Stuart Hyde : Citation Profile

University of Manchester

13

H index

15

i10 index

507

Citations

RESEARCH PRODUCTION:

33

Articles

21

Papers

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 23
   Journals where Stuart Hyde has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 20 (3.8 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phy6
   Updated: 2026-01-10    RAS profile: 2025-11-11    
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Relations with other researchers

Works with:

Pinto Avalos, Francisco (2)

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

Is cited by:

GUPTA, RANGAN (19)

Guidolin, Massimo (15)

Kontonikas, Alexandros (9)

Møller, Stig (9)

Kočenda, Evžen (7)

KOSTAKIS, ALEXANDROS (7)

Hammoudeh, Shawkat (7)

Florackis, Chris (6)

Engsted, Tom (6)

Papadamou, Stephanos (6)

Kapetanios, George (5)

Cites to:

Campbell, John (81)

Guidolin, Massimo (40)

Bekaert, Geert (37)

Timmermann, Allan (32)

Fratzscher, Marcel (27)

Ehrmann, Michael (27)

Shiller, Robert (25)

Harvey, Campbell (25)

Abel, Andrew (24)

Rigobon, Roberto (21)

Cochrane, John (19)

Main data

Where Stuart Hyde has published?

Journals with more than one article published# docs
International Review of Financial Analysis4
International Journal of Finance & Economics3
Journal of International Money and Finance3
Journal of Banking & Finance2
Journal of International Financial Markets, Institutions and Money2
Journal of Business Finance & Accounting2

Working Papers Series with more than one paper published# docs
Centre for Financial Markets Working Papers / Research Repository, University College Dublin6
Working Papers / Federal Reserve Bank of St. Louis5
MPRA Paper / University Library of Munich, Germany2
Research Technical Papers / Central Bank of Ireland2

Recent works citing Stuart Hyde (2025 and 2024)

YearTitle of citing document
2024DAM: A Universal Dual Attention Mechanism for Multimodal Timeseries Cryptocurrency Trend Forecasting. (2024). Fu, Yihang ; Zhou, Mingyu ; Zhang, Luyao. In: Papers. RePEc:arx:papers:2405.00522.

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2025Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles. (2025). Magnani, Monia ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25252.

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2025Bias in cryptocurrency investing: The effect of financial and moral considerations. (2025). Tsang, Ming ; Stivers, Adam ; Shahriari, Hesam. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000784.

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2025Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?. (2025). Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000720.

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2024Systemic risk monitoring model from the perspective of public information arrival. (2024). Wu, Yan ; Zhu, Xingting ; Yan, Han ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000664.

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2024Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232.

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2025Role of ECX futures in carbon pricing: Intraday evidence from EU-ETS. (2025). Vadhava, Charu. In: Economics Letters. RePEc:eee:ecolet:v:253:y:2025:i:c:s0165176525002381.

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2025Predictive distributions and the market return: The role of market illiquidity. (2025). Ellington, Michael ; Kalli, Maria. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:1:p:309-322.

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2025Asset allocation with factor-based covariance matrices. (2025). Conlon, Thomas ; Cotter, John ; Kynigakis, Iason. In: European Journal of Operational Research. RePEc:eee:ejores:v:325:y:2025:i:1:p:189-203.

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2024Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116.

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2024Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Benkraiem, Ramzi ; ben Osman, Myriam ; Guesmi, Khaled ; Urom, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004787.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness. (2024). Jareo, Francisco ; Esparcia, Carlos ; Escribano, Ana. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002199.

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2024Local media sentiment towards pollution and its effect on corporate green innovation. (2024). Wang, Shixuan ; Lu, Shanglin ; He, YU ; Wei, Ran. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002643.

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2024Biodiversity and stock returns. (2024). Zeng, Qing ; Wu, Hanlin ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924003181.

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2024Skewness risk and the cross-section of cryptocurrency returns. (2024). Chen, Yan ; Liu, Yakun. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005581.

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2024ESG performance and corporate fraud. (2024). Yang, Jinglan ; Li, Hao ; Ma, Chaoqun. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002423.

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2025Enterprise investment in the era of digital finance: Information transparency and investment efficiency analysis. (2025). Su, Shaohua ; Xu, Shengnan. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324016155.

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2025Can financial innovation and industrial structure upgrading reduce regional criminal activity levels?. (2025). Du, Shilin ; Xu, Xiaoli ; Huang, Huasheng. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001278.

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2025Financial regulation, digital currency, and risk management. (2025). Tian, Grace ; Juan, Xin ; Tu, Yongqian ; Zeng, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005422.

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2024Fair value estimates for illiquid cryptocurrency. (2024). Afzal, Muhammad Talha ; Zhang, Guangyue ; Brennan, Gerard ; Sannella, Alexander. In: International Journal of Accounting Information Systems. RePEc:eee:ijoais:v:54:y:2024:i:c:s1467089524000332.

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2024Diversification with globally integrated US stocks. (2024). Conlon, Thomas ; cotter, john ; Ropotos, Ioannis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001579.

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2024Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; Kočenda, Evžen ; Kukacka, Jiri ; Kristoufek, Ladislav ; Kocenda, Evzen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001288.

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2025Investigating the impact of global events on cryptocurrency performance: a big data event study approach. (2025). Polyzos, Efstathios ; Youssef, Layal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s026156062500110x.

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2025Stock market responses to monetary policy shocks: Firm-level evidence. (2025). Spagnolo, Nicola ; Arin, Kerim ; Polyzos, Efstathios ; Kaplan, Samuel. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:83:y:2025:i:c:s0164070424000600.

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2025The effect of oil prices on the US shipping stock prices: The mediating role of freight rates and economic indicators. (2025). Merika, Anna ; Andrikopoulos, Andreas ; Stoupos, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000182.

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2025Mineral price shocks on macroeconomic aggregates in a highly dependent small open economy: Evidence from Peru, 2003–2024. (2025). Riquelme, Andrs ; Snchez-Dvila, Elmer. In: Resources Policy. RePEc:eee:jrpoli:v:108:y:2025:i:c:s0301420725002193.

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2024Impact of Black Swan Events on Ethereum blockchain ERC20 token transaction networks. (2024). Pradhan, Priodyuti ; Jalan, Sarika ; Reddy, Uday Kumar ; Pradeep, Moturi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006381.

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2025Forecasting realised volatility using regime-switching models. (2025). McMillan, David G ; Kambouroudis, Dimos ; Ding, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s105905602500334x.

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2024Asset pricing tests for pandemic risk. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1314-1334.

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2024Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096.

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2025The role of Guru investor in Bitcoin: Evidence from Kolmogorov-Arnold Networks. (2025). Shen, Dehua ; Wu, Yize. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000455.

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2025Tokenization in soccer leagues. Is fan engagement for real?. (2025). Xiao, Yuqing ; Agnese, Pablo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000832.

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2025How Large is Excess Volatility of the EUR/USD Exchange Rate? Evidence from a GAS Approach. (2025). Bargigli, Leonardo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2025_13.rdf.

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2024Crises and Contagion in Equity Portfolios. (2024). VORTELINOS, DIMITRIOS ; Chatziantoniou, Ioannis ; Floros, Christos. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:7:p:168-:d:1427059.

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2024Financial markets anomalies: a research review from the perspective of rational and irrational arguments. (2024). Benslimane, Ismail ; Benjelloun, Sanae ; Oubal, Khadija ; Sifouh, Nabil ; Hniche, Omar ; Elotmani, Yassire. In: Post-Print. RePEc:hal:journl:hal-04936820.

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2024Crypto news and policy innovations: Are European markets affected?. (2024). Rho, Caterina ; Bellia, Mario ; di Girolamo, Francesca ; Barbaglia, Luca. In: JRC Working Papers in Economics and Finance. RePEc:jrs:wpaper:202407.

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2025Prediction and Allocation of Stocks, Bonds, and REITs in the US Market. (2025). Silva, Nuno ; Monteiro, Ana Sofia ; Sebastiao, Helder. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10589-2.

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2024Chasing noise in the stock market: an inquiry into the dynamics of investor sentiment and asset pricing. (2024). Lawal, Rodiat ; Sakariyahu, Rilwan ; Chatzivgeri, Eleni ; Paterson, Audrey. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:1:d:10.1007_s11156-023-01214-8.

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2024Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y.

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2024Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions. (2024). Vo, Xuan Vinh ; Ghardallou, Wafa ; Kang, Sang Hoon ; Ahmad, Nasir ; Ur, Mobeen. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:1:d:10.1057_s41283-023-00134-0.

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2024ESG Tendencies from News - Investigated by AI Trained by Human Intelligence. (2024). Managi, Shunsuke ; Seki, Daikichi ; Takeda, Shutaro ; Keeley, Alexander Ryota ; Li, Chao. In: MPRA Paper. RePEc:pra:mprapa:122757.

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2025Past, present, and future of sustainable finance: insights from big data analytics through machine learning of scholarly research. (2025). Lim, Weng Marc ; Kumar, Satish ; Rao, Sandeep ; Sharma, Dipasha ; Mangla, Sachin Kumar. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-021-04410-8.

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2025Enhancing Markowitzs portfolio selection paradigm with machine learning. (2025). de Prado, Marcos Lpez ; Simonian, Joseph ; Fabozzi, Francesco A. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06257-1.

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2024Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data. (2024). Nagy, Odett ; Saef, Danial ; Hrdle, Wolfgang Karl ; Sizov, Sergej. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:4:d:10.1007_s42521-024-00116-1.

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2024How are texts analyzed in blockchain research? A systematic literature review. (2024). Irresberger, Felix ; Zhuo, Xian ; Bostandzic, Denefa. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00501-6.

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2024The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis. (2024). Yarovaya, Larisa ; Shahzad, Syed Jawad Hussain ; Anas, Muhammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00595-y.

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2024Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies. (2024). Ghorbel, Achraf ; Jareo, Francisco ; Fakhfakh, Tarek ; Esparcia, Carlos. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00618-2.

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2024Herding and investor sentiment after the cryptocurrency crash: evidence from Twitter and natural language processing. (2024). Cary, Michael. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00663-x.

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2024Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures. (2024). lucey, brian ; Gabauer, David ; Chatziantoniou, Ioannis ; Long, Suwan. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:13:p:1470-1489.

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2024Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns. (2024). Cepni, Oguzhan ; Serbest, Ozge ; Akyildirim, Erdinc ; Aysan, Ahmet Faruk. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:14:p:1577-1613.

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2024The Bitcoin price and Bitcoin price uncertainty: Evidence of Bitcoin price volatility. (2024). Lin, Boqiang ; Kose, Nezir ; Yildirim, Hakan ; Unal, Emre. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:673-695.

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Works by Stuart Hyde:

YearTitleTypeCited
2007Habit Formation, Surplus Consumption and Return Predictability: International Evidence In: CREATES Research Papers.
[Full Text][Citation analysis]		paper14
2010Habit formation, surplus consumption and return predictability: International evidence.(2010) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2008Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies In: European Financial Management.
[Full Text][Citation analysis]		article13
2023Financial development and the effect of cross‐border bank flows on house prices In: The Financial Review.
[Full Text][Citation analysis]		article0
2004FOREX Risk: Measurement and Evaluation Using Value‐at‐Risk In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article4
2002Forex Risk: Measurement and Evaluation using Value-at-Risk.(2002) In: Research Technical Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2007UK Stock Returns and the Impact of Domestic Monetary Policy Shocks In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article57
2007MONETARY POLICY AND BEHAVIOURAL FINANCE In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article4
2005CONSUMPTION ASSET PRICING MODELS: EVIDENCE FROM THE UK* In: Manchester School.
[Full Text][Citation analysis]		article11
2014Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article9
2010Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2005European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response In: Research Technical Papers.
[Citation analysis]		paper46
2009European monetary policy surprises: the aggregate and sectoral stock market response.(2009) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		article
2005European monetary policy surprises : the aggregate and sectoral stock market response.(2005) In: Centre for Financial Markets Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2013Determinants of corporate exchange rate exposure in Chilean firms In: Journal Economía Chilena (The Chilean Economy).
[Full Text][Citation analysis]		article2
2024Financial advisory firms, asset reallocation and price pressure in the FOREX market In: Working Papers Central Bank of Chile.
[Full Text][Citation analysis]		paper0
2012Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article6
2002Excess volatility and efficiency in French and German stock markets In: Economic Modelling.
[Full Text][Citation analysis]		article12
2013Duration, trading volume and the price impact of trades in an emerging futures market In: Emerging Markets Review.
[Full Text][Citation analysis]		article2
2014A microstructure analysis of the carbon finance market In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article36
2015Time-varying regional and global integration and contagion: Evidence from style portfolios In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article15
2020News sentiment in the cryptocurrency market: An empirical comparison with Forex In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article67
2023Time-varying bond market integration and the impact of financial crises In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2022The yen–dollar risk premium: A story of regime shifts in bond markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2022Measuring market integration during crisis periods In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2009Non-linear predictability in stock and bond returns: When and where is it exploitable? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article52
2009Non-linear predictability in stock and bond returns: when and where is it exploitable?.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2011Investigating sources of unanticipated exposure in industry stock returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article15
2009Investigating sources of unanticipated exposure in industry stock returns.(2009) In: Centre for Financial Markets Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2010Investigating Sources of Unanticipated Exposure in Industry Stock Returns.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2012Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article33
2010Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2011Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2010Monetary policy surprises and international bond markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article26
2006Monetary policy surprises and international bond markets.(2006) In: Centre for Financial Markets Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2018The reality of stock market jumps diversification In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article5
2024Revisiting the pricing impact of commodity market spillovers on equity markets In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article2
2008Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article5
2010Consumption asset pricing and the term structure In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article9
2007What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model In: Working Papers.
[Full Text][Citation analysis]		paper3
2009What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model.(2009) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2008Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK In: Working Papers.
[Full Text][Citation analysis]		paper3
2012Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value In: Working Papers.
[Full Text][Citation analysis]		paper0
2005Resuscitating the C-CAPM: empirical evidence from France and Germany In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article7
2010Tests of the conditional asset pricing model: further evidence from the cross-section of stock returns In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article4
2004Dont break the habit: structural stability tests of consumption models in the UK In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]		paper0
2007The response of industry stock returns to market, exchange rate and interest rate risks In: MPRA Paper.
[Full Text][Citation analysis]		paper20
2007Correlation dynamics between Asia-Pacific, EU and US stock returns In: MPRA Paper.
[Full Text][Citation analysis]		paper20
2007Correlation dynamics between Asia-Pacifc, EU and US stock returns.(2007) In: Centre for Financial Markets Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2004International influences on Irish stock returns In: Centre for Financial Markets Working Papers.
[Full Text][Citation analysis]		paper0
2005UK Stock returns & the impact of domestic monetary policy shocks In: Centre for Financial Markets Working Papers.
[Full Text][Citation analysis]		paper0
2005Dont break the habit: structural stability tests of consumption asset pricing models in the UK In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
2024A reality check on the GARCH-MIDAS volatility models In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2014Linear predictability vs. bull and bear market models in strategic asset allocation decisions: evidence from UK data In: Quantitative Finance.
[Full Text][Citation analysis]		article2

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