Access Statistics for Richard Priestley

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An asset pricing approach to estimating the persistence in expected returns 0 0 0 0 0 0 0 216
Calculating the probability of failure of the Norwegian banking sector 0 0 0 0 0 0 0 642
Common Factors and the Empirical Validity of the Arbitrage Pricing Theory 0 0 0 0 0 0 0 693
Do Assumptions about Factor Structure Matter in Identifying the Number of Significant Factors in Test of the APT ? 0 0 0 0 0 0 0 199
EMU and European Stock Market Integration 0 0 0 941 0 0 6 2,710
Expected Returns, Risk, and the Integration of International Bond Markets 0 0 0 0 0 0 0 493
Expected returns, risk and the integration of international bond markets 0 0 0 0 0 0 1 556
Management compensation and market timing under portfolio constraints 0 0 0 6 0 0 0 33
Management compensation and market timing under portfolio constraints 0 0 0 14 0 1 1 157
Measuring the Excess Profits of the UK’s recently Privatised Utilities 0 0 0 0 0 0 0 288
Miller-Modigliani, Behavioural Models of Dividend Policy and the Dividend Behaviour of the Aggregate Stock Market: Some Evidence for the UK 0 0 0 0 0 0 1 5,652
Modelling the dividend behaviour of the aggregate US stock market 0 0 0 0 1 1 2 465
Reports of beta's death are premature: evidence from the UK 0 0 0 0 0 0 1 583
Risk factors in the Malaysian stock market 0 0 0 0 0 0 2 903
Seasonality, stock returns and the macroeconomy 0 0 0 0 0 1 1 470
The Impact of Globalization on the Equity Cost of Capital 0 0 0 261 0 0 1 1,205
The effects of stock index futures trading on stock index volatility: an analysis of the asymmetric response of volatility to news 0 0 0 0 0 1 5 1,264
Total Working Papers 0 0 0 1,222 1 4 21 16,529


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Abnormal Stock Returns and Public Policy: The Case of the UK Privatised Electricity and Water Utilities 0 0 1 51 0 0 1 313
Calculating the equity cost of capital using the APT: the impact of the ERM 0 0 1 206 0 1 6 921
Calculating the probability of failure of the Norwegian banking sector 0 0 0 80 0 1 1 226
Dividend Behaviour and Dividend Signaling 1 2 6 56 1 4 13 167
Dividend Growth, Cash Flow, and Discount Rate News 0 0 0 21 0 0 0 77
Dividend Smoothing and Predictability 1 1 1 41 1 2 6 242
EMU and European Stock Market Integration 0 4 6 253 0 4 13 693
Estimating the cost of capital of the UK's newly privatized utilities 0 0 0 14 0 0 0 75
Exchange rate regimes and the price of exchange rate risk 0 0 0 17 0 0 0 111
Expected returns, risk and the integration of international bond markets 0 1 3 204 0 2 5 436
Implications of Keeping‐Up‐with‐the‐Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence 0 0 0 22 0 1 3 107
Is Beta dead? The role of alternative estimation methods 0 0 0 662 0 0 0 1,381
Linear and nonlinear exchange rate exposure 0 0 1 77 0 1 3 217
Management compensation and market timing under portfolio constraints 0 0 0 8 0 0 1 56
Mean reversion in Southeast Asian stock markets 0 0 2 117 0 0 3 311
Real investment and risk dynamics 0 2 3 135 0 2 4 429
Reports of beta's death are premature: Evidence from the UK 0 1 2 201 0 2 3 411
Risk factors in the Malaysian stock market 0 0 0 74 1 1 1 209
Seasonality, Stock Returns and the Macroeconomy 0 1 1 97 1 2 2 237
Stock return predictability or mismeasured risk? 0 0 0 22 0 0 0 72
Technical analysis, trading volume and market efficiency: evidence from an emerging market 0 0 0 204 0 0 1 496
The World Business Cycle and Expected Returns 0 0 0 24 1 3 4 100
The arbitrage pricing theory, macroeconomic and financial factors, and expectations generating processes 0 3 8 294 0 3 13 661
The impact of EMU on the equity cost of capital 0 0 0 50 0 0 0 144
Time-varying persistence in expected returns 0 0 0 30 0 0 0 101
Total Journal Articles 2 15 35 2,960 5 29 83 8,193


Statistics updated 2025-03-03