Access Statistics for Robert Simon Hudson

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
Interest Rate Clustering in UK Financial Services Markets 0 0 1 66 0 0 4 293
Rationalizing the Value Premium under Economic Fundamentals in an Emerging Market 0 0 0 24 5 7 10 131
Should the joint provision of credit insurance with unsecured lending be prohibited? An examination of the UK payment protection insurance market 0 0 1 17 6 7 13 154
The Influence of Product Age on Pricing Decisions: An examination of bank deposit interest rate setting 0 0 1 15 2 4 18 74
The price, quality and distribution of mortgage payment protection insurance: A hedonic pricing approach 0 0 0 17 2 5 9 181
Total Working Papers 0 0 3 139 15 23 54 833


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994 1 1 10 351 5 8 30 937
A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations 1 1 6 48 3 5 15 176
A study of the initial returns and the aftermarket performance of initial public offerings of demutualized building societies in the UK 0 0 0 29 1 1 1 128
Adapting financial rationality: Is a new paradigm emerging? 0 0 4 6 4 6 20 30
As time goes by: An investigation of how asset allocation varies with investor age 0 1 1 43 0 2 4 132
Back to the future: an empirical investigation into the validity of stock index models over time 0 0 0 48 0 0 0 240
Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns 1 4 13 42 5 12 44 119
Can market frictions really explain the price impact asymmetry of block trades? Evidence from the Saudi Stock Market 0 0 0 12 1 1 3 69
Comparative performance of UK mutual building societies and stock retail banks: further evidence 0 0 0 20 0 1 1 169
Dispelling the myth of a value premium: contrary evidence of Malaysian crony capitalism 0 0 0 4 0 0 1 15
Do Lenders Cross-Subsidise Loans by Selling Payment Protection Insurance? 2 2 2 5 3 4 6 54
Do national soccer results really impact on the stock market? 0 0 0 72 1 1 2 225
Do the disposition and house money effects coexist? A reconciliation of two behavioral biases using individual investor-level data 0 1 3 32 1 3 16 120
Does high frequency trading affect technical analysis and market efficiency? And if so, how? 1 3 4 95 4 8 22 408
Economic impact of national sporting success: evidence from the London stock exchange 2 7 52 770 9 19 112 1,495
Efficient or adaptive markets? Evidence from major stock markets using very long run historic data 1 2 13 88 5 7 41 285
Has regulation killed off the defined benefit scheme as a cost effective tool for human resource management? 0 1 2 32 0 1 2 104
Herd behaviour experimental testing in laboratory artificial stock market settings. Behavioural foundations of stylised facts of financial returns 1 1 2 12 1 2 4 72
High‐frequency trading from an evolutionary perspective: Financial markets as adaptive systems 0 0 3 3 0 1 6 6
How exactly do markets adapt? Evidence from the moving average rule in three developed markets 0 0 1 10 5 6 11 48
How people evaluate defined contribution, annuity-based pension arrangements: A behavioral exploration 0 0 1 12 0 0 4 48
How prior realized outcomes affect portfolio decisions 0 1 1 13 0 2 3 49
Identification of house price bubbles using user cost in a state space model 0 0 0 4 0 0 1 15
Informed Trading and Market Structure 0 0 0 0 0 0 0 0
Interest rate clustering in UK financial services markets 0 0 1 50 2 2 4 162
Intra Day Bid-Ask Spreads, Trading Volume and Volatility: Recent Empirical Evidence from the London Stock Exchange 1 2 2 100 4 7 8 363
Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models 0 0 0 2 0 1 4 22
Investor sentiment and local bias in extreme circumstances: The case of the Blitz 0 0 1 3 3 4 8 34
Long-Term Care: The New Risks of Old Age 0 0 0 0 0 0 1 17
Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies 1 3 7 7 12 29 59 59
Mortality projections and unisex pricing of annuities in the UK 0 0 0 15 0 0 0 115
New Evidence of Technical Trading Profitability 3 3 12 195 5 11 59 497
New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming 0 0 0 4 2 2 6 42
Pre-holiday effects: International evidence on the decline and reversal of a stock market anomaly 0 1 9 208 0 6 28 491
Price impact of block trades in the Saudi stock market 0 0 2 25 0 2 9 115
Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis 0 0 1 12 2 2 10 55
Reviewing the hedge funds literature I: Hedge funds and hedge funds' managerial characteristics 0 0 4 9 2 2 9 20
Reviewing the hedge funds literature II: Hedge funds' returns and risk management characteristics 0 3 8 14 5 11 31 56
Sampling frequency and the performance of different types of technical trading rules 1 1 8 24 5 5 15 46
Share prices under Tory and Labour governments in the UK since 1945 0 0 0 40 0 0 1 152
Should actions speak louder than words? Individuals' attitudes and behavior in asset allocation choices 1 1 1 27 1 1 1 151
Stock liquidity and SMEs’ likelihood of bankruptcy: Evidence from the US market 0 0 2 12 2 2 15 37
Stock predictability and preceding stock price changes – evidence from central and eastern european markets 2 3 6 24 10 14 23 56
Stock return predictability despite low autocorrelation 0 0 1 68 0 2 3 189
THE IMPLICATIONS OF TRADER COGNITIVE ABILITIES ON STOCK MARKET PROPERTIES 0 0 0 1 0 1 2 21
Technical trading rules and calendar anomalies -- Are they the same phenomena? 0 1 3 73 3 5 12 170
Test of recent advances in extracting information from option prices 0 0 1 2 4 4 6 13
The benefits of combining seasonal anomalies and technical trading rules 0 0 1 15 1 3 11 61
The effect of size on the failure probabilities of SMEs: An empirical study on the US market using discrete hazard model 0 0 3 17 3 5 16 60
The implications of high-frequency trading on market efficiency and price discovery 1 1 1 7 1 2 2 39
The influence of product age on pricing decisions: An examination of bank deposit interest rate setting 0 0 0 1 1 3 4 35
The influence of time, seasonality and market state on momentum: insights from the Australian stock market 0 0 0 38 1 1 3 124
The predictive ability and profitability of technical trading rules: does company size matter? 0 0 0 58 0 0 1 174
The risk and return of UK equities following price innovations: a case of market inefficiency? 0 0 1 23 0 0 1 225
Tick size and the compass rose: further insights 0 0 1 20 0 1 2 60
Trading Frictions and Market Structure: An Empirical Analysis 0 0 0 35 0 0 1 105
Trading frequency and the compass rose 0 0 0 21 0 0 0 113
War and stock markets: The effect of World War Two on the British stock market 0 0 0 21 4 4 15 118
Which heuristics can aid financial-decision-making? 0 2 5 15 2 7 16 64
Why investors should be cautious of the academic approach to testing for stock market anomalies 0 0 0 79 1 1 3 307
Total Journal Articles 20 46 199 3,016 124 230 738 9,312
1 registered items for which data could not be found


Statistics updated 2019-11-03