Ian Tonks : Citation Profile


Are you Ian Tonks?

University of Bristol

16

H index

26

i10 index

797

Citations

RESEARCH PRODUCTION:

43

Articles

27

Papers

1

Books

RESEARCH ACTIVITY:

   40 years (1981 - 2021). See details.
   Cites by year: 19
   Journals where Ian Tonks has often published
   Relations with other researchers
   Recent citing documents: 49.    Total self citations: 21 (2.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pto98
   Updated: 2023-11-04    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Theissen, Erik (2)

Bohorquez Correa, Santiago (2)

Moinas, Sophie (2)

Harris, Jeffrey (2)

Patton, Andrew (2)

Smales, Lee (2)

Horenstein, Alex (2)

Ødegaard, Bernt (2)

Prokopczuk, Marcel (2)

Gorbenko, Arseny (2)

Heath, Davidson (2)

Wong, Wing-Keung (2)

Abudy, Menachem (2)

Lopez-Lira, Alejandro (2)

Gerritsen, Dirk (2)

Bouri, Elie (2)

Menkveld, Albert (2)

Hjalmarsson, Erik (2)

Schuerhoff, Norman (2)

Ait-Sahalia, Yacine (2)

Scaillet, Olivier (2)

Regis, Luca (2)

Adrian, Tobias (2)

Walther, Thomas (2)

Dreber, Anna (2)

Patel, Vinay (2)

Alexeev, Vitali (2)

Jalkh, Naji (2)

CAPELLE-BLANCARD, Gunther (2)

Pasquariello, Paolo (2)

Talavera, Oleksandr (2)

Deku, Solomon (2)

Schenk-Hoppé, Klaus (2)

Gehrig, Thomas (2)

Johannesson, Magnus (2)

Vogel, Sebastian (2)

Wilhelmsson, Anders (2)

Roy, Saurabh (2)

Chow, Nikolai Sheung-Chi (2)

Schwarz, Marco (2)

Kearney, Fearghal (2)

Stefanova, Denitsa (2)

Frömmel, Michael (2)

Korajczyk, Robert (2)

Davies, Ryan (2)

Reitz, Stefan (2)

Wolff, Christian (2)

Pastor, Lubos (2)

van Kervel, Vincent (2)

Ferrara, Gerardo (2)

Sarno, Lucio (2)

Deev, Oleg (2)

Lof, Matthijs (2)

Lajaunie, Quentin (2)

Ranaldo, Angelo (2)

Holzmeister, Felix (2)

Dimpfl, Thomas (2)

Verousis, Thanos (2)

Liew, Chee (2)

Sojli, Elvira (2)

Colliard, Jean-Edouard (2)

FERROUHI, EL MEHDI (2)

Hautsch, Nikolaus (2)

He, Xuezhong (Tony) (2)

Putnins, Talis (2)

Nielsson, Ulf (2)

Vilkov, Grigory (2)

Xiu, Dacheng (2)

Renault, Thomas (2)

Bos, Charles (2)

Foucault, Thierry (2)

Caporin, Massimiliano (2)

Hurlin, Christophe (2)

Brownlees, Christian (2)

PASCUAL, ROBERTO (2)

Zhou, Chen (2)

Jurkatis, Simon (2)

Xia, Shuo (2)

Rakowski, David (2)

Frijns, Bart (2)

Dumitrescu, Ariadna (2)

LINTON, OLIVER (2)

Palan, Stefan (2)

Kassner, Bernhard (2)

Chernov, Mikhail (2)

Mihet, Roxana (2)

Park, Andreas (2)

Pelizzon, Loriana (2)

Taylor, Nick (2)

Rinne, Kalle (2)

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

Is cited by:

Renneboog, Luc (26)

Goergen, Marc (21)

Zimper, Alexander (11)

Ludwig, Alexander (8)

Herve, Fabrice (8)

Korczak, Adriana (7)

Theissen, Erik (6)

Kok, Christoffer (6)

Pancaro, Cosimo (6)

Lasfer, Meziane (6)

Rui, Oliver (6)

Cites to:

Blake, David (14)

wermers, russell (12)

Fama, Eugene (10)

Vayanos, Dimitri (9)

French, Kenneth (9)

Shleifer, Andrei (7)

Pastor, Lubos (7)

Tong, Matthew (6)

Carhart, Mark (6)

Timmermann, Allan (6)

Stambaugh, Robert (6)

Main data


Where Ian Tonks has published?


Journals with more than one article published# docs
Economic Journal6
Journal of Business Finance & Accounting5
Journal of Financial and Quantitative Analysis3
European Financial Management3
Journal of Pension Economics and Finance2

Working Papers Series with more than one paper published# docs
Edinburgh School of Economics Discussion Paper Series / Edinburgh School of Economics, University of Edinburgh2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Ian Tonks (2023 and 2022)


YearTitle of citing document
2023A Simple Bootstrap Method for Panel Data Inferences. (2022). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2205.00577.

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2022Investor learning and mutual fund flows. (2022). Yan, Hong ; Wei, Kelsey D ; Huang, Jennifer. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:739-765.

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2022Luck versus Skill in the Cross Section of Mutual Fund Returns: Reexamining the Evidence. (2022). Liu, Yan ; Harvey, Campbell R. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1921-1966.

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2022Its a Small World: The Importance of Social Connections with Auditors to Mutual Fund Managers’ Portfolio Decisions. (2022). Li, Ting ; Huang, Jun ; Chen, Yangyang ; Pittman, Jeffrey. In: Journal of Accounting Research. RePEc:bla:joares:v:60:y:2022:i:3:p:901-963.

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2022Debt Intolerance: Threshold Level and Composition. (2022). Matsuoka, Hideaki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:4:p:894-932.

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2022The stock implied volatility and the implied dividend volatility. (2022). Tunaru, Radu ; Quaye, Enoch. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002116.

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2022Executive compensation and the potential for additional efficiency gains: Evidence from the Indian manufacturing sector. (2022). Nair-Reichert, Usha ; Kutlu, Levent. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001778.

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2023Bootstrap analysis of mutual fund performance. (2023). Peng, Liang ; Leng, Xuan ; Jiang, Lei ; Huang, Haitao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:239-255.

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2022Do connections pay off in the bitcoin market?. (2022). Yang, Zichao ; Tsang, Kwok Ping. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:1-18.

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2022Network herding of energy funds in the post-Carbon-Peak Policy era: Does it benefit profitability and stability?. (2022). Yang, Wenke ; Zhou, Wei ; Li, Shouwei ; Lu, Shuai. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001256.

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2022Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2022). Li, Youwei ; Stanley, Eugene H ; Pantelous, Athanasios A ; Chen, Yanhua. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003161.

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2022Pension de-risking choice and firm risk: Traditional versus innovative strategies. (2022). Kara, Alper ; Li, Zezeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000394.

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2022Mutual fund performance persistence: Factor models and portfolio size. (2022). O'Sullivan, Niall ; Nitzsche, Dirk ; Cuthbertson, Keith. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922001016.

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2022Multi-asset pricing modeling using holding-based networks in energy markets. (2022). Zhang, Junhuan ; Zhao, Shangmei ; Wang, Wentao. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004608.

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2022Financial performance index of IPO firms using VIKOR-CRITIC techniques. (2022). Kumaran, Sunitha . In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005055.

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2022Institutional investor networks and crash risk: Evidence from China. (2022). Jiang, Yuxiang ; Li, Fangzhou. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s154461232100564x.

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2022Calculation of the transition coefficient and moderate level of Chinas pension system unification. (2022). Yang, AO ; Mu, Huaizhong. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003701.

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2022Call auction design and closing price manipulation: Evidence from the Hong Kong stock exchange. (2022). Park, Seongkyu (Gilbert) ; Wan, Kam-Ming ; Suen, Wing. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000732.

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2022Corporate debt and unconventional monetary policy: The risk-taking channel with bond and loan contracts. (2022). Takahashi, Koji ; Takaoka, Sumiko. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000389.

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2022The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system. (2022). Wang, Ling. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000750.

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2023Share pledge financing network and systemic risks: Evidence from China. (2023). Wang, ZE ; Qin, Xiao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s037842662300095x.

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2022The effect of media-linked directors on financing and external governance. (2022). Laux, Paul A ; di Giuli, Alberta. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:103-131.

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2022How persistent are unconventional monetary policy effects?. (2022). Neely, Christopher. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000560.

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2022The importance of distinguishing between precious and industrial metals when investing in mining stocks. (2022). Lazzarino, Marco ; Berrill, Jenny ; Evi, Aleksandar. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002501.

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2023Over-weighting risk factor augmented with mutual fund managers social networks. (2023). Hou, Keqiang ; Li, Xing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002098.

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2023Dealership versus continuous auction: Evidence from the JASDAQ market. (2023). Zhang, Ye Zhou ; Rhee, Ghon S ; Iwatsubo, Kentaro. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002190.

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2022Network centrality effects in peer to peer lending. (2022). Giudici, Paolo ; Huang, Bihong ; Chong, Zhaohui ; Chen, Xiao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003818.

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2022Blockholders, tradability and information asymmetry: Evidence from Chinese listed firms. (2022). Suardi, Sandy ; Shen, MI ; Ding, Mingfa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002282.

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2023Investor flow-chasing and price–performance puzzle: Evidence from global infrastructure funds. (2023). Yan, Cheng ; Marco, Chi Keung ; Gozgor, Giray ; Zhang, Xuliang ; Xu, Ruihui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000594.

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2023On the short-term persistence of mutual fund performance in Europe. (2023). Vidal-Garcia, Javier ; Saeed, Asif ; Hammouda, Amira. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000892.

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2023Its Not Who You Know—Its Who Knows You: Employee Social Capital and Firm Performance. (2023). Wang, Jessie Jiaxu ; Choi, Lyungmae. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-20.

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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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2022Call Me When You Grow Up: Firms’ Age, Size, and IPO Performance across Sectors. (2022). Qadan, Mahmoud ; Siev, Smadar. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:12:p:586-:d:996175.

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2023Asymmetric Wealth Effect between US Stock Markets and US Housing Market and European Stock Markets: Evidences from TAR and MTAR. (2023). Ramos, Patricia ; Gomes, Luis ; Coelho, Pedro. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:7:p:124-:d:1190209.

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2022Analyzing the Selection Effect in the Private Korean Annuity Market. (2022). Zi, Hongmin ; Yun, Jiyeon. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:9:p:5276-:d:803486.

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2022Virtual Reality? Investment Consultants’ Claims About Their Own Performance. (2022). Martinez, Jose Vicente ; Jones, Howard ; Jenkinson, Tim ; Cookson, Gordon. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:11:p:8301-8318.

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2023The Growth of Information Asymmetry Between Earnings Announcements and Its Implications for Reporting Frequency. (2023). Stoumbos, Robert. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1901-1928.

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2022Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2022Buy-to-Rent Investors and the Market for Single Family Homes. (2022). Schultz, Paul ; Dlima, Walter. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:64:y:2022:i:1:d:10.1007_s11146-020-09790-5.

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2022A Simple Bootstrap Method for Panel Data Inferences. (2022). Yan, Yayi ; Peng, Bin ; Gao, Jiti. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-7.

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2023Regulatory Limits to Risk Management. (2023). Sen, Ishita. In: Review of Financial Studies. RePEc:oup:rfinst:v:36:y:2023:i:6:p:2175-2223..

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2023UK mutual funds: performance persistence and portfolio size. (2023). Osullivan, Niall ; Nitzsche, Dirk ; Cuthbertson, Keith. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:4:d:10.1057_s41260-023-00310-7.

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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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2022Aggregate insider trading and future market returns in the United States, Europe, and Asia. (2022). , Maximilian ; Vermorken, Alphons T ; Malliouris, Dennis D. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:802-821.

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2023The stability and downside risk to contrarian profits: Evidence from the S&P 500. (2023). Skerratt, Len ; Kiselev, Egor ; Forbes, William. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:733-750.

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2022Financial Literacy is associated with Stock Market Expectations but not with Forecast Accuracy: Evidence from Germany. (2022). Buschong, Rene. In: EconStor Preprints. RePEc:zbw:esprep:266404.

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2022A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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Works by Ian Tonks:


YearTitleTypeCited
1981Bayesian Learning and the Optimal Investment Decision of the Firm In: Economic Research Papers.
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paper12
1983Bayesian Learning and the Optimal Investment Decision of the Firm..(1983) In: Economic Journal.
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article
1981Bayesian Learning and the Optimal Investment Decision of the Firm.(1981) In: The Warwick Economics Research Paper Series (TWERPS).
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paper
2013More than Just Contrarians: Insider Trading in Glamour and Value Firms In: European Financial Management.
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article2
2000Re?assessing the long?term underperformance of UK Initial Public Offerings In: European Financial Management.
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article10
2002Short?run Returns around the Trades of Corporate Insiders on the London Stock Exchange In: European Financial Management.
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article67
2012Executive Pay and Performance: Did Bankers’ Bonuses Cause the Crisis? In: International Review of Finance.
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article16
1997Detecting Information from Directors Trades: Signal Definition and Variable Size Effects In: Journal of Business Finance & Accounting.
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article34
1998Post?IPO Directors’ Sales and Reissuing Activity: An Empirical Test of IPO Signalling Models In: Journal of Business Finance & Accounting.
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article13
2002Daily Closing Inside Spreads and Trading Volumes Around Earnings Announcements In: Journal of Business Finance & Accounting.
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article19
2002Daily closing inside spreads and trading volumes around earnings announcements.(2002) In: LSE Research Online Documents on Economics.
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2010Discussion of To Trade or Not To Trade: The Strategic Trading of Insiders around News Announcements In: Journal of Business Finance & Accounting.
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article0
2018Insider trading and the post†earnings announcement drift In: Journal of Business Finance & Accounting.
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article7
2013Decentralized Investment Management: Evidence from the Pension Fund Industry In: Journal of Finance.
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article35
2010Decentralized Investment Management: Evidence from the Pension Fund Industry.(2010) In: CEPR Discussion Papers.
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2010Decentralized investment management: evidence from the pension fund industry.(2010) In: MPRA Paper.
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2013The Value and Risk of Defined Contribution Pension Schemes: International Evidence In: Journal of Risk & Insurance.
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article2
2009The Value and Risk of Defined Contribution Pension Schemes: International Evidence.(2009) In: Bristol Economics Discussion Papers.
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1991Cross-sectional Volatility on the U.K. Stock Market. In: The Manchester School of Economic & Social Studies.
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article0
2013Pension Funding Constraints and Corporate Expenditures In: Oxford Bulletin of Economics and Statistics.
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article4
2014Institutional investor portfolio allocation, quantitative easing and the global financial crisis In: Bank of England working papers.
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paper35
2002Annuity Prices, Moneys Worth and Replacement Ratios: UK experience 1972 - 2002 In: The Centre for Market and Public Organisation.
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paper3
2005Executive Pay and Performance in the UK 1994-2002 In: The Centre for Market and Public Organisation.
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paper11
2002The Behaviour of UK Annuity Prices from 1972 to the Present In: CeRP Working Papers.
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paper1
1992Trading Rules and Excess Volatility In: Journal of Financial and Quantitative Analysis.
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article4
2005Opening and Closing the Market: Evidence from the London Stock Exchange In: Journal of Financial and Quantitative Analysis.
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article34
2004Opening and closing the market: evidence from the London Stock Exchange.(2004) In: LSE Research Online Documents on Economics.
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2017New Evidence on Mutual Fund Performance: AÂ Comparison of Alternative Bootstrap Methods In: Journal of Financial and Quantitative Analysis.
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article11
2015Price efficiency in the Dutch Annuity Market* In: Journal of Pension Economics and Finance.
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article4
2009Alternative risk-based levies in the pension protection fund for multi-employee schemes* In: Journal of Pension Economics and Finance.
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article0
In: .
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article4
2016The Effect of the Reforms to Compulsion on Annuity Demand.(2016) In: National Institute Economic Review.
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2002Performance Persistence of Pension Fund Managers In: Royal Economic Society Annual Conference 2002.
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2002Performance persistence of pension fund managers.(2002) In: LSE Research Online Documents on Economics.
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2005Performance Persistence of Pension-Fund Managers.(2005) In: The Journal of Business.
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2004UK Annuity Rates And Pension Replacement Ratios 1957-2002 In: Royal Economic Society Annual Conference 2004.
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2003UK annuity rates and pension replacement ratios 1957-2002.(2003) In: LSE Research Online Documents on Economics.
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1990Asset Price Variability under Asymmetric Information. In: Economic Journal.
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article2
1994UK Directors Trading: The Impact of Dealings in Smaller Firms. In: Economic Journal.
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article31
1995Determinants of Price Quote Revisions on the London Stock Exchange. In: Economic Journal.
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article11
2003A theoretical analysis of institutional investors trading costs in auction and dealer markets In: Economic Journal.
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article5
1989Are U.K. Stock Prices Excessively Volatile? Trading Rules and Variance Bounds Tests. In: Economic Journal.
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article32
2002Trading Costs of Institutional Investors in Auction and Dealer Markets In: Edinburgh School of Economics Discussion Paper Series.
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1998The Profitability of Block Trades in Auction and Dealer Markets In: Edinburgh School of Economics Discussion Paper Series.
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paper0
1993A cross-sectional variance bounds test In: Economics Letters.
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article1
2014Improved inference in the evaluation of mutual fund performance using panel bootstrap methods In: Journal of Econometrics.
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article12
1992Asset price variability in a rational expectations equilibrium In: European Economic Review.
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article3
1998Testing for asymmetric information and inventory control effects in market maker behaviour on the London Stock Exchange In: Journal of Empirical Finance.
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1990Take-overs: Unlocking corporate value In: European Management Journal.
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1986The demand for information and the diffusion of a new product In: International Journal of Industrial Organization.
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article1
2002Accounting standards and analysts forecasts: the impact of FRS3 on analysts ability to forecast EPS In: Journal of Accounting and Public Policy.
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article7
2018Network centrality and delegated investment performance In: Journal of Financial Economics.
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article26
2003Momentum in the UK stock market In: Journal of Multinational Financial Management.
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article43
2002Momentum in the UK stock market.(2002) In: LSE Research Online Documents on Economics.
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2016Cohort mortality risk or adverse selection in annuity markets? In: Journal of Public Economics.
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2004Performance of personal pension schemes in the UK In: LSE Research Online Documents on Economics.
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paper5
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper2
2021Non-Standard Errors.(2021) In: Working Papers.
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1999Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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1999Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange.(1999) In: Post-Print.
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