Charles Sutcliffe : Citation Profile


Are you Charles Sutcliffe?

University of Reading

10

H index

11

i10 index

264

Citations

RESEARCH PRODUCTION:

37

Articles

22

Papers

3

Books

22

Chapters

RESEARCH ACTIVITY:

   43 years (1978 - 2021). See details.
   Cites by year: 6
   Journals where Charles Sutcliffe has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 12 (4.35 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psu64
   Updated: 2022-11-19    RAS profile: 2022-10-13    
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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 Charles Sutcliffe.

Is cited by:

Chelley-Steeley, Patricia (4)

lucey, brian (4)

Tonks, Ian (4)

Magni, Carlo Alberto (2)

Ponds, Eduard (2)

Papathanasiou, Spyros (2)

Tomić, Bojan (2)

HE, YingHua (2)

Illueca, Manuel (2)

Biagi, Bianca (2)

Walther, Thomas (2)

Cites to:

Lo, Andrew (10)

Renneboog, Luc (10)

Ang, Andrew (8)

Ponds, Eduard (8)

Mitchell, Olivia (7)

Brooks, Chris (7)

Bekaert, Geert (6)

Zhou, Guofu (6)

Huffman, David (6)

Falk, Armin (6)

Dohmen, Thomas (6)

Main data


Where Charles Sutcliffe has published?


Journals with more than one article published# docs
The European Journal of Finance3
The British Accounting Review3
Journal of Futures Markets3
Scottish Journal of Political Economy2
Intelligent Systems in Accounting, Finance and Management2
Journal of Business Finance & Accounting2
Applied Economics2

Working Papers Series with more than one paper published# docs
ICMA Centre Discussion Papers in Finance / Henley Business School, University of Reading13

Recent works citing Charles Sutcliffe (2022 and 2021)


YearTitle of citing document
2022Green Supply Chain Management: Opportunities, Challenges and Changing Strategies: A literature Review. (2022). Pasha, Urooj ; Khan, Samina. In: iRASD Journal of Management. RePEc:ani:irdjom:v:4:y:2022:i:2:p:201-218.

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2021Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866.

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2021WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS. (2021). Fernandez Bariviera, Aurelio ; Meredizsola, Ignasi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:377-407.

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2021Hedging uncertainty with cryptocurrencies: Is bitcoin your best bet?. (2021). Zopounidis, Constantin ; King, Timothy ; Koutmos, Dimitrios. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:4:p:815-837.

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2021Factor pricing of cryptocurrencies. (2021). CHONG, Terence Tai Leung ; Wang, Qiyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940820302308.

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2021The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market. (2021). Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001327.

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2022Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain. (2022). Wang, Yaojun ; Zhao, Chengjie ; Li, Yangyang ; Gao, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002151.

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2022Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?. (2022). Naifar, Nader ; Hussain, Syed Jawad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002266.

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2022Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks. (2022). Mulvey, John M ; Uysal, Sinem A ; Li, Xiaoyue. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:3:p:1158-1176.

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2022Connectedness mechanisms in the “Carbon-Commodity-Finance” system: Investment and management policy implications for emerging economies. (2022). , Christina ; Lai, Kee-Hung ; Tian, Tingting. In: Energy Policy. RePEc:eee:enepol:v:169:y:2022:i:c:s0301421522004153.

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2021Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Tsagkanos, Athanasios ; Floros, Christos ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491.

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2021Carbon-intensive industries in Socially Responsible mutual funds portfolios. (2021). Muoz, Fernando. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000831.

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2022The crisis alpha of managed futures: Myth or reality?. (2022). Mende, Alexander ; Frommel, Michael ; Asif, Raheel. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000242.

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2022Do we need higher-order comoments to enhance mean-variance portfolios? Evidence from a simplified jump process. (2022). Simaan, Yusif ; Khashanah, Khaldoun. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000412.

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2022Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors. (2022). Downing, Gareth ; Semeyutin, Artur. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000503.

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2021From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks. (2021). Matkovskyy, Roman ; Bouraoui, Taoufik ; Dowling, Michael ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309894.

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2021Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets. (2021). Dingec, Kemal Dincer ; Silahli, Baykar ; Aydin, Nezir ; Cifter, Atilla. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312024.

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2022Do hedge and merger arbitrage funds actually hedge? A time-varying volatility spillover approach. (2022). Papathanasiou, Spyros ; Koutsokostas, Drosos ; Magoutas, Anastasios ; Vasiliou, Dimitrios. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001690.

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2022Extreme tail network analysis of cryptocurrencies and trading strategies. (2022). Naeem, Muhammad Abubakr ; Ahmad, Tanveer ; Bouri, Elie ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001872.

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2021Do Sukuk provide diversification benefits to conventional bond investors? Evidence from Turkey. (2021). Karan, Mehmet Baha ; Arslan-Ayaydin, Ozgur ; Pirgaip, Burak. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028319303151.

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2021Tracing the main path of interdisciplinary research considering citation preference: A case from blockchain domain. (2021). Pan, Tianxing ; Yu, Dejian. In: Journal of Informetrics. RePEc:eee:infome:v:15:y:2021:i:2:s1751157721000079.

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2021Influence difference main path analysis: Evidence from DNA and blockchain domain citation networks. (2021). Sheng, Libo ; Yu, Dejian. In: Journal of Informetrics. RePEc:eee:infome:v:15:y:2021:i:4:s1751157721000572.

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2021Speculation and lottery-like demand in cryptocurrency markets. (2021). Junttila, Juha ; Grobys, Klaus. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000081.

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2021From dotcom to Covid-19: A convergence analysis of Islamic investments. (2021). Kenourgios, Dimitris ; Petropoulou, Athina ; Pappas, Vasileios ; Alexakis, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001372.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2022Customer environmental concerns and profit margin: Evidence from manufacturing firms. (2022). Xie, Yifan ; Zhang, Dengjun. In: Journal of Economics and Business. RePEc:eee:jebusi:v:120:y:2022:i:c:s0148619522000133.

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2022Forecasting stock market volatility using commodity futures volatility information. (2022). Guo, Xiaozhu ; Liu, Guangqiang. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100489x.

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2021A review of supply chain integration extents, contingencies and performance : A post Covid-19 review. (2021). Abbasi, Muhammad Nauman ; Hassan, Nadir Munir. In: Operations Research Perspectives. RePEc:eee:oprepe:v:8:y:2021:i:c:s2214716021000063.

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2021Corporate social and environmental irresponsibilities in supply chains, contamination, and damage of intangible resources: A behavioural approach. (2021). Shin, Hyunju ; Park, Camila Lee ; Nunes, Mauro Fracarolli. In: International Journal of Production Economics. RePEc:eee:proeco:v:241:y:2021:i:c:s0925527321002516.

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2022The role of circular economy principles and sustainable-oriented innovation to enhance social, economic and environmental performance: Evidence from Mexican SMEs. (2022). Dey, Prasanta ; Malesios, Chrisovalantis ; Despoudi, Stella ; Albores, Pavel ; Diaz-Acevedo, Natalie ; Chowdhury, Soumyadeb ; Cuevas-Romo, Ana ; Rodriguez-Espindola, Oscar. In: International Journal of Production Economics. RePEc:eee:proeco:v:248:y:2022:i:c:s0925527322000883.

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Does bad press help or hinder sustainable supply chain management? An empirical investigation of US-based corporations. (2022). Hartmann, Julia ; Heese, Sebastian H ; Damberg, Sarah V. In: International Journal of Production Economics. RePEc:eee:proeco:v:249:y:2022:i:c:s0925527322000974.

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2021Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysis. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Wanas, Idries Mohammad ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:96-113.

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2022Portfolio optimization under multivariate affine generalized hyperbolic distributions. (2022). Tan, Ken Seng ; Li, Bin ; Liu, Kai ; Wang, Chou-Wen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:49-66.

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2021The entry and exit dynamics of the cryptocurrency market. (2021). Vidal-Tomas, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001252.

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2022Exploring the predictability of cryptocurrencies via Bayesian hidden Markov models. (2022). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001756.

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2022Benefits of sectoral cryptocurrency portfolio optimization. (2022). Tomić, Bojan ; Žiković, Saša ; Uljak, Maria. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000034.

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2022Sustainable supply chain management with NGOs, NPOs, and charity organizations: A systematic review and research agenda. (2022). , Andy ; Chung, Sai-Ho ; Xu, Xiaoyan. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:164:y:2022:i:c:s1366554522002095.

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2021The diversification benefits of cryptocurrencies in multi-asset portfolios: cross-country evidence. (2021). Colombo, Jéfferson ; Cortes, Renan X. In: Textos para discussão. RePEc:fgv:eesptd:542.

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2021How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature. (2021). Arnaut-Berilo, Almira ; Omanovic, Adna ; Zaimovic, Azra. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:551-:d:679488.

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2021.

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2021Multi-Objective Fuzzy Tourist Trip Design Problem with Heterogeneous Preferences and Sustainable Itineraries. (2021). Montoya-Torres, Jairo R ; Brito, Julio ; Ruiz-Meza, Jose. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:17:p:9771-:d:625965.

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2021Renewable Power Generation: A Supply Chain Perspective. (2021). Buker, Mahmutsami ; Allouhi, Amine ; Jelti, Faissal ; Jamil, Abdelmajid ; Saadani, Rachid. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1271-:d:487012.

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2022Sustainable Management Practices and Stakeholder Pressure: A Systematic Literature Review. (2022). Cheng, Yang ; Farooq, Sami ; Haleem, Fazli ; Waehrens, Brian Vejrum. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:4:p:1967-:d:745429.

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2022Environmental, Social, and Governance Integration into the Business Model: Literature Review and Research Agenda. (2022). Almazyad, Othman ; Kokuryo, Jiro ; Aldowaish, Alaa ; Goi, Hoe Chin. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:5:p:2959-:d:763244.

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2022Developing a Framework for Closed-Loop Supply Chain and Its Impact on Sustainability in the Petrochemicals Industry. (2022). Lukman, Rebeka Kovai ; El-Sheikh, Lubna. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:6:p:3265-:d:768580.

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2021Index Future Trading and Spot Market Volatility in Frontier Markets: Evidence from Ho Chi Minh Stock Exchange. (2021). van Vo, Dut ; Kim, Anh Thi ; Truong, Loc Dong. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09325-1.

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2022Feed price risk management for sheep production in Spain: a composite future cross-hedging strategy. (2022). Garcia-Garcia, Agustin ; Rondinone, Gonzalo ; Thomasz, Esteban Otto ; Perez-Franco, Ismael. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:2:d:10.1057_s41283-021-00088-1.

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2021Economic Evaluation of Cryptocurrency Investment. (2021). Sakemoto, Ryuta. In: MPRA Paper. RePEc:pra:mprapa:108283.

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2021SOCIETÀ DI CALCIO EUROPEE QUOTATE E MERCATI FINANZIARI: UNANALISI EMPIRICA SULLE DETERMINANTI DEI CORSI AZIONARI. (2021). D'Apolito, Elisabetta ; Pacelli, Vincenzo ; Maci, Giampiero. In: Rivista di Diritto ed Economia dello Sport. RePEc:rde:rivdes:202102maci_pacelli_dapolito.

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2021Distribution of financial resources by areas of investments in the human capital of the region. (2021). Krasova, Elena V ; Krasko, Andrey A ; Mazelis, Lev S. In: Economic Consultant. RePEc:ris:statec:0094.

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2021Can Social Media Predict Soccer Clubs’ Stock Prices? The Case of Turkish Teams and Twitter. (2021). Kasap, Nihat ; Akhavan-Tabatabaei, Raha ; Langroudi, Amirreza Safari ; Tanaltay, Altua. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211004153.

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

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2021Multi-asset scenario building for trend-following trading strategies. (2021). Thomann, Andreas. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03547-2.

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2022Incorporating environmental and social considerations into the portfolio optimization process. (2022). Tsihrintzis, G ; Metaxiotis, K ; Liagkouras, K. In: Annals of Operations Research. RePEc:spr:annopr:v:316:y:2022:i:2:d:10.1007_s10479-020-03554-3.

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2022.

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2022.

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2021Blockchain and cryptocurrencies: economic and financial research. (2021). Cretarola, Alessandra ; Grunspan, Cyril ; Figa-Talamanca, Gianna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00366-3.

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2022Robust portfolio selection problems: a comprehensive review. (2022). Ghasemi, Alireza ; Saif, Ahmed ; Ghahtarani, Alireza. In: Operational Research. RePEc:spr:operea:v:22:y:2022:i:4:d:10.1007_s12351-022-00690-5.

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2021Machine Learning and Factor-Based Portfolio Optimization. (2021). Cotter, John ; Conlon, Thomas ; Kynigakis, Iason. In: Working Papers. RePEc:ucd:wpaper:202111.

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2021Corporate social responsibility strategy, sustainable product attributes, and export performance. (2021). Puhakka, Vesa ; Arslan, Ahmad ; Ullah, Zeeshan. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:28:y:2021:i:6:p:1840-1853.

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2021Optimal and naive diversification in an emerging market: Evidence from Chinas A?shares market. (2021). Yan, JI. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3740-3758.

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2021Should stock investors include cryptocurrencies in their portfolios after all? Evidence from a conditional diversification benefits measure. (2021). Bayraci, Seluk ; Demiralay, Sercan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:6188-6204.

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2022Corporate governance performance ratings with machine learning. (2022). Danielson, Mats ; Semenova, Natalia ; Rana, Tarek ; Neidermeyer, Presha E ; Ohman, Peter ; Samsten, Isak ; Ardeshiri, Tohid ; Svanberg, Jan. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:29:y:2022:i:1:p:50-68.

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2021The impact of sustainability reporting quality on the value relevance of corporate sustainability performance. (2021). Mumtaz, Raheel ; Tahir, Muhammad ; Ayub, Usman ; Ali, Akhter ; Jadoon, Imran Abbas. In: Sustainable Development. RePEc:wly:sustdv:v:29:y:2021:i:1:p:155-175.

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Works by Charles Sutcliffe:


YearTitleTypeCited
1996Trade Transparency and the London Stock Exchange In: European Financial Management.
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article25
2000The Proof of the Pudding: The Effects of Increased Trade Transparency in the London Stock Exchange In: Journal of Business Finance & Accounting.
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article4
2001The Effect of Futures Market Volume on Spot Market Volatility In: Journal of Business Finance & Accounting.
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article13
1982Keynesian Income Multipliers with First and Second Round Effects: An Application to Tourist Expenditure. In: Oxford Bulletin of Economics and Statistics.
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article11
1978The First Round of the Keynesian Regional Income Multiplier. In: Scottish Journal of Political Economy.
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article5
1983Injection Leakages, Trade Repercussions and the Regional Income Multiplier: An Extension. In: Scottish Journal of Political Economy.
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article3
2006Merging Schemes: An Economic Analysis of Defined Benefit Pension Scheme Merger Criteria In: Annals of Actuarial Science.
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article0
2005Merging Schemes: An Ecomomic Analysis of Defined Benefit Pension Scheme Merger Criteria.(2005) In: ICMA Centre Discussion Papers in Finance.
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2004Pension Scheme Asset Allocation with Taxation Arbitrage, Risk Sharing and Default Insurance In: British Actuarial Journal.
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article0
2005The cult of the equity for pension funds: should it get the boot? In: Journal of Pension Economics and Finance.
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article1
2018Socially responsible investment portfolios: Does the optimization process matter? In: The British Accounting Review.
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article16
2019Harmful diversification: Evidence from alternative investments In: The British Accounting Review.
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article10
2017Harmful Diversification: Evidence from Alternative Investments.(2017) In: ICMA Centre Discussion Papers in Finance.
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2021Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach In: The British Accounting Review.
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article1
2018Optimal vs naïve diversification in cryptocurrencies In: Economics Letters.
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article41
2021Horses for courses: Mean-variance for asset allocation and 1/N for stock selection In: European Journal of Operational Research.
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article6
2010Valuing medieval annuities: Were corrodies underpriced? In: Explorations in Economic History.
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article2
2009Valuing Medieval Annuities: Were Corrodies Underpriced?.(2009) In: ICMA Centre Discussion Papers in Finance.
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2015Trading death: The implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios In: International Review of Financial Analysis.
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article2
2013Trading Death: The Implications of Annuity Replication for the Annuity Puzzle, Arbitrage, Speculation and Portfolios.(2013) In: ICMA Centre Discussion Papers in Finance.
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2016Pension scheme redesign and wealth redistribution between the members and sponsor: The USS rule change in October 2011 In: Insurance: Mathematics and Economics.
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article4
2015Pension Scheme Redesign and Wealth Redistribution Between the Members and Sponsor: The USS Rule Change in October 2011.(2015) In: ICMA Centre Discussion Papers in Finance.
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2019The role of customer awareness in promoting firm sustainability and sustainable supply chain management In: International Journal of Production Economics.
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article19
2000Black-Scholes Versus Neural Networks in Pricing FTSE 100 Options. In: University of Southampton - Department of Accounting and Management Science.
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paper7
2001Scheduled Announcements and Volatility Patterns: The Effects of Monetary Policy Committee Announcements on LIBOR and Short Sterling Futures and Options. In: University of Southampton - Department of Accounting and Management Science.
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paper4
2003Scheduled announcements and volatility patterns: The effects of monetary policy committee announcements on LIBOR and short sterling futures and options.(2003) In: Journal of Futures Markets.
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1995The Performance of Covered Calls and Protective Puts. In: University of Southampton - Department of Accounting and Management Science.
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paper0
1993The Dual Listing of Stock Index Futures: Arbitrage, Spread Arbitrage and Currency Risk. In: University of Southampton - Department of Accounting and Management Science.
[Citation analysis]
paper5
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2002Executive Summary and Policy Implications In: Palgrave Macmillan Books.
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2002Introduction and Overview In: Palgrave Macmillan Books.
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2002Theory and Results on Transparency In: Palgrave Macmillan Books.
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2005A False Perception? The relative riskiness of AIM and listed Stocks In: ICMA Centre Discussion Papers in Finance.
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2007Should Defined Benefit Pension Schemes be Career Average or Final Salary? In: ICMA Centre Discussion Papers in Finance.
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