Jerry Coakley : Citation Profile


Are you Jerry Coakley?

University of Essex

17

H index

31

i10 index

1275

Citations

RESEARCH PRODUCTION:

63

Articles

22

Papers

RESEARCH ACTIVITY:

   30 years (1994 - 2024). See details.
   Cites by year: 42
   Journals where Jerry Coakley has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 29 (2.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco48
   Updated: 2024-12-03    RAS profile: 2024-05-06    
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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)

Tamarit, Cecilio (23)

Camarero, Mariam (23)

Eberhardt, Markus (20)

Kapetanios, George (18)

Noman, Abdullah (16)

Tosetti, Elisa (11)

kumar, saten (11)

Xu, Fang (11)

Cites to:

Fuertes, Ana-Maria (35)

Taylor, Mark (35)

Smith, Ronald (30)

Phillips, Peter (28)

Pesaran, Mohammad (27)

Ritter, Jay (26)

Rogoff, Kenneth (26)

Sarno, Lucio (21)

Moon, Hyungsik (20)

Obstfeld, Maurice (19)

Campbell, John (18)

Main data


Where Jerry Coakley has published?


Journals with more than one article published# docs
The European Journal of Finance11
Applied Financial Economics9
International Review of Financial Analysis4
Journal of Economic Dynamics and Control3
Economics Letters3
International Journal of Finance & Economics3
Studies in Nonlinear Dynamics & Econometrics2
Journal of Business Finance & Accounting2
The British Accounting Review2
Journal of Time Series Analysis2
Journal of Banking & Finance2
Computational Statistics & Data Analysis2
Journal of Corporate Finance2

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
Computing in Economics and Finance 2002 / Society for Computational Economics2
Money Macro and Finance (MMF) Research Group Conference 2003 / Money Macro and Finance Research Group2
Money Macro and Finance (MMF) Research Group Conference 2004 / Money Macro and Finance Research Group2

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). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Papers. RePEc:arx:papers:2311.15635.

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2024The Feldstein-Horioka Puzzle or Paradox after 44 Years: A Fallacy of Composition. (2024). Horioka, Charles. In: ISER Discussion Paper. RePEc:dpr:wpaper:1231.

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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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2023The relative importance of overnight sentiment versus trading-hour sentiment in volatility forecasting. (2023). Qiu, Jianying ; Wan, Xinmin ; Chu, Xiaojun. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000400.

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2024Are key audit matter disclosures useful in assessing the financial distress level of a client firm?. (2024). Wellmeyer, Patricia ; Pincus, Morton ; Muoz-Izquierdo, Nora ; Camacho-Miñano, Maria-del-Mar, . In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:2:s0890838923000331.

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2024The JOBS Act and IPO underpricing. (2024). Wang, Ren ; Su, Wentao ; Liu, Haoran ; Hu, Tiantian ; Bian, Yuxiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000044.

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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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2023Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993.

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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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2023Time-varying bond market integration and the impact of financial crises. (2023). Hyde, Stuart ; Cho, Sungjun ; Qin, Weiping. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004258.

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2024Stock price swings and fundamentals: The role of Knightian uncertainty. (2024). Mangee, Nicholas. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005033.

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2024The impact of mispricing and growth opportunities on mergers and acquisitions of public companies from the behavioral theory of the firm. (2024). Sun, YE ; Wei, Baiyang. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003283.

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2023Price bands and their effects on equity markets: Evidence from a natural experiment. (2023). Singh, Ajai ; Seth, Rama ; Gatchev, Vladimir A ; Vishwanatha, S R. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000381.

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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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2023Regulatory reforms, board independence and earnings quality. (2023). Cumming, Douglas ; Amin, Qazi Awais. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001087.

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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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2024ESG and crowdfunding platforms. (2024). Rossi, Alice ; Meoli, Michele ; Cumming, Douglas ; Vismara, Silvio. In: Journal of Business Venturing. RePEc:eee:jbvent:v:39:y:2024:i:1:s0883902623000769.

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2024Panel data in environmental economics: Econometric issues and applications to IPAT models. (2024). Manner, Hans ; Deixelberger, Beate ; Eibinger, Tobias. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000159.

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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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2023A Benford’s Law view of inspections’ reasonability. (2023). Arezzo, Maria Felice ; Cerqueti, Roy. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:632:y:2023:i:p1:s037843712300849x.

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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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2024Board chair gender, glass ceiling, and IPO underpricing: Evidence from China. (2024). Liu, Jin ; Wang, Manya ; Gao, Kaijuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1152-1171.

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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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2023The long-run performance of initial public offerings: evidence from a transition economy. (2023). Trang, Ninh Thi ; van Tan, Nguyen. In: Afro-Asian Journal of Finance and Accounting. RePEc:ids:afasfa:v:13:y:2023:i:5:p:574-591.

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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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2024Do shifting practices vary across the firm life cycle?. (2024). Bansal, Manish. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:2:p:142-169.

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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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2023Time?to?completion for mergers and acquisitions in the food and agribusiness industry. (2022). Mukhopadhyay, Ramyani ; Adelaja, Adesoji O. In: Agribusiness. RePEc:wly:agribz:v:38:y:2022:i:3:p:579-607.

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2023The Feldstein–Horioka hypothesis for African countries: Evidence from recent panel error?correction modelling. (2021). Ketenci, Natalya. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5762-5774.

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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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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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2023Non?operating earnings and firm risk. (2021). Wang, Hongxia ; Ngo, Thanh ; Jory, Surendranath. In: Review of Financial Economics. RePEc:wly:revfec:v:39:y:2021:i:1:p:95-123.

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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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paper143
2006Unobserved heterogeneity in panel time series models.(2006) In: Computational Statistics & Data Analysis.
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This paper has nother version. Agregated cites: 143
article
1996Saving, Investment and Capital Mobility in LDCs In: Archive Discussion Papers.
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paper50
1999Saving, Investment, and Capital Mobility in LDCs..(1999) In: Review of International Economics.
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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
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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article2
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
2004Is the Feldstein–Horioka Puzzle History? In: Manchester School.
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article76
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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paper68
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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article157
2012The School’s Out effect: A new seasonal anomaly! In: The British Accounting Review.
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article1
2018Earnings management using classification shifting of revenues In: The British Accounting Review.
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article13
2018Prospect theory and IPO returns in China In: Journal of Corporate Finance.
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article16
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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article12
2003Numerical issues in threshold autoregressive modeling of time series In: Journal of Economic Dynamics and Control.
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article25
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: 25
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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article15
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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article35
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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article4
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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article151
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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article1
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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article15
1994The Integration of Property and Financial Markets In: Environment and Planning A.
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article36
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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article23
2002Asymmetric dynamics in UK real interest rates In: Applied Financial Economics.
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article10
2005Testing for symmetry and proportionality in a European panel In: Applied Financial Economics.
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article9
2006Testing for symmetry and proportionality in a European panel.(2006) In: Applied Financial Economics.
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This paper has nother version. Agregated cites: 9
article
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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article11
2014Investor sentiment and value and growth stock index options In: The European Journal of Finance.
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article4
2015The European sovereign debt market: from integration to segmentation In: The European Journal of Finance.
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article21
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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article1
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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article6
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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