolio behaviour: a study of India In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2005 | Other financial institutions portfolio behaviour and policy implications: A study of India In: International Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 2005 | Portfolio Behaviour in a Flow of Funds Model for the Household Sector in India In: Journal of Development Studies. [Full Text][Citation analysis] | article | 5 |
| 2013 | TRANSACTIONS COSTS, INDEX ARBITRAGE AND NON?LINEAR DYNAMICS BETWEEN FTSE100 SPOT AND FUTURES: A THRESHOLD COINTEGRATION ANALYSIS In: International Journal of Finance & Economics. [Citation analysis] | article | 1 |
| 2019 | Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 4 |
| 2002 | Finance and development: an overview of the issues In: Journal of International Development. [Full Text][Citation analysis] | article | 6 |
| 2003 | Flow of funds: implications for research on financial sector development and the real economy In: Journal of International Development. [Full Text][Citation analysis] | article | 5 |
| 2006 | Finance for small enterprise growth and poverty reduction in developing countries In: Journal of International Development. [Full Text][Citation analysis] | article | 12 |
| 2004 | The Impact of the Suspension of Opening and Closing Call In: Finance. [Full Text][Citation analysis] | paper | 5 |
| 2005 | The Impact of the Suspension of Opening and Closing Call.(2005) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2005 | An Analysis of the Impacts of Non-Synchronous Trading On In: Finance. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team