17
H index
33
i10 index
1319
Citations
University of Essex | 17 H index 33 i10 index 1319 Citations RESEARCH PRODUCTION: 66 Articles 22 Papers 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 Jerry Coakley. | Is cited by: | Cites to: |
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2024 | Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2023). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Papers. RePEc:arx:papers:2311.15635. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | What Is an Effective Signal in Crowdfunding? Evidence from Expert Researchers and a Meta-Study. (2024). Voshaar, Johannes ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11501. Full description at Econpapers || Download paper |
2024 | The Feldstein-Horioka Puzzle or Paradox after 44 Years: A Fallacy of Composition. (2024). Horioka, Charles. In: ISER Discussion Paper. RePEc:dpr:wpaper:1231. Full description at Econpapers || Download paper |
2024 | Are key audit matter disclosures useful in assessing the financial distress level of a client firm?. (2024). Wellmeyer, Patricia ; Pincus, Morton ; Muoz-Izquierdo, Nora ; Camacho-Miñano, Maria-del-Mar, . In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:2:s0890838923000331. Full description at Econpapers || Download paper |
2024 | The JOBS Act and IPO underpricing. (2024). Wang, Ren ; Su, Wentao ; Liu, Haoran ; Hu, Tiantian ; Bian, Yuxiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000044. Full description at Econpapers || Download paper |
2024 | Stock price swings and fundamentals: The role of Knightian uncertainty. (2024). Mangee, Nicholas. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005033. Full description at Econpapers || Download paper |
2024 | Chaos, overfitting and equilibrium: To what extent can machine learning beat the financial market?. (2024). Peng, Yaohao ; de Moraes, Joo Gabriel. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400406x. Full description at Econpapers || Download paper |
2024 | The impact of mispricing and growth opportunities on mergers and acquisitions of public companies from the behavioral theory of the firm. (2024). Sun, YE ; Wei, Baiyang. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003283. Full description at Econpapers || Download paper |
2024 | The role of platform stakes in equity crowdfunding success. (2024). Johan, Sofia ; Reardon, Robert S. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011267. Full description at Econpapers || Download paper |
2024 | Time-varying co-movement of sovereign credit default swaps markets: Evidence from Asia-Pacific countries. (2024). Kim, Hyunseok ; Lee, Hyunchul. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s154461232401198x. Full description at Econpapers || Download paper |
2024 | ESG and crowdfunding platforms. (2024). Rossi, Alice ; Meoli, Michele ; Cumming, Douglas ; Vismara, Silvio. In: Journal of Business Venturing. RePEc:eee:jbvent:v:39:y:2024:i:1:s0883902623000769. Full description at Econpapers || Download paper |
2025 | False signaling by platform team members and post-campaign venture outcomes: Evidence from an equity crowdfunding platform. (2025). Vanacker, Tom ; Meoli, Michele ; Vismara, Silvio ; Mataigne, Virginie. In: Journal of Business Venturing. RePEc:eee:jbvent:v:40:y:2025:i:1:s088390262400079x. Full description at Econpapers || Download paper |
2024 | Panel data in environmental economics: Econometric issues and applications to IPAT models. (2024). Manner, Hans ; Deixelberger, Beate ; Eibinger, Tobias. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000159. Full description at Econpapers || Download paper |
2024 | Board chair gender, glass ceiling, and IPO underpricing: Evidence from China. (2024). Liu, Jin ; Wang, Manya ; Gao, Kaijuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1152-1171. Full description at Econpapers || Download paper |
2024 | Crowdfunding versus Traditional Banking: Alternative or Complementary Systems for Financing Projects in Portugal?. (2024). Oliveira, Marcio ; Serrasqueiro, Zelia ; Torres, Bruno. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:2:p:33-:d:1366493. Full description at Econpapers || Download paper |
2024 | The Cost of Borrowing as a Limiting Factor of Non-Life Insurance Development: The Italian Case. (2024). Millo, Giovanni. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:12:p:189-:d:1530883. Full description at Econpapers || Download paper |
2024 | Changes in Capital Structure in Seasoned Equity Offerings: BIST Implementation. (2024). Kurtaran, Ahmet ; Kalayciolu, Zeynep. In: Istanbul Business Research. RePEc:ist:ibsibr:v:53:y:2024:i:2:p:201-228. Full description at Econpapers || Download paper |
2024 | What do we know about the choices of entrepreneurs before the equity crowdfunding campaign?. (2024). Brandao, Elsio ; Sousa, Miguel ; Correia, Sandra. In: Small Business Economics. RePEc:kap:sbusec:v:63:y:2024:i:4:d:10.1007_s11187-023-00868-x. Full description at Econpapers || Download paper |
2025 | Does equity crowdfunding benefit ventures located in high unemployment regions?. (2025). Lazos, Aristogenis. In: Small Business Economics. RePEc:kap:sbusec:v:64:y:2025:i:2:d:10.1007_s11187-024-00908-0. Full description at Econpapers || Download paper |
2024 | Do shifting practices vary across the firm life cycle?. (2024). Bansal, Manish. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:2:p:142-169. Full description at Econpapers || Download paper |
2024 | The International Capital Flows and Domestic Savings€“domestic Investment Nexus: A Comparative Evidence Between Heterogeneous Developing Regions. (2024). Pal, Shreya. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:13:y:2024:i:2:p:169-212. Full description at Econpapers || Download paper |
2024 | Negotiating the exclusive right to public schools in China€™s education-featured gated communities under multiscalar and multidirectional urban entrepreneurialism. (2024). Cai, Rong ; He, Shenjing. In: Urban Studies. RePEc:sae:urbstu:v:61:y:2024:i:14:p:2756-2777. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2004 | Unobserved Heterogeneity in Panel Time Series Models In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 144 |
2006 | Unobserved heterogeneity in panel time series models.(2006) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 144 | article | |
1996 | Saving, Investment and Capital Mobility in LDCs In: Archive Discussion Papers. [Citation analysis] | paper | 50 |
1999 | Saving, Investment, and Capital Mobility in LDCs..(1999) In: Review of International Economics. [Citation analysis] This paper has nother version. Agregated cites: 50 | article | |
2006 | Bidder CEO and Other Executive Compensation in UK M&As In: European Financial Management. [Full Text][Citation analysis] | article | 17 |
2007 | Post‐IPO Operating Performance, Venture Capital and the Bubble Years In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 21 |
2009 | Does Volatility Improve UK Earnings Forecasts? In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 1 |
2016 | Changes in Non-current Assets and in Property, Plant and Equipment and Future Stock Returns: The UK Evidence In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 2 |
2015 | Introduction to the JTSA John Nankervis Memorial Issue In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
2015 | Generalized Variance-Ratio Tests in the Presence of Statistical Dependence In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
2006 | Generalized variance ratio tests in the presence of statistical dependence.(2006) In: Computing in Economics and Finance 2006. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2000 | Short‐run Real Exchange Rate Dynamics In: Manchester School. [Full Text][Citation analysis] | article | 0 |
2001 | A Non‐Linear Analysis of Excess Foreign Exchange Returns In: Manchester School. [Full Text][Citation analysis] | article | 5 |
2004 | Is the Feldstein–Horioka Puzzle History? In: Manchester School. [Full Text][Citation analysis] | article | 77 |
2008 | Markov-Switching GARCH Modelling of Value-at-Risk In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 12 |
2001 | Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 17 |
2002 | A Principal Components Approach to Cross-Section Dependence in Panels In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002. [Full Text][Citation analysis] | paper | 68 |
2000 | Evaluating The Persistence And Structuralist Theories Of Unemployment In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
1996 | Current Account Solvency and the Feldstein-Horioka Puzzle. In: Economic Journal. [Full Text][Citation analysis] | article | 157 |
2012 | The School’s Out effect: A new seasonal anomaly! In: The British Accounting Review. [Full Text][Citation analysis] | article | 1 |
2018 | Earnings management using classification shifting of revenues In: The British Accounting Review. [Full Text][Citation analysis] | article | 13 |
2018 | Prospect theory and IPO returns in China In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 16 |
2022 | Seasoned equity crowdfunded offerings In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 3 |
2008 | The role of long memory in hedging effectiveness In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 12 |
2003 | Numerical issues in threshold autoregressive modeling of time series In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 25 |
2003 | Numerical issues in threshold autoregressive modeling of time series.(2003) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2006 | Testing for sign and amplitude asymmetries using threshold autoregressions In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
1997 | Cointegration of long span saving and investment In: Economics Letters. [Full Text][Citation analysis] | article | 53 |
1997 | New panel unit root tests of PPP In: Economics Letters. [Full Text][Citation analysis] | article | 67 |
2005 | The PPP debate: Price matters! In: Economics Letters. [Full Text][Citation analysis] | article | 15 |
2016 | Bubbling over! The behaviour of oil futures along the yield curve In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 13 |
2016 | How profitable are FX technical trading rules? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 10 |
2017 | FX technical trading rules can be profitable sometimes! In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 16 |
2020 | Serial SEOs and capital structure In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
2022 | Index tracking and beta arbitrage effects in comovement In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2006 | Valuation ratios and price deviations from fundamentals In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 35 |
2013 | Does the forward premium puzzle disappear over the horizon? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
2005 | Purchasing power parity and the theory of general relativity: the first tests In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 47 |
2001 | Border costs and real exchange rate dynamics in Europe In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 6 |
2013 | Investor participation and underpricing in lottery-allocated Chinese IPOs In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 4 |
2022 | Corporate governance with crowd investors in innovative entrepreneurial finance: Nominee structure and coinvestment in equity crowdfunding In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Comovement and FTSE 100 index changes In: International Journal of Behavioural Accounting and Finance. [Full Text][Citation analysis] | article | 10 |
2004 | Comovement and FTSE 100 Index Changes.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
1998 | The Feldstein-Horioka Puzzle and Capital Mobility: A Review. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 150 |
2000 | Is There a Base Currency Effect in Long-Run PPP? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 13 |
2004 | A new interpretation of the exchange rate-yield differential nexus In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2003 | A New Interpretation of the Exchange Rate - Yield Differential Nexus.(2003) In: Computing in Economics and Finance 2003. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2022 | Strategic entrepreneurial choice between competing crowdfunding platforms In: The Journal of Technology Transfer. [Full Text][Citation analysis] | article | 2 |
2014 | Earnings management and IPO anomalies in China In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 14 |
2004 | The Feldstein-Horioka puzzle is not as bad as you think In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 8 |
2004 | A new interpretation of the real exchange rate - yield differential nexus In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 0 |
2004 | Testing for Long Run Relative PPP in Europe In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] | paper | 2 |
2021 | New Developments in Equity Crowdfunding: A Review In: Review of Corporate Finance. [Full Text][Citation analysis] | article | 19 |
1994 | The Integration of Property and Financial Markets In: Environment and Planning A. [Full Text][Citation analysis] | article | 38 |
2000 | A NUMERICAL ALGORITHM FOR THE EFFICIENT ESTIMATION OF BAND-TAR MODELS In: Computing in Economics and Finance 2000. [Citation analysis] | paper | 0 |
2001 | Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 0 |
2001 | Small sample properties of panel time-series estimators with I(1) errors In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 28 |
2001 | Bootstrap LR Tests for Sign and Amplitude Asymmetries In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 2 |
2002 | Exchange Rate Overshooting and the Forward Premium Puzzle In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 1 |
2002 | An MTAR Test for Stock Market Bubbles In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
2004 | The overvaluation of PPP in Europe? In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 0 |
2006 | Threshold Autoregressive Models of the Commodities Futures Basis In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
2006 | The Forward Premium Anomaly at Long Horizons In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
2006 | Long Memory and Structural Breaks in Commodity Futures Basis and Market In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
2001 | Nonparametric cointegration analysis of real exchange rates In: Applied Financial Economics. [Full Text][Citation analysis] | article | 23 |
2002 | Asymmetric dynamics in UK real interest rates In: Applied Financial Economics. [Full Text][Citation analysis] | article | 10 |
2005 | Testing for symmetry and proportionality in a European panel In: Applied Financial Economics. [Full Text][Citation analysis] | article | 9 |
2006 | Testing for symmetry and proportionality in a European panel.(2006) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2007 | The short-run wealth effects of foreign divestitures by UK firms In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
2008 | Hot IPOs can damage your long-run wealth! In: Applied Financial Economics. [Full Text][Citation analysis] | article | 5 |
2008 | The MSCI-Canada index rebalancing and excess comovement In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2010 | The lunar moon festival and the dark side of the moon In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2010 | Misvaluation and UK mergers 1986-2002 In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2009 | UK IPO underpricing and venture capitalists In: The European Journal of Finance. [Full Text][Citation analysis] | article | 11 |
2014 | Investor sentiment and value and growth stock index options In: The European Journal of Finance. [Full Text][Citation analysis] | article | 4 |
2015 | The European sovereign debt market: from integration to segmentation In: The European Journal of Finance. [Full Text][Citation analysis] | article | 22 |
2015 | A pricing kernel approach to valuing options on interest rate futures In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
2016 | Commodity futures returns: more memory than you might think! In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
2017 | The impact of mispricing and growth on UK M&As In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
2019 | Credit default swaps and the UK 2008–09 short sales ban In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2019 | The effect of the interest coverage covenants on classification shifting of revenues In: The European Journal of Finance. [Full Text][Citation analysis] | article | 6 |
2020 | Banks and financial markets in times of uncertainty In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Exchange rate forecasting using economic models and technical trading rules In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2023 | P2P lending and outside entrepreneurial finance In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
2016 | Is news related to GDP growth a risk factor for commodity futures returns? In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
2024 | The S&P 500 index inclusion effect: Evidence from the options market In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2011 | Long memory and structural breaks in commodity futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 13 |
2021 | Enfranchising the crowd: Nominee account equity crowdfunding In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team