Jerry Coakley : Citation Profile


Are you Jerry Coakley?

University of Essex

17

H index

31

i10 index

1270

Citations

RESEARCH PRODUCTION:

65

Articles

22

Papers

RESEARCH ACTIVITY:

   29 years (1994 - 2023). See details.
   Cites by year: 43
   Journals where Jerry Coakley has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 28 (2.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco48
   Updated: 2024-01-16    RAS profile: 2023-12-05    
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Relations with other researchers


Works with:

Lazos, Aristogenis (5)

Kellard, Neil (2)

Cumming, Douglas (2)

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

Is cited by:

Pesaran, Mohammad (27)

Ketenci, Natalya (24)

Holmes, Mark (23)

Camarero, Mariam (23)

Tamarit, Cecilio (23)

Eberhardt, Markus (20)

Kapetanios, George (17)

Noman, Abdullah (16)

kumar, saten (11)

Xu, Fang (11)

Tosetti, Elisa (11)

Cites to:

Taylor, Mark (41)

Fuertes, Ana-Maria (34)

Smith, Ronald (32)

Phillips, Peter (30)

Pesaran, Mohammad (29)

Rogoff, Kenneth (26)

Ritter, Jay (26)

Moon, Hyungsik (22)

Sarno, Lucio (21)

Obstfeld, Maurice (19)

Shiller, Robert (18)

Main data


Where Jerry Coakley has published?


Journals with more than one article published# docs
The European Journal of Finance11
International Review of Financial Analysis4
Economics Letters3
International Journal of Finance & Economics3
Journal of Business Finance & Accounting3
Journal of Economic Dynamics and Control3
Manchester School3
Journal of Banking & Finance2
Journal of Corporate Finance2
Computational Statistics & Data Analysis2
Studies in Nonlinear Dynamics & Econometrics2
Journal of Time Series Analysis2
The British Accounting Review2

Working Papers Series with more than one paper published# docs
Computing in Economics and Finance 2006 / Society for Computational Economics4
Computing in Economics and Finance 2001 / Society for Computational Economics3
Money Macro and Finance (MMF) Research Group Conference 2004 / Money Macro and Finance Research Group2
Money Macro and Finance (MMF) Research Group Conference 2003 / Money Macro and Finance Research Group2
Computing in Economics and Finance 2002 / Society for Computational Economics2

Recent works citing Jerry Coakley (2024 and 2023)


YearTitle of citing document
2023Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2023). Wunderlich, Ralf ; Auer, Benjamin R ; Lamert, Kerstin. In: Papers. RePEc:arx:papers:2311.15635.

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2023The Role of Environmental Conditions and Purchasing Power Parity in Determining Quality of Life among Big Asian Cities. (2023). Audi, Marc ; Ali, Amjad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-34.

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2023Using covariates to improve the efficacy of univariate bubble detection methods. (2023). Taylor, Robert ; Korkos, Ioannis ; Kellard, Neil ; Robert, A M ; Astill, Sam. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:342-366.

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2023Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI. (2023). Garcia-Rubio, Noelia ; Gamez, Matias ; Alfaro-Cortes, Esteban ; Ghosh, Indranil. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000741.

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2023Semi-strong efficient market of Bitcoin and Twitter: An analysis of semantic vector spaces of extracted keywords and light gradient boosting machine models. (2023). Gacesa, Marko ; Wang, Fang. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002089.

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2023Geopolitical risk and crowdfunding performance. (2023). Sewaid, Ahmed ; Davis, Justin G ; Cumming, Douglas J ; Alsagr, Naif. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000343.

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2023Institutional investor inattention bias in auctioned IPOs. (2023). Wu, Fei ; Ma, Xinru ; He, Jingbin ; Chi, Yeguang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:150:y:2023:i:c:s0378426623000560.

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2023Predictors of revenue shifting and expense shifting: Evidence from an emerging economy. (2023). Bashir, Hajam Abid ; Bhattacharyya, Asit ; Kumar, Ashish ; Bansal, Manish. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:19:y:2023:i:1:s1815566922000340.

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2023Spatial decision support systems for effective ex-ante risk evaluation: An innovative model for improving the real estate redevelopment processes. (2023). Tajani, Francesco ; Anelli, Debora. In: Land Use Policy. RePEc:eee:lauspo:v:128:y:2023:i:c:s0264837723000613.

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2023Further evidence on the returns to technical trading rules: Insights from fourteen currencies. (2023). Todorov, Ivan ; Dockery, Everton. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:69:y:2023:i:c:s1042444x23000270.

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2023Hedging performance using google Trends–Evidence from the indian forex options market. (2023). Chang, Chia-Chien ; Liu, Hung-Tsen ; Chi, Tsung-Li. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:107-123.

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2023New estimates of international capital mobility for select OECD economies. (2023). Ratnasiri, Shyama ; Makin, Anthony J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:127-138.

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2023Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730.

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2023Financial Sustainability in Agri-Food Companies: The Case of Members of the PDO Parma Ham Consortium. (2023). Bonazzi, Giuseppe ; Iotti, Mattia. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:3947-:d:1076136.

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2023Forecasting Forex Trend Indicators with Fuzzy Rough Sets. (2023). Schaeffer, S E ; Lopez-Irarragorri, F ; Garza, J C. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10281-3.

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2023Financial integration in Asia: new Empirical evidence using dynamic panel data estimations. (2023). Sharma, Gagan Deep ; Erkut, Burak. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:20:y:2023:i:1:d:10.1007_s10368-023-00553-0.

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2023Disentangling Crowdfunding from Fraudfunding. (2023). Cumming, Douglas ; Schweizer, Denis ; Karami, Moein ; Hornuf, Lars. In: Journal of Business Ethics. RePEc:kap:jbuset:v:182:y:2023:i:4:d:10.1007_s10551-021-04942-w.

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2023Re-evaluating whether absolute or relative purchasing power parity is being tested when using price indices. (2023). Stewart, Chris. In: Economics Discussion Papers. RePEc:ris:kngedp:2023_001.

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2023Unsuccessful Equity Crowdfunding Offerings and the Persistence in Equity Fundraising of Family Business Start-Ups. (2023). Vismara, Silvio ; Vanacker, Tom ; Rossi, Alice. In: Entrepreneurship Theory and Practice. RePEc:sae:entthe:v:47:y:2023:i:4:p:1327-1355.

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2023Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects. (2023). Kapetanios, George ; Shin, Yongcheol ; Serlenga, Laura. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02390-1.

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2023Foreign exchange trading and management with the stochastic dual dynamic programming method. (2023). Sepulveda-Hurtado, Guillermo Alexander ; Reus, Lorenzo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00433-7.

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2023Crowdfunding platforms: a systematic literature review and a bibliometric analysis. (2023). Palos-Sanchez, Pedro R ; Mora-Cruz, Alexandra. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:19:y:2023:i:3:d:10.1007_s11365-023-00856-3.

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2023E-Commerce Policy and International Business. (2023). Johan, Sofia ; Cumming, Douglas ; Meyer, Martin ; Khan, Zaheer. In: Management International Review. RePEc:spr:manint:v:63:y:2023:i:1:d:10.1007_s11575-022-00489-8.

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2023International journal of finance and economics: A bibliometric overview. (2023). Gupta, Prashant ; Goyal, Kirti ; Kumar, Satish ; Baker, Kent H. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:9-46.

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2023Has the current account broken up with its fundamentals in Central and Eastern Europe?. (2023). Cuestas, Juan Carlos ; Coleman, Simeon. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:962-980.

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2023Do forward premium rates predict the spot rates? Comparison of developed and emerging economies. (2023). Ahmed, Ijlal ; Khattak, Shoaib. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2178-2187.

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2023Human resources turnover as an asset acquisition and divestiture process: Evidence from the U.K. football industry. (2023). Markellos, Raphael ; Kourtis, Apostolos ; Fotaki, Maria. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2696-2711.

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2023.

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2023Commodity momentum and reversal: Do they exist, and if so, why?. (2023). Han, Meng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1204-1237.

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2023.

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Works by Jerry Coakley:


YearTitleTypeCited
2004Unobserved Heterogeneity in Panel Time Series Models In: Birkbeck Working Papers in Economics and Finance.
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paper140
2006Unobserved heterogeneity in panel time series models.(2006) In: Computational Statistics & Data Analysis.
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This paper has nother version. Agregated cites: 140
article
1996Saving, Investment and Capital Mobility in LDCs In: Archive Discussion Papers.
[Citation analysis]
paper50
1999Saving, Investment, and Capital Mobility in LDCs..(1999) In: Review of International Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 50
article
2006Bidder CEO and Other Executive Compensation in UK M&As In: European Financial Management.
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article17
2007Post?IPO Operating Performance, Venture Capital and the Bubble Years In: Journal of Business Finance & Accounting.
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article21
2009Does Volatility Improve UK Earnings Forecasts? In: Journal of Business Finance & Accounting.
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article1
2016Changes in Non-current Assets and in Property, Plant and Equipment and Future Stock Returns: The UK Evidence In: Journal of Business Finance & Accounting.
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article1
2015Introduction to the JTSA John Nankervis Memorial Issue In: Journal of Time Series Analysis.
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article0
2015Generalized Variance-Ratio Tests in the Presence of Statistical Dependence In: Journal of Time Series Analysis.
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article0
2006Generalized variance ratio tests in the presence of statistical dependence.(2006) In: Computing in Economics and Finance 2006.
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This paper has nother version. Agregated cites: 0
paper
2000Short?run Real Exchange Rate Dynamics In: Manchester School.
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article0
2001A Non?Linear Analysis of Excess Foreign Exchange Returns In: Manchester School.
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article5
2004Is the Feldstein–Horioka Puzzle History? In: Manchester School.
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article75
2008Markov-Switching GARCH Modelling of Value-at-Risk In: Studies in Nonlinear Dynamics & Econometrics.
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article12
2001Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective In: Studies in Nonlinear Dynamics & Econometrics.
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article17
2002A Principal Components Approach to Cross-Section Dependence in Panels In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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paper67
2000Evaluating The Persistence And Structuralist Theories Of Unemployment In: CEPR Discussion Papers.
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paper5
1996Current Account Solvency and the Feldstein-Horioka Puzzle. In: Economic Journal.
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article156
2012The School’s Out effect: A new seasonal anomaly! In: The British Accounting Review.
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article0
2018Earnings management using classification shifting of revenues In: The British Accounting Review.
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article8
2018Prospect theory and IPO returns in China In: Journal of Corporate Finance.
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article12
2022Seasoned equity crowdfunded offerings In: Journal of Corporate Finance.
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article1
2008The role of long memory in hedging effectiveness In: Computational Statistics & Data Analysis.
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article11
2003Numerical issues in threshold autoregressive modeling of time series In: Journal of Economic Dynamics and Control.
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article23
2003Numerical issues in threshold autoregressive modeling of time series.(2003) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 23
article
2006Testing for sign and amplitude asymmetries using threshold autoregressions In: Journal of Economic Dynamics and Control.
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article1
1997Cointegration of long span saving and investment In: Economics Letters.
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article53
1997New panel unit root tests of PPP In: Economics Letters.
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article66
2005The PPP debate: Price matters! In: Economics Letters.
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article15
2016Bubbling over! The behaviour of oil futures along the yield curve In: Journal of Empirical Finance.
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article13
2016How profitable are FX technical trading rules? In: International Review of Financial Analysis.
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article9
2017FX technical trading rules can be profitable sometimes! In: International Review of Financial Analysis.
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article13
2020Serial SEOs and capital structure In: International Review of Financial Analysis.
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article0
2022Index tracking and beta arbitrage effects in comovement In: International Review of Financial Analysis.
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article0
2006Valuation ratios and price deviations from fundamentals In: Journal of Banking & Finance.
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article33
2013Does the forward premium puzzle disappear over the horizon? In: Journal of Banking & Finance.
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article5
2005Purchasing power parity and the theory of general relativity: the first tests In: Journal of International Money and Finance.
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article47
2001Border costs and real exchange rate dynamics in Europe In: Journal of Policy Modeling.
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article6
2013Investor participation and underpricing in lottery-allocated Chinese IPOs In: Pacific-Basin Finance Journal.
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article3
2022Corporate governance with crowd investors in innovative entrepreneurial finance: Nominee structure and coinvestment in equity crowdfunding In: Essex Finance Centre Working Papers.
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paper0
2014Comovement and FTSE 100 index changes In: International Journal of Behavioural Accounting and Finance.
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article10
2004Comovement and FTSE 100 Index Changes.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004.
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This paper has nother version. Agregated cites: 10
paper
1998The Feldstein-Horioka Puzzle and Capital Mobility: A Review. In: International Journal of Finance & Economics.
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article148
2000Is There a Base Currency Effect in Long-Run PPP? In: International Journal of Finance & Economics.
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article13
2004A new interpretation of the exchange rate-yield differential nexus In: International Journal of Finance & Economics.
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article0
2003A New Interpretation of the Exchange Rate - Yield Differential Nexus.(2003) In: Computing in Economics and Finance 2003.
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This paper has nother version. Agregated cites: 0
paper
2022Strategic entrepreneurial choice between competing crowdfunding platforms In: The Journal of Technology Transfer.
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article0
2014Earnings management and IPO anomalies in China In: Review of Quantitative Finance and Accounting.
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article14
2004The Feldstein-Horioka puzzle is not as bad as you think In: Money Macro and Finance (MMF) Research Group Conference 2003.
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paper8
2004A new interpretation of the real exchange rate - yield differential nexus In: Money Macro and Finance (MMF) Research Group Conference 2003.
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paper0
2004Testing for Long Run Relative PPP in Europe In: Money Macro and Finance (MMF) Research Group Conference 2004.
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paper2
2021New Developments in Equity Crowdfunding: A Review In: Review of Corporate Finance.
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article14
1994The Integration of Property and Financial Markets In: Environment and Planning A.
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article35
2000A NUMERICAL ALGORITHM FOR THE EFFICIENT ESTIMATION OF BAND-TAR MODELS In: Computing in Economics and Finance 2000.
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paper0
2001Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach In: Computing in Economics and Finance 2001.
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paper0
2001Small sample properties of panel time-series estimators with I(1) errors In: Computing in Economics and Finance 2001.
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paper28
2001Bootstrap LR Tests for Sign and Amplitude Asymmetries In: Computing in Economics and Finance 2001.
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paper2
2002Exchange Rate Overshooting and the Forward Premium Puzzle In: Computing in Economics and Finance 2002.
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paper1
2002An MTAR Test for Stock Market Bubbles In: Computing in Economics and Finance 2002.
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paper0
2004The overvaluation of PPP in Europe? In: Computing in Economics and Finance 2004.
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paper0
2006Threshold Autoregressive Models of the Commodities Futures Basis In: Computing in Economics and Finance 2006.
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paper0
2006The Forward Premium Anomaly at Long Horizons In: Computing in Economics and Finance 2006.
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paper0
2006Long Memory and Structural Breaks in Commodity Futures Basis and Market In: Computing in Economics and Finance 2006.
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paper0
2001Nonparametric cointegration analysis of real exchange rates In: Applied Financial Economics.
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article24
2002Asymmetric dynamics in UK real interest rates In: Applied Financial Economics.
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article11
2005Testing for symmetry and proportionality in a European panel In: Applied Financial Economics.
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article6
2006Testing for symmetry and proportionality in a European panel In: Applied Financial Economics.
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article8
2007The short-run wealth effects of foreign divestitures by UK firms In: Applied Financial Economics.
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article0
2008Hot IPOs can damage your long-run wealth! In: Applied Financial Economics.
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article5
2008The MSCI-Canada index rebalancing and excess comovement In: Applied Financial Economics.
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article1
2010The lunar moon festival and the dark side of the moon In: Applied Financial Economics.
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article1
2010Misvaluation and UK mergers 1986-2002 In: Applied Financial Economics.
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article1
2009UK IPO underpricing and venture capitalists In: The European Journal of Finance.
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article10
2014Investor sentiment and value and growth stock index options In: The European Journal of Finance.
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article3
2015The European sovereign debt market: from integration to segmentation In: The European Journal of Finance.
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article20
2015A pricing kernel approach to valuing options on interest rate futures In: The European Journal of Finance.
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article1
2016Commodity futures returns: more memory than you might think! In: The European Journal of Finance.
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article1
2017The impact of mispricing and growth on UK M&As In: The European Journal of Finance.
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article0
2019Credit default swaps and the UK 2008–09 short sales ban In: The European Journal of Finance.
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article0
2019The effect of the interest coverage covenants on classification shifting of revenues In: The European Journal of Finance.
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article3
2020Banks and financial markets in times of uncertainty In: The European Journal of Finance.
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article0
2022Exchange rate forecasting using economic models and technical trading rules In: The European Journal of Finance.
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article0
2023P2P lending and outside entrepreneurial finance In: The European Journal of Finance.
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article0
2016Is news related to GDP growth a risk factor for commodity futures returns? In: Quantitative Finance.
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article2
2011Long memory and structural breaks in commodity futures markets In: Journal of Futures Markets.
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article12
2021Enfranchising the crowd: Nominee account equity crowdfunding In: CFS Working Paper Series.
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paper0

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