Peter Smith : Citation Profile


Are you Peter Smith?

Australian National University (50% share)
University of York (50% share)

14

H index

19

i10 index

540

Citations

RESEARCH PRODUCTION:

43

Articles

59

Papers

1

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   37 years (1984 - 2021). See details.
   Cites by year: 14
   Journals where Peter Smith has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 39 (6.74 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psm22
   Updated: 2024-11-04    RAS profile: 2024-10-09    
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Relations with other researchers


Works with:

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

Is cited by:

Mumford, Karen (46)

Wickens, Michael (14)

Almeida-Santos, Filipe (11)

Boockmann, Bernhard (11)

Poghosyan, Tigran (10)

Chzhen, Yekaterina (9)

Singleton, Carl (9)

Kočenda, Evžen (8)

Flavin, Thomas (8)

Cobb-Clark, Deborah (8)

Jewell, Sarah (8)

Cites to:

Mumford, Karen (22)

Wickens, Michael (19)

French, Kenneth (19)

Fama, Eugene (17)

Troske, Kenneth (13)

Galí, Jordi (13)

MARGOLIS, David (13)

Abowd, John (13)

Kramarz, Francis (13)

Gertler, Mark (12)

Campbell, John (10)

Main data


Where Peter Smith has published?


Journals with more than one article published# docs
Economic Modelling4
European Economic Review3
Manchester School3
Oxford Bulletin of Economics and Statistics3
Journal of Empirical Finance2
The Economic Record2
Journal of Economic Surveys2
National Institute Economic Review2

Working Papers Series with more than one paper published# docs
IZA Discussion Papers / Institute of Labor Economics (IZA)6
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Money Macro and Finance (MMF) Research Group Conference 2004 / Money Macro and Finance Research Group2
Discussion Papers / University of Bamberg, Chair of Finance2

Recent works citing Peter Smith (2024 and 2023)


YearTitle of citing document
2023Gender Segregation: Analysis across Sectoral-Dominance in the UK Labour Market. (2023). Polselli, Annalivia ; Macaluso, Mariele ; Leoncini, Riccardo. In: Papers. RePEc:arx:papers:2303.04539.

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2023The role of the workplace in ethnic wage differentials. (2023). Theodoropoulos, Nikolaos ; Forth, John ; Bryson, Alex. In: British Journal of Industrial Relations. RePEc:bla:brjirl:v:61:y:2023:i:2:p:259-290.

Full description at Econpapers || Download paper

2023The UK gender pay gap: Does firm size matter?. (2023). Kaya, Ezgi ; Jones, Melanie. In: Economica. RePEc:bla:econom:v:90:y:2023:i:359:p:937-952.

Full description at Econpapers || Download paper

2023Gender Preferences in Job Vacancies and Workplace Gender Diversity. (2023). Lalive, Rafael ; Colella, Fabrizio ; Card, David. In: CReAM Discussion Paper Series. RePEc:crm:wpaper:2306.

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2023House prices, homeownership, and household consumption: Evidence from household panel data in Korea. (2023). Lee, Seungyoon. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001670.

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2023Optimal trend-following with transaction costs. (2023). Giner, Javier ; Zakamulin, Valeriy. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004441.

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2023The impact of government spending on Ireland’s housing and residential market – Targeted vs economy-wide stimulus. (2023). Egan, Paul ; Bergin, Adele. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:3:p:552-569.

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2023Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628.

Full description at Econpapers || Download paper

2023Working more for less: Part-time penalties across the working hours distribution. (2023). Schneider, Ulrich ; Sturmer-Heiber, Fabian ; Gunther, Tom. In: Discussion Papers. RePEc:zbw:fubsbe:20235.

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Peter Smith has edited the books:


YearTitleTypeCited

Works by Peter Smith:


YearTitleTypeCited
1993Predicting the Long-Term Unemployed: A primer for the Commonwealth Employment Service. In: CEPR Discussion Papers.
[Citation analysis]
paper2
In: .
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article0
2004Job Tenure in Britain: Employee Characteristics versus Workplace Effects In: Economica.
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article17
2000Men, Women and the Hiring Function In: The Economic Record.
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article0
1999Men, Women and the Hiring Function.(1999) In: Discussion Papers.
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This paper has nother version. Agregated cites: 0
paper
2000Men, Women and the Hiring Function. In: The Economic Record.
[Citation analysis]
article0
2002 Asset Pricing with Observable Stochastic Discount Factors. In: Journal of Economic Surveys.
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article30
2002Asset Pricing with Observable Stochastic Discount Factors..(2002) In: Discussion Papers.
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This paper has nother version. Agregated cites: 30
paper
1995 GAUSS 3.2 and COUNT 2.0. In: Journal of Economic Surveys.
[Citation analysis]
article0
1987Current Account Movements, Wealth Effects and the Determination of the Real Exchange Rate. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article1
2007THE GENDER EARNINGS GAP IN BRITAIN: INCLUDING THE WORKPLACE* In: Manchester School.
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article19
2013Equity Returns and the Business Cycle: the Role of Supply and Demand Shocks In: Manchester School.
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article2
2013Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks.(2013) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 2
paper
2012Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks.(2012) In: Discussion Papers.
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This paper has nother version. Agregated cites: 2
paper
2015Peer Salaries and Gender Differences in Job Satisfaction in the Workplace In: Manchester School.
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article3
1987A Two-Sector Analysis of the UK Labour Market. In: Oxford Bulletin of Economics and Statistics.
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article6
1999The Hiring Function Reconsidered: on Closing the Circle In: Oxford Bulletin of Economics and Statistics.
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article32
1997The Hiring Function Reconsidered: On Closing the Circle.(1997) In: CEP Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 32
paper
1996THE HIRING FUNCTION RECONSIDERED: ON CLOSING THE CIRCLE.(1996) In: Discussion Papers.
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This paper has nother version. Agregated cites: 32
paper
1999 The Hiring Function Reconsidered: On Closing the Circle. In: Oxford Bulletin of Economics and Statistics.
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article29
2004JOB REALLOCATION, EMPLOYMENT CHANGE AND AVERAGE JOB TENURE: THEORY AND WORKPLACE EVIDENCE FROM AUSTRALIA In: Scottish Journal of Political Economy.
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article0
1997Job Reallocation: Theory and Workplace Evidence In: CEP Discussion Papers.
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paper0
2013What do the Fama-French Factors Add to C-CAPM? In: CESifo Working Paper Series.
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paper9
2013What do the Fama–French factors add to C-CAPM?.(2013) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 9
article
2013What do the Fama-French factors add to CCAPM?.(2013) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 9
paper
2002Macroeconomic Sources of FOREX Risk In: CEPR Discussion Papers.
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paper15
1984An Empirical Investigation into the Causes of the Failure of the Monetary Model of the Exchange Rate In: CEPR Discussion Papers.
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paper12
1986An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate..(1986) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 12
article
2009The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks In: CEPR Discussion Papers.
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paper3
2010The equity premium and the business cycle: the role of demand and supply shocks.(2010) In: International Journal of Finance & Economics.
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This paper has nother version. Agregated cites: 3
article
In: .
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article0
.() In: .
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This paper has nother version. Agregated cites: 0
article
2007The Public-Private Sector Wage Differential: Gender, Workplaces and Family Friendliness In: Dundee Discussion Papers in Economics.
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paper3
1988Unemployment, Vacancies and the Long-term Unemployed. In: Economic Journal.
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article42
2016The trend is our friend: Risk parity, momentum and trend following in global asset allocation In: Journal of Behavioral and Experimental Finance.
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article10
2013The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation.(2013) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 10
paper
2012The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation.(2012) In: Discussion Papers.
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This paper has nother version. Agregated cites: 10
paper
1988The gains from optimal control in a small econometric model of the UK In: Journal of Economic Dynamics and Control.
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article0
1996Targeting inflation: Comparative control exercises on models of the UK economy In: Economic Modelling.
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article1
1998Comparing global economic models In: Economic Modelling.
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article27
2000Output price determination and the business cycle In: Economic Modelling.
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article5
1989The London Business School econometric model : Some recent developments In: Economic Modelling.
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article3
1991Wage dispersion and inflation : Evidence from U.K. manufacturing industries In: Economics Letters.
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article0
1987Long-term unemployment and the shifting U-V curve : A multi-country study In: European Economic Review.
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article17
1989Interrelated factor demands for manufacturing: A dynamic translog cost function approach In: European Economic Review.
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article9
1993Modelling risk premia in international asset markets In: European Economic Review.
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article1
1991Modelling Rsik Premia in International Asset Markets..(1991) In: Australian National University - Department of Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2014Trend following, risk parity and momentum in commodity futures In: International Review of Financial Analysis.
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article11
2012Trend Following, Risk Parity and Momentum in Commodity Futures.(2012) In: Discussion Papers.
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This paper has nother version. Agregated cites: 11
paper
1997UK stock returns and robust tests of mean variance efficiency In: Journal of Banking & Finance.
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article21
2016Can stochastic discount factor models explain the cross-section of equity returns? In: Review of Financial Economics.
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article1
A Cross Section of Equity Returns: The No-Arbitrage Test.() In: Discussion Papers.
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This paper has nother version. Agregated cites: 1
paper
2006THE ASYMMETRIC EFFECT OF THE BUSINESS CYCLE ON THE RELATION BETWEEN STOCK MARKET RETURNS AND THEIR VOLATILITY In: CAMA Working Papers.
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paper1
2005The asymmetric effect of the business cycle on the relation between stock market returns and their volatility.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005.
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This paper has nother version. Agregated cites: 1
paper
2014European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk? In: CAMA Working Papers.
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paper0
2014European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk?.(2014) In: Discussion Papers.
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This paper has nother version. Agregated cites: 0
paper
2019Absolute momentum, sustainable withdrawal rates and glidepath investing in US retirement portfolios from 1925 In: CAMA Working Papers.
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paper0
2021Analysis of systematic risk around firm-specific news in an emerging market using high frequency data In: CAMA Working Papers.
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paper0
2020Analysis of Systematic Risk around Firm-specific News in an Emerging Market using High Frequency Data.(2020) In: Discussion Papers.
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This paper has nother version. Agregated cites: 0
paper
2016Workplaces, Low Pay and the Gender Earnings Gap in Britain In: IZA Discussion Papers.
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paper2
2004Job Tenure in Britain: Employee Characteristics Versus Workplace Effects In: IZA Discussion Papers.
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paper28
Job Tenure in Britain: Employee Characteristics Versus Workplace Effects.() In: Discussion Papers.
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This paper has nother version. Agregated cites: 28
paper
2004The Gender Earnings Gap in Britain In: IZA Discussion Papers.
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paper28
The Gender Earnings Gap in Britain.() In: Discussion Papers.
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This paper has nother version. Agregated cites: 28
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2007Assessing the Importance of Male and Female Part-Time Work for the Gender Earnings Gap in Britain In: IZA Discussion Papers.
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paper3
2007The Public-Private Sector Gender Wage Differential: Evidence from Matched Employee-Workplace Data In: IZA Discussion Papers.
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paper8
2012Peer Salaries and Employee Satisfaction in the Workplace In: IZA Discussion Papers.
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paper8
2010Discussion of the Fisher Effect Puzzle: A Case of Non-Linear Relationship In: Open Economies Review.
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article0
2004IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany In: Money Macro and Finance (MMF) Research Group Conference 2004.
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paper2
2004IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany.(2004) In: Discussion Papers.
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This paper has nother version. Agregated cites: 2
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2004Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium In: Money Macro and Finance (MMF) Research Group Conference 2004.
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paper0
2009What determines the part-time and gender earnings gaps in Britain: evidence from the workplace In: Oxford Economic Papers.
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article47
1994Econometric Evaluation of Consumers Expenditure Equations. In: Oxford Review of Economic Policy.
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article13
2003Determinants of current job tenure: a cross country comparison In: Australian Journal of Labour Economics (AJLE).
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article3
2013Breaking into the blackbox: Trend following, stop losses and the frequency of trading – The case of the S&P500 In: Journal of Asset Management.
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article4
2012BREAKING INTO THE BLACKBOX: Trend Following, Stop Losses, and the Frequency of Trading: the case of the S&P500.(2012) In: Discussion Papers.
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This paper has nother version. Agregated cites: 4
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2006 The New Consensus in Monetary Policy: Is the NKM fit for the purpose of inflation targeting? In: CDMA Conference Paper Series.
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paper6
1996Global macroeconomic shocks, time-varying covariances and tests of the international CAPM In: Applied Economics Letters.
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article2
2011The public-private sector gender wage differential in Britain: evidence from matched employee-workplace data In: Applied Economics.
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article21
In: .
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article0
Choques transitorios y de largo plazo en el PIB mexicano: un modelo de vectores autorregresivos estructurales con Stata In: Stata Press book chapters.
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chapter0
2021Can sustainable withdrawal rates be enhanced by trend following? In: International Journal of Finance & Economics.
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article1
2000Job Reallocation and Average Job Tenure: Theory and Workplace Evidence From Australia In: Discussion Papers.
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paper0
1996Job Reallocation and Average Job Tenure: Theory and Workplace Evidence from Australia.(1996) In: Discussion Papers.
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This paper has nother version. Agregated cites: 0
paper
2000Job Tenure in Australia and Britain: Individual Versus Workplace effects In: Discussion Papers.
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paper2
2000Portfolio return autocorrelation and non-synchronous trading in UK equities In: Discussion Papers.
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paper4
Macroeconomic Sources of Equity Risk In: Discussion Papers.
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paper10
An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors In: Discussion Papers.
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paper3
2007The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04) In: Discussion Papers.
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paper0
Consumption, Size and Book-to-Market Ratio in Equity Returns In: Discussion Papers.
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paper9
2013What do the Fama–French factors add to C-CAPM?.(2013) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
article
2013What do the Fama-French factors add to CCAPM?.(2013) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2012Durable Consumption, Long-Run Risk and The Equity Premium In: Discussion Papers.
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paper0
2014When Growth Beats Value: Removing Tail Risk From Global Equity Momentum Strategies In: Discussion Papers.
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paper0
2015Size Matters: Tail Risk, Momentum and Trend Following in International Equity Portfolios In: Discussion Papers.
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paper0
2015Carry and Trend Following Returns in the Foreign Exchange Market In: Discussion Papers.
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paper0
2016Reducing sequence risk using trend following investment strategies and the CAPE In: Discussion Papers.
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paper0
2017Decumulation, Sequencing Risk and the Safe Withdrawal Rate: Why the 4% Withdrawal Rule leaves Money on the Table In: Discussion Papers.
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paper0
2019The Gender Earnings Gap in British Workplaces: A Knowledge Exchange Report. In: Discussion Papers.
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paper0
2019The Rehabilitation of Glidepath Investing In: Discussion Papers.
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paper0
2020How to better align the U.K.’s corporate tax structure with national objectives In: Discussion Papers.
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1996Predicting UK Stock Returns and Robust Tests of Mean Variance Efficiency In: Discussion Papers.
[Citation analysis]
paper0
2004The Existence and Effectiveness of Price Support Activities in Germany: A Note In: Discussion Papers.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team