| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 'Buying and Selling of Money for Time': Foreign Exchange and Interest Rates in Medieval Europe |
0 |
0 |
0 |
28 |
1 |
1 |
2 |
43 |
| A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market |
0 |
0 |
0 |
103 |
1 |
1 |
4 |
203 |
| A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates |
0 |
0 |
0 |
49 |
0 |
0 |
3 |
157 |
| A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of Bubbles in the S&P 500 Composite Index |
0 |
0 |
0 |
97 |
0 |
0 |
1 |
213 |
| Advance Contracts for the Sale of Wool in Medieval England; An Undeveloped and Inefficient Market? |
1 |
1 |
3 |
30 |
1 |
3 |
6 |
145 |
| An EVT Approach to calculating Risk Capital Requirements |
0 |
0 |
0 |
49 |
0 |
0 |
2 |
205 |
| Are Investors Guided by the News Disclosed by Companies or by Journalists? |
0 |
0 |
0 |
26 |
1 |
1 |
1 |
19 |
| Augoregressive Conditional Kurtosis |
0 |
0 |
0 |
52 |
1 |
2 |
2 |
154 |
| Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
467 |
| Commodity Risk Factors and the Cross-Section of Equity Returns |
0 |
0 |
0 |
47 |
2 |
2 |
2 |
118 |
| Corporate Reputation and Stock Returns; are good firm good for investors? |
0 |
0 |
0 |
78 |
0 |
1 |
4 |
254 |
| Cross Hedging with Single Stock Futures |
0 |
0 |
0 |
79 |
2 |
2 |
4 |
308 |
| Decomposing the P/E Ratio |
0 |
0 |
1 |
82 |
0 |
1 |
4 |
458 |
| Did Long-Short Investors Destabilize Commodity Markets? |
0 |
0 |
0 |
17 |
1 |
1 |
3 |
61 |
| Did Purchasing Power Parity Hold in Medieval Europe? |
0 |
0 |
0 |
88 |
2 |
2 |
5 |
72 |
| Does More Detailed Information Mean Better Performance? An Experiment in Information Explicitness |
0 |
0 |
0 |
105 |
0 |
0 |
0 |
49 |
| Forecasting Turning Points in Real Estate Yields |
0 |
0 |
1 |
34 |
0 |
0 |
4 |
74 |
| Forecasting the Collapse of Speculative Bubbles: An Empirical Investigation of the S&P 500 Composite Index |
0 |
0 |
0 |
111 |
2 |
2 |
4 |
263 |
| Futures basis, inventory and commodity price volatility: An empirical analysis |
0 |
0 |
0 |
104 |
2 |
2 |
13 |
322 |
| Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect |
0 |
0 |
0 |
33 |
1 |
2 |
2 |
150 |
| Housing and equity bubbles: Are they contagious to REITs? |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
80 |
| Interest in medieval accounts: Examples from England, 1272-1340 |
0 |
0 |
0 |
27 |
3 |
3 |
4 |
91 |
| International Evidence of the Predictability of Prices of Securititised Real Estate Assets: Econometric Models versus Neural Networks |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
138 |
| Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange |
0 |
0 |
0 |
92 |
0 |
1 |
3 |
259 |
| Intrinsic and Rational Speculative Bubbles in the U.S. Housing Market 1960-2009 |
0 |
0 |
0 |
15 |
1 |
1 |
1 |
43 |
| Leger est aprendre mes fort est arendre;: Wool, Debt and the Dispersal of Pipewell Abbey (1280 - 1330) |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
61 |
| Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
757 |
| Low-Cost Momentum Strategies |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
136 |
| Macroeconomic Influences on Property Returns |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
12 |
| Measuring the Response of Macroeconomic Uncertainty to Shocks |
0 |
0 |
0 |
109 |
0 |
0 |
1 |
288 |
| Momentum Profits and Time-Varying Unsystematic Risk |
0 |
0 |
0 |
54 |
0 |
2 |
4 |
265 |
| Multivariate GARCH Models: Software Choice and Estimation Issues |
0 |
0 |
0 |
166 |
4 |
4 |
6 |
376 |
| On the Predictive Content of Leading Indicators: The Case of US Real Estate Markets |
0 |
0 |
0 |
61 |
1 |
1 |
2 |
39 |
| Optimal Hedging and the Value of News |
0 |
0 |
0 |
1 |
0 |
3 |
6 |
635 |
| Optimal Hedging with Higher Moments |
0 |
0 |
0 |
65 |
0 |
0 |
0 |
151 |
| Over the Moon or Sick as a Parrot? The Effect's of Football Results on a Club's Share Price |
0 |
0 |
0 |
0 |
1 |
2 |
9 |
95 |
| Over the Moon or Sick as a Parrot? The Effects of Football Results on a Club's Share Price |
0 |
0 |
2 |
9 |
1 |
2 |
4 |
79 |
| Speculative Bubbles and the Cross-Sectional Variation in Stock Returns |
0 |
0 |
0 |
27 |
2 |
3 |
3 |
88 |
| Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector? |
0 |
0 |
0 |
138 |
0 |
1 |
2 |
355 |
| Testing for periodically collapsing rational speculative bubbles in US REITs |
0 |
0 |
0 |
62 |
0 |
0 |
2 |
170 |
| The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market |
3 |
3 |
5 |
144 |
9 |
13 |
33 |
863 |
| The Dynamics of Commodity Prices |
0 |
0 |
0 |
12 |
2 |
2 |
4 |
68 |
| The Extremes of the P/E Effect |
0 |
0 |
0 |
45 |
0 |
1 |
2 |
221 |
| The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis |
0 |
0 |
0 |
22 |
0 |
4 |
5 |
140 |
| The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market |
0 |
0 |
0 |
52 |
0 |
0 |
1 |
441 |
| The Integration of European and US Real Estate Markets |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
25 |
| The Long-Term P/E Radio |
0 |
0 |
0 |
53 |
2 |
4 |
8 |
379 |
| The Negative Credit Risk Premium Puzzle: A Limits to Arbitrage Story |
0 |
0 |
0 |
11 |
0 |
1 |
2 |
70 |
| The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance |
0 |
0 |
1 |
105 |
0 |
0 |
1 |
383 |
| The Statistical Properties of Hedge Fund Index Returns |
0 |
1 |
1 |
137 |
3 |
4 |
6 |
457 |
| The Stock Performance of America's 100 Best Corporate Citizens |
0 |
0 |
0 |
55 |
0 |
0 |
2 |
233 |
| The Value Premium and Time-Varying Unsystematic Risk |
0 |
0 |
0 |
83 |
1 |
1 |
1 |
312 |
| The interactive financial effects between corporate social responsibility and irresponsibility |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
72 |
| The ‘Buying and Selling of Money for Time’: Foreign Exchange and Interest Rates in Medieval Europe |
0 |
0 |
0 |
49 |
0 |
1 |
1 |
63 |
| Time Varying Volatility and the Cross-Section of Equity Returns  |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
122 |
| Transaction Costs, Trading Volume and Momentum Strategies |
0 |
2 |
7 |
85 |
0 |
4 |
10 |
253 |
| Value at Risk and Market Crashes |
0 |
0 |
0 |
86 |
0 |
0 |
0 |
177 |
| Total Working Papers |
4 |
7 |
21 |
3,172 |
47 |
84 |
195 |
12,132 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
546 |
| A Note on Estimating Market–based Minimum Capital Risk Requirements: A Multivariate GARCH Approach |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
3 |
| A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of the S&P 500 Composite Index |
0 |
0 |
0 |
89 |
2 |
3 |
7 |
252 |
| A comparison of extreme value theory approaches for determining value at risk |
0 |
1 |
2 |
195 |
1 |
2 |
4 |
459 |
| A model for exchange rates with crawling bands--an application to the Colombian peso |
0 |
0 |
1 |
54 |
0 |
1 |
3 |
208 |
| A re-examination of the index effect: Gambling on additions to and deletions from the S&P 500's [`]gold seal' |
0 |
0 |
0 |
64 |
1 |
1 |
1 |
197 |
| A word of caution on calculating market-based minimum capital risk requirements |
0 |
0 |
0 |
36 |
2 |
2 |
3 |
104 |
| An Extreme Value Theory Approach to Calculating Minimum Capital Risk Requirements |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
| An alternative approach to investigating lead-lag relationships between stock and stock index futures markets |
0 |
0 |
0 |
78 |
0 |
0 |
2 |
205 |
| Are English football players overvalued? |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
8 |
| Are investors guided by the news disclosed by companies or by journalists? |
0 |
1 |
1 |
8 |
0 |
1 |
1 |
16 |
| Autoregressive Conditional Kurtosis |
0 |
0 |
0 |
181 |
1 |
1 |
2 |
421 |
| Benchmarks and the accuracy of GARCH model estimation |
0 |
0 |
1 |
314 |
0 |
1 |
4 |
615 |
| Bicorrelations and Cross-Bicorrelations As Non-linearity Tests and Tools for Exchange Rate Forecasting |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
158 |
| Booms and Busts in Commodity Markets: Bubbles or Fundamentals? |
0 |
0 |
0 |
12 |
2 |
3 |
3 |
44 |
| CEO overcaution and capital structure choices |
0 |
1 |
2 |
5 |
0 |
2 |
12 |
17 |
| Cambium non est mutuum: exchange and interest rates in medieval Europe |
0 |
0 |
1 |
6 |
3 |
5 |
7 |
29 |
| Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models |
0 |
0 |
0 |
29 |
2 |
2 |
4 |
120 |
| Can profitable trading strategies be derived from investment best-sellers? |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
| Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets? |
0 |
1 |
1 |
212 |
0 |
1 |
1 |
1,362 |
| Chaos in Foreign Exchange Markets: A Sceptical View |
0 |
0 |
0 |
111 |
2 |
2 |
3 |
269 |
| Commercial Real Estate and Equity Market Bubbles: Are They Contagious to REITs? |
0 |
0 |
0 |
6 |
1 |
1 |
3 |
57 |
| Commodity futures prices: More evidence on forecast power, risk premia and the theory of storage |
0 |
0 |
1 |
34 |
3 |
5 |
8 |
122 |
| Commodity risks and the cross-section of equity returns |
0 |
0 |
0 |
1 |
3 |
3 |
5 |
9 |
| Comparing perceptions of the impact of journal rankings between fields |
0 |
0 |
1 |
3 |
0 |
0 |
5 |
13 |
| Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
591 |
| Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures |
0 |
1 |
9 |
97 |
6 |
20 |
60 |
374 |
| Corporate Tax: What Do Stakeholders Expect? |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
33 |
| Cross-correlations and cross-bicorrelations in Sterling exchange rates |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
125 |
| Decomposing the price-earnings ratio |
1 |
2 |
5 |
11 |
2 |
3 |
8 |
41 |
| Detecting intraday periodicities with application to high frequency exchange rates |
0 |
0 |
0 |
40 |
0 |
0 |
3 |
134 |
| Did Purchasing Power Parity Hold in Medieval Europe? |
0 |
0 |
0 |
6 |
1 |
1 |
3 |
33 |
| Do investors care about corporate taxes? |
0 |
0 |
1 |
82 |
2 |
5 |
8 |
282 |
| Do long-short speculators destabilize commodity futures markets? |
0 |
0 |
0 |
15 |
2 |
2 |
5 |
69 |
| Do you follow your head or your heart? The simultaneous impact of framing effects and incidental emotions on investment decisions |
0 |
0 |
1 |
1 |
1 |
1 |
6 |
12 |
| Does more detailed information mean better performance? An experiment in information explicitness |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
42 |
| Does orthogonalization really purge equitybased property valuations of their general stock market influences? |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
93 |
| Experience wears the trousers: Exploring gender and attitude to financial risk |
0 |
1 |
2 |
14 |
0 |
4 |
11 |
68 |
| Explaining abnormal returns in stock markets: An alpha-neutral version of the CAPM |
0 |
1 |
2 |
5 |
0 |
4 |
6 |
20 |
| Financial data science: the birth of a new financial research paradigm complementing econometrics? |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
23 |
| Finite sample weighting of recursive forecast errors |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
46 |
| Forecasting Models of Retail Rents |
0 |
0 |
0 |
31 |
1 |
2 |
2 |
96 |
| Forecasting exchange rate volatility using conditional variance models selected by information criteria |
0 |
0 |
1 |
90 |
0 |
1 |
5 |
212 |
| Forecasting real estate returns using financial spreads |
0 |
0 |
0 |
1 |
2 |
2 |
5 |
10 |
| Fundamental indexation revisited: New evidence on alpha |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
37 |
| Futures basis, inventory and commodity price volatility: An empirical analysis |
0 |
0 |
0 |
43 |
2 |
4 |
6 |
246 |
| Gender and the evaluation of research |
0 |
0 |
1 |
13 |
0 |
0 |
3 |
72 |
| Hot and cold IPO markets: The case of the Stock Exchange of Mauritius |
0 |
0 |
0 |
61 |
4 |
5 |
7 |
481 |
| House price dynamics and their reaction to macroeconomic changes |
1 |
1 |
5 |
83 |
1 |
1 |
8 |
250 |
| Idiosyncratic volatility and the pricing of poorly-diversified portfolios |
1 |
1 |
1 |
10 |
1 |
2 |
3 |
105 |
| Information criteria for GARCH model selection |
1 |
2 |
4 |
709 |
4 |
6 |
12 |
1,591 |
| Institutional cross-ownership and corporate strategy: The case of mergers and acquisitions |
1 |
1 |
3 |
81 |
7 |
8 |
17 |
365 |
| Integration of International Office Markets and Signal Extraction |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Interest rates and efficiency in medieval wool forward contracts |
0 |
0 |
0 |
54 |
1 |
1 |
1 |
206 |
| International evidence on the predictability of returns to securitized real estate assets: econometric models versus neural networks |
0 |
0 |
0 |
4 |
1 |
1 |
1 |
28 |
| Intrinsic and Rational Speculative Bubbles in the U.S. Housing Market: 1960-2011 |
0 |
0 |
1 |
1 |
0 |
1 |
5 |
5 |
| Intrinsic and Rational Speculative Bubbles in the US Housing Market: 1960-2011 |
0 |
0 |
0 |
91 |
0 |
0 |
0 |
241 |
| Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia |
0 |
0 |
0 |
92 |
0 |
0 |
2 |
241 |
| Linkages between property asset returns and interest rates: evidence for the UK |
0 |
0 |
2 |
120 |
1 |
1 |
5 |
303 |
| Low-cost momentum strategies |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
11 |
| Measuring the Response of Macroeconomic Uncertainty to Shocks |
0 |
0 |
1 |
135 |
1 |
1 |
3 |
342 |
| Medieval Property Investors, ca. 1300–1500 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
8 |
| Model Choice and Value-at-Risk Performance |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| Modelling the Implied Volatility of Options on Long Gilt Futures |
0 |
0 |
0 |
2 |
0 |
1 |
5 |
13 |
| Momentum profits and time-varying unsystematic risk |
0 |
0 |
1 |
52 |
0 |
0 |
2 |
366 |
| Multivariate GARCH models: software choice and estimation issues |
0 |
0 |
0 |
709 |
1 |
1 |
2 |
1,601 |
| On the Predictive Content of Leading Indicators: The Case of U.S. Real Estate Markets |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
3 |
| On the Predictive Content of Leading Indicators: The Case of U.S. Real Estate Markets |
0 |
0 |
0 |
64 |
0 |
0 |
2 |
177 |
| On the performance of the tick test |
0 |
0 |
0 |
13 |
2 |
2 |
4 |
57 |
| Optimal hedging with higher moments |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
47 |
| Optimism, volatility and decision-making in stock markets |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
10 |
| Over the moon or sick as a parrot? The effects of football results on a club's share price |
0 |
0 |
2 |
38 |
1 |
2 |
6 |
192 |
| People are people: A comparative analysis of risk attitudes across Europe |
0 |
1 |
1 |
1 |
1 |
4 |
12 |
13 |
| Portmanteau Model Diagnostics and Tests for Nonlinearity: A Comparative Monte Carlo Study of Two Alternative Methods |
0 |
0 |
0 |
45 |
0 |
0 |
3 |
262 |
| Rational Speculative Bubbles: An Empirical Investigation of the London Stock Exchange |
0 |
0 |
0 |
251 |
1 |
2 |
2 |
510 |
| Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects |
0 |
0 |
2 |
368 |
2 |
2 |
7 |
857 |
| Selecting From Amongst Non–Nested Conditional Variance Models: Information Criteria and Portfolio Determination |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
| Speculative Bubble Spillovers across Regional Housing Markets |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
79 |
| Speculative bubbles and the cross-sectional variation in stock returns |
0 |
0 |
0 |
17 |
1 |
1 |
4 |
93 |
| Speculative bubbles in the S&P 500: Was the tech bubble confined to the tech sector? |
0 |
2 |
4 |
98 |
0 |
2 |
8 |
405 |
| Testing for Periodically Collapsing Rational Speculative Bubbles in U.S. REITs |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors |
1 |
1 |
3 |
72 |
3 |
3 |
5 |
227 |
| Testing for bubbles in indirect property price cycles |
0 |
0 |
1 |
3 |
0 |
0 |
4 |
8 |
| Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates |
0 |
0 |
0 |
54 |
1 |
2 |
11 |
181 |
| Tests of non‐linearity using LIFFE futures transactions price data |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
| The Cross‐Currency Hedging Performance of Implied Versus Statistical Forecasting Models |
0 |
0 |
0 |
2 |
2 |
2 |
4 |
12 |
| The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test |
0 |
0 |
0 |
76 |
0 |
2 |
2 |
332 |
| The Effect of Asymmetries on Optimal Hedge Ratios |
0 |
0 |
3 |
405 |
2 |
2 |
9 |
886 |
| The Effect of Asymmetries on Stock Index Return Value‐at‐Risk Estimates |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
5 |
| The Effects of Corporate Social Performance on the Cost of Corporate Debt and Credit Ratings |
0 |
6 |
10 |
65 |
4 |
19 |
36 |
213 |
| The Financial Effects of Uniform and Mixed Corporate Social Performance |
0 |
0 |
0 |
8 |
1 |
1 |
2 |
43 |
| The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis |
1 |
1 |
4 |
58 |
5 |
6 |
25 |
290 |
| The Impact of Foreign Real Estate Investment on Land Prices: Evidence from Mauritius |
1 |
1 |
1 |
10 |
3 |
6 |
12 |
79 |
| The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market |
1 |
1 |
1 |
37 |
2 |
2 |
2 |
168 |
| The Long‐Term Price‐Earnings Ratio |
0 |
0 |
0 |
42 |
2 |
3 |
3 |
135 |
| The S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume |
1 |
1 |
2 |
135 |
2 |
2 |
6 |
487 |
| The Value Premium and Time‐Varying Volatility |
0 |
0 |
1 |
1 |
0 |
1 |
5 |
12 |
| The credit relationship between Henry III and merchants of Douai and Ypres, 1247–70 |
0 |
0 |
1 |
2 |
3 |
4 |
8 |
29 |
| The cyclical relations between traded property stock prices and aggregate time‐series |
0 |
0 |
1 |
1 |
1 |
1 |
3 |
4 |
| The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
72 |
| The dynamics of commodity prices |
0 |
0 |
1 |
18 |
2 |
4 |
11 |
97 |
| The first real estate bubble? Land prices and rents in medieval England c. 1300–1500 |
0 |
0 |
0 |
1 |
0 |
0 |
5 |
9 |
| The impact of economic and financial factors on UK property performance |
0 |
0 |
2 |
96 |
0 |
0 |
8 |
205 |
| The impact of personality traits on attitude to financial risk |
1 |
3 |
4 |
39 |
7 |
10 |
25 |
142 |
| The impacts of emotions and personality on borrowers’ abilities to manage their debts |
0 |
0 |
3 |
10 |
2 |
4 |
13 |
39 |
| The importance of staying positive: The impact of emotions on attitude to risk |
1 |
1 |
5 |
10 |
3 |
4 |
16 |
27 |
| The long-run performance of IPOs: the case of the Stock Exchange of Mauritius |
0 |
0 |
0 |
18 |
0 |
1 |
2 |
103 |
| The performance effects of composition changes on sector specific stock indices: The case of European listed real estate |
0 |
0 |
0 |
6 |
1 |
1 |
1 |
40 |
| The stock performance of America's 100 Best Corporate Citizens |
0 |
0 |
0 |
47 |
1 |
1 |
3 |
236 |
| The trading profitability of forecasts of the gilt-equity yield ratio |
0 |
0 |
0 |
135 |
2 |
3 |
5 |
342 |
| The underpricing of IPOs on the Stock Exchange of Mauritius |
0 |
0 |
1 |
54 |
0 |
1 |
6 |
323 |
| Threshold autoregressive and Markov switching models: an application to commercial real estate |
0 |
1 |
1 |
25 |
0 |
1 |
3 |
71 |
| Time-varying price discovery in the eighteenth century: empirical evidence from the London and Amsterdam stock markets |
0 |
0 |
0 |
16 |
1 |
2 |
8 |
79 |
| Tomorrow's fish and chip paper? Slowly incorporated news and the cross-section of stock returns |
0 |
0 |
3 |
8 |
0 |
1 |
5 |
16 |
| Topics and trends in finance research: What is published, who publishes it and what gets cited? |
0 |
0 |
0 |
88 |
0 |
4 |
5 |
547 |
| Trading Rules from Forecasting the Collapse of Speculative Bubbles for the S&P 500 Composite Index |
0 |
1 |
1 |
143 |
1 |
2 |
6 |
380 |
| Volatility forecasting for risk management |
0 |
0 |
0 |
317 |
3 |
4 |
6 |
989 |
| What will be the risk-free rate and benchmark yield curve following European monetary union? |
0 |
0 |
0 |
192 |
1 |
1 |
2 |
1,131 |
| When is a MAX not the MAX? How news resolves information uncertainty |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
27 |
| When it comes to the crunch: Retail investor decision-making during periods of market volatility |
1 |
1 |
5 |
12 |
2 |
6 |
16 |
50 |
| Why are older investors less willing to take financial risks? |
0 |
0 |
1 |
16 |
2 |
9 |
18 |
126 |
| Why does research in finance have so little impact? |
0 |
0 |
1 |
21 |
1 |
1 |
6 |
99 |
| Why have UK universities become more indebted over time? |
0 |
0 |
0 |
3 |
0 |
2 |
3 |
15 |
| Total Journal Articles |
13 |
35 |
116 |
7,335 |
137 |
261 |
688 |
25,050 |
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