Charles Sutcliffe : Citation Profile


Are you Charles Sutcliffe?

University of Reading

7

H index

1

i10 index

128

Citations

RESEARCH PRODUCTION:

31

Articles

23

Papers

1

Books

RESEARCH ACTIVITY:

   40 years (1978 - 2018). See details.
   Cites by year: 3
   Journals where Charles Sutcliffe has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 10 (7.25 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psu64
   Updated: 2019-11-16    RAS profile: 2019-11-06    
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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 (5)

Tonks, Ian (4)

Wright, Robert (3)

lucey, brian (3)

Bhaumik, Sumon (2)

Biagi, Bianca (2)

Gradojevic, Nikola (2)

Madhavan, Ananth (2)

Illueca, Manuel (2)

Faggian, Alessandra (2)

Lafuente, Juan Angel (2)

Cites to:

Ang, Andrew (7)

Brooks, Chris (7)

Falk, Armin (6)

Mitchell, Olivia (6)

Dohmen, Thomas (6)

Bekaert, Geert (6)

Sunde, Uwe (6)

Huffman, David (6)

Finkelstein, Amy (5)

Hoevenaars, Roy (5)

Schupp, Jürgen (4)

Main data


Where Charles Sutcliffe has published?


Journals with more than one article published# docs
Journal of Futures Markets3
The European Journal of Finance3
Scottish Journal of Political Economy2
Journal of Business Finance & Accounting2
The British Accounting Review2

Working Papers Series with more than one paper published# docs
ICMA Centre Discussion Papers in Finance / Henley Business School, Reading University13

Recent works citing Charles Sutcliffe (2019 and 2018)


YearTitle of citing document
2018Pricing Options with Exponential Levy Neural Network. (2018). Huh, Jeonggyu. In: Papers. RePEc:arx:papers:1802.06520.

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2018‘Because family and friends got easily weary of taking care’: a new perspective on the specialization in the elderly care sector in early modern Holland. (2018). Boele, Anita ; de Moor, Tine . In: Economic History Review. RePEc:bla:ehsrev:v:71:y:2018:i:2:p:437-463.

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2018Efficient Market Hypothesis: Foreign Exchange Market of Bangladesh. (2018). Firoj, Mahamuda ; Khanom, Sharmina. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-06-14.

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2019Evaluation of multivariate GARCH models in an optimal asset allocation framework. (2019). Hasim, Haslifah M ; Vrontos, Spyridon ; Abdul, Nor Syahilla. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:568-596.

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2019Portfolio management with cryptocurrencies: The role of estimation risk. (2019). Urquhart, Andrew ; Platanakis, Emmanouil. In: Economics Letters. RePEc:eee:ecolet:v:177:y:2019:i:c:p:76-80.

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2018Portfolio optimization based on stochastic dominance and empirical likelihood. (2018). Post, Thierry ; Arvanitis, Stelios ; Karabati, Seluk. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:167-186.

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2018Investment decisions and sensitivity analysis: NPV-consistency of rates of return. (2018). Magni, Carlo Alberto ; Marchioni, Andrea. In: European Journal of Operational Research. RePEc:eee:ejores:v:268:y:2018:i:1:p:361-372.

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2019Wavelet-based option pricing: An empirical study. (2019). Liu, Xiaoquan ; Shen, Liya ; Ma, Chenghu ; Cao, YI. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:3:p:1132-1142.

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2018The behaviour of energy-related volatility indices around scheduled news announcements: Implications for variance swap investments. (2018). Lopez, Raquel. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:356-364.

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2019Cryptocurrencies as a financial asset: A systematic analysis. (2019). Yarovaya, Larisa ; Urquhart, Andrew ; Lucey, Brian ; Corbet, Shaen. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:182-199.

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2019Is Bitcoin a hedge or safe haven for currencies? An intraday analysis. (2019). Zhang, Hanxiong ; Urquhart, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:49-57.

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2018The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs. (2018). Jitmaneeroj, Boonlert. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:282-298.

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2019Managerial Self-Attribution Bias and Banks’ Future Performance: Evidence from Emerging Economies. (2019). Iqbal, Javid. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:73-:d:225828.

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2018Using Neural Networks to Price and Hedge Variable Annuity Guarantees. (2018). Doyle, Daniel ; Groendyke, Chris . In: Risks. RePEc:gam:jrisks:v:7:y:2018:i:1:p:1-:d:192723.

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2019Sustainable Investment: Interrelated among Corporate Governance, Economic Performance and Market Risks Using Investor Preference Approach. (2019). Tseng, Ming-Lang ; Aji, Susilo Nur ; Negash, Yeneneh Tamirat ; Lin, Chun-Wei Remen ; Jeng, Shiou-Yun ; Tan, Phan Anh. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:7:p:2108-:d:221111.

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2019An analysis of the unbiased forward rate hypothesis in developed and emerging economies. (2019). Bonga-Bonga, Lumengo ; Phungo, Muka. In: MPRA Paper. RePEc:pra:mprapa:92222.

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2018Investment decisions and sensitivity analysis: NPV-consistency of rates of return. (2018). Magni, Carlo Alberto ; Marchioni, Andrea. In: MPRA Paper. RePEc:pra:mprapa:95266.

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2019Trade Uncertainties and the Hedging Abilities of Bitcoin. (2019). GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201948.

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2018Risk minimization in multi-factor portfolios: What is the best strategy?. (2018). Kremer, Philipp J ; Paterlini, Sandra ; Talmaciu, Andreea. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2467-6.

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2018Learning minimum variance discrete hedging directly from the market. (2018). Nian, KE ; Li, Yuying ; Coleman, Thomas F. In: Quantitative Finance. RePEc:taf:quantf:v:18:y:2018:i:7:p:1115-1128.

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2018The local economic impact of shale gas extraction. (2018). Whyman, Philip B. In: Regional Studies. RePEc:taf:regstd:v:52:y:2018:i:2:p:184-196.

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Works by Charles Sutcliffe:


YearTitleTypeCited
1996Trade Transparency and the London Stock Exchange In: European Financial Management.
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article27
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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article6
2001The Effect of Futures Market Volume on Spot Market Volatility In: Journal of Business Finance & Accounting.
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article9
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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article8
1978The First Round of the Keynesian Regional Income Multiplier. In: Scottish Journal of Political Economy.
[Citation analysis]
article1
1983Injection Leakages, Trade Repercussions and the Regional Income Multiplier: An Extension. In: Scottish Journal of Political Economy.
[Citation analysis]
article2
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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This paper has another version. Agregated cites: 0
paper
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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article2
2019Harmful diversification: Evidence from alternative investments In: The British Accounting Review.
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article1
2017Harmful Diversification: Evidence from Alternative Investments.(2017) In: ICMA Centre Discussion Papers in Finance.
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This paper has another version. Agregated cites: 1
paper
2018Optimal vs naïve diversification in cryptocurrencies In: Economics Letters.
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article4
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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This paper has another version. Agregated cites: 2
paper
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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article0
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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This paper has another version. Agregated cites: 0
paper
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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article2
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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This paper has another version. Agregated cites: 2
paper
2002Market Regulation in a Dynamic Environment In: FMG Special Papers.
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paper0
2000Black-Scholes Versus Neural Networks in Pricing FTSE 100 Options. In: University of Southampton - Department of Accounting and Management Science.
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paper9
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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paper3
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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This paper has another version. Agregated cites: 3
article
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.
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paper4
1996The dual listing of stock index futures: Arbitrage, spread arbitrage, and currency risk.(1996) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 4
article
1994Loan Loss Provision by International Banks: Estimation, Determinants and Evidence. In: University of Southampton - Department of Accounting and Management Science.
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paper1
1996The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options. In: University of Southampton - Department of Accounting and Management Science.
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paper0
1999The Application of Operations Research Techniques to Financial Markets. In: University of Southampton - Department of Accounting and Management Science.
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paper0
1999Is the Forward Rate for the Greek Drachma Unbiased? A VECM Analysis with both Overlapping and Non-Overlapping Data. In: University of Southampton - Department of Accounting and Management Science.
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paper3
2011Over the Moon or Sick as a Parrot? The Effects of Football Results on a Clubs Share Price In: Post-Print.
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paper8
2009Over the Moon or Sick as a Parrot? The Effects of Football Results on a Clubs Share Price.(2009) In: ICMA Centre Discussion Papers in Finance.
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This paper has another version. Agregated cites: 8
paper
2012Over the moon or sick as a parrot? The effects of football results on a clubs share price.(2012) In: Applied Economics.
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article
2007Joined-Up Pensions Policy in the UK: An Asset-Liability Model for Simultaneously Determining the Asset Allocation and Contribution Rate In: Economic Analysis.
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article0
2005Joined-Up Pensions Policy in the UK: An Asset-Libility Model for Simultaneously Determining the Asset Allocation and Contribution Rate.(2005) In: ICMA Centre Discussion Papers in Finance.
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2003Applying Operations Research Techniques to Financial Markets In: Interfaces.
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article8
1994Estimation Methods in Portfolio Selection and the Effectiveness of Short Sales Restrictions: UK Evidence In: Management Science.
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article8
2000Market Maker Performance: The Search for Fair Weather Market Makers In: Journal of Financial Services Research.
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article3
1982Inflation and Prisoners Dilemmas In: Journal of Post Keynesian Economics.
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article1
2016Finance and Occupational Pensions In: Palgrave Macmillan Books.
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book0
1986Designing secondary school catchment areas using goal programming In: Environment and Planning A.
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article2
1986Designing Secondary School Catchment Areas Using Goal Programming.(1986) In: Environment and Planning A.
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article
2005A False Perception? The relative riskiness of AIM and listed Stocks In: ICMA Centre Discussion Papers in Finance.
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paper0
2007Better cross hedges with composite hedging? Hedging equity portfoloios using financial and commodity features In: ICMA Centre Discussion Papers in Finance.
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paper0
2007Should Defined Benefit Pension Schemes be Career Average or Final Salary? In: ICMA Centre Discussion Papers in Finance.
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paper1
2009Back to the Future: A Long Term Solution to the Occupational Pensions Crisis In: ICMA Centre Discussion Papers in Finance.
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paper0
2017Should Portfolio Model Inputs Be Estimated Using One or Two Economic Regimes? In: ICMA Centre Discussion Papers in Finance.
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paper0
2017Pension Schemes, Taxation and Stakeholder Wealth: The USS Rule Changes In: ICMA Centre Discussion Papers in Finance.
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paper0
1997Book Reviews In: Accounting and Business Research.
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article0
2012Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures In: The European Journal of Finance.
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article4
2017Asset–liability modelling and pension schemes: the application of robust optimization to USS In: The European Journal of Finance.
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article3
2000The performance of covered calls In: The European Journal of Finance.
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article3
2012PRICING AND HEDGING SHORT STERLING OPTIONS USING NEURAL NETWORKS In: Intelligent Systems in Accounting, Finance and Management.
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article2
1998Options trading when the underlying market is not transparent In: Journal of Futures Markets.
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article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 11 2019. Contact: CitEc Team