Robert Simon Hudson : Citation Profile


Are you Robert Simon Hudson?

University of Hull

8

H index

4

i10 index

259

Citations

RESEARCH PRODUCTION:

57

Articles

4

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   22 years (1996 - 2018). See details.
   Cites by year: 11
   Journals where Robert Simon Hudson has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 21 (7.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phu153
   Updated: 2018-12-08    RAS profile: 2018-06-16    
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Relations with other researchers


Works with:

Gebka, Bartosz (4)

Ashton, john (3)

Duxbury, Darren (3)

Anderson, Robert (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert Simon Hudson.

Is cited by:

McAleer, Michael (9)

GUPTA, RANGAN (6)

Wong, Wing-Keung (6)

CHONG, Terence Tai Leung (6)

Hanedar, Avni (5)

Chang, Chia-Lin (4)

Batten, Jonathan (4)

Ashton, john (4)

Phiri, Andrew (4)

Worthington, Andrew (3)

Stefanescu, Razvan (3)

Cites to:

Lo, Andrew (20)

Fama, Eugene (19)

Shleifer, Andrei (16)

French, Kenneth (14)

Lebaron, Blake (12)

Thaler, Richard (12)

Campbell, John (11)

Brock, William (11)

White, Halbert (9)

Madhavan, Ananth (8)

Waldmann, Robert (8)

Main data


Where Robert Simon Hudson has published?


Journals with more than one article published# docs
International Review of Financial Analysis9
Journal of International Financial Markets, Institutions and Money7
Economics Letters6
Applied Financial Economics5
Applied Economics Letters4
Journal of Financial Regulation and Compliance2
Journal of Business Finance & Accounting2
Journal of Banking & Finance2
Economics Bulletin2
Research in International Business and Finance2
Applied Economics2
Finance Research Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Bangor Business School, Prifysgol Bangor University (Cymru / Wales)4

Recent works citing Robert Simon Hudson (2018 and 2017)


YearTitle of citing document
2017The Impact of the GFC on Sectoral Market Efficiency: Non-linear Testing for the Case of Australia. (2017). Mavromaras, Kostas ; Varua, Maria Estela ; Spong, Heath ; Deo, Neha. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i::p:38-56.

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2017A REVIEW ON THE EVOLUTION OF CALENDAR ANOMALIES. (2017). Satish, Kumar . In: Studies in Business and Economics. RePEc:blg:journl:v:12:y:2017:i:1:p:95-109.

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2018Changes in the stocks prices behavior before and after the public holidays: case of Bucharest Stock Exchange. (2018). Stefanescu, Razvan ; Dumitriu, Ramona. In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2018:p:189-202.

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2018Determinants of holiday effects in mainland Chinese and Hong-Kong markets. (2018). Casalin, Fabrizio. In: China Economic Review. RePEc:eee:chieco:v:49:y:2018:i:c:p:45-67.

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2017A case study of critique: Critical perspectives on critical accounting. (2017). Dillard, Jesse ; Vinnari, Eija. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:43:y:2017:i:c:p:88-109.

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2018Gekko and black swans: Finance theory in UK undergraduate curricula. (2018). Lakshmi, Geeta . In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:52:y:2018:i:c:p:35-47.

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2017Stock return autocorrelations and predictability in the Chinese stock market—Evidence from threshold quantile autoregressive models. (2017). Xue, Wen-Jun ; Zhang, Li-Wen . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:391-401.

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2017The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis. (2017). Todorova, Neda. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:221-230.

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2018Does an aging population influence stock markets? Evidence from New Zealand. (2018). Hettihewa, Samanthala ; Zhang, Hanxiong ; Saha, Shrabani. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:142-158.

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2018The “Sell in May” effect: A review and new empirical evidence. (2018). Degenhardt, Thomas ; Auer, Benjamin R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:169-205.

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2017The relationship between pension funds and the stock market: Does the aging population of Europe affect it?. (2017). Alda, Mercedes. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:83-97.

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2017Are investors consistent in their trading strategies? An examination of individual investor-level data. (2017). Duxbury, Darren ; Yao, Songyao . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:77-87.

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2017Intraday herding on a cross-border exchange. (2017). Verousis, Thanos ; Kallinterakis, Vasileios ; Leite, Mario Pedro ; Andrikopoulos, Panagiotis. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:25-36.

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2017Informed trading and the price impact of block trades: A high frequency trading analysis. (2017). Ibikunle, Gbenga ; Sun, Yuxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:114-129.

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2017Geopolitical risks and the oil-stock nexus over 1899–2016. (2017). Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN ; Antonakakis, Nikolaos. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:165-173.

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2017On the robustness of week-day effect to error distributional assumption: International evidence. (2017). Nguyen, Duc Khuong ; Saadi, Samir ; Essaddam, Naceur ; Boubaker, Sabri. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:114-130.

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2017Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices. (2017). Mirzaei, Ali ; Al-Khazali, Osamah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:190-208.

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2018Does intraday technical trading have predictive power in precious metal markets?. (2018). Batten, Jonathan ; Urquhart, Andrew ; Peat, Maurice ; McGroarty, Frank ; Lucey, Brian M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:102-113.

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2018Organizational form, business strategies and the demise of demutualized building societies in the UK. (2018). Shiwakoti, Radha K ; Funnell, Warwick ; Iqbal, Abdullah. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:337-350.

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2018Religiosity versus rationality: Depositor behavior in Islamic and conventional banks. (2018). Ozturk, Huseyin ; Aysan, Ahmet ; Duygun, Meryem ; Disli, Mustafa. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:46:y:2018:i:1:p:1-19.

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2018Informed and uninformed investors in Iran: Evidence from the Tehran Stock Exchange. (2018). Jalilvand, Abolhassan ; SWITZER, Jeannette ; Noroozabad, Mojtaba Rostami. In: Journal of Economics and Business. RePEc:eee:jebusi:v:95:y:2018:i:c:p:47-58.

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2018An exploratory experimental analysis of path-dependent investment behaviors. (2018). Deaves, Richard ; Miele, Jennifer ; Kluger, Brian . In: Journal of Economic Psychology. RePEc:eee:joepsy:v:67:y:2018:i:c:p:47-65.

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2017Toward a model-free measure of market efficiency. (2017). , Keith. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:97-112.

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2017A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices. (2017). Yoon, Seong-Min ; Tiwari, Aviral ; Albulescu, Claudiu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:182-192.

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2018Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data. (2018). GUPTA, RANGAN ; Charfeddine, Lanouar ; Aye, Goodness C ; ben Khediri, Karim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:632-647.

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2018Quantitative strategy for the Chinese commodity futures market based on a dynamic weighted money flow model. (2018). Ye, Cheng ; Hou, Yawen ; Lu, Guohao ; Qiu, Yanjun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:1009-1018.

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2017Examining return predictability of industry style portfolios with prior return relative to a benchmark. (2017). Noman, Abdullah ; Zirek, Duygu ; Naka, Atsuyuki . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:193-203.

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2017A literature review of technical analysis on stock markets. (2017). Kimura, Herbert ; Sobreiro, Vinicius Amorim ; Lima, Jessica ; Farias, Rodolfo Toribio . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:115-126.

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2017Time-varying return predictability in South Asian equity markets. (2017). Lee, Doo Won ; Lutfur, MD ; Shamsuddin, Abul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:179-200.

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2018Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?. (2018). Strobel, Marcus ; Auer, Benjamin R. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:168-184.

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2017How do stocks react to extreme market events? Evidence from Brazil. (2017). Chaudhury, MO ; Souza, Alceu ; Piccoli, Pedro. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:275-284.

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2018Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, H ; Ilomaki, J ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:111556.

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2018Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, H ; Ilomaki, J ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:111616.

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2018Is There Seasonality in Traded and Non-Traded Period Returns in the US Equity Market? A Multiple Structural Change Approach. (2018). Miralles Quirós, Jose ; Manso, Jose ; Miralles-Quiros, Jose Luis ; Monteiro, Joao Dionisio. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:68:y:2018:i:1:p:71-98.

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2018Dynamic connectedness of global currencies: a conditional Granger-causality approach. (2018). Nguyen, Duc Khuong ; Martin, Franck ; Le, Tan. In: Working Papers. RePEc:hal:wpaper:hal-01806733.

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2017Testing the Random Walk Hypothesis: A Case of Pakistan. (2017). Habibah, Ume ; Mirani, Manzoor Ali ; Ghumro, Niaz Hussain . In: International Journal of Academic Research in Business and Social Sciences. RePEc:hur:ijarbs:v:7:y:2017:i:7:p:551-564.

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2017Altruistic investment decision behavior in early-stage ventures. (2017). Klyver, Kim ; Hancock, Gary ; Sul, Suleiman K ; Lindsay, Noel J. In: Small Business Economics. RePEc:kap:sbusec:v:48:y:2017:i:1:d:10.1007_s11187-016-9771-4.

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2017Threshold convergence between the Federal fund rate and South African equity returns around the colocation period. (2017). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1710.

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2018TRADING RULES ON A SMALL STOCK MARKET. (2018). Gunnlaugsson, Stefan B. In: Oradea Journal of Business and Economics. RePEc:ora:jrojbe:v:3:y:2018:i:1:p:46-55.

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2017Is work duration in France affected by football tournaments?. (2017). Duhautois, Richard ; Drut, Bastien. In: Economics and Business Letters. RePEc:ove:journl:aid:11247.

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2017Adaptive Market Hypothesis: Evidence from three centuries of UK data. (2017). Almail, Ali ; Almudhaf, Fahad. In: Economics and Business Letters. RePEc:ove:journl:aid:11556.

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2018Evidence of Idiosyncratic Seasonality in ETFs Performance. (2018). Alves, Carlos Francisco ; de Castro, Duarte Andre. In: FEP Working Papers. RePEc:por:fepwps:603.

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2017Threshold convergence between the federal fund rate and South African equity returns around the colocation period. (2017). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:76039.

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2018Stock market reactions to wars and political risks: A cliometric perspective for a falling empire. (2018). Hanedar, Avni. In: MPRA Paper. RePEc:pra:mprapa:85600.

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2018Price momentum and the 1719-20 bubbles: A method to compare and interpret booms and crashes in asset markets. (2018). Condorelli, Stefano. In: MPRA Paper. RePEc:pra:mprapa:89888.

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2017Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data. (2017). GUPTA, RANGAN ; Charfeddine, Lanouar ; Aye, Goodness C ; ben Khediri, Karim. In: Working Papers. RePEc:pre:wpaper:201771.

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2018TRENDS AND CALENDAR EFFECTS IN MALAYSIA’S STOCK MARKET. (2018). Ahmad, Ayman Abdalmajeed ; Hazwani, Nur Hanis ; Almsafir, Mahmoud Khalid . In: Romanian Economic Business Review. RePEc:rau:journl:v:13:y:2018:i:2:p:15-22.

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2018Presidential Election Results and Stock Market Performance: Evidence From Nigeria. (2018). Osuala, A E ; Nwansi, G U ; Onoh, U A. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:5:y:2018:i:2:p:117-124.

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2017DO SEASONAL ANOMALIES STILL EXIST IN CENTRAL AND EASTERN EUROPEAN COUNTRIES? A CONDITIONAL VARIANCE APPROACH. (2017). Andrieș, Alin Marius ; Sprincean, Nicu ; Ihnatov, Iulian. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:4:p:60-83.

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2017RELIGIOSITY VERSUS RATIONALITY: DEPOSITOR BEHAVIOR IN ISLAMIC AND CONVENTIONAL BANKS. (2017). Ozturk, Huseyin ; Disli, Mustafa ; Aysan, Ahmet ; Duygun, Meryem. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:17/933.

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2017Does stock market performance affect the government satisfaction rating in the UK?. (2017). Sen, Sedef ; Donduran, Murat. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1156-7.

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2017Identifying SME mortality factors in the life cycle stages: an empirical approach of relevant factors for small business owner-managers in Brazil. (2017). Filho, Edmundo Escrivo ; de Oliveira, Jair ; Philippsen, Luiz Adalberto ; Nagano, Marcelo Seido ; Albuquerque, Alexandre Farias . In: Journal of Global Entrepreneurship Research. RePEc:spr:jglont:v:7:y:2017:i:1:d:10.1186_s40497-017-0064-4.

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2017The winner-loser anomaly: recent evidence from Greece. (2017). Gallagher, Liam ; Oa, Cormac. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:47:p:4718-4728.

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2017How predictable are precious metal returns?. (2017). Urquhart, Andrew. In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:14:p:1390-1413.

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2017Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910 -1914. (2017). Hanedar, Avni. In: Working Papers. RePEc:tek:wpaper:2017/2.

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2018Dynamic connectedness of global currencies: a conditional Granger-causality approach. (2018). Martin, Franck ; Nguyen, Duc K. In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). RePEc:tut:cremwp:2018-04.

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2018Prudence and preference for flexibility gain. (2018). Danau, Daniel. In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). RePEc:tut:cremwp:2018-05.

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2018Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1824.

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2018Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1825.

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2017Asymmetric Reinforcement Learning and Conditioned Responses During the 2007–2009 Global Financial Crisis: Evidence from Taiwan. (2017). Chang, Chih-Hsiang ; Hsieh, Song-Lin ; Chen, Shan-Shan. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:20:y:2017:i:02:n:s0219091517500102.

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2017Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910-1914. (2017). Hanedar, Avni. In: eabh Papers. RePEc:zbw:eabhps:1702.

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2017How does the public perceive alliances? The Central and Allied Powers in World War I. (2017). Jopp, Tobias A. In: IBF Paper Series. RePEc:zbw:ibfpps:1217.

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2018Quantifying inertia in retail deposit markets. (2018). Deuflhard, Florian . In: SAFE Working Paper Series. RePEc:zbw:safewp:223.

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Robert Simon Hudson is editor of


Journal
Review of Behavioral Finance

Works by Robert Simon Hudson:


YearTitleTypeCited
2008Comparative performance of UK mutual building societies and stock retail banks: further evidence In: Accounting and Finance.
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article3
2004Intra Day Bid-Ask Spreads, Trading Volume and Volatility: Recent Empirical Evidence from the London Stock Exchange In: Journal of Business Finance & Accounting.
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article8
2008Trading Frictions and Market Structure: An Empirical Analysis In: Journal of Business Finance & Accounting.
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article3
2011Should the joint provision of credit insurance with unsecured lending be prohibited? An examination of the UK payment protection insurance market In: Working Papers.
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2011The price, quality and distribution of mortgage payment protection insurance: A hedonic pricing approach In: Working Papers.
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2012Rationalizing the Value Premium under Economic Fundamentals in an Emerging Market In: Working Papers.
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2013The Influence of Product Age on Pricing Decisions: An examination of bank deposit interest rate setting In: Working Papers.
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2014The influence of product age on pricing decisions: An examination of bank deposit interest rate setting.(2014) In: Journal of International Financial Markets, Institutions and Money.
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2013New Evidence of Technical Trading Profitability In: Economics Bulletin.
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article1
2017Stock predictability and preceding stock price changes – evidence from central and eastern european markets In: Economics Bulletin.
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article0
2014Adapting financial rationality: Is a new paradigm emerging? In: CRITICAL PERSPECTIVES ON ACCOUNTING.
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article4
2010Technical trading rules and calendar anomalies -- Are they the same phenomena? In: Economics Letters.
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article5
2010Stock return predictability despite low autocorrelation In: Economics Letters.
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article5
2000Tick size and the compass rose: further insights In: Economics Letters.
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article5
2005The predictive ability and profitability of technical trading rules: does company size matter? In: Economics Letters.
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article2
2005Should actions speak louder than words? Individuals attitudes and behavior in asset allocation choices In: Economics Letters.
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2006As time goes by: An investigation of how asset allocation varies with investor age In: Economics Letters.
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2012Can market frictions really explain the price impact asymmetry of block trades? Evidence from the Saudi Stock Market In: Emerging Markets Review.
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2013A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations In: International Review of Financial Analysis.
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2013Efficient or adaptive markets? Evidence from major stock markets using very long run historic data In: International Review of Financial Analysis.
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2015Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns In: International Review of Financial Analysis.
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article5
2015War and stock markets: The effect of World War Two on the British stock market In: International Review of Financial Analysis.
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article5
2015Which heuristics can aid financial-decision-making? In: International Review of Financial Analysis.
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2016The effect of size on the failure probabilities of SMEs: An empirical study on the US market using discrete hazard model In: International Review of Financial Analysis.
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2016Reviewing the hedge funds literature II: Hedge funds returns and risk management characteristics In: International Review of Financial Analysis.
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2016Reviewing the hedge funds literature I: Hedge funds and hedge funds managerial characteristics In: International Review of Financial Analysis.
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2018Test of recent advances in extracting information from option prices In: International Review of Financial Analysis.
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2015The benefits of combining seasonal anomalies and technical trading rules In: Finance Research Letters.
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2017Sampling frequency and the performance of different types of technical trading rules In: Finance Research Letters.
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2013Price impact of block trades in the Saudi stock market In: Journal of International Financial Markets, Institutions and Money.
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2014Does high frequency trading affect technical analysis and market efficiency? And if so, how? In: Journal of International Financial Markets, Institutions and Money.
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2014New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming In: Journal of International Financial Markets, Institutions and Money.
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2015Do the disposition and house money effects coexist? A reconciliation of two behavioral biases using individual investor-level data In: Journal of International Financial Markets, Institutions and Money.
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2015Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis In: Journal of International Financial Markets, Institutions and Money.
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2015How exactly do markets adapt? Evidence from the moving average rule in three developed markets In: Journal of International Financial Markets, Institutions and Money.
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1996A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994 In: Journal of Banking & Finance.
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2008Interest rate clustering in UK financial services markets In: Journal of Banking & Finance.
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2005Pre-holiday effects: International evidence on the decline and reversal of a stock market anomaly In: Journal of International Money and Finance.
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2013How people evaluate defined contribution, annuity-based pension arrangements: A behavioral exploration In: Journal of Economic Psychology.
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2013Herd behaviour experimental testing in laboratory artificial stock market settings. Behavioural foundations of stylised facts of financial returns In: Physica A: Statistical Mechanics and its Applications.
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2016Investor sentiment and local bias in extreme circumstances: The case of the Blitz In: Research in International Business and Finance.
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2017Stock liquidity and SMEs’ likelihood of bankruptcy: Evidence from the US market In: Research in International Business and Finance.
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2007Mortality projections and unisex pricing of annuities in the UK In: Journal of Financial Regulation and Compliance.
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2008Has regulation killed off the defined benefit scheme as a cost effective tool for human resource management? In: Journal of Financial Regulation and Compliance.
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2016Dispelling the myth of a value premium: contrary evidence of Malaysian crony capitalism In: International Journal of Banking, Accounting and Finance.
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2013How prior realized outcomes affect portfolio decisions In: Review of Quantitative Finance and Accounting.
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1997Long-Term Care: The New Risks of Old Age In: Challenge.
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article1
2017Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models In: Empirical Economics.
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2003Economic impact of national sporting success: evidence from the London stock exchange In: Applied Economics Letters.
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2003Trading frequency and the compass rose In: Applied Economics Letters.
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2005A study of the initial returns and the aftermarket performance of initial public offerings of demutualized building societies in the UK In: Applied Economics Letters.
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2014The implications of high-frequency trading on market efficiency and price discovery In: Applied Economics Letters.
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2001The risk and return of UK equities following price innovations: a case of market inefficiency? In: Applied Financial Economics.
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2002Why investors should be cautious of the academic approach to testing for stock market anomalies In: Applied Financial Economics.
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2004Back to the future: an empirical investigation into the validity of stock index models over time In: Applied Financial Economics.
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2010The influence of time, seasonality and market state on momentum: insights from the Australian stock market In: Applied Financial Economics.
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1998Share prices under Tory and Labour governments in the UK since 1945 In: Applied Financial Economics.
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2011Do national soccer results really impact on the stock market? In: Applied Economics.
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2015Identification of house price bubbles using user cost in a state space model In: Applied Economics.
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2014Do Lenders Cross-Subsidise Loans by Selling Payment Protection Insurance? In: International Journal of the Economics of Business.
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2014THE IMPLICATIONS OF TRADER COGNITIVE ABILITIES ON STOCK MARKET PROPERTIES In: Intelligent Systems in Accounting, Finance and Management.
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