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 1 1 66 0 2 3 292
Rationalizing the Value Premium under Economic Fundamentals in an Emerging Market 0 0 1 24 0 1 3 123
Should the joint provision of credit insurance with unsecured lending be prohibited? An examination of the UK payment protection insurance market 0 1 1 17 0 3 7 147
The Influence of Product Age on Pricing Decisions: An examination of bank deposit interest rate setting 0 0 1 14 2 6 14 66
The price, quality and distribution of mortgage payment protection insurance: A hedonic pricing approach 0 0 0 17 0 1 6 176
Total Working Papers 0 2 4 138 2 13 33 804


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 0 3 12 350 1 7 28 927
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 2 44 1 3 11 168
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 0 0 0 127
Adapting financial rationality: Is a new paradigm emerging? 0 0 5 5 0 4 21 22
As time goes by: An investigation of how asset allocation varies with investor age 0 0 0 42 1 1 2 130
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 0 2 9 35 3 13 34 102
Can market frictions really explain the price impact asymmetry of block trades? Evidence from the Saudi Stock Market 0 0 1 12 0 0 4 68
Comparative performance of UK mutual building societies and stock retail banks: further evidence 0 0 0 20 0 0 1 168
Dispelling the myth of a value premium: contrary evidence of Malaysian crony capitalism 0 0 0 4 0 0 2 15
Do Lenders Cross-Subsidise Loans by Selling Payment Protection Insurance? 0 0 0 3 0 1 1 49
Do national soccer results really impact on the stock market? 0 0 1 72 0 0 2 223
Do the disposition and house money effects coexist? A reconciliation of two behavioral biases using individual investor-level data 1 2 2 31 4 9 15 117
Does high frequency trading affect technical analysis and market efficiency? And if so, how? 0 0 1 92 2 7 17 398
Economic impact of national sporting success: evidence from the London stock exchange 2 12 60 761 8 28 116 1,471
Efficient or adaptive markets? Evidence from major stock markets using very long run historic data 3 4 14 85 4 14 40 275
Has regulation killed off the defined benefit scheme as a cost effective tool for human resource management? 0 0 1 31 0 0 1 103
Herd behaviour experimental testing in laboratory artificial stock market settings. Behavioural foundations of stylised facts of financial returns 0 1 2 11 0 1 2 69
High‐frequency trading from an evolutionary perspective: Financial markets as adaptive systems 2 2 2 2 2 2 2 2
How exactly do markets adapt? Evidence from the moving average rule in three developed markets 0 0 3 10 0 2 11 42
How people evaluate defined contribution, annuity-based pension arrangements: A behavioral exploration 0 1 1 12 0 1 4 48
How prior realized outcomes affect portfolio decisions 0 0 0 12 0 0 1 47
Identification of house price bubbles using user cost in a state space model 0 0 0 4 0 1 1 15
Informed Trading and Market Structure 0 0 0 0 0 0 0 0
Interest rate clustering in UK financial services markets 0 1 1 50 0 2 3 160
Intra Day Bid-Ask Spreads, Trading Volume and Volatility: Recent Empirical Evidence from the London Stock Exchange 0 0 0 98 0 0 1 356
Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models 0 0 0 2 0 0 8 21
Investor sentiment and local bias in extreme circumstances: The case of the Blitz 0 1 1 3 0 2 4 30
Long-Term Care: The New Risks of Old Age 0 0 0 0 0 1 9 17
Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies 0 2 4 4 9 16 21 21
Mortality projections and unisex pricing of annuities in the UK 0 0 0 15 0 0 1 115
New Evidence of Technical Trading Profitability 2 6 13 192 10 33 55 483
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 0 1 7 39
Pre-holiday effects: International evidence on the decline and reversal of a stock market anomaly 3 3 9 205 4 11 21 480
Price impact of block trades in the Saudi stock market 0 0 3 25 0 0 10 113
Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis 0 1 1 12 0 3 9 52
Reviewing the hedge funds literature I: Hedge funds and hedge funds' managerial characteristics 0 1 4 9 0 2 9 18
Reviewing the hedge funds literature II: Hedge funds' returns and risk management characteristics 2 3 4 10 7 10 19 42
Sampling frequency and the performance of different types of technical trading rules 1 1 11 23 1 1 17 40
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 0 0 0 26 0 0 0 150
Stock liquidity and SMEs’ likelihood of bankruptcy: Evidence from the US market 1 1 3 12 4 6 15 35
Stock predictability and preceding stock price changes – evidence from central and eastern european markets 0 1 3 21 1 3 12 42
Stock return predictability despite low autocorrelation 0 0 1 68 0 0 4 187
THE IMPLICATIONS OF TRADER COGNITIVE ABILITIES ON STOCK MARKET PROPERTIES 0 0 0 1 0 0 1 20
Technical trading rules and calendar anomalies -- Are they the same phenomena? 0 0 2 72 0 0 6 164
Test of recent advances in extracting information from option prices 0 0 1 2 0 0 5 9
The benefits of combining seasonal anomalies and technical trading rules 0 0 1 15 1 2 10 58
The effect of size on the failure probabilities of SMEs: An empirical study on the US market using discrete hazard model 0 1 5 17 0 1 15 54
The implications of high-frequency trading on market efficiency and price discovery 0 0 0 6 0 0 0 37
The influence of product age on pricing decisions: An examination of bank deposit interest rate setting 0 0 0 1 0 1 1 32
The influence of time, seasonality and market state on momentum: insights from the Australian stock market 0 0 1 38 0 0 3 122
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 0 1 59
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 2 2 14 114
Which heuristics can aid financial-decision-making? 0 1 3 12 0 3 8 54
Why investors should be cautious of the academic approach to testing for stock market anomalies 0 0 1 79 0 1 4 306
Total Journal Articles 18 51 190 2,955 65 195 613 9,025
1 registered items for which data could not be found


Statistics updated 2019-07-03