Robert Simon Hudson : Citation Profile

Are you Robert Simon Hudson?

University of Hull

12

H index

15

i10 index

592

Citations

RESEARCH PRODUCTION:

62

Articles

6

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   24 years (1996 - 2020). See details.
   Cites by year: 24
   Journals where Robert Simon Hudson has often published
   Relations with other researchers
   Recent citing documents: 85.    Total self citations: 27 (4.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu153
   Updated: 2023-11-04    RAS profile: 2021-11-26    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert Simon Hudson.

Is cited by:

GUPTA, RANGAN (10)

Ashton, john (9)

CHONG, Terence Tai Leung (8)

Batten, Jonathan (7)

lucey, brian (7)

BOUNGOU, Whelsy (6)

Tiwari, Aviral (6)

Wong, Wing-Keung (6)

Pandey, Dharen (5)

Zhou, Wei-Xing (5)

Duxbury, Darren (5)

Cites to:

Lo, Andrew (23)

Fama, Eugene (21)

Shleifer, Andrei (19)

French, Kenneth (15)

Thaler, Richard (15)

Lebaron, Blake (15)

Brock, William (12)

Campbell, John (11)

Madhavan, Ananth (11)

Summers, Lawrence (10)

Subrahmanyam, Avanidhar (9)

Main data

Where Robert Simon Hudson has published?

Journals with more than one article published# docs
International Review of Financial Analysis9
Journal of International Financial Markets, Institutions and Money7
Economics Letters6
Applied Economics Letters4
Research in International Business and Finance3
Finance Research Letters2
Journal of Banking & Finance2
Journal of Financial Regulation and Compliance2
Applied Economics2
Economics Bulletin2
Journal of Business Finance & Accounting2

Working Papers Series with more than one paper published# docs
Working Papers / Bangor Business School, Prifysgol Bangor University (Cymru / Wales)4
Working Paper series, University of East Anglia, Centre for Competition Policy (CCP) / Centre for Competition Policy, University of East Anglia, Norwich, UK.2

Recent works citing Robert Simon Hudson (2023 and 2022)

YearTitle of citing document
2023The shock of war: do trade relations impact the reaction of stock markets to the Russian invasion of Ukraine?. (2023). Barichello, Richard ; Wielechowski, Micha ; Czech, Katarzyna. In: Ekonomista. RePEc:aoq:ekonom:y:2023:i:1:p:14-27.

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2023Learning in a Small/Big World. (2020). Kin, Benson Tsz. In: Papers. RePEc:arx:papers:2009.11917.

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2022Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume. In: Papers. RePEc:arx:papers:2203.07865.

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2022On Stock Return Patterns Following Large Monthly Price Movements: Empirical Evidence from India. (2022). Sendilvelu, Kannadas ; Parthasarathy, Srikanth. In: Economic Thought journal. RePEc:bas:econth:y:2022:i:3:p:249-268.

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2022Technical Analysis, Energy Cryptos and Energy Equity Markets. (2022). Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-28.

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2022The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach. (2022). Yarovaya, Larisa ; Patel, Ritesh ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000570.

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2023Emotions and stock market anomalies: A systematic review. (2023). Verma, Shubhangi ; Rao, Purnima ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000557.

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2023A bibliometric analysis of the disposition effect: Origins and future research avenues. (2023). Vicente, Luis ; Ortiz, Cristina ; Gutierrez-Nieto, Begoa. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200096x.

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2023Are the European Union stock markets vulnerable to the Russia–Ukraine war?. (2023). Pandey, Dharen ; Kumar, Gaurav ; Kumari, Vineeta. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000072.

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2023A literature review on extreme price movements with reversal. (2023). Steffen, Viktoria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000205.

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2022Price overreaction to up-limit events and revised momentum strategies in the Chinese stock market. (2022). Zhu, Dongming ; Wu, Ying ; Liu, Chenye. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001560.

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2023The fluctuation correlation between investor sentiment and stock index using VMD-LSTM: Evidence from China stock market. (2023). Zhang, Jie ; Gao, Zhenbin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000384.

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2022The impact of the Ukraine–Russia war on world stock market returns. (2022). BOUNGOU, Whelsy ; Yatie, Alhonita. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001355.

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2022The role of ESG in the decision to stay or leave the market of an invading country: The case of Russia. (2022). Galariotis, Emilios ; Blomkvist, Magnus ; Basnet, Anup. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522002026.

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2022Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate. (2022). Johnson, J. E. V., ; Kansara, A P ; Sung, M ; Fraser-Mackenzie, P. A. F., . In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:1:p:330-345.

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2022Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both?. (2022). Wang, LU ; Wu, Jiangbin ; Cao, Yang ; Hong, Yanran. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002237.

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2022The crisis alpha of managed futures: Myth or reality?. (2022). Mende, Alexander ; Frommel, Michael ; Asif, Raheel. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000242.

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2022The profitability effect: Insight from a dynamic perspective. (2022). Yang, Zhichen ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000345.

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2022The effects of overnight events on daytime trading sessions. (2022). Webb, Robert I ; Ryu, Doojin ; Ham, Hyuna. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001892.

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2023The impact of the Russian-Ukrainian war on global financial markets. (2023). Sivaprasad, Sheeja ; Petropoulou, Athina ; Pappas, Vasileios ; Muradolu, Yaz Gulnur ; Izzeldin, Marwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s105752192300114x.

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2022Corporate decisions in times of war: Evidence from the Russia-Ukraine conflict. (2022). Eshraghi, Arman ; Tosun, Onur Kemal. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001908.

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2022Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine. (2022). Pandey, Dharen ; Boubaker, Sabri ; Goodell, John W ; Kumari, Vineeta. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001969.

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2022Would widening price limits improve the efficiency of price discovery?. (2022). Lian, Feng ; Ma, Huanglong ; Yuan, Xianghui ; Jin, Liwei. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004135.

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2022Border disputes and heterogeneous sectoral returns: An event study approach. (2022). Pandey, Dharen ; Kumari, Vineeta ; Boubaker, Sabri ; Hassan, Kabir M. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004652.

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2023Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict. (2023). Vo, Xuan Vinh ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005657.

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2023Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup. (2023). Drummond, Philip A. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000581.

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2022When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns. (2022). Demir, Ender ; Long, Huaigang ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921001236.

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2022Performance of intraday technical trading in China’s gold market. (2022). Jin, Xiaoye. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001876.

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2022Does the Russia-Ukraine war lead to currency asymmetries? A US dollar tale. (2022). Pandey, Dharen ; Chortane, Sana Gaied. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000263.

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2022Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy-and-Hold Backtesting Strategy. (2022). van De, Ignace ; Ren, Tiantian ; Mazza, Paolo ; Kerstens, Kristiaan. In: Omega. RePEc:eee:jomega:v:113:y:2022:i:c:s0305048322001256.

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2022Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach. (2022). Yousaf, Imran ; Riaz, Yasir ; Umar, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004093.

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2023Russia-Ukraine conflict: The effect on European banks’ stock market returns. (2023). Gouveia, Ricardo ; Correia, Pedro ; Martins, Antonio Miguel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:67:y:2023:i:c:s1042444x23000051.

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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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2022Impacts of COVID-19 local spread and Google search trend on the US stock market. (2022). Panovska, Irina ; Das, Kumer P ; Toufiqul, G M ; Dey, Asim K. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121006968.

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2023An intraday analysis of block orders on the Taiwan Stock Exchange. (2023). Wu, Yi-Hsien ; Hung, Pi-Hsia ; Lien, Donald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:133-147.

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2023Predicting SMEs’ default risk: Evidence from bank-firm relationship data. (2023). Formisano, Vincenzo ; Gallucci, Carmen ; Pietrovito, Filomena ; Modina, Michele. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:254-268.

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2023Measuring the response of clean energy stock price volatility to extreme shocks. (2023). Luo, Keyu ; Peng, Lijuan ; Wang, LU ; Zhang, LI. In: Renewable Energy. RePEc:eee:renene:v:206:y:2023:i:c:p:1289-1300.

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2023The seasonality of lottery-like stock returns. (2023). Yeo, Ben ; Singh, Ranjodh ; Yang, Joey W ; Gould, John. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:383-400.

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2022A novel two-stage hybrid default prediction model with k-means clustering and support vector domain description. (2022). Yin, Hailei ; Zhou, Ying ; Chi, Guotai ; Yuan, Kunpeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001574.

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2022Naval disasters, world war two and the British stock market. (2022). Urquhart, Andrew ; Hudson, Robert. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s027553192100177x.

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2022The intraday dynamics and intraday price discovery of bitcoin. (2022). Yuan, Yulin ; Wang, Xinyi ; Su, Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000137.

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2023Abnormal trading volume, news and market efficiency: Evidence from the Jamaica Stock Exchange. (2023). Swidler, Steve ; Wright, Calvin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001908.

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2023The evolvement of momentum effects in China: Evidence from functional data analysis. (2023). Wang, Shixuan ; Teka, Hanen ; Liu, Zhenya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002197.

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2023Trade matters except to war neighbors: The international stock market reaction to 2022 Russia’s invasion of Ukraine. (2023). Silva, Thiago ; Tabak, Benjamin Miranda ; Berri, Paulo Victor. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000612.

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2023Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; Kumar, Satish ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983.

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2022Long-lasting heuristics principles for efficient investment decisions. (2022). Mousavi, Shabnam ; Schuller, Markus ; Gadzinski, Gregory. In: Qualitative Research in Financial Markets. RePEc:eme:qrfmpp:qrfm-04-2021-0072.

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2022Call Auctions with Contingent Orders. (2022). Imisiker, Serkan ; Hafalir, Isa E. In: Games. RePEc:gam:jgames:v:13:y:2022:i:5:p:61-:d:913945.

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2022Mean Reversions in Major Developed Stock Markets: Recent Evidence from Unit Root, Spectral and Abnormal Return Studies. (2022). Chen, Clara Chia-Sheng ; Li, Wei-Xuan ; Nguyen, James. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:162-:d:785500.

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2022Financial Innovation of Mass Destruction—The Story of a Countrywide FX Options Debacle. (2022). Bohatkiewicz-Czaicka, Joanna ; Sawik, Anna. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:2:p:28-:d:732416.

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2022Does the Adaptive Market Hypothesis Reconcile the Behavioral Finance and the Efficient Market Hypothesis?. (2022). Ayub, Usman ; Shafique, Attayah ; Noreen, Umara ; Saeed, Syed Kashif. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:9:p:168-:d:895380.

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2022Application of Multifractal Analysis in Estimating the Reaction of Energy Markets to Geopolitical Acts and Threats. (2022). Ferreira, Paulo ; Ali, Haider ; Aslam, Faheem ; Jose, Ana Ercilia. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:10:p:5828-:d:813275.

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2023Can Digital Inclusive Finance Improve the Financial Performance of SMEs?. (2023). Zhu, Keying ; Kong, Xinyan ; Huang, Huiqin ; Yu, Wei. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:1867-:d:1040214.

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2022The impact of the Ukraine-Russia war on world stock market returns. (2022). BOUNGOU, Whelsy ; Yatie, Alhonita. In: Bordeaux Economics Working Papers. RePEc:grt:bdxewp:2022-06.

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2022The impact of the Ukraine–Russia war on world stock market returns. (2022). Yatie, Alhonita ; Boungou, Whelsy. In: Post-Print. RePEc:hal:journl:hal-03675532.

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2022The role of ESG in the decision to stay or leave the market of an invading country: The case of Russia. (2022). Blomkvist, Magnus ; Galariotis, Emilios ; Basnet, Anup. In: Post-Print. RePEc:hal:journl:hal-03689077.

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2022The impact of the Ukraine-Russia war on world stock market returns. (2022). BOUNGOU, Whelsy ; Yatie, Alhonita. In: Working Papers. RePEc:hal:wpaper:hal-03610963.

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2022The impact of the Ukraine-Russia war on world stock market returns. (2022). Yatie, Alhonita ; Boungou, Whelsy. In: Working Papers. RePEc:hal:wpaper:hal-03623580.

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2022The impact of the Ukraine-Russia war on world stock market returns. (2022). Yatie, Alhonita ; Boungou, Whelsy. In: Working Papers. RePEc:hal:wpaper:hal-03624985.

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2022The Chronology of Brexit and UK Monetary Policy. (2022). Güntner, Jochen ; Gntner, Jochen ; Geiger, Martin. In: Economics working papers. RePEc:jku:econwp:2022-06.

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2023Beta estimation in the European network regulation context: what matters, what doesn’t, and what is indispensable. (2023). Stehle, Richard ; Betzer, Andre ; Bazhutov, Dmitry. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00428-z.

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2023U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks. (2023). Caporale, Guglielmo Maria ; Gil-Alana, Luis Alberiko. In: International Advances in Economic Research. RePEc:kap:iaecre:v:29:y:2023:i:1:d:10.1007_s11294-023-09868-9.

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2023Financial ratios, corporate governance and bank-firm information: a Bayesian approach to predict SMEs’ default. (2023). Formisano, Vincenzo ; Modina, Michele ; Santullli, Rosalia ; Gallucci, Carmen. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:27:y:2023:i:3:d:10.1007_s10997-021-09614-5.

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2022Does capital-based regulation affect bank pricing policy?. (2022). Gric, Zuzana ; Hodula, Martin ; Ehrenbergerova, Dominika. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:61:y:2022:i:2:d:10.1007_s11149-022-09448-5.

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2023Does the Adaptive Market Hypothesis Exist in Equity Market? Evidence from Pakistan Stock Exchange. (2023). Siddique, Maryam. In: OSF Preprints. RePEc:osf:osfxxx:9b5dx.

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2023Effects of COVID-19 on Global Financial Markets: Evidence from Qualitative Research for Developed and Developing Economies. (2023). Taghizadeh-Hesary, Farhad ; Sarker, Tapan ; Rasoulinezhad, Ehsan ; Zhao, Linhai. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:35:y:2023:i:1:d:10.1057_s41287-021-00494-x.

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2022COVID-19 and adaptive behavior of returns: evidence from commodity markets. (2022). Shahid, Muhammad Naeem. In: Palgrave Communications. RePEc:pal:palcom:v:9:y:2022:i:1:d:10.1057_s41599-022-01332-z.

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2022Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies. (2022). Maecka, Marta ; Fiszeder, Piotr. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:17:y:2022:i:4:p:939-967.

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2022Metanomics: Adaptive market and volatility behaviour in Metaverse. (2022). Bahri, Anu ; Shah, Anand. In: MPRA Paper. RePEc:pra:mprapa:114442.

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2023How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2023). Panagiotidis, Theodore ; Bampinas, Georgios. In: MPRA Paper. RePEc:pra:mprapa:117094.

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2023Stock Markets’ Reactions to the Announcement of the Hosts. An Event Study in the Analysis of Large Sporting Events in the Years 1976–2032. (2023). Potrykus, Marcin ; Zawadzki, Krystian M. In: Journal of Sports Economics. RePEc:sae:jospec:v:24:y:2023:i:6:p:759-800.

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2022Energy crypto currencies and leading U.S. energy stock prices: are Fibonacci retracements profitable?. (2022). Bhaskaran, Rajesh Kumar ; Nourani, Mohammad ; Gurrib, Ikhlaas. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00311-8.

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2022Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis. (2022). Özdemir, Onur. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00319-0.

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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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2023Analysis of an event study using the Fama–French five-factor model: teaching approaches including spreadsheets and the R programming language. (2023). Cuadros, Jordi ; Prior, Francesc ; Serrano, Vanessa ; Martinez-Blasco, Monica. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00477-3.

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2023Ukraine–Russia Conflict and Stock Markets Reactions in Europe. (2023). Shafique, Sujana ; Sutradhar, Soma Rani ; Hasan, Fakhrul ; Das, Bijoy Chandra. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:24:y:2023:i:3:d:10.1007_s40171-023-00345-0.

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2023How relative competitive strength moderates stock price responses after European soccer tournaments. (2023). Beurden, Jarmo ; Schertler, Andrea. In: Journal of Business Economics. RePEc:spr:jbecon:v:93:y:2023:i:8:d:10.1007_s11573-023-01145-9.

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2022Momentum investing: a systematic literature review and bibliometric analysis. (2022). Walia, Nidhi ; Singh, Simarjeet. In: Management Review Quarterly. RePEc:spr:manrev:v:72:y:2022:i:1:d:10.1007_s11301-020-00205-6.

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2022Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019). (2022). Vogl, Markus. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:12:d:10.1007_s43546-022-00359-3.

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2022Prior perceived losses and investment objectives after stock market crisis: a moderated-mediation model of risk tolerance and loss aversion. (2022). Islam, Mohammad Tariqul. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:7:d:10.1007_s43546-022-00259-6.

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2023Measuring SMEs Risk – Evidence from Malaysia. (2023). Harith, Samir ; Bai, Min. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:7:d:10.1007_s43546-023-00496-3.

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2022The performance of UK stock recommendation revisions: Does brokerage house reputation matter?. (2022). Joseph, Nathan Lael ; Zhang, Hanxiong ; Su, Chen. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3051-3070.

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2022Industry momentum and reversals in stock markets. (2022). Apergis, Nicholas ; Pragidis, Ioannis ; Plakandaras, Vasilios. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3093-3138.

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2023Incomplete information model of credit default of micro and small enterprises. (2023). Wang, Suyang ; Chen, Tingqiang. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2956-2974.

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2022Corporate failure prediction using threshold?based models. (2022). Veganzones, David. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:5:p:956-979.

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2022Evaluating the predictive power of intraday technical trading in Chinas crude oil market. (2022). Jin, Xiaoye. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:7:p:1416-1432.

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Robert Simon Hudson is editor of

Journal
Review of Behavioral Finance

Works by Robert Simon Hudson:

YearTitleTypeCited
2008Comparative performance of UK mutual building societies and stock retail banks: further evidence In: Accounting and Finance.
[Full Text][Citation analysis]		article4
2015Informed Trading and Market Structure In: European Financial Management.
[Full Text][Citation analysis]		article0
2004Intra Day Bid?Ask Spreads, Trading Volume and Volatility: Recent Empirical Evidence from the London Stock Exchange In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article22
2008Trading Frictions and Market Structure: An Empirical Analysis In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article3
2011Should the joint provision of credit insurance with unsecured lending be prohibited? An examination of the UK payment protection insurance market In: Working Papers.
[Full Text][Citation analysis]		paper2
2009Should the joint provision of credit insurance with unsecured lending be prohibited? An examination of the UK payment protection insurance market.(2009) In: Working Paper series, University of East Anglia, Centre for Competition Policy (CCP).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2011The price, quality and distribution of mortgage payment protection insurance: A hedonic pricing approach In: Working Papers.
[Full Text][Citation analysis]		paper2
2012Rationalizing the Value Premium under Economic Fundamentals in an Emerging Market In: Working Papers.
[Full Text][Citation analysis]		paper0
2013The Influence of Product Age on Pricing Decisions: An examination of bank deposit interest rate setting In: Working Papers.
[Full Text][Citation analysis]		paper8
2014The influence of product age on pricing decisions: An examination of bank deposit interest rate setting.(2014) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2013New Evidence of Technical Trading Profitability In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2017Stock predictability and preceding stock price changes – evidence from central and eastern european markets In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2014Adapting financial rationality: Is a new paradigm emerging? In: CRITICAL PERSPECTIVES ON ACCOUNTING.
[Full Text][Citation analysis]		article9
2010Technical trading rules and calendar anomalies -- Are they the same phenomena? In: Economics Letters.
[Full Text][Citation analysis]		article5
2010Stock return predictability despite low autocorrelation In: Economics Letters.
[Full Text][Citation analysis]		article7
2000Tick size and the compass rose: further insights In: Economics Letters.
[Full Text][Citation analysis]		article6
2005The predictive ability and profitability of technical trading rules: does company size matter? In: Economics Letters.
[Full Text][Citation analysis]		article3
2005Should actions speak louder than words? Individuals attitudes and behavior in asset allocation choices In: Economics Letters.
[Full Text][Citation analysis]		article1
2006As time goes by: An investigation of how asset allocation varies with investor age In: Economics Letters.
[Full Text][Citation analysis]		article3
2020Political uncertainty and sentiment: Evidence from the impact of Brexit on financial markets In: European Economic Review.
[Full Text][Citation analysis]		article3
2012Can market frictions really explain the price impact asymmetry of block trades? Evidence from the Saudi Stock Market In: Emerging Markets Review.
[Full Text][Citation analysis]		article5
2013A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article23
2013Efficient or adaptive markets? Evidence from major stock markets using very long run historic data In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article57
2015Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article18
2015War and stock markets: The effect of World War Two on the British stock market In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article41
2015Which heuristics can aid financial-decision-making? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2016The effect of size on the failure probabilities of SMEs: An empirical study on the US market using discrete hazard model In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article21
2016Reviewing the hedge funds literature II: Hedge funds returns and risk management characteristics In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article8
2016Reviewing the hedge funds literature I: Hedge funds and hedge funds managerial characteristics In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2018Test of recent advances in extracting information from option prices In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2015The benefits of combining seasonal anomalies and technical trading rules In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2017Sampling frequency and the performance of different types of technical trading rules In: Finance Research Letters.
[Full Text][Citation analysis]		article10
2013Price impact of block trades in the Saudi stock market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article9
2014Does high frequency trading affect technical analysis and market efficiency? And if so, how? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article18
2014New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2015Do the disposition and house money effects coexist? A reconciliation of two behavioral biases using individual investor-level data In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article10
2015Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article5
2015How exactly do markets adapt? Evidence from the moving average rule in three developed markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article15
1996A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994 In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article77
2008Interest rate clustering in UK financial services markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article15
2006Interest Rate Clustering in UK Financial Services Markets.(2006) In: Working Paper series, University of East Anglia, Centre for Competition Policy (CCP).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2005Pre-holiday effects: International evidence on the decline and reversal of a stock market anomaly In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article27
2013How people evaluate defined contribution, annuity-based pension arrangements: A behavioral exploration In: Journal of Economic Psychology.
[Full Text][Citation analysis]		article4
2013Herd behaviour experimental testing in laboratory artificial stock market settings. Behavioural foundations of stylised facts of financial returns In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
2016Investor sentiment and local bias in extreme circumstances: The case of the Blitz In: Research in International Business and Finance.
[Full Text][Citation analysis]		article5
2017Stock liquidity and SMEs’ likelihood of bankruptcy: Evidence from the US market In: Research in International Business and Finance.
[Full Text][Citation analysis]		article3
2019Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies In: Research in International Business and Finance.
[Full Text][Citation analysis]		article7
2007Mortality projections and unisex pricing of annuities in the UK In: Journal of Financial Regulation and Compliance.
[Full Text][Citation analysis]		article4
2008Has regulation killed off the defined benefit scheme as a cost effective tool for human resource management? In: Journal of Financial Regulation and Compliance.
[Full Text][Citation analysis]		article1
2020Personal routes into behavioural finance In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article1
2016Dispelling the myth of a value premium: contrary evidence of Malaysian crony capitalism In: International Journal of Banking, Accounting and Finance.
[Full Text][Citation analysis]		article0
2013How prior realized outcomes affect portfolio decisions In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article9
1997Long-Term Care: The New Risks of Old Age In: Challenge.
[Full Text][Citation analysis]		article3
2017Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models In: Empirical Economics.
[Full Text][Citation analysis]		article5
2003Economic impact of national sporting success: evidence from the London stock exchange In: Applied Economics Letters.
[Full Text][Citation analysis]		article49
2003Trading frequency and the compass rose In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2005A study of the initial returns and the aftermarket performance of initial public offerings of demutualized building societies in the UK In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2014The implications of high-frequency trading on market efficiency and price discovery In: Applied Economics Letters.
[Full Text][Citation analysis]		article5
2001The risk and return of UK equities following price innovations: a case of market inefficiency? In: Applied Financial Economics.
[Full Text][Citation analysis]		article2
2002Why investors should be cautious of the academic approach to testing for stock market anomalies In: Applied Financial Economics.
[Full Text][Citation analysis]		article7
2004Back to the future: an empirical investigation into the validity of stock index models over time In: Applied Financial Economics.
[Full Text][Citation analysis]		article0
2010The influence of time, seasonality and market state on momentum: insights from the Australian stock market In: Applied Financial Economics.
[Full Text][Citation analysis]		article6
1998Share prices under Tory and Labour governments in the UK since 1945 In: Applied Financial Economics.
[Full Text][Citation analysis]		article7
2011Do national soccer results really impact on the stock market? In: Applied Economics.
[Full Text][Citation analysis]		article12
2015Identification of house price bubbles using user cost in a state space model In: Applied Economics.
[Full Text][Citation analysis]		article1
2014Do Lenders Cross-Subsidise Loans by Selling Payment Protection Insurance? In: International Journal of the Economics of Business.
[Full Text][Citation analysis]		article4
2019High?frequency trading from an evolutionary perspective: Financial markets as adaptive systems In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article1
2014THE IMPLICATIONS OF TRADER COGNITIVE ABILITIES ON STOCK MARKET PROPERTIES In: Intelligent Systems in Accounting, Finance and Management.
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team