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 1 2 218
Calculating the probability of failure of the Norwegian banking sector 0 0 0 0 0 1 11 653
Common Factors and the Empirical Validity of the Arbitrage Pricing Theory 0 0 0 0 0 0 5 698
Do Assumptions about Factor Structure Matter in Identifying the Number of Significant Factors in Test of the APT ? 0 0 0 0 0 1 4 203
EMU and European Stock Market Integration 0 0 2 943 0 1 19 2,729
Expected Returns, Risk, and the Integration of International Bond Markets 0 0 0 0 1 2 8 501
Expected returns, risk and the integration of international bond markets 0 0 0 0 0 2 11 567
Management compensation and market timing under portfolio constraints 0 0 0 14 0 2 10 169
Management compensation and market timing under portfolio constraints 0 0 0 6 0 0 8 41
Measuring the Excess Profits of the UK’s recently Privatised Utilities 0 0 0 0 0 2 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 0 1 2 5,654
Modelling the dividend behaviour of the aggregate US stock market 0 0 0 0 0 2 8 474
Reports of beta's death are premature: evidence from the UK 0 0 0 0 0 2 5 588
Risk factors in the Malaysian stock market 0 0 0 0 1 3 8 911
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 0 4 18 1,223
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 6 1,272
Total Working Papers 0 0 2 1,224 2 25 138 16,672


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 52 0 0 5 318
Calculating the equity cost of capital using the APT: the impact of the ERM 0 0 0 206 0 1 7 928
Calculating the probability of failure of the Norwegian banking sector 0 0 0 80 0 4 8 234
Dividend Behaviour and Dividend Signaling 0 0 2 58 0 2 12 179
Dividend Growth, Cash Flow, and Discount Rate News 0 0 0 21 1 5 9 87
Dividend Smoothing and Predictability 0 1 1 42 0 12 20 264
EMU and European Stock Market Integration 0 0 1 254 1 3 21 714
Estimating the cost of capital of the UK's newly privatized utilities 0 0 0 14 0 1 5 80
Exchange rate regimes and the price of exchange rate risk 0 0 0 17 0 4 12 123
Expected returns, risk and the integration of international bond markets 0 0 0 205 1 2 11 448
Implications of Keeping‐Up‐with‐the‐Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence 0 0 0 22 0 2 7 114
Is Beta dead? The role of alternative estimation methods 0 0 0 662 0 2 6 1,388
Linear and nonlinear exchange rate exposure 0 0 1 78 0 2 9 228
Management compensation and market timing under portfolio constraints 0 0 0 8 0 4 12 68
Mean reversion in Southeast Asian stock markets 0 0 1 118 0 3 15 326
Real investment and risk dynamics 0 0 0 137 0 1 10 441
Reports of beta's death are premature: Evidence from the UK 0 0 1 202 0 2 10 421
Risk factors in the Malaysian stock market 0 0 0 75 0 2 9 219
Seasonality, Stock Returns and the Macroeconomy 0 0 0 97 0 3 10 248
Stock return predictability or mismeasured risk? 0 0 0 22 0 2 4 76
Technical analysis, trading volume and market efficiency: evidence from an emerging market 0 0 2 207 1 11 31 531
The World Business Cycle and Expected Returns 0 0 1 25 0 3 13 113
The arbitrage pricing theory, macroeconomic and financial factors, and expectations generating processes 0 0 2 296 0 2 19 682
The impact of EMU on the equity cost of capital 0 0 0 50 0 2 12 157
Time-varying persistence in expected returns 0 0 1 31 0 4 13 114
Total Journal Articles 0 1 14 2,979 4 79 290 8,501


Statistics updated 2026-07-10