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 1 1 2 218
Calculating the probability of failure of the Norwegian banking sector 0 0 0 0 1 1 11 653
Common Factors and the Empirical Validity of the Arbitrage Pricing Theory 0 0 0 0 0 2 5 698
Do Assumptions about Factor Structure Matter in Identifying the Number of Significant Factors in Test of the APT ? 0 0 0 0 1 1 4 203
EMU and European Stock Market Integration 0 2 2 943 0 4 18 2,728
Expected Returns, Risk, and the Integration of International Bond Markets 0 0 0 0 1 1 7 500
Expected returns, risk and the integration of international bond markets 0 0 0 0 2 3 11 567
Management compensation and market timing under portfolio constraints 0 0 0 6 0 2 8 41
Management compensation and market timing under portfolio constraints 0 0 0 14 2 2 10 169
Measuring the Excess Profits of the UK’s recently Privatised Utilities 0 0 0 0 2 3 4 292
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 1 1 2 5,654
Modelling the dividend behaviour of the aggregate US stock market 0 0 0 0 2 3 8 474
Reports of beta's death are premature: evidence from the UK 0 0 0 0 1 3 4 587
Risk factors in the Malaysian stock market 0 0 0 0 2 3 7 910
Seasonality, stock returns and the macroeconomy 0 0 0 0 0 0 9 479
The Impact of Globalization on the Equity Cost of Capital 0 0 0 261 3 11 17 1,222
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 1 1 6 1,272
Total Working Papers 0 2 2 1,224 20 42 133 16,667


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 1 1 52 0 3 5 318
Calculating the equity cost of capital using the APT: the impact of the ERM 0 0 0 206 1 2 7 928
Calculating the probability of failure of the Norwegian banking sector 0 0 0 80 4 4 8 234
Dividend Behaviour and Dividend Signaling 0 0 2 58 1 5 11 178
Dividend Growth, Cash Flow, and Discount Rate News 0 0 0 21 3 4 7 85
Dividend Smoothing and Predictability 0 0 0 41 2 3 11 254
EMU and European Stock Market Integration 0 1 1 254 2 11 20 713
Estimating the cost of capital of the UK's newly privatized utilities 0 0 0 14 1 1 5 80
Exchange rate regimes and the price of exchange rate risk 0 0 0 17 4 4 12 123
Expected returns, risk and the integration of international bond markets 0 0 1 205 1 1 11 447
Implications of Keeping‐Up‐with‐the‐Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence 0 0 0 22 2 3 7 114
Is Beta dead? The role of alternative estimation methods 0 0 0 662 1 2 6 1,387
Linear and nonlinear exchange rate exposure 0 0 1 78 2 2 11 228
Management compensation and market timing under portfolio constraints 0 0 0 8 3 3 11 67
Mean reversion in Southeast Asian stock markets 0 0 1 118 2 2 14 325
Real investment and risk dynamics 0 0 1 137 1 5 11 441
Reports of beta's death are premature: Evidence from the UK 0 0 1 202 2 2 10 421
Risk factors in the Malaysian stock market 0 0 1 75 2 3 10 219
Seasonality, Stock Returns and the Macroeconomy 0 0 0 97 3 4 11 248
Stock return predictability or mismeasured risk? 0 0 0 22 2 4 4 76
Technical analysis, trading volume and market efficiency: evidence from an emerging market 0 0 3 207 7 17 30 527
The World Business Cycle and Expected Returns 0 0 1 25 1 8 11 111
The arbitrage pricing theory, macroeconomic and financial factors, and expectations generating processes 0 0 2 296 1 3 19 681
The impact of EMU on the equity cost of capital 0 0 0 50 2 2 12 157
Time-varying persistence in expected returns 0 0 1 31 3 6 12 113
Total Journal Articles 0 2 17 2,978 53 104 276 8,475


Statistics updated 2026-05-06