17
H index
28
i10 index
882
Citations
University of Bristol | 17 H index 28 i10 index 882 Citations RESEARCH PRODUCTION: 43 Articles 41 Papers 1 Books RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ian Tonks. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economic Journal | 6 |
Journal of Business Finance & Accounting | 5 |
Journal of Financial and Quantitative Analysis | 3 |
European Financial Management | 3 |
Journal of Pension Economics and Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 2 |
Edinburgh School of Economics Discussion Paper Series / Edinburgh School of Economics, University of Edinburgh | 2 |
Year | Title of citing document |
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2024 | . Full description at Econpapers || Download paper |
2024 | Institutional investor network and idiosyncratic volatility of stocks. (2024). Zhang, Yongmin ; Ma, Huiping ; Zhai, Xiaoying ; Toh, Moau Yong ; Wang, Peijun. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:3:p:1261-1288. Full description at Econpapers || Download paper |
2024 | Annuity selection in the presence of insurer default risk and government guarantees. (2024). Clacher, Iain ; Ayton, Peter ; Searle, Pamela. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:91:y:2024:i:1:p:161-192. Full description at Econpapers || Download paper |
2025 | QT versus QE: who is in when the central bank is out?. (2025). Kontoghiorghes, Alex ; Kaminska, Iryna ; Ray, Walker. In: Bank of England working papers. RePEc:boe:boeewp:1108. Full description at Econpapers || Download paper |
2025 | Quantitative easing and preferred habitat investors in the euro area bond market. (2025). Vermeulen, Robert ; de Souza, Tomaas Carrera ; Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:826. Full description at Econpapers || Download paper |
2024 | Impact of audit committee social capital on the adoption of COSO 2013. (2024). McCumber, William ; Tadesse, Amanuel ; Islam, Md Shariful ; Farah, Nusrat. In: Advances in accounting. RePEc:eee:advacc:v:64:y:2024:i:c:s0882611023000445. Full description at Econpapers || Download paper |
2024 | Pushing and pulling on a string? Inflationary effects of expansionary and contractionary monetary policies when rates are negative. (2024). Pihlajamaa, Matias ; Laine, Olli-Matti. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004327. Full description at Econpapers || Download paper |
2024 | Macro topology structure and evolution of Chinese Public Funds’ Co-holding Network. (2024). Liu, Zhenchun ; Guo, Xiaoping ; Fan, Ningyuan ; Wang, Jianwei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001591. Full description at Econpapers || Download paper |
2024 | Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525. Full description at Econpapers || Download paper |
2024 | Mutual fund cliques, fund flow-performance sensitivity, and stock price crash risk. (2024). Cao, Chang ; Wang, Jingda ; Liu, Xiaotong. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005483. Full description at Econpapers || Download paper |
2024 | Beyond active share: Boosting fund performance through common holdings with same-benchmark mutual funds. (2024). Wang, Danxia. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000279. Full description at Econpapers || Download paper |
2024 | Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper |
2024 | Asymmetric post earnings announcement drift and order flow imbalance: The impact on stock market returns. (2024). Wu, HE ; Gregoriou, Andros ; Zhang, Sijia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002485. Full description at Econpapers || Download paper |
2024 | Mutual fund liquidity management and family affiliation. (2024). Xu, Zhaojin ; Popescu, Marius. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007116. Full description at Econpapers || Download paper |
2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). Vandenbroucke, Jurgen ; van Dolder, Dennie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper |
2024 | Price impact under heterogeneous beliefs and restricted participation. (2024). Kardaras, Constantinos ; Anthropelos, Michail. In: Journal of Economic Theory. RePEc:eee:jetheo:v:215:y:2024:i:c:s0022053123001709. Full description at Econpapers || Download paper |
2024 | Investment network and stock’s systemic risk contribution: Evidence from China. (2024). Borjigin, Sumuya ; Xiang, Youtao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:113-132. Full description at Econpapers || Download paper |
2024 | Tug of war with noise traders? Evidence from the G7 stock markets. (2024). Luczak, Adalbert ; Keiber, Karl Ludwig ; Hajiyev, Aghamehman. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:234-243. Full description at Econpapers || Download paper |
2024 | Why are pension schemes frozen, and how does a freeze affect the Employers risk?. (2024). Sutcliffe, Charles ; Zhao, Zucheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400385x. Full description at Econpapers || Download paper |
2024 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2024 | Delegated Investment Management in Alternative Assets. (2024). Andonov, Aleksandar. In: The Review of Corporate Finance Studies. RePEc:oup:rcorpf:v:13:y:2024:i:1:p:264-301.. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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1981 | Bayesian Learning and the Optimal Investment Decision of the Firm In: Economic Research Papers. [Full Text][Citation analysis] | paper | 14 |
1983 | Bayesian Learning and the Optimal Investment Decision of the Firm..(1983) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
1981 | Bayesian Learning and the Optimal Investment Decision of the Firm.(1981) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2013 | More than Just Contrarians: Insider Trading in Glamour and Value Firms In: European Financial Management. [Full Text][Citation analysis] | article | 3 |
2000 | Re‐assessing the long‐term underperformance of UK Initial Public Offerings In: European Financial Management. [Full Text][Citation analysis] | article | 10 |
2002 | Short‐run Returns around the Trades of Corporate Insiders on the London Stock Exchange In: European Financial Management. [Full Text][Citation analysis] | article | 67 |
2012 | Executive Pay and Performance: Did Bankers’ Bonuses Cause the Crisis? In: International Review of Finance. [Full Text][Citation analysis] | article | 18 |
1997 | Detecting Information from Directors Trades: Signal Definition and Variable Size Effects In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 35 |
1998 | Post‐IPO Directors’ Sales and Reissuing Activity: An Empirical Test of IPO Signalling Models In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 12 |
2002 | Daily Closing Inside Spreads and Trading Volumes Around Earnings Announcements In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 21 |
2002 | Daily closing inside spreads and trading volumes around earnings announcements.(2002) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | ||
2010 | Discussion of To Trade or Not To Trade: The Strategic Trading of Insiders around News Announcements In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 0 |
2018 | Insider trading and the post€ earnings announcement drift In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 9 |
2013 | Decentralized Investment Management: Evidence from the Pension Fund Industry In: Journal of Finance. [Full Text][Citation analysis] | article | 39 |
2010 | Decentralized Investment Management: Evidence from the Pension Fund Industry.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2010 | Decentralized investment management: evidence from the pension fund industry.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2013 | The Value and Risk of Defined Contribution Pension Schemes: International Evidence In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 2 |
2009 | The Value and Risk of Defined Contribution Pension Schemes: International Evidence.(2009) In: Bristol Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
1991 | Cross-sectional Volatility on the U.K. Stock Market. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 0 |
2013 | Pension Funding Constraints and Corporate Expenditures In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 5 |
2014 | Institutional investor portfolio allocation, quantitative easing and the global financial crisis In: Bank of England working papers. [Citation analysis] | paper | 35 |
2002 | Annuity Prices, Moneys Worth and Replacement Ratios: UK experience 1972 - 2002 In: The Centre for Market and Public Organisation. [Full Text][Citation analysis] | paper | 3 |
2005 | Executive Pay and Performance in the UK 1994-2002 In: The Centre for Market and Public Organisation. [Full Text][Citation analysis] | paper | 11 |
2002 | The Behaviour of UK Annuity Prices from 1972 to the Present In: CeRP Working Papers. [Full Text][Citation analysis] | paper | 1 |
1992 | Trading Rules and Excess Volatility In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 4 |
2005 | Opening and Closing the Market: Evidence from the London Stock Exchange In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 38 |
2004 | Opening and closing the market: evidence from the London Stock Exchange.(2004) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | ||
2017 | New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 13 |
2015 | Price efficiency in the Dutch Annuity Market* In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 5 |
2009 | Alternative risk-based levies in the pension protection fund for multi-employee schemes* In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 0 |
In: . [Full Text][Citation analysis] | article | 5 | |
2016 | The Effect of the Reforms to Compulsion on Annuity Demand.(2016) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2002 | Performance Persistence of Pension Fund Managers In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] | paper | 34 |
2002 | Performance persistence of pension fund managers.(2002) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2005 | Performance Persistence of Pension-Fund Managers.(2005) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | article | |
2004 | UK Annuity Rates And Pension Replacement Ratios 1957-2002 In: Royal Economic Society Annual Conference 2004. [Full Text][Citation analysis] | paper | 10 |
2003 | UK annuity rates and pension replacement ratios 1957-2002.(2003) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
1990 | Asset Price Variability under Asymmetric Information. In: Economic Journal. [Full Text][Citation analysis] | article | 2 |
1994 | UK Directors Trading: The Impact of Dealings in Smaller Firms. In: Economic Journal. [Full Text][Citation analysis] | article | 33 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | ||
1995 | Determinants of Price Quote Revisions on the London Stock Exchange. In: Economic Journal. [Full Text][Citation analysis] | article | 12 |
2003 | A theoretical analysis of institutional investors trading costs in auction and dealer markets In: Economic Journal. [Full Text][Citation analysis] | article | 5 |
1989 | Are U.K. Stock Prices Excessively Volatile? Trading Rules and Variance Bounds Tests. In: Economic Journal. [Full Text][Citation analysis] | article | 32 |
2002 | Trading Costs of Institutional Investors in Auction and Dealer Markets In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
1998 | The Profitability of Block Trades in Auction and Dealer Markets In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
1993 | A cross-sectional variance bounds test In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2014 | Improved inference in the evaluation of mutual fund performance using panel bootstrap methods In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
1992 | Asset price variability in a rational expectations equilibrium In: European Economic Review. [Full Text][Citation analysis] | article | 3 |
1998 | Testing for asymmetric information and inventory control effects in market maker behaviour on the London Stock Exchange In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 12 |
1990 | Take-overs: Unlocking corporate value In: European Management Journal. [Full Text][Citation analysis] | article | 0 |
1986 | The demand for information and the diffusion of a new product In: International Journal of Industrial Organization. [Full Text][Citation analysis] | article | 1 |
2002 | Accounting standards and analysts forecasts: the impact of FRS3 on analysts ability to forecast EPS In: Journal of Accounting and Public Policy. [Full Text][Citation analysis] | article | 7 |
2018 | Network centrality and delegated investment performance In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 43 |
2003 | Momentum in the UK stock market In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 43 |
2002 | Momentum in the UK stock market.(2002) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | ||
2016 | Cohort mortality risk or adverse selection in annuity markets? In: Journal of Public Economics. [Full Text][Citation analysis] | article | 6 |
2004 | Performance of personal pension schemes in the UK In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 5 |
In: . [Full Text][Citation analysis] | paper | 1 | |
In: . [Full Text][Citation analysis] | paper | 0 | |
In: . [Full Text][Citation analysis] | paper | 5 | |
2000 | Time series volatility of commodity futures prices.(2000) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
In: . [Full Text][Citation analysis] | paper | 1 | |
In: . [Full Text][Citation analysis] | paper | 2 | |
In: . [Full Text][Citation analysis] | paper | 1 | |
In: . [Full Text][Citation analysis] | paper | 0 | |
In: . [Full Text][Citation analysis] | paper | 5 | |
In: . [Full Text][Citation analysis] | paper | 0 | |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
1999 | Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 0 |
1999 | Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange.(1999) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1999 | Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange.(1999) In: Cahiers de la Maison des Sciences Economiques. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2021 | Non-Standard Errors In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
2007 | Return Persistence and Fund Flows in the Worst Performing Mutual Funds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 29 |
1984 | A Bayesian Approach to the Production of Information with a Linear Utility Function In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 1 |
2008 | Annuity Markets In: OUP Catalogue. [Citation analysis] | book | 34 |
2001 | Equity performance of segregated pension funds in the UK In: Journal of Asset Management. [Full Text][Citation analysis] | article | 17 |
2004 | U.K. Annuity Rates, Moneys Worth and Pension Replacement Ratios 1957–2002 In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 3 |
2010 | Why does mutual fund performance not persist? The impact and interaction of fund flows and manager changes In: MPRA Paper. [Full Text][Citation analysis] | paper | 10 |
1989 | The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 123 |
2017 | Institutional Investors and the QE Portfolio Balance Channel In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 19 |
2015 | Network centrality and pension fund performance In: CFR Working Papers. [Full Text][Citation analysis] | paper | 2 |
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