Peter Smith : Citation Profile


Are you Peter Smith?

University of York (50% share)
Australian National University (50% share)

12

H index

12

i10 index

349

Citations

RESEARCH PRODUCTION:

35

Articles

53

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   33 years (1984 - 2017). See details.
   Cites by year: 10
   Journals where Peter Smith has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 31 (8.16 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psm22
   Updated: 2019-08-24    RAS profile: 2019-07-05    
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Relations with other researchers


Works with:

Abhakorn, Pongrapeeporn (4)

Wickens, Michael (3)

Mendoza-Velázquez, Alfonso (2)

Mumford, Karen (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Smith.

Is cited by:

Mumford, Karen (30)

Wickens, Michael (9)

Poghosyan, Tigran (9)

Kočenda, Evžen (8)

Chzhen, Yekaterina (7)

Boockmann, Bernhard (6)

Peeters, Marga (5)

Singleton, Carl (5)

Kizys, Renatas (5)

Dreger, Christian (5)

Almeida-Santos, Filipe (5)

Cites to:

Wickens, Michael (22)

Gali, Jordi (13)

French, Kenneth (13)

Fama, Eugene (12)

Mumford, Karen (12)

Gertler, Mark (12)

Winter-Ebmer, Rudolf (9)

Campbell, John (9)

Weichselbaumer, Doris (9)

Jagannathan, Ravi (8)

Ritter, Jay (7)

Main data


Where Peter Smith has published?


Journals with more than one article published# docs
Economic Modelling4
Manchester School3
European Economic Review3
Journal of Economic Surveys2
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
IZA Discussion Papers / Institute of Labor Economics (IZA)6
Discussion Papers / University of Bamberg, Chair of Finance2
Money Macro and Finance (MMF) Research Group Conference 2004 / Money Macro and Finance Research Group2

Recent works citing Peter Smith (2019 and 2018)


YearTitle of citing document
2017Time series momentum and contrarian effects in the Chinese stock market. (2017). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1702.07374.

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2018Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment. (2018). Hansen, Erwin ; Guidolin, Massimo ; Lozano-Banda, Martin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1885.

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2018Paradox Lost: The Disappearing Female Job Satisfaction Premium. (2018). Leeves, Gareth ; Kler, Parvinder ; Heywood, John ; Green, Colin. In: British Journal of Industrial Relations. RePEc:bla:brjirl:v:56:y:2018:i:3:p:484-502.

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2019The Part-Time Wage Gap across the Wage Distribution. (2019). Granados, Patricia Gallego. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1791.

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2018Who works for whom and the UK gender pay gap?. (2018). Singleton, Carl ; Razzu, Giovanni ; Jewell, Sarah. In: ESE Discussion Papers. RePEc:edn:esedps:288.

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2019Harmful diversification: Evidence from alternative investments. (2019). Sutcliffe, Charles ; Sakkas, Athanasios ; Platanakis, Emmanouil. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:1:p:1-23.

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2019Understanding the gender wage-gap differential between the public and private sectors in Italy: A quantile approach. (2019). Castegnetti, Carolina ; Giorgetti, Maria Letizia ; Castagnetti, Carolina. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:240-261.

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2018Gendered choices of STEM subjects for matriculation are not driven by prior differences in mathematical achievement. (2018). Justman, Moshe ; Mendez, Susan J. In: Economics of Education Review. RePEc:eee:ecoedu:v:64:y:2018:i:c:p:282-297.

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2019The public–private sector wage differential in the UK: Evidence from longitudinal employer–employee data. (2019). Singleton, Carl. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:109-113.

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2018Momentum and reversal strategies in Chinese commodity futures markets. (2018). Yang, Yurun ; Pantelous, Athanasios A ; Goncu, Ahmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:177-196.

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2019Ever tried. Ever failed. No matter? On the demotivational effect of losing in repeated competitions. (2019). Haenni, Simon. In: Games and Economic Behavior. RePEc:eee:gamebe:v:115:y:2019:i:c:p:346-362.

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2017How do banks adjust to changing input prices? A dynamic analysis of U.S. commercial banks before and after the crisis. (2017). Shaffer, Sherrill ; Spierdijk, Laura ; Considine, Tim . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:1-14.

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2018Specific measures for older employees and late career employment. (2018). Boockmann, Bernhard ; Gobel, Christian ; Fries, Jan . In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:12:y:2018:i:c:p:159-174.

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2017Global investigation of return autocorrelation and its determinants. (2017). Jain, Pawan ; Xue, Wenjun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:200-217.

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2017Time series momentum and contrarian effects in the Chinese stock market. (2017). Shi, Huai-Long ; Zhou, Wei-Xing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:309-318.

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2019Estimating the conditional equity risk premium in African frontier markets. (2019). Othieno, Ferdinand ; Biekpe, Nicholas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:538-551.

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2017COSMO: A new COre Structural MOdel for Ireland. (2017). Smith, Donal ; Morgenroth, Edgar ; Holland, Dawn ; Conroy, Niall ; Bergin, Adele ; Rodriguez, Abian Garcia ; McInerney, Niall ; Niall Mc Inerney, . In: Papers. RePEc:esr:wpaper:wp553.

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2018Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment. (2018). Hansen, Erwin ; Guidolin, Massimo ; Lozano-Banda, Martin. In: Working Papers. RePEc:igi:igierp:627.

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2019Pay and Job Rank Amongst Academic Economists in the UK: Is Gender Relevant?. (2019). Sechel, Cristina ; Mumford, Karen. In: IZA Discussion Papers. RePEc:iza:izadps:dp12397.

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2019GENDER INCOME GAP OVER LIFE-CYCLE: CROSS-COUNTRY ANALYSIS. (2019). Gogoladze, Papuna. In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series. RePEc:mtk:febawb:117.

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2019Differences in income distributions for men and women in the European Union countries. (2019). Landmesser, Joanna. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:14:y:2019:i:1:p:81-98.

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2018Who works for whom and the UK gender pay gap?. (2018). Singleton, Carl ; Razzu, Giovanni ; Jewell, Sarah. In: MPRA Paper. RePEc:pra:mprapa:87191.

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2018Sex-typing of subject fields of study and employment among graduates in Costa Rica. (2018). Blanco, Laura Cristina. In: Revista de Ciencias Económicas. RePEc:rce:rvceco:33850.

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2019Who works for whom and the UK gender pay gap. (2019). Singleton, Carl ; Razzu, Giovanni ; Jewell, Sarah Louise . In: Economics & Management Discussion Papers. RePEc:rdg:emxxdp:em-dp2019-06.

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2019Новые модели анализа изменений стоимости компании, основанные на стохастических ставках дисконтирования // N. (2019). П. Жуков Е., ; Zhukov, P. In: Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice. RePEc:scn:financ:y:2019:i:3:p:35-48.

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2017Pay, Rank and Job Satisfaction amongst Academic Economists in the UK.. (2017). Mumford, Karen ; Sechel, Cristina. In: Discussion Papers. RePEc:yor:yorken:17/17.

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2018Offshoring and the polarisation of the demand for capital. (2018). Nagengast, Arne ; Bursian, Dirk. In: Discussion Papers. RePEc:zbw:bubdps:172018.

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Peter Smith has edited the books:


YearTitleTypeCited

Works by Peter Smith:


YearTitleTypeCited
1993Predicting the Long-Term Unemployed: A primer for the Commonwealth Employment Service. In: CEPR Discussion Papers.
[Citation analysis]
paper2
2004Job Tenure in Britain: Employee Characteristics versus Workplace Effects In: Economica.
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article19
2004Job Tenure in Britain: Employee Characteristics Versus Workplace Effects.(2004) In: IZA Discussion Papers.
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This paper has another version. Agregated cites: 19
paper
Job Tenure in Britain: Employee Characteristics Versus Workplace Effects.() In: Discussion Papers.
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This paper has another version. Agregated cites: 19
paper
2000Men, Women and the Hiring Function. In: The Economic Record.
[Citation analysis]
article0
1999Men, Women and the Hiring Function.(1999) In: Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2002 Asset Pricing with Observable Stochastic Discount Factors. In: Journal of Economic Surveys.
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article25
2002Asset Pricing with Observable Stochastic Discount Factors..(2002) In: Discussion Papers.
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This paper has another version. Agregated cites: 25
paper
1995 GAUSS 3.2 and COUNT 2.0. In: Journal of Economic Surveys.
[Citation analysis]
article0
1987Current Account Movements, Wealth Effects and the Determination of the Real Exchange Rate. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article1
2007THE GENDER EARNINGS GAP IN BRITAIN: INCLUDING THE WORKPLACE In: Manchester School.
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article14
2013Equity Returns and the Business Cycle: the Role of Supply and Demand Shocks In: Manchester School.
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article1
2013Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks.(2013) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 1
paper
2012Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks.(2012) In: Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2015Peer Salaries and Gender Differences in Job Satisfaction in the Workplace In: Manchester School.
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article3
1987A Two-Sector Analysis of the UK Labour Market. In: Oxford Bulletin of Economics and Statistics.
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article5
1999 The Hiring Function Reconsidered: On Closing the Circle. In: Oxford Bulletin of Economics and Statistics.
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article35
1997The Hiring Function Reconsidered: On Closing the Circle.(1997) In: CEP Discussion Papers.
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This paper has another version. Agregated cites: 35
paper
1996THE HIRING FUNCTION RECONSIDERED: ON CLOSING THE CIRCLE.(1996) In: Discussion Papers.
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This paper has another version. Agregated cites: 35
paper
2004JOB REALLOCATION, EMPLOYMENT CHANGE AND AVERAGE JOB TENURE: THEORY AND WORKPLACE EVIDENCE FROM AUSTRALIA In: Scottish Journal of Political Economy.
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article0
1997Job Reallocation: Theory and Workplace Evidence In: CEP Discussion Papers.
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paper0
2013What do the Fama-French Factors Add to C-CAPM? In: CESifo Working Paper Series.
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paper7
2013What do the Fama–French factors add to C-CAPM?.(2013) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 7
article
2013What do the Fama-French factors add to CCAPM?.(2013) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 7
paper
Consumption, Size and Book-to-Market Ratio in Equity Returns.() In: Discussion Papers.
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paper
2002Macroeconomic Sources of FOREX Risk In: CEPR Discussion Papers.
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paper14
1984An Empirical Investigation into the Causes of the Failure of the Monetary Model of the Exchange Rate In: CEPR Discussion Papers.
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paper2
2009The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks In: CEPR Discussion Papers.
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paper1
2010The equity premium and the business cycle: the role of demand and supply shocks.(2010) In: International Journal of Finance & Economics.
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This paper has another version. Agregated cites: 1
article
2007The Public-Private Sector Wage Differential: Gender, Workplaces and Family Friendliness In: Dundee Discussion Papers in Economics.
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paper2
1988Unemployment, Vacancies and the Long-term Unemployed. In: Economic Journal.
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article35
2016The trend is our friend: Risk parity, momentum and trend following in global asset allocation In: Journal of Behavioral and Experimental Finance.
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article1
2013The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation.(2013) In: CAMA Working Papers.
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2012The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation.(2012) In: Discussion Papers.
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paper
1988The gains from optimal control in a small econometric model of the UK In: Journal of Economic Dynamics and Control.
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article0
1996Targeting inflation: Comparative control exercises on models of the UK economy In: Economic Modelling.
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article1
1998Comparing global economic models In: Economic Modelling.
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article26
2000Output price determination and the business cycle In: Economic Modelling.
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article5
1989The London Business School econometric model : Some recent developments In: Economic Modelling.
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article3
1991Wage dispersion and inflation : Evidence from U.K. manufacturing industries In: Economics Letters.
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article0
1987Long-term unemployment and the shifting U-V curve : A multi-country study In: European Economic Review.
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article16
1989Interrelated factor demands for manufacturing: A dynamic translog cost function approach In: European Economic Review.
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article7
1993Modelling risk premia in international asset markets In: European Economic Review.
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article1
1991Modelling Rsik Premia in International Asset Markets..(1991) In: Australian National University - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2014Trend following, risk parity and momentum in commodity futures In: International Review of Financial Analysis.
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article6
2012Trend Following, Risk Parity and Momentum in Commodity Futures.(2012) In: Discussion Papers.
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This paper has another version. Agregated cites: 6
paper
1997UK stock returns and robust tests of mean variance efficiency In: Journal of Banking & Finance.
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article13
1994Macroeconomic modelling and policy implications: In honour of Pertti Kukkonen : S. Honkapohja and M. Ingberg, eds, (North-Holland, Amsterdam, 1993) Pp. xvi + 218, ISBN 0 444 89626 0, US $93.0/Dfl. 175 In: European Journal of Political Economy.
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article0
2016Can stochastic discount factor models explain the cross-section of equity returns? In: Review of Financial Economics.
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article1
A Cross Section of Equity Returns: The No-Arbitrage Test.() In: Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2006THE ASYMMETRIC EFFECT OF THE BUSINESS CYCLE ON THE RELATION BETWEEN STOCK MARKET RETURNS AND THEIR VOLATILITY In: CAMA Working Papers.
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paper1
2005The asymmetric effect of the business cycle on the relation between stock market returns and their volatility.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005.
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2014European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk? In: CAMA Working Papers.
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paper0
2014European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk?.(2014) In: Discussion Papers.
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2019Absolute momentum, sustainable withdrawal rates and glidepath investing in US retirement portfolios from 1925 In: CAMA Working Papers.
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paper0
2016Workplaces, Low Pay and the Gender Earnings Gap in Britain In: IZA Discussion Papers.
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2004The Gender Earnings Gap in Britain In: IZA Discussion Papers.
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paper5
The Gender Earnings Gap in Britain.() In: Discussion Papers.
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This paper has another version. Agregated cites: 5
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2007Assessing the Importance of Male and Female Part-Time Work for the Gender Earnings Gap in Britain In: IZA Discussion Papers.
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paper3
2007The Public-Private Sector Gender Wage Differential: Evidence from Matched Employee-Workplace Data In: IZA Discussion Papers.
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paper8
2012Peer Salaries and Employee Satisfaction in the Workplace In: IZA Discussion Papers.
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paper3
1986An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate. In: Journal of Applied Econometrics.
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article6
2010Discussion of the Fisher Effect Puzzle: A Case of Non-Linear Relationship In: Open Economies Review.
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article0
2004IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany In: Money Macro and Finance (MMF) Research Group Conference 2004.
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paper2
2004IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany.(2004) In: Discussion Papers.
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This paper has another version. Agregated cites: 2
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2004Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium In: Money Macro and Finance (MMF) Research Group Conference 2004.
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paper0
2009What determines the part-time and gender earnings gaps in Britain: evidence from the workplace In: Oxford Economic Papers.
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article25
1994Econometric Evaluation of Consumers Expenditure Equations. In: Oxford Review of Economic Policy.
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article14
2003Determinants of current job tenure: a cross country comparison In: Australian Journal of Labour Economics (AJLE).
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article3
2006 The New Consensus in Monetary Policy: Is the NKM fit for the purpose of inflation targeting? In: CDMA Conference Paper Series.
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paper2
1996Global macroeconomic shocks, time-varying covariances and tests of the international CAPM In: Applied Economics Letters.
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article2
2011The public-private sector gender wage differential in Britain: evidence from matched employee-workplace data In: Applied Economics.
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article12
Choques transitorios y de largo plazo en el PIB mexicano: un modelo de vectores autorregresivos estructurales con Stata In: Stata Press book chapters.
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chapter0
2000Job Reallocation and Average Job Tenure: Theory and Workplace Evidence From Australia In: Discussion Papers.
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1996Job Reallocation and Average Job Tenure: Theory and Workplace Evidence from Australia.(1996) In: Discussion Papers.
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This paper has another version. Agregated cites: 0
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2000Job Tenure in Australia and Britain: Individual Versus Workplace effects In: Discussion Papers.
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paper1
2000Portfolio return autocorrelation and non-synchronous trading in UK equities In: Discussion Papers.
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paper3
Macroeconomic Sources of Equity Risk In: Discussion Papers.
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paper9
An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors In: Discussion Papers.
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paper3
2007The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04) In: Discussion Papers.
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paper0
2012BREAKING INTO THE BLACKBOX: Trend Following, Stop Losses, and the Frequency of Trading: the case of the S&P500 In: Discussion Papers.
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2012Durable Consumption, Long-Run Risk and The Equity Premium In: Discussion Papers.
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2014When Growth Beats Value: Removing Tail Risk From Global Equity Momentum Strategies In: Discussion Papers.
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2015Size Matters: Tail Risk, Momentum and Trend Following in International Equity Portfolios In: Discussion Papers.
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2015Carry and Trend Following Returns in the Foreign Exchange Market In: Discussion Papers.
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paper0
2016Reducing sequence risk using trend following investment strategies and the CAPE In: Discussion Papers.
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paper0
2017Decumulation, Sequencing Risk and the Safe Withdrawal Rate: Why the 4% Withdrawal Rule leaves Money on the Table In: Discussion Papers.
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1996Predicting UK Stock Returns and Robust Tests of Mean Variance Efficiency In: Discussion Papers.
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paper0
2004The Existence and Effectiveness of Price Support Activities in Germany: A Note In: Discussion Papers.
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