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 1 217
Calculating the probability of failure of the Norwegian banking sector 0 0 0 0 6 9 10 652
Common Factors and the Empirical Validity of the Arbitrage Pricing Theory 0 0 0 0 1 2 3 696
Do Assumptions about Factor Structure Matter in Identifying the Number of Significant Factors in Test of the APT ? 0 0 0 0 1 3 3 202
EMU and European Stock Market Integration 0 0 0 941 4 11 14 2,724
Expected Returns, Risk, and the Integration of International Bond Markets 0 0 0 0 2 5 6 499
Expected returns, risk and the integration of international bond markets 0 0 0 0 7 8 8 564
Management compensation and market timing under portfolio constraints 0 0 0 6 1 4 6 39
Management compensation and market timing under portfolio constraints 0 0 0 14 1 7 10 167
Measuring the Excess Profits of the UK’s recently Privatised Utilities 0 0 0 0 0 0 1 289
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 1 5,653
Modelling the dividend behaviour of the aggregate US stock market 0 0 0 0 2 4 7 471
Reports of beta's death are premature: evidence from the UK 0 0 0 0 0 1 1 584
Risk factors in the Malaysian stock market 0 0 0 0 3 4 4 907
Seasonality, stock returns and the macroeconomy 0 0 0 0 2 6 9 479
The Impact of Globalization on the Equity Cost of Capital 0 0 0 261 3 5 6 1,211
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 5 5 7 1,271
Total Working Papers 0 0 0 1,222 40 76 97 16,625


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 0 51 1 2 2 315
Calculating the equity cost of capital using the APT: the impact of the ERM 0 0 0 206 1 4 5 926
Calculating the probability of failure of the Norwegian banking sector 0 0 0 80 4 4 4 230
Dividend Behaviour and Dividend Signaling 0 2 3 58 3 6 7 173
Dividend Growth, Cash Flow, and Discount Rate News 0 0 0 21 1 3 4 81
Dividend Smoothing and Predictability 0 0 1 41 4 5 10 251
EMU and European Stock Market Integration 0 0 0 253 5 8 9 702
Estimating the cost of capital of the UK's newly privatized utilities 0 0 0 14 1 3 4 79
Exchange rate regimes and the price of exchange rate risk 0 0 0 17 2 4 8 119
Expected returns, risk and the integration of international bond markets 0 0 1 205 7 8 10 446
Implications of Keeping‐Up‐with‐the‐Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence 0 0 0 22 1 2 4 111
Is Beta dead? The role of alternative estimation methods 0 0 0 662 0 1 4 1,385
Linear and nonlinear exchange rate exposure 1 1 1 78 5 5 9 226
Management compensation and market timing under portfolio constraints 0 0 0 8 6 7 8 64
Mean reversion in Southeast Asian stock markets 0 0 1 118 6 8 12 323
Real investment and risk dynamics 0 0 2 137 2 3 7 436
Reports of beta's death are premature: Evidence from the UK 0 0 1 202 3 7 8 419
Risk factors in the Malaysian stock market 0 0 1 75 1 5 8 216
Seasonality, Stock Returns and the Macroeconomy 0 0 0 97 2 2 8 244
Stock return predictability or mismeasured risk? 0 0 0 22 0 0 0 72
Technical analysis, trading volume and market efficiency: evidence from an emerging market 0 0 3 207 1 5 14 510
The World Business Cycle and Expected Returns 0 0 1 25 0 1 4 103
The arbitrage pricing theory, macroeconomic and financial factors, and expectations generating processes 0 1 2 296 4 11 17 678
The impact of EMU on the equity cost of capital 0 0 0 50 5 8 11 155
Time-varying persistence in expected returns 0 0 1 31 2 4 6 107
Total Journal Articles 1 4 18 2,976 67 116 183 8,371


Statistics updated 2026-02-12