Charles Sutcliffe : Citation Profile


Are you Charles Sutcliffe?

University of Reading

11

H index

12

i10 index

309

Citations

RESEARCH PRODUCTION:

40

Articles

22

Papers

3

Books

22

Chapters

RESEARCH ACTIVITY:

   45 years (1978 - 2023). See details.
   Cites by year: 6
   Journals where Charles Sutcliffe has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 12 (3.74 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psu64
   Updated: 2024-01-16    RAS profile: 2023-10-09    
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Relations with other researchers


Works with:

Sakkas, Athanasios (2)

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 (7)

Tonks, Ian (4)

lucey, brian (4)

Demir, Ender (3)

Conlon, Thomas (3)

Tomić, Bojan (3)

Magni, Carlo Alberto (3)

Marchioni, Andrea (3)

Galanis, Giorgos (2)

ap Gwilym, Owain (2)

De Pace, Pierangelo (2)

Cites to:

Lo, Andrew (10)

Renneboog, Luc (10)

Ponds, Eduard (8)

Ang, Andrew (8)

Mitchell, Olivia (7)

Brooks, Chris (7)

Dohmen, Thomas (6)

Bekaert, Geert (6)

Falk, Armin (6)

Sunde, Uwe (6)

Uppal, Raman (6)

Main data


Where Charles Sutcliffe has published?


Journals with more than one article published# docs
The European Journal of Finance4
Journal of Futures Markets3
The British Accounting Review3
Applied Economics2
Intelligent Systems in Accounting, Finance and Management2
Journal of Business Finance & Accounting2
Scottish Journal of Political Economy2

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 (2024 and 2023)


YearTitle of citing document
2023Bayesian Optimization of ESG Financial Investments. (2023). Vaca, Maria Coronado ; Piris, Gabriel Gonz'Alez ; Garrido-Merch, Eduardo C. In: Papers. RePEc:arx:papers:2303.01485.

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2023The Fama-French Five-Factor Asset Pricing Model: A Research on Borsa Istanbul. (2023). Alshiqi, Sevdie ; Demirel, Bilge Leyli ; Dogan, Mesut ; Altinay, Aysenur Tarakcioglu. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:4:p:3-21.

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2023Financialization and the rise of atypical work. (2023). Iliopoulos, Panagiotis ; Galanis, Giorgos ; Gouzoulis, Giorgos. In: British Journal of Industrial Relations. RePEc:bla:brjirl:v:61:y:2023:i:1:p:24-45.

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2023Stakeholder pressures and sustainability practices in manufacturing: Consideration of the economic development context. (2023). , Jose ; Bellopintado, Alejandro ; Danese, Pamela. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:7:p:4084-4102.

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2023BITCOIN VS GOLD: WHICH ONE IS THE MOST POWERFUL IN BOOSTING THE SHARIAH EQUITY INDEX? GLOBAL EVIDENCE. (2023). Muttaqien, Muhammad Khaerul ; Miranti, Titis ; Mufraini, Arief ; Soni, Ahmad Tibrizi. In: Studies in Business and Economics. RePEc:blg:journl:v:18:y:2023:i:1:p:5-36.

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2023Financialisation, Underemployment, & the Disconnected Greek Capitalism. (2023). Galanis, Giorgos ; Iliopoulos, Panagiotis ; Gouzoulis, Giorgos. In: Working Papers. RePEc:cgs:wpaper:112.

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2023Portfolio instability and socially responsible investment: Experiments with financial professionals and students. (2023). Willinger, Marc ; Sentis, Patrick ; Duchene, Sebastien ; Tatarnikova, Olga. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001082.

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2023Are sustainable investments interdependent? The international evidence. (2023). Arfaoui, Nadia ; Ha, Thi Thu ; Naeem, Muhammad Abubakr ; Mirza, Nawazish ; Oliyide, Johnson A. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003571.

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2023Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735.

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2023The Attribution Matrix and the joint use of Finite Change Sensitivity Index and Residual Income for value-based performance measurement. (2023). Magni, Carlo Alberto ; Marchioni, Andrea ; Baschieri, Davide. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:872-892.

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2023The change in stock-selection risk and stock market returns. (2023). Liang, Chao ; Toan, Luu Duc ; He, Qiubei ; Liu, Jing. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004070.

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2023Diversification in financial and crypto markets. (2023). Naoui, Kamel ; Hamdi, Haykel ; Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003010.

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2023Composite jet fuel cross-hedging. (2023). Conlon, Thomas ; Cao, Min. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000289.

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2023Adoption and transferability of joint interventions to fight modern slavery in food supply chains. (2023). Gold, Stefan ; Trautrims, Alexander ; Chesney, Thomas ; Kunz, Nathan. In: International Journal of Production Economics. RePEc:eee:proeco:v:258:y:2023:i:c:s0925527323000415.

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2023Comovement and instability in cryptocurrency markets. (2023). De Pace, Pierangelo ; Rao, Jayant. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:173-200.

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2023Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Vo, Xuan Vinh ; Bakry, Walid ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094.

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2023.

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2023Out of the Box: Exploring Cardboard Returnability in Nanostore Supply Chains. (2023). Suntura-Escobar, Helen ; Mejia-Argueta, Christopher ; Gutierrez-Franco, Edgar ; Hidalgo-Carvajal, David. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:7804-:d:1143380.

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2023Research on a Prediction Model and Influencing Factors of Cross-Regional Price Differences of Rebar Spot Based on Long Short-Term Memory Network. (2023). Wang, Wei ; Sun, Yiyuan ; Zong, Huimin ; Liu, Shuaiqi ; Wu, Sen. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:4951-:d:1093551.

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2023Mapping the venture capital and private equity research: a bibliometric review and future research agenda. (2023). Pandey, Nitesh ; Lim, Weng Marc ; Kumar, Satish ; Cumming, Douglas. In: Small Business Economics. RePEc:kap:sbusec:v:61:y:2023:i:1:d:10.1007_s11187-022-00684-9.

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2023Consumers attitude footprint on sustainable development in developed and developing countries: a case study in the electronic industry. (2023). Shokouhyar, Sajjad ; Ghorbanloo, Sanaz. In: Operations Management Research. RePEc:spr:opmare:v:16:y:2023:i:3:d:10.1007_s12063-023-00357-0.

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2023Liquidity risk and expected cryptocurrency returns. (2023). Li, YI ; Zhang, Wei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:472-492.

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2023The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases. (2023). Lopez, Raquel ; Fernandezperez, Adrian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1499-1530.

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2023Carbon performance and corporate financial performance: The moderating role of consumer awareness of corporate social responsibility. (2023). Li, Dongdong ; Sun, Zhaoyong. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:44:y:2023:i:1:p:663-670.

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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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article15
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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article12
1978The First Round of the Keynesian Regional Income Multiplier. In: Scottish Journal of Political Economy.
[Citation analysis]
article5
1983Injection Leakages, Trade Repercussions and the Regional Income Multiplier: An Extension. In: Scottish Journal of Political Economy.
[Citation analysis]
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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This paper has nother 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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article24
2019Harmful diversification: Evidence from alternative investments In: The British Accounting Review.
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article12
2017Harmful Diversification: Evidence from Alternative Investments.(2017) In: ICMA Centre Discussion Papers in Finance.
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This paper has nother version. Agregated cites: 12
paper
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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article48
2021Horses for courses: Mean-variance for asset allocation and 1/N for stock selection In: European Journal of Operational Research.
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article9
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 nother 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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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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This paper has nother version. Agregated cites: 2
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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article7
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 nother version. Agregated cites: 7
paper
2019The role of customer awareness in promoting firm sustainability and sustainable supply chain management In: International Journal of Production Economics.
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article26
In: .
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article0
1997Inventory?based stock market transparency rules In: Journal of Financial Regulation and Compliance.
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article0
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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paper5
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 nother version. Agregated cites: 5
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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paper6
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 nother version. Agregated cites: 6
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.
[Citation analysis]
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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paper18
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.
[Citation analysis]
This paper has nother version. Agregated cites: 18
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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This paper has nother version. Agregated cites: 18
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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This paper has nother version. Agregated cites: 0
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2003Applying Operations Research Techniques to Financial Markets In: Interfaces.
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article11
1994Estimation Methods in Portfolio Selection and the Effectiveness of Short Sales Restrictions: UK Evidence In: Management Science.
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article14
2000Market Maker Performance: The Search for Fair Weather Market Makers In: Journal of Financial Services Research.
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article2
1982Inflation and Prisoners Dilemmas In: Journal of Post Keynesian Economics.
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article1
2015Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies In: Palgrave Macmillan Books.
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book0
2016Finance and Occupational Pensions In: Palgrave Macmillan Books.
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book1
2002Transparency and Fragmentation In: Palgrave Macmillan Books.
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book1
2015Introduction In: Palgrave Macmillan Books.
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chapter0
2015Regression Analyses with Multiple Variables In: Palgrave Macmillan Books.
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chapter0
2015Market-Switching Stocks In: Palgrave Macmillan Books.
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chapter0
2015GARCH Analysis of Switchers In: Palgrave Macmillan Books.
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2015Conclusions In: Palgrave Macmillan Books.
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2015Activities In: Palgrave Macmillan Books.
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chapter0
2015Interviews In: Palgrave Macmillan Books.
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chapter0
2015Literature Review In: Palgrave Macmillan Books.
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chapter0
2015Empirical Analysis In: Palgrave Macmillan Books.
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chapter0
2015Preliminary Data Analysis In: Palgrave Macmillan Books.
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chapter0
2015Volatility Estimation In: Palgrave Macmillan Books.
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chapter0
2015Basic Analysis of Relative Volatility In: Palgrave Macmillan Books.
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chapter0
2015Relative Risk Allowing for Size, Age or Liquidity In: Palgrave Macmillan Books.
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chapter0
2002Executive Summary and Policy Implications In: Palgrave Macmillan Books.
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chapter0
2002A New Regulatory Framework In: Palgrave Macmillan Books.
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chapter0
2002Introduction and Overview In: Palgrave Macmillan Books.
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chapter0
2002The Recognised Investment Exchanges In: Palgrave Macmillan Books.
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chapter0
2002Fragmentation and Consolidation In: Palgrave Macmillan Books.
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chapter0
2002Policy Responses to Fragmentation In: Palgrave Macmillan Books.
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chapter0
2002Theory and Results on Transparency In: Palgrave Macmillan Books.
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chapter0
2002The Regulation of Transparency In: Palgrave Macmillan Books.
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chapter1
2002Over the Counter (OTC) Markets In: Palgrave Macmillan Books.
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chapter0
2005A False Perception? The relative riskiness of AIM and listed Stocks In: ICMA Centre Discussion Papers in Finance.
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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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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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1986Designing Secondary School Catchment Areas Using Goal Programming In: Environment and Planning A.
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article4
1997Book Reviews In: Accounting and Business Research.
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article0
2019The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models In: Applied Economics Letters.
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article2
2021What determines the asset allocation of defined benefit pension funds? In: Applied Economics.
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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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article14
2017Asset–liability modelling and pension schemes: the application of robust optimization to USS In: The European Journal of Finance.
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article12
2023The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19 In: The European Journal of Finance.
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2000The performance of covered calls In: The European Journal of Finance.
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article4
2021Asset–liability models and the Chinese basic pension fund In: Economic and Political Studies.
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article0
2004Black–Scholes versus artificial neural networks in pricing FTSE 100 options In: Intelligent Systems in Accounting, Finance and Management.
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article1
2012PRICING AND HEDGING SHORT STERLING OPTIONS USING NEURAL NETWORKS In: Intelligent Systems in Accounting, Finance and Management.
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article4
1998Options trading when the underlying market is not transparent In: Journal of Futures Markets.
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