richard priestley : Citation Profile


Are you richard priestley?

BI Handelshøyskolen

11

H index

13

i10 index

597

Citations

RESEARCH PRODUCTION:

28

Articles

4

Papers

RESEARCH ACTIVITY:

   17 years (1996 - 2013). See details.
   Cites by year: 35
   Journals where richard priestley has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 4 (0.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppr293
   Updated: 2020-07-04    RAS profile: 2014-01-07    
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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 richard priestley.

Is cited by:

Guesmi, Khaled (22)

GUESMI, Khaled (17)

Teulon, Frédéric (12)

Tabak, Benjamin (10)

Chuliá, Helena (9)

Abad, Pilar (9)

lucey, brian (8)

Martin, Philippe (7)

Gómez-Puig, Marta (7)

Rey, Helene (7)

Wu, Eliza (6)

Cites to:

Harvey, Campbell (23)

Campbell, John (22)

Fama, Eugene (15)

Roll, Richard (11)

French, Kenneth (10)

Bekaert, Geert (8)

merton, robert (8)

Jorion, Philippe (7)

Stulz, René (7)

Ferson, Wayne (7)

Zhang, Lu (6)

Main data


Where richard priestley has published?


Journals with more than one article published# docs
Journal of International Money and Finance4
Journal of Banking & Finance3
Journal of Business Finance & Accounting3
Journal of Financial and Quantitative Analysis2
Applied Financial Economics2
Applied Economics Letters2

Working Papers Series with more than one paper published# docs
CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)2

Recent works citing richard priestley (2018 and 2017)


YearTitle of citing document
2018The dynamics of factor loadings in the cross-section of returns. (2018). Urga, Giovanni ; Mikkelsen, Jakob ; Hillebrand, Eric ; Borghi, Riccardo. In: CREATES Research Papers. RePEc:aah:create:2018-38.

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2017Practical use of a method of accelerated assessing the investment attractiveness of an industrial enterprise. (2017). Kalacheva, A G. In: Russian Journal of Industrial Economics. RePEc:ach:journl:y:2017:id:512.

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2017Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets. (2017). de Carvalho, Miguel ; Wadsworth, Jennifer ; Camilo, Daniela Castro . In: Papers. RePEc:arx:papers:1709.01198.

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2019Nonlinear price dynamics of S&P 100 stocks. (2019). Desantis, Mark ; Caginalp, Gunduz. In: Papers. RePEc:arx:papers:1907.04422.

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2017Market Efficiency of ASEAN Stock Markets. (2017). Shaik, Muneer ; Maheswaran, S. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:109-122.

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2018Dividend persistence and dividend behaviour. (2018). Chan, Kam Fong ; Smith, Tom ; Shi, Jing ; Powell, John G. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:1:p:127-147.

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2019The association between dividend payout and firm growth: Australian evidence. (2019). Truong, Thanh Tan ; Gunasekarage, Abeyratna ; Dempsey, Michael. In: Accounting and Finance. RePEc:bla:acctfi:v:59:y:2019:i:4:p:2345-2376.

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2017The Investment CAPM. (2017). Zhang, LU. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:545-603.

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2018Leaning Against the Wind: Debt Financing in the Face of Adversity. (2018). Brennan, Michael J ; Kraft, Holger. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:485-518.

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2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

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2017Examining the Developed and Emerging Bond Market Interactions: A VAR Analysis. (2017). Eyuboglu, Kemal . In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:2:p:139-156.

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2018The regional pricing of risk: An empirical investigation of the MENA Region. (2018). Kablan, Akassi ; Belanes, Amel ; Khaled, Khaled. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00990.

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2019Predicting firm level stock returns: Implications for asset pricing and economic links. (2019). McMillan, David G. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:4:p:333-351.

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2017Asymmetric foreign exchange cash flow exposure: A firm-level analysis. (2017). Krapl, Alain A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:48-72.

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2018Do business cycles, investment-specific technology shocks matter for stock returns?. (2018). Prabheesh, KP ; Vidya, C T. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:511-524.

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2017Ultimate consumption risk and investment-based stock returns. (2017). Kang, Hankil ; Lee, Changjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:473-486.

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2017Recurrence plots analysis of the CNY exchange markets based on phase space reconstruction. (2017). Yao, Can-Zhong ; Lin, Qing-Wen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:584-596.

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2019Information in mispricing factors for future investment opportunities. (2019). Ryu, Doojin ; Kang, Hankil. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:657-668.

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2020A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX. (2020). Yun, Jaeho. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303799.

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2017Frontier and emerging government bond markets. (2017). Swinkels, Laurens ; Piljak, Vanja. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:232-255.

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2017Predicting international stock returns with conditional price-to-fundamental ratios. (2017). Lawrenz, Jochen ; Zorn, Josef. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:159-184.

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2018Forecasting stock market returns by summing the frequency-decomposed parts. (2018). Verona, Fabio ; Faria, Gonalo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:228-242.

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2018World output gap and global stock returns. (2018). Atanasov, Victoria . In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:181-197.

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2018The role of firm investment in momentum and reversal. (2018). Mortal, Sandra C ; Schill, Michael J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:255-278.

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2019Commodities risk premia and regional integration in gas-exporting countries. (2019). Guesmi, Khaled ; Goutte, Stéphane ; Chevallier, Julien ; Urom, Christian ; Abid, Ilyes. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:267-276.

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2019What drives dividend smoothing? A meta regression analysis of the Lintner model. (2019). Hirsch, Stefan ; Fernau, Erik . In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:255-273.

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2019Investment-related anomalies in Australia: Evidence and explanations. (2019). Zhong, Angel ; Gray, Philip ; Cao, Viet Nga . In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:97-109.

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2019Business cycle, expected return and momentum payoffs. (2019). Hwang, Hyoseok ; Chen, Jiun-Lin. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:83-89.

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2017Macroeconomic risk and seasonality in momentum profits. (2017). Martin, Spencer J ; Yao, Yaqiong ; Ji, Xiuqing . In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:76-90.

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2017Dividend policy: A selective review of results from around the world. (2017). Booth, Laurence ; Zhou, Jun . In: Global Finance Journal. RePEc:eee:glofin:v:34:y:2017:i:c:p:1-15.

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2019Affordable and adequate annuities with stable payouts: Fantasy or reality?. (2019). Linders, Daniel ; van Bilsen, Servaas . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:19-42.

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2019Oil price increases and the predictability of equity premium. (2019). Wu, Chongfeng ; Liu, LI ; Pan, Zhiyuan ; Wang, Yudong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:43-58.

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2020Equity market integration and portfolio rebalancing. (2020). Lee, Dongwon ; Kim, Kyungkeun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300431.

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2017Which market integration measure?. (2017). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:150-174.

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2017Dividends, earnings, and predictability. (2017). Moller, Stig V ; Sander, Magnus . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:153-163.

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2017Portfolio choice and asset prices when preferences are interdependent. (2017). Curatola, Giuliano. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:140:y:2017:i:c:p:197-223.

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2018Cross-border arbitrage and acquirers’ returns in the Eurozone crisis. (2018). rao-nicholson, Rekha ; Ayton, Julie . In: Journal of Economics and Business. RePEc:eee:jebusi:v:95:y:2018:i:c:p:87-102.

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2018Carry. (2018). , Ralph ; Vrugt, Evert B ; Pedersen, Lasse Heje ; Moskowitz, Tobias J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:197-225.

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2018Four centuries of return predictability. (2018). Golez, Benjamin ; Koudijs, Peter. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:248-263.

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2019The present value relation over six centuries: The case of the Bazacle company. (2019). Pouget, Sebastien ; Goetzmann, William N ; le Bris, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:248-265.

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2018Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy. (2018). Nitschka, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:44-54.

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2018A new government bond volatility index predictor for the U.S. equity premium. (2018). Pan, Zheyao ; Chan, Kam Fong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:200-215.

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2018A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. (2018). Faria, S H ; Neumann, M B ; Polanco-Martinez, J M ; Fernandez-Macho, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1211-1227.

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2020Nonlinear price dynamics of S&P 100 stocks. (2020). Desantis, Mark ; Caginalp, Gunduz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:547:y:2020:i:c:s0378437119311902.

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2018Decomposing the predictive power of local and global financial valuation ratios. (2018). Lawrenz, Jochen ; Zorn, Josef. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:137-149.

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2018Co-movement between equity and bond markets. (2018). Sakemoto, Ryuta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:25-38.

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2018Dividend growth and equity premium predictability. (2018). Zhu, Min ; Wang, You-Gan ; Du, KE ; Chen, Rui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:125-137.

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2018Understanding international stock market comovements: A comparison of developed and emerging markets. (2018). Chen, Peng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:451-464.

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2019What is the real relationship between cash holdings and stock returns?. (2019). John, K C ; Wang, Shujing ; Ma, Tai ; Eric, F Y ; Chewie, Tze Chuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:513-528.

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2017A fresh look at integration of risks in the international stock markets: A wavelet approach. (2017). Marfatia, Hardik. In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:33-49.

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2017Seasonality in government bond returns and factor premia. (2017). Zaremba, Adam ; Schabek, Tomasz . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:292-302.

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2018Testing output gap and economic uncertainty as an explicator of stock market returns. (2018). Ahmad, Wasim ; Sharma, Sumit Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:293-306.

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2019Stock return predictability: Using the cyclical component of the price ratio. (2019). McMillan, David G. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:228-242.

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2020Investors’ risk perceptions in the US and global stock market integration. (2020). Marfatia, Hardik A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301266.

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2018Measuring financial interdependence in asset returns with an application to euro zone equities. (2018). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee ; Martin, Vance L. In: CAMA Working Papers. RePEc:een:camaaa:2018-05.

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2018Advances in the corporate finance literature: a survey of recent studies on Korea. (2018). Park, Kwangwoo ; Lee, Hongbok. In: Managerial Finance. RePEc:eme:mfipps:mf-10-2017-0390.

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2018Time-Varying Integration of MENA Stock Markets. (2018). Gangopadhyay, Partha ; Elkanj, Nasser ; Al-Mohamed, Somar. In: International Journal of Development and Conflict. RePEc:gok:ijdcv1:v:8:y:2018:i:2:p:85-114.

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2017The regional pricing of risk: An empirical investigation of the MENA equity determinants. (2017). Kablan, Akassi ; Guesmi, Khaled ; Belgacem, Aymen. In: Working Papers. RePEc:hal:wpaper:hal-01527654.

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2020The Integration of Countries Sovereign Bond Markets: An Empirical Illustration of a Global Financial Cycle. (2020). Inaba, Kei-Ichiro. In: IMES Discussion Paper Series. RePEc:ime:imedps:20-e-01.

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2019“Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?”. (2019). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Cohen, Lior ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:201901.

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2018Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test. (2018). Balcilar, Mehmet ; Chisoro, Shingie ; Loate, Tumisang B ; Babalos, Vassilios. In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:1:d:10.1007_s10663-016-9344-4.

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2018Behavioural Asset Pricing Determinants in a Factor and Style Investing Framework. (2018). Ahmad, Zamri ; Tuyon, Jasman. In: Capital Markets Review. RePEc:mfa:journl:v:26:y:2018:i:2:p:32-52.

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2017Location Choice, Portfolio Choice. (2017). Hong, Harrison ; Branikas, Ioannis ; Xu, Jiangmin . In: NBER Working Papers. RePEc:nbr:nberwo:23040.

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2017The Investment CAPM. (2017). Zhang, Lu. In: NBER Working Papers. RePEc:nbr:nberwo:23226.

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2020Factor-based investing in government bond markets: a survey of the current state of research. (2020). Schiereck, Dirk ; Hachenberg, Britta ; Bekti, Demir. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:2:d:10.1057_s41260-020-00156-3.

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2017News, Noise, and Tests of Present Value Models. (2017). Hamidi Sahneh, Mehdi. In: MPRA Paper. RePEc:pra:mprapa:82715.

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2018How Cash Flow News and Discount Rate News Impact the Unexpected Stock Returns of Energy Firms of Pakistan. (2018). Qayyum, Abdul ; Kausar, Rabia. In: MPRA Paper. RePEc:pra:mprapa:91165.

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2017ELEMENTS FOR EU COHESION POLICY 2014-2020. (2017). Anghelache, Gabriela Victoria ; Stoica, Radu ; Madalina - Gabriela Anghel, . In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:65:y:2017:i:5:p:77-86.

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2018Exchange rate exposure revisited in Malaysia: a tale of two measures. (2018). Lily, Jaratin ; Kogid, Mori ; Karia, Abdul Aziz ; Bujang, Imbarine. In: Eurasian Business Review. RePEc:spr:eurasi:v:8:y:2018:i:4:d:10.1007_s40821-017-0099-z.

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2018Dividend cuts and predictability. (2018). Chen, Ruey-Shii ; Zhang, Tai-Wei . In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:2:d:10.1007_s12197-017-9395-9.

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2017ASEAN Plus Three Stock Markets Integration. (2017). Guesmi, Khaled ; Abid, Ilyes ; Kaabia, Olfa. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:15:y:2017:i:3:d:10.1007_s40953-016-0062-3.

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2017The random-walk hypothesis revisited: new evidence on multiple structural breaks in emerging markets. (2017). Ngene, Geoffrey ; Darrat, Ali F ; Tah, Kenneth A. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:10:y:2017:i:1:p:88-106.

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2018Dividend derivatives. (2018). Tunaru, R S. In: Quantitative Finance. RePEc:taf:quantf:v:18:y:2018:i:1:p:63-81.

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2019Exchange Rate Sensitivity of Firm Value : Recent Evidence from Non-Financial Firms Listed on Borsa Istanbul. (2019). KAZDAL, Abdullah ; Yilmaz, Muhammed Hasan ; Kucuksarac, Doruk ; Guney, Ibrahim Ethem. In: CBT Research Notes in Economics. RePEc:tcb:econot:1911.

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2017The Present Value Relation Over Six Centuries: The Case of the Bazacle Company. (2017). Pouget, Sebastien ; le Bris, David ; Goetzmann, Will . In: TSE Working Papers. RePEc:tse:wpaper:31621.

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2019The formation of forward freight agreement rates in dry bulk shipping: Spot rates, risk premia, and heterogeneous expectations. (2019). Nomikos, Nikos K ; Moutzouris, Ioannis C. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:8:p:1008-1031.

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2018Cash Flow and Discount Rate Risk in the Investment Effect: A Downside Risk Approach. (2018). Rakowski, David ; Yamani, Ehab. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:08:y:2018:i:03:n:s2010139218500027.

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2020Foreign exchange rate exposure of companies under dynamic regret. (2020). Fuchs, Fabian U ; Entrop, Oliver. In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe. RePEc:zbw:upadbr:b4020.

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2020Macroeconomic determinants of foreign exchange rate exposure. (2020). Fuchs, Fabian U. In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe. RePEc:zbw:upadbr:b4220.

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Works by richard priestley:


YearTitleTypeCited
1997Do Assumptions About Factor Structure Matter in Empirical Tests of the APT? In: Journal of Business Finance & Accounting.
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article3
1997The Robustness of the APT to Alternative Estimators In: Journal of Business Finance & Accounting.
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article3
2000Sources of Systematic Risk in Futures and Spot Markets: A Study of Market Integration In: Journal of Business Finance & Accounting.
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article0
2009Implications of Keeping‐Up‐with‐the‐Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence In: Journal of Finance.
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article11
1999EMU and European Stock Market Integration In: CEPR Discussion Papers.
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paper222
2006EMU and European Stock Market Integration.(2006) In: The Journal of Business.
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This paper has another version. Agregated cites: 222
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2004The Impact of Globalization on the Equity Cost of Capital In: CEPR Discussion Papers.
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paper7
2000Dividend Behaviour and Dividend Signaling In: Journal of Financial and Quantitative Analysis.
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article25
2012Dividend Growth, Cash Flow, and Discount Rate News In: Journal of Financial and Quantitative Analysis.
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article8
1997Seasonality, Stock Returns and the Macroeconomy. In: Economic Journal.
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article7
2012Management compensation and market timing under portfolio constraints In: Journal of Economic Dynamics and Control.
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article0
2011Management compensation and market timing under portfolio constraints.(2011) In: CFR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
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2012Management compensation and market timing under portfolio constraints.(2012) In: CFR Working Papers.
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This paper has another version. Agregated cites: 0
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2004Exchange rate regimes and the price of exchange rate risk In: Economics Letters.
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article3
1999Mean reversion in Southeast Asian stock markets In: Journal of Empirical Finance.
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article33
1996The arbitrage pricing theory, macroeconomic and financial factors, and expectations generating processes In: Journal of Banking & Finance.
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article14
1998Reports of betas death are premature: Evidence from the UK In: Journal of Banking & Finance.
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article14
2001Time-varying persistence in expected returns In: Journal of Banking & Finance.
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article3
2011Real investment and risk dynamics In: Journal of Financial Economics.
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article26
1998Calculating the equity cost of capital using the APT: the impact of the ERM In: Journal of International Money and Finance.
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article3
2004Expected returns, risk and the integration of international bond markets In: Journal of International Money and Finance.
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article77
2007The impact of EMU on the equity cost of capital In: Journal of International Money and Finance.
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article19
2007Linear and nonlinear exchange rate exposure In: Journal of International Money and Finance.
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article26
2002Calculating the probability of failure of the Norwegian banking sector In: Journal of Multinational Financial Management.
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article9
1998Risk factors in the Malaysian stock market In: Pacific-Basin Finance Journal.
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article9
2000Abnormal Stock Returns and Public Policy: The Case of the UK Privatised Electricity and Water Utilities. In: International Journal of Finance & Economics.
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article1
2012Dividend Smoothing and Predictability In: Management Science.
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article34
2013The World Business Cycle and Expected Returns In: Review of Finance.
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article21
1996Estimating the cost of capital of the UKs newly privatized utilities In: Applied Economics Letters.
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article0
1997Is Beta dead? The role of alternative estimation methods In: Applied Economics Letters.
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article7
1997Technical analysis, trading volume and market efficiency: evidence from an emerging market In: Applied Financial Economics.
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1997Stock return predictability or mismeasured risk? In: Applied Financial Economics.
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