Chris Brooks : Citation Profile


Are you Chris Brooks?

University of Bristol

26

H index

54

i10 index

2563

Citations

RESEARCH PRODUCTION:

110

Articles

57

Papers

4

Books

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   24 years (1998 - 2022). See details.
   Cites by year: 106
   Journals where Chris Brooks has often published
   Relations with other researchers
   Recent citing documents: 235.    Total self citations: 42 (1.61 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr256
   Updated: 2024-07-05    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Bell, Adrian (5)

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

Is cited by:

Degiannakis, Stavros (21)

Asongu, Simplice (19)

GUPTA, RANGAN (18)

cotter, john (18)

Henry, Ólan (16)

Floros, Christos (14)

Chen, Cathy W. S. (12)

Fuertes, Ana-Maria (12)

Angelidis, Timotheos (10)

Agbloyor, Elikplimi (10)

KUSI, BAAH (10)

Cites to:

French, Kenneth (61)

Shiller, Robert (60)

Fama, Eugene (58)

Campbell, John (50)

Shleifer, Andrei (35)

West, Kenneth (25)

Engle, Robert (24)

Bollerslev, Tim (22)

merton, robert (21)

van Norden, Simon (20)

Jagannathan, Ravi (19)

Main data


Where Chris Brooks has published?


Journals with more than one article published# docs
International Review of Financial Analysis10
Journal of Property Research5
Computational Economics4
Economic Modelling4
Research in International Business and Finance4
Manchester School4
Journal of Banking & Finance4
Applied Financial Economics4
Journal of Empirical Finance4
International Journal of Forecasting3
Journal of Asset Management3
Journal of Forecasting3
Journal of Business Finance & Accounting3
The Quarterly Review of Economics and Finance3
Journal of Futures Markets3
The European Journal of Finance3
Economics Letters2
Journal of Corporate Finance2
The Journal of Business2
Applied Economics2
Applied Economics Letters2
Economic History Review2
Journal of Real Estate Research2
The British Accounting Review2
Financial Management2

Working Papers Series with more than one paper published# docs
ICMA Centre Discussion Papers in Finance / Henley Business School, University of Reading45
MPRA Paper / University Library of Munich, Germany3
ERES / European Real Estate Society (ERES)3

Recent works citing Chris Brooks (2024 and 2023)


YearTitle of citing document
2023.

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2024Calendar Effects on Returns, Volatility and Higher Moments: Evidence from Crypto Markets. (2024). Leccadito, Arturo ; Lawuobahsumo, Kokulo ; Algieri, Bernardina. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024001.

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2023Sustainable Investing and the Cross-Section of Maximum Drawdown. (2019). Mouti, Saad ; Goldberg, Lisa R. In: Papers. RePEc:arx:papers:1905.05237.

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2023A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997.

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2023Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651.

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2023A Simple Method for Predicting Covariance Matrices of Financial Returns. (2023). Boyd, Stephen ; Schmelzer, Thomas ; Pelger, Markus ; Ogut, Mehmet Giray ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2305.19484.

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2023Country environmental, social and governance performance and economic growth: The international evidence. (2023). Zhong, Rui ; Yu, Jing ; Wang, Jiazhen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:3911-3941.

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2023The strategic choice of payment method in takeovers: The role of environmental, social and governance performance. (2023). Perego, Paolo ; Rigoni, Ugo ; Hussaini, Mussa. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:200-219.

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2023Socially responsible investments: A retrospective review and future research agenda. (2023). Haldar, Arunima ; Beloskar, Ved Dilip ; S. V. D. Nageswara Rao, . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:7:p:4841-4860.

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2023Environmental, social, and governance risks and environmentally sensitive competitive strategies: A case study of a multinational logistics company. (2023). Aytekin, Ahmet ; Gundodu, Hakan Gokhan ; Karamaa, Alar ; Korucuk, Seluk ; Toptanci, Ura. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:7:p:4874-4906.

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2023Political connections of Chinese fund management companies and fund performance. (2023). Zhao, Yunfei ; Kryzanowski, Lawrence ; He, Chao. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:597-627.

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2023Diagnosing housing fever with an econometric thermometer. (2023). Phillips, Peter ; Shi, Shuping. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:159-186.

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2023.

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2023Nature of comovements in US state and MSA housing prices. (2023). Banerjee, Piyali ; Lee, Junsoo ; Lu, Yan ; Tidwell, Alan. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:4:p:959-989.

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2023The risk of being ranked: Investor response to marginal inclusion on the 100 Best Corporate Citizens list. (2023). Carlos, Chad W ; Lewis, Ben W. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:1:p:117-140.

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2024Strategic Decision-Making and Performance in Social Enterprises: Process Dimensions and the Influence of Entrepreneurs’ Proactive Personality. (2024). Michail, Xenakis ; Helen, Salavou ; Dimitris, Manolopoulos ; Andrew, Papadopoulos. In: Entrepreneurship Research Journal. RePEc:bpj:erjour:v:14:y:2024:i:2:p:631-675:n:5.

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2023Estimation of Nonlinear Exchange Rate Dynamics in Evolving Regimes. (2023). Frankel, Jeffrey. In: CID Working Papers. RePEc:cid:wpfacu:429.

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2023Asymmetric effects of third-country exchange rate risk: A Markov switching approach. (2023). Maneejuk, Paravee ; Zhang, Xuefeng ; Yamaka, Woraphon ; Ramos, Vicente. In: Annals of Tourism Research. RePEc:eee:anture:v:103:y:2023:i:c:s0160738323001494.

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2023The evolution of cooperation in spatial public goods games under a risk-transfer mechanism. (2023). Wang, Tao ; Gu, Cuiling ; Zhao, Jinhua ; Ding, Rui. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:169:y:2023:i:c:s0960077923001376.

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2023Lean against the wind: The effect of policy uncertainty on a firms corporate social responsibility strategy. (2023). Shen, Jianfu ; Colak, Gonul ; Peng, Daoju. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000251.

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2023The role of environmental, social, and governance rating on corporate debt structure. (2023). Asimakopoulos, Panagiotis ; Li, Xinyu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:83:y:2023:i:c:s0929119923001372.

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2023Women directors and E&S performance: Evidence from board gender quotas. (2023). Ginglinger, Edith ; Raskopf, Caroline. In: Journal of Corporate Finance. RePEc:eee:corfin:v:83:y:2023:i:c:s0929119923001451.

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2023Comparing perceptions of the impact of journal rankings between fields. (2023). Walker, James T ; Schopohl, Lisa ; Brooks, Chris. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:90:y:2023:i:c:s1045235421001003.

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2023Perceptions of retirement savings: Through the lens of Black amaXhosa women in South Africa. (2023). October, Charne ; Willows, Gizelle D. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:90:y:2023:i:c:s1045235421001015.

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2023Impact of green finance on total factor productivity of heavily polluting enterprises: Evidence from green finance reform and innovation pilot zone. (2023). Zhang, Zhijian ; Wang, Xueyuan ; Zhao, Liange. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:765-785.

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2023ESG and firm performance: The role of size and media channels. (2023). Do, Hung ; Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000159.

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2023Hedging pressure momentum and the predictability of oil futures returns. (2023). Zhang, Yaojie ; Wang, Yudong ; Chen, Chuang ; Yu, Dan. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000263.

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2023Corporate ESG scores and equity market misvaluation: Toward ethical investor behavior. (2023). Mrad, Senda ; Hamza, Taher ; Barka, Zeineb. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002791.

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2024When your friend takes a fall: Spillovers of patent infringement lawsuits on firm innovation via cross-owners. (2024). Wang, Lin ; Tang, Xudong. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004091.

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2023Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712.

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2023Selecting slacks-based data envelopment analysis models. (2023). Izadikhah, Mohammad ; Tone, Kaoru ; Toloo, Mehdi. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:3:p:1302-1318.

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2023Corporate social responsibility and excess perks. (2023). Wang, Xue ; Wu, Yuze ; Fu, Zhe. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s092753982300110x.

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2023Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models. (2023). Virbickait, Audron ; Nguyen, Hoang. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002360.

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2023The risk-mitigating role of corporate social responsibility in Chinese listed heavy-polluting companies: An extreme event experience perspective. (2023). Xu, Danyang ; Liu, Zhongyang ; Gu, Leilei. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003444.

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2023Time-varying tail risk connectedness among sustainability-related products and fossil energy investments. (2023). Ren, Boru ; Lucey, Brian. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323003109.

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2023Shanghai crude oil futures: Returns Independence, volatility asymmetry, and hedging potential. (2023). Umar, Muhammad ; Mirza, Nawazish ; Naqvi, Bushra ; Abbas, Syed Kumail. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006084.

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2024Corporate ESG rating divergence and excess stock returns. (2024). Ge, Chen ; Jiao, Shuaipeng ; Wang, Haijun ; Sun, Guanglin. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007740.

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2023The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395.

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2023Sustainability and sovereign credit risk. (2023). Lonarski, Igor ; Vanpee, Rosanne ; Anand, Arsh. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000108.

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2023Good growth, bad growth: Market reaction to capital raising for REIT expansion. (2023). Zhang, Wenjing ; Weng, Xiaoyu ; Wang, Zilong ; Mansley, Nick. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000157.

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2023Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement. (2023). Nave, Juan M ; Gonzalez-Sanchez, Mariano. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000285.

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2023Fund ESG performance and downside risk: Evidence from China. (2023). Zong, Zhe ; Zhang, Yue. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300042x.

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2023ESG performance and corporate risk-taking: Evidence from China. (2023). Liu, Guanchun ; Yue, Wei ; Ding, Cong ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000662.

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2023Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models. (2023). Karmakar, Madhusudan ; Sharma, Udayan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001370.

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2023Issuing bonds during the Covid-19 pandemic: Was there an ESG premium?. (2023). Ferriani, Fabrizio. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001692.

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2023Alpha-factor integrated risk parity portfolio strategy in global equity fund of funds. (2023). Sohn, So Young ; Lee, Tae Kyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001709.

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2023Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors. (2023). Bell, Adrian ; Sangiorgi, Ivan ; Niculaescu, Corina E. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002193.

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2023Does ESG performance affect audit pricing? Evidence from China. (2023). Ma, Yan ; Wu, Hao ; Song, Yunling. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004064.

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2023Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants. (2023). Jalkh, Naji ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004313.

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2023Does labor unemployment insurance affect corporate tax aggressiveness?. (2023). Rahman, Shofiqur ; Devos, Erik. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004337.

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2024ESG and debt structure: Is the nature of this relationship nonlinear?. (2024). Huang, Chia-Hsing ; Padmanabhan, Prasad ; Li, Weiwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005434.

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2024Green finance policy, ESG rating, and cost of debt——Evidence from China. (2024). Hong, Zekun ; Hu, Hongbing ; Li, Weihao. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005677.

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2023Corporate Carbon-Risk and Credit-Risk: The Impact of Carbon-Risk Exposure and Management on Credit Spreads in Different Regulatory Environments. (2023). Hock, Andre ; Dumrose, Maurice. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005918.

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2023The impact of climate policy uncertainty on firm value: Does corporate social responsibility engagement matter?. (2023). Azimli, Asil. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006328.

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2023Stay close to me: What do ESG scores tell about the deal timing in M&A transactions?. (2023). Murad, Harasheh ; Giovanni, Cardillo. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006742.

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2023The mitigation role of corporate sustainability: Evidence from the CDS spread. (2023). la Rosa, Giovanni ; Galloppo, Giuseppe ; Caiazza, Stefano. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007371.

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2023Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001009.

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2023Do extreme range estimators improve realized volatility forecasts? Evidence from G7 Stock Markets. (2023). McMillan, David G ; Kambouroudis, Dimos ; Korkusuz, Burak. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003641.

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2023Common ownership along supply chain and trade credit: Evidence from China. (2023). Xu, Yanhui. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s154461232300483x.

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2023Environmental performance and the role of government support: Evidence from the recent COVID-19 pandemic. (2023). Wallace, Damien ; Reddy, Krishna ; Wellalage, Nirosha. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006906.

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2024ESG reputation risks, cash holdings, and payout policies. (2024). Zhang, Qin ; Wong, Jin Boon. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s154461232301067x.

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2024Stock market volatility and economic policy uncertainty: New insight into a dynamic threshold mixed-frequency model. (2024). Yang, Hua ; Tang, Yusui ; Zeng, Qing ; Zhang, XI. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010863.

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2024Revisiting the nexus of REITs returns and macroeconomic variables. (2024). Wang, Chien-Ming ; Wu, Ming-Che. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012096.

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2023Tracking speculative trading. (2023). Grob, Linus ; Boos, Dominik. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000635.

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2024ESG activity and bank lending during financial crises. (2024). TARAZI, Amine ; Danisman, Gamze Ozturk. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001067.

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2023When do ESG controversies reduce firm value in India?. (2023). Arvind, Mahajan ; Surendra, Yadav S ; Shveta, Singh ; Anita, Mendiratta. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000042.

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2023Contribution to poverty alleviation: A waste or benefit for corporate financing?. (2023). Yu, Ling ; Li, Zhichao ; He, Guanming ; Zhou, Zhanqiang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001439.

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2024Unravelling investors’ diverging responses to U.S. firms global ESG incidents. (2024). Jin, Jiaxu ; Jiang, Wei ; Gao, Ning. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001749.

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2024Introducing the GVAR-GARCH model: Evidence from financial markets. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Prelorentzos, Arsenios-Georgios N ; Thomakos, Dimitrios D ; Goutte, Stephane. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000027.

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2024The governance effects of social media engagement on M&A outcomes: Evidence from China. (2024). Zhang, Pengdong ; Chen, Yugang ; Liu, Siyi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s104244312400012x.

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2023Forecasting expected shortfall: Should we use a multivariate model for stock market factors?. (2023). Dionne, Georges ; Simonato, Jean-Guy ; Fortin, Alain-Philippe. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:314-331.

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2023Buyer-supplier CSR alignment and firm performance: A contingency theory perspective. (2023). Jiang, Yan ; Yang, Yang. In: Journal of Business Research. RePEc:eee:jbrese:v:154:y:2023:i:c:s0148296322008050.

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2023Managing disclosure of political risk: The case of socially responsible firms. (2023). Kim, Ho Young ; Harjoto, Maretno A ; Laksmana, Indrarini. In: Journal of Business Research. RePEc:eee:jbrese:v:154:y:2023:i:c:s0148296322008311.

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2024Research on the influence of chain shareholder network on enterprise green innovation. (2024). Yuan, Wenyu ; Gu, Wentao. In: Journal of Business Research. RePEc:eee:jbrese:v:172:y:2024:i:c:s0148296323007750.

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2023Sponsor, institutional investor, and quotation behavior: Theory and evidence from China. (2023). Yu, Wensong ; Guo, Junfei ; Sun, Rui. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:411-428.

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2023Does cost of debt reflect the value of quality greenhouse gas emissions reduction efforts and disclosure?. (2023). Herremans, Irene M ; Nazari, Jamal A ; Lu, Jing ; Yu, Dongning ; Mahmoudian, Fereshteh. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:52:y:2023:i:c:s1061951823000423.

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2023Firms’ sustainability, financial performance, and regulatory dynamics: Evidence from European firms. (2023). Konstantios, Dimitrios ; Agoraki, Maria-Eleni ; Patsika, Victoria ; Giaka, Maria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001887.

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2023The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423.

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2023Wheat price volatility regimes over 140 years: An analysis of daily price ranges. (2023). Huss, Matthias ; Zimmermann, Heinz ; Haase, Marco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000363.

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2023Does income inequality respond asymmetrically to financial development? Evidence from India using asymmetric cointegration and causality tests. (2023). Tarique, MD ; Khanday, Ishfaq Nazir. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000531.

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2023Is the corporate financial strategy in the oil and gas sector affected by ESG dimensions?. (2023). Rojo-Ramirez, Alfonso A ; Garcia-Amate, Antonio ; Martinez-Victoria, Mcarmen ; Ramirez-Orellana, Alicia. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000119.

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2023Bubble behaviors in lithium price and the contagion effect: An industry chain perspective. (2023). Su, Chi-Wei ; Moldovan, Nicoleta-Claudia ; Qin, Meng ; Wang, Xiao-Qing. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004361.

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2023Environmental governance, executive incentive, and enterprise performance: Evidence from Chinese mineral enterprises. (2023). Wu, Haitao ; Hao, YU ; Li, KE ; Wen, Shufang. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s030142072300569x.

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2023The effect of voluntary and mandatory corporate social responsibility disclosure on firm profitability: Evidence from China. (2023). Xu, Jingwen ; Chang, QI ; Xue, Shuyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002141.

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2023ESG performance and loan contracting in an emerging market. (2023). Wu, Hao ; Song, Yunling ; Shi, Bingjie ; Qian, Kun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000392.

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2023Institutional ownership and momentum in the Chinese A-share market. (2023). Wang, Peng ; Xiong, Tao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000860.

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2023The ESG rating, spillover of ESG ratings, and stock return: Evidence from Chinese listed firms. (2023). Zhang, Xuan ; Hao, Xinyao ; Guo, Hui ; Li, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001622.

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2023Why did a bank with good governance perform worse during the financial crisis? The views of shareholder and stakeholder orientations. (2023). Hsu, Hsing-Hua ; Shen, Chung-Hua ; Wu, Meng-Wen ; Chiu, Po-Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23001981.

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2023Economic shocks, M&A advisors, and industry takeover activity. (2023). Yawson, Alfred ; Liu, Chelsea ; Feng, Yun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002275.

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2023Assessing jump and cojumps in financial asset returns with applications in futures markets. (2023). Yun, Mu-Shu ; Yeh, Jin-Huei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002287.

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2023Capital market liberalization and systemic risk of non-financial firms: Evidence from Chinese Stock Connect scheme. (2023). Ge, Xinyu ; Li, Haofei ; Si, Deng-Kui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002615.

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More than 100 citations found, this list is not complete...

Chris Brooks has edited the books:


YearTitleTypeCited

Works by Chris Brooks:


YearTitleTypeCited
2016Time-varying price discovery in the eighteenth century: empirical evidence from the London and Amsterdam stock markets In: Cliometrica, Journal of Historical Economics and Econometric History.
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article4
1998Macroeconomic Influences on Property Returns In: ERES.
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paper0
2007The Integration of European and US Real Estate Markets In: ERES.
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paper1
2013Forecasting Turning Points in Real Estate Yields In: ERES.
[Full Text][Citation analysis]
paper0
2003Rational Speculative Bubbles: An Empirical Investigation of the London Stock Exchange In: Bulletin of Economic Research.
[Full Text][Citation analysis]
article43
2014The credit relationship between Henry III and merchants of Douai and Ypres, 1247–70 In: Economic History Review.
[Full Text][Citation analysis]
article0
2017Cambium non est mutuum: exchange and interest rates in medieval Europe In: Economic History Review.
[Full Text][Citation analysis]
article5
2006Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures In: Financial Management.
[Full Text][Citation analysis]
article299
2006Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures.(2006) In: Financial Management.
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article
2012The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis In: Financial Management.
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article200
2010The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis.(2010) In: ICMA Centre Discussion Papers in Finance.
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This paper has nother version. Agregated cites: 200
paper
2014The Effects of Corporate Social Performance on the Cost of Corporate Debt and Credit Ratings In: The Financial Review.
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article132
2002Modelling the Implied Volatility of Options on Long Gilt Futures In: Journal of Business Finance & Accounting.
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article14
2006The Long?Term Price?Earnings Ratio In: Journal of Business Finance & Accounting.
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article1
2009The Value Premium and Time?Varying Volatility In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]
article4
2014The Financial Effects of Uniform and Mixed Corporate Social Performance In: Journal of Management Studies.
[Full Text][Citation analysis]
article20
2006Detecting intraday periodicities with application to high frequency exchange rates In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]
article4
1999Tests of non?linearity using LIFFE futures transactions price data In: Manchester School.
[Full Text][Citation analysis]
article0
2002A Note on Estimating Market–based Minimum Capital Risk Requirements: A Multivariate GARCH Approach In: Manchester School.
[Full Text][Citation analysis]
article3
2002Selecting From Amongst Non–Nested Conditional Variance Models: Information Criteria and Portfolio Determination In: Manchester School.
[Full Text][Citation analysis]
article0
2017Did Purchasing Power Parity Hold in Medieval Europe? In: Manchester School.
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article0
2014Did Purchasing Power Parity Hold in Medieval Europe?.(2014) In: ICMA Centre Discussion Papers in Finance.
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paper
2002The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market In: Oxford Bulletin of Economics and Statistics.
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article13
2000The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market..(2000) In: Department of Economics - Working Papers Series.
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paper
2017The Impact of Foreign Real Estate Investment on Land Prices: Evidence from Mauritius In: Review of Development Economics.
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article1
2008RATS Handbook to Accompany Introductory Econometrics for Finance In: Cambridge Books.
[Citation analysis]
book175
2008RATS Handbook to Accompany Introductory Econometrics for Finance.(2008) In: Cambridge Books.
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book
2010Real Estate Modelling and Forecasting In: Cambridge Books.
[Citation analysis]
book14
2019Introductory Econometrics for Finance In: Cambridge Books.
[Citation analysis]
book79
2019Medieval Property Investors, ca. 1300–1500 In: Enterprise & Society.
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article1
2005A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of the S&P 500 Composite Index In: Economic Journal.
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article35
2014Are investors guided by the news disclosed by companies or by journalists? In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]
article0
2013Are Investors Guided by the News Disclosed by Companies or by Journalists?.(2013) In: ICMA Centre Discussion Papers in Finance.
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paper
2016Commodity risks and the cross-section of equity returns In: The British Accounting Review.
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article3
2018Topics and trends in finance research: What is published, who publishes it and what gets cited? In: The British Accounting Review.
[Full Text][Citation analysis]
article9
2016Do investors care about corporate taxes? In: Journal of Corporate Finance.
[Full Text][Citation analysis]
article22
2018Institutional cross-ownership and corporate strategy: The case of mergers and acquisitions In: Journal of Corporate Finance.
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article36
2019Why does research in finance have so little impact? In: CRITICAL PERSPECTIVES ON ACCOUNTING.
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article15
2000Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia In: Economic Modelling.
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article27
1999Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia..(1999) In: Department of Economics - Working Papers Series.
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paper
2002Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates In: Economic Modelling.
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article2
2012Futures basis, inventory and commodity price volatility: An empirical analysis In: Economic Modelling.
[Full Text][Citation analysis]
article46
2012Futures basis, inventory and commodity price volatility: An empirical analysis.(2012) In: MPRA Paper.
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This paper has nother version. Agregated cites: 46
paper
2013House price dynamics and their reaction to macroeconomic changes In: Economic Modelling.
[Full Text][Citation analysis]
article29
1998Forecasting exchange rate volatility using conditional variance models selected by information criteria In: Economics Letters.
[Full Text][Citation analysis]
article18
2000Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models In: Economics Letters.
[Full Text][Citation analysis]
article15
1999Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models..(1999) In: Department of Economics - Working Papers Series.
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This paper has nother version. Agregated cites: 15
paper
2005A comparison of extreme value theory approaches for determining value at risk In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article41
2010Speculative bubbles in the S&P 500: Was the tech bubble confined to the tech sector? In: Journal of Empirical Finance.
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article31
2006Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector?.(2006) In: ICMA Centre Discussion Papers in Finance.
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This paper has nother version. Agregated cites: 31
paper
2020When is a MAX not the MAX? How news resolves information uncertainty In: Journal of Empirical Finance.
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article2
1999Cross-correlations and cross-bicorrelations in Sterling exchange rates In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article22
2013The performance effects of composition changes on sector specific stock indices: The case of European listed real estate In: International Review of Financial Analysis.
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article1
2013Do long-short speculators destabilize commodity futures markets? In: International Review of Financial Analysis.
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article19
2013Idiosyncratic volatility and the pricing of poorly-diversified portfolios In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article4
2014Speculative bubbles and the cross-sectional variation in stock returns In: International Review of Financial Analysis.
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article8
2013Speculative Bubbles and the Cross-Sectional Variation in Stock Returns.(2013) In: ICMA Centre Discussion Papers in Finance.
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paper
2017Fundamental indexation revisited: New evidence on alpha In: International Review of Financial Analysis.
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article4
2018Why are older investors less willing to take financial risks? In: International Review of Financial Analysis.
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article17
2019Optimism, volatility and decision-making in stock markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article1
2021The impacts of emotions and personality on borrowers’ abilities to manage their debts In: International Review of Financial Analysis.
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article2
2022When it comes to the crunch: Retail investor decision-making during periods of market volatility In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article0
2022Explaining abnormal returns in stock markets: An alpha-neutral version of the CAPM In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article0
2001The trading profitability of forecasts of the gilt-equity yield ratio In: International Journal of Forecasting.
[Full Text][Citation analysis]
article27
2001Benchmarks and the accuracy of GARCH model estimation In: International Journal of Forecasting.
[Full Text][Citation analysis]
article43
2016Finite sample weighting of recursive forecast errors In: International Journal of Forecasting.
[Full Text][Citation analysis]
article0
2000A word of caution on calculating market-based minimum capital risk requirements In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article17
2007Interest rates and efficiency in medieval wool forward contracts In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article1
2008Momentum profits and time-varying unsystematic risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article34
2006Momentum Profits and Time-Varying Unsystematic Risk.(2006) In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34
paper
2010The S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article19
2019Experience wears the trousers: Exploring gender and attitude to financial risk In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article14
2002A model for exchange rates with crawling bands--an application to the Colombian peso In: Journal of Economics and Business.
[Full Text][Citation analysis]
article5
2012Hot and cold IPO markets: The case of the Stock Exchange of Mauritius In: Journal of Multinational Financial Management.
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article1
2009The stock performance of Americas 100 Best Corporate Citizens In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article15
2006The Stock Performance of Americas 100 Best Corporate Citizens.(2006) In: ICMA Centre Discussion Papers in Finance.
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This paper has nother version. Agregated cites: 15
paper
2013Commodity futures prices: More evidence on forecast power, risk premia and the theory of storage In: The Quarterly Review of Economics and Finance.
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article12
2014On the performance of the tick test In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article4
2014Gender and the evaluation of research In: Research Policy.
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article14
2022Why have UK universities become more indebted over time? In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article2
2008A re-examination of the index effect: Gambling on additions to and deletions from the S&P 500s [`]gold seal In: Research in International Business and Finance.
[Full Text][Citation analysis]
article3
2012The underpricing of IPOs on the Stock Exchange of Mauritius In: Research in International Business and Finance.
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article4
2021The impact of personality traits on attitude to financial risk In: Research in International Business and Finance.
[Full Text][Citation analysis]
article3
2022The first real estate bubble? Land prices and rents in medieval England c. 1300–1500 In: Research in International Business and Finance.
[Full Text][Citation analysis]
article0
2013Testing for speculative bubbles in asset prices In: Chapters.
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chapter0
2014Does more detailed information mean better performance? An experiment in information explicitness In: Review of Behavioral Finance.
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article0
2013Does More Detailed Information Mean Better Performance? An Experiment in Information Explicitness.(2013) In: ICMA Centre Discussion Papers in Finance.
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This paper has nother version. Agregated cites: 0
paper
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.
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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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article
2003Multivariate GARCH models: software choice and estimation issues In: Journal of Applied Econometrics.
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article33
2003Multivariate GARCH Models: Software Choice and Estimation Issues.(2003) In: ICMA Centre Discussion Papers in Finance.
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This paper has nother version. Agregated cites: 33
paper
2001A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate. In: Journal of Forecasting.
[Citation analysis]
article45
2001Bicorrelations and Cross-Bicorrelations As Non-linearity Tests and Tools for Exchange Rate Forecasting. In: Journal of Forecasting.
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article10
2003Volatility forecasting for risk management In: Journal of Forecasting.
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article86
2013Intrinsic and Rational Speculative Bubbles in the US Housing Market: 1960-2011 In: Journal of Real Estate Research.
[Full Text][Citation analysis]
article13
2014On the Predictive Content of Leading Indicators: The Case of U.S. Real Estate Markets In: Journal of Real Estate Research.
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article0
2013On the Predictive Content of Leading Indicators: The Case of US Real Estate Markets.(2013) In: ICMA Centre Discussion Papers in Finance.
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This paper has nother version. Agregated cites: 0
paper
2014The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market In: Annals of Finance.
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article3
1998Chaos in Foreign Exchange Markets: A Sceptical View. In: Computational Economics.
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article6
1999The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test. In: Computational Economics.
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article20
1999Portmanteau Model Diagnostics and Tests for Nonlinearity: A Comparative Monte Carlo Study of Two Alternative Methods. In: Computational Economics.
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article5
2002Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors. In: Computational Economics.
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article8
2019Corporate Tax: What Do Stakeholders Expect? In: Journal of Business Ethics.
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article5
1999Optimal Hedging and the Value of News. In: Department of Economics - Working Papers Series.
[Citation analysis]
paper3
2003Measuring the Response of Macroeconomic Uncertainty to Shocks In: Department of Economics - Working Papers Series.
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2005Measuring the Response of Macroeconomic Uncertainty to Shocks.(2005) In: The Review of Economics and Statistics.
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2005Autoregressive Conditional Kurtosis In: Journal of Financial Econometrics.
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article74
2002Augoregressive Conditional Kurtosis.(2002) In: ICMA Centre Discussion Papers in Finance.
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2001Can profitable trading strategies be derived from investment best-sellers? In: Journal of Asset Management.
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article0
2006Decomposing the price-earnings ratio In: Journal of Asset Management.
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article7
2009Low-cost momentum strategies In: Journal of Asset Management.
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article9
2007Low-Cost Momentum Strategies.(2007) In: ICMA Centre Discussion Papers in Finance.
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2010A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market In: MPRA Paper.
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paper0
2010The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market In: MPRA Paper.
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paper0
2000Value at Risk and Market Crashes In: ICMA Centre Discussion Papers in Finance.
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paper7
2000An EVT Approach to calculating Risk Capital Requirements In: ICMA Centre Discussion Papers in Finance.
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paper3
2001A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates In: ICMA Centre Discussion Papers in Finance.
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paper0
2001International Evidence of the Predictability of Prices of Securititised Real Estate Assets: Econometric Models versus Neural Networks In: ICMA Centre Discussion Papers in Finance.
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paper1
2001The Statistical Properties of Hedge Fund Index Returns In: ICMA Centre Discussion Papers in Finance.
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paper35
2002Forecasting the Collapse of Speculative Bubbles: An Empirical Investigation of the S&P 500 Composite Index In: ICMA Centre Discussion Papers in Finance.
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paper0
2002A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of Bubbles in the S&P 500 Composite Index In: ICMA Centre Discussion Papers in Finance.
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paper0
2003Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange In: ICMA Centre Discussion Papers in Finance.
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paper4
2004Gambling on the S&P 500s Gold Seal: New Evidence on the Index Effect In: ICMA Centre Discussion Papers in Finance.
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paper2
2005Cross Hedging with Single Stock Futures In: ICMA Centre Discussion Papers in Finance.
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paper5
2005Advance Contracts for the Sale of Wool in Medieval England; An Undeveloped and Inefficient Market? In: ICMA Centre Discussion Papers in Finance.
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paper0
2005The Long-Term P/E Radio In: ICMA Centre Discussion Papers in Finance.
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paper0
2005Decomposing the P/E Ratio In: ICMA Centre Discussion Papers in Finance.
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paper0
2005The Extremes of the P/E Effect In: ICMA Centre Discussion Papers in Finance.
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paper0
2005Leger est aprendre mes fort est arendre;: Wool, Debt and the Dispersal of Pipewell Abbey (1280 - 1330) In: ICMA Centre Discussion Papers in Finance.
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paper2
2006Corporate Reputation and Stock Returns; are good firm good for investors? In: ICMA Centre Discussion Papers in Finance.
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paper0
2006Optimal Hedging with Higher Moments In: ICMA Centre Discussion Papers in Finance.
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2012Optimal hedging with higher moments.(2012) In: Journal of Futures Markets.
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2007The Value Premium and Time-Varying Unsystematic Risk In: ICMA Centre Discussion Papers in Finance.
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paper0
2007The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance In: ICMA Centre Discussion Papers in Finance.
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paper0
2008Interest in medieval accounts: Examples from England, 1272-1340 In: ICMA Centre Discussion Papers in Finance.
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paper6
2009Time Varying Volatility and the Cross-Section of Equity Returns  In: ICMA Centre Discussion Papers in Finance.
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paper1
2009Transaction Costs, Trading Volume and Momentum Strategies In: ICMA Centre Discussion Papers in Finance.
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paper2
2009Testing for periodically collapsing rational speculative bubbles in US REITs In: ICMA Centre Discussion Papers in Finance.
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paper0
2011Intrinsic and Rational Speculative Bubbles in the U.S. Housing Market 1960-2009 In: ICMA Centre Discussion Papers in Finance.
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paper2
2011The Dynamics of Commodity Prices In: ICMA Centre Discussion Papers in Finance.
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paper50
2013The dynamics of commodity prices.(2013) In: Quantitative Finance.
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2011Housing and equity bubbles: Are they contagious to REITs? In: ICMA Centre Discussion Papers in Finance.
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paper0
2012The interactive financial effects between corporate social responsibility and irresponsibility In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper2
2013Did Long-Short Investors Destabilize Commodity Markets? In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper3
2014Commodity Risk Factors and the Cross-Section of Equity Returns In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]
paper2
2015The ‘Buying and Selling of Money for Time’: Foreign Exchange and Interest Rates in Medieval Europe In: ICMA Centre Discussion Papers in Finance.
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paper2
2015Buying and Selling of Money for Time: Foreign Exchange and Interest Rates in Medieval Europe.(2015) In: ICMA Centre Discussion Papers in Finance.
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2015The Negative Credit Risk Premium Puzzle: A Limits to Arbitrage Story In: ICMA Centre Discussion Papers in Finance.
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paper1
2009The credit crisis of 1294: causes, consequences and results In: Ekonomicheskaya Politika / Economic Policy.
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article0
2000Forecasting Models of Retail Rents In: Environment and Planning A.
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article7
2013Commercial Real Estate and Equity Market Bubbles: Are They Contagious to REITs? In: Urban Studies.
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2000Does orthogonalization really purge equitybased property valuations of their general stock market influences? In: Applied Economics Letters.
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2001Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects In: Applied Economics Letters.
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2000What will be the risk-free rate and benchmark yield curve following European monetary union? In: Applied Financial Economics.
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2002Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets? In: Applied Financial Economics.
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2014The long-run performance of IPOs: the case of the Stock Exchange of Mauritius In: Applied Financial Economics.
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1999An alternative approach to investigating lead-lag relationships between stock and stock index futures markets In: Applied Financial Economics.
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2001Linkages between property asset returns and interest rates: evidence for the UK In: Applied Economics.
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2019Financial data science: the birth of a new financial research paradigm complementing econometrics? In: The European Journal of Finance.
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2021Tomorrows fish and chip paper? Slowly incorporated news and the cross-section of stock returns In: The European Journal of Finance.
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2003Information criteria for GARCH model selection In: The European Journal of Finance.
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1999Threshold autoregressive and Markov switching models: an application to commercial real estate In: Journal of Property Research.
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1999The impact of economic and financial factors on UK property performance In: Journal of Property Research.
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2001Forecasting real estate returns using financial spreads In: Journal of Property Research.
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2001Testing for bubbles in indirect property price cycles In: Journal of Property Research.
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2003International evidence on the predictability of returns to securitized real estate assets: econometric models versus neural networks In: Journal of Property Research.
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2002The Effect of Asymmetries on Optimal Hedge Ratios In: The Journal of Business.
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2005Trading Rules from Forecasting the Collapse of Speculative Bubbles for the S&P 500 Composite Index In: The Journal of Business.
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2015Speculative Bubble Spillovers across Regional Housing Markets In: Land Economics.
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2001The Cross?Currency Hedging Performance of Implied Versus Statistical Forecasting Models In: Journal of Futures Markets.
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2015Booms and Busts in Commodity Markets: Bubbles or Fundamentals? In: Journal of Futures Markets.
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