14
H index
19
i10 index
540
Citations
Peter Smith : Citation Profile
Australian National University (50% share) | RESEARCH PRODUCTION: 43 Articles 59 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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37 years (1984 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Smith. | Is cited by:
| Cites to:
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Main data
Where Peter Smith has published?
| Journals with more than one article published | # docs |
|---|---|
| Economic Modelling | 4 |
| Oxford Bulletin of Economics and Statistics | 3 |
| European Economic Review | 3 |
| Manchester School | 3 |
| The Economic Record | 2 |
| National Institute Economic Review | 2 |
| Journal of Economic Surveys | 2 |
| Journal of Empirical Finance | 2 |
Recent works citing Peter Smith (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Gender Segregation: Analysis across Sectoral-Dominance in the UK Labour Market. (2023). Polselli, Annalivia ; Macaluso, Mariele ; Leoncini, Riccardo. In: Papers. RePEc:arx:papers:2303.04539. Full description at Econpapers || Download paper |
| 2023 | The role of the workplace in ethnic wage differentials. (2023). Theodoropoulos, Nikolaos ; Forth, John ; Bryson, Alex. In: British Journal of Industrial Relations. RePEc:bla:brjirl:v:61:y:2023:i:2:p:259-290. Full description at Econpapers || Download paper |
| 2023 | The UK gender pay gap: Does firm size matter?. (2023). Kaya, Ezgi ; Jones, Melanie. In: Economica. RePEc:bla:econom:v:90:y:2023:i:359:p:937-952. Full description at Econpapers || Download paper |
| 2023 | Gender Preferences in Job Vacancies and Workplace Gender Diversity. (2023). Lalive, Rafael ; Colella, Fabrizio ; Card, David. In: CReAM Discussion Paper Series. RePEc:crm:wpaper:2306. Full description at Econpapers || Download paper |
| 2023 | House prices, homeownership, and household consumption: Evidence from household panel data in Korea. (2023). Lee, Seungyoon. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001670. Full description at Econpapers || Download paper |
| 2023 | Optimal trend-following with transaction costs. (2023). Giner, Javier ; Zakamulin, Valeriy. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004441. Full description at Econpapers || Download paper |
| 2023 | The impact of government spending on Ireland’s housing and residential market – Targeted vs economy-wide stimulus. (2023). Egan, Paul ; Bergin, Adele. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:3:p:552-569. Full description at Econpapers || Download paper |
| 2023 | Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628. Full description at Econpapers || Download paper |
| 2023 | Working more for less: Part-time penalties across the working hours distribution. (2023). Schneider, Ulrich ; Sturmer-Heiber, Fabian ; Gunther, Tom. In: Discussion Papers. RePEc:zbw:fubsbe:20235. Full description at Econpapers || Download paper |
Peter Smith has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Peter Smith:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1993 | Predicting the Long-Term Unemployed: A primer for the Commonwealth Employment Service. In: CEPR Discussion Papers. [Citation analysis] | paper | 2 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2004 | Job Tenure in Britain: Employee Characteristics versus Workplace Effects In: Economica. [Full Text][Citation analysis] | article | 17 |
| 2000 | Men, Women and the Hiring Function In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
| 1999 | Men, Women and the Hiring Function.(1999) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2000 | Men, Women and the Hiring Function. In: The Economic Record. [Citation analysis] | article | 0 |
| 2002 | Asset Pricing with Observable Stochastic Discount Factors. In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 30 |
| 2002 | Asset Pricing with Observable Stochastic Discount Factors..(2002) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 1995 | GAUSS 3.2 and COUNT 2.0. In: Journal of Economic Surveys. [Citation analysis] | article | 0 |
| 1987 | Current Account Movements, Wealth Effects and the Determination of the Real Exchange Rate. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 1 |
| 2007 | THE GENDER EARNINGS GAP IN BRITAIN: INCLUDING THE WORKPLACE* In: Manchester School. [Full Text][Citation analysis] | article | 19 |
| 2013 | Equity Returns and the Business Cycle: the Role of Supply and Demand Shocks In: Manchester School. [Full Text][Citation analysis] | article | 2 |
| 2013 | Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks.(2013) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2012 | Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2015 | Peer Salaries and Gender Differences in Job Satisfaction in the Workplace In: Manchester School. [Full Text][Citation analysis] | article | 3 |
| 1987 | A Two-Sector Analysis of the UK Labour Market. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 6 |
| 1999 | The Hiring Function Reconsidered: on Closing the Circle In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 32 |
| 1997 | The Hiring Function Reconsidered: On Closing the Circle.(1997) In: CEP Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 1996 | THE HIRING FUNCTION RECONSIDERED: ON CLOSING THE CIRCLE.(1996) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 1999 | The Hiring Function Reconsidered: On Closing the Circle. In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 29 |
| 2004 | JOB REALLOCATION, EMPLOYMENT CHANGE AND AVERAGE JOB TENURE: THEORY AND WORKPLACE EVIDENCE FROM AUSTRALIA In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 1997 | Job Reallocation: Theory and Workplace Evidence In: CEP Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | What do the Fama-French Factors Add to C-CAPM? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2013 | What do the Fama–French factors add to C-CAPM?.(2013) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2013 | What do the Fama-French factors add to CCAPM?.(2013) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2002 | Macroeconomic Sources of FOREX Risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
| 1984 | An Empirical Investigation into the Causes of the Failure of the Monetary Model of the Exchange Rate In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
| 1986 | An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate..(1986) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2009 | The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | The equity premium and the business cycle: the role of demand and supply shocks.(2010) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | ||
| 2007 | The Public-Private Sector Wage Differential: Gender, Workplaces and Family Friendliness In: Dundee Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 1988 | Unemployment, Vacancies and the Long-term Unemployed. In: Economic Journal. [Full Text][Citation analysis] | article | 42 |
| 2016 | The trend is our friend: Risk parity, momentum and trend following in global asset allocation In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 10 |
| 2013 | The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation.(2013) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2012 | The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 1988 | The gains from optimal control in a small econometric model of the UK In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 1996 | Targeting inflation: Comparative control exercises on models of the UK economy In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 1998 | Comparing global economic models In: Economic Modelling. [Full Text][Citation analysis] | article | 27 |
| 2000 | Output price determination and the business cycle In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 1989 | The London Business School econometric model : Some recent developments In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 1991 | Wage dispersion and inflation : Evidence from U.K. manufacturing industries In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1987 | Long-term unemployment and the shifting U-V curve : A multi-country study In: European Economic Review. [Full Text][Citation analysis] | article | 17 |
| 1989 | Interrelated factor demands for manufacturing: A dynamic translog cost function approach In: European Economic Review. [Full Text][Citation analysis] | article | 9 |
| 1993 | Modelling risk premia in international asset markets In: European Economic Review. [Full Text][Citation analysis] | article | 1 |
| 1991 | Modelling Rsik Premia in International Asset Markets..(1991) In: Australian National University - Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2014 | Trend following, risk parity and momentum in commodity futures In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 11 |
| 2012 | Trend Following, Risk Parity and Momentum in Commodity Futures.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 1997 | UK stock returns and robust tests of mean variance efficiency In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 21 |
| 2016 | Can stochastic discount factor models explain the cross-section of equity returns? In: Review of Financial Economics. [Full Text][Citation analysis] | article | 1 |
| A Cross Section of Equity Returns: The No-Arbitrage Test.() In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | ||
| 2006 | THE ASYMMETRIC EFFECT OF THE BUSINESS CYCLE ON THE RELATION BETWEEN STOCK MARKET RETURNS AND THEIR VOLATILITY In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | The asymmetric effect of the business cycle on the relation between stock market returns and their volatility.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2014 | European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk? In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk?.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Absolute momentum, sustainable withdrawal rates and glidepath investing in US retirement portfolios from 1925 In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Analysis of systematic risk around firm-specific news in an emerging market using high frequency data In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Analysis of Systematic Risk around Firm-specific News in an Emerging Market using High Frequency Data.(2020) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Workplaces, Low Pay and the Gender Earnings Gap in Britain In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Job Tenure in Britain: Employee Characteristics Versus Workplace Effects In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 28 |
| Job Tenure in Britain: Employee Characteristics Versus Workplace Effects.() In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | ||
| 2004 | The Gender Earnings Gap in Britain In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 28 |
| The Gender Earnings Gap in Britain.() In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | ||
| 2007 | Assessing the Importance of Male and Female Part-Time Work for the Gender Earnings Gap in Britain In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2007 | The Public-Private Sector Gender Wage Differential: Evidence from Matched Employee-Workplace Data In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| 2012 | Peer Salaries and Employee Satisfaction in the Workplace In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| 2010 | Discussion of the Fisher Effect Puzzle: A Case of Non-Linear Relationship In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
| 2004 | IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] | paper | 2 |
| 2004 | IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany.(2004) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2004 | Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] | paper | 0 |
| 2009 | What determines the part-time and gender earnings gaps in Britain: evidence from the workplace In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 47 |
| 1994 | Econometric Evaluation of Consumers Expenditure Equations. In: Oxford Review of Economic Policy. [Citation analysis] | article | 13 |
| 2003 | Determinants of current job tenure: a cross country comparison In: Australian Journal of Labour Economics (AJLE). [Full Text][Citation analysis] | article | 3 |
| 2013 | Breaking into the blackbox: Trend following, stop losses and the frequency of trading – The case of the S&P500 In: Journal of Asset Management. [Full Text][Citation analysis] | article | 4 |
| 2012 | BREAKING INTO THE BLACKBOX: Trend Following, Stop Losses, and the Frequency of Trading: the case of the S&P500.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2006 | The New Consensus in Monetary Policy: Is the NKM fit for the purpose of inflation targeting? In: CDMA Conference Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 1996 | Global macroeconomic shocks, time-varying covariances and tests of the international CAPM In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2011 | The public-private sector gender wage differential in Britain: evidence from matched employee-workplace data In: Applied Economics. [Full Text][Citation analysis] | article | 21 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| Choques transitorios y de largo plazo en el PIB mexicano: un modelo de vectores autorregresivos estructurales con Stata In: Stata Press book chapters. [Citation analysis] | chapter | 0 | |
| 2021 | Can sustainable withdrawal rates be enhanced by trend following? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
| 2000 | Job Reallocation and Average Job Tenure: Theory and Workplace Evidence From Australia In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Job Reallocation and Average Job Tenure: Theory and Workplace Evidence from Australia.(1996) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2000 | Job Tenure in Australia and Britain: Individual Versus Workplace effects In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2000 | Portfolio return autocorrelation and non-synchronous trading in UK equities In: Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| Macroeconomic Sources of Equity Risk In: Discussion Papers. [Full Text][Citation analysis] | paper | 10 | |
| An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 | |
| 2007 | The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04) In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| Consumption, Size and Book-to-Market Ratio in Equity Returns In: Discussion Papers. [Full Text][Citation analysis] | paper | 9 | |
| 2013 | What do the Fama–French factors add to C-CAPM?.(2013) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2013 | What do the Fama-French factors add to CCAPM?.(2013) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2012 | Durable Consumption, Long-Run Risk and The Equity Premium In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | When Growth Beats Value: Removing Tail Risk From Global Equity Momentum Strategies In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Size Matters: Tail Risk, Momentum and Trend Following in International Equity Portfolios In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Carry and Trend Following Returns in the Foreign Exchange Market In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Reducing sequence risk using trend following investment strategies and the CAPE In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Decumulation, Sequencing Risk and the Safe Withdrawal Rate: Why the 4% Withdrawal Rule leaves Money on the Table In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The Gender Earnings Gap in British Workplaces: A Knowledge Exchange Report. In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The Rehabilitation of Glidepath Investing In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | How to better align the U.K.’s corporate tax structure with national objectives In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Predicting UK Stock Returns and Robust Tests of Mean Variance Efficiency In: Discussion Papers. [Citation analysis] | paper | 0 |
| 2004 | The Existence and Effectiveness of Price Support Activities in Germany: A Note In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team