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 0 0 216
Calculating the probability of failure of the Norwegian banking sector 0 0 0 0 1 2 2 644
Common Factors and the Empirical Validity of the Arbitrage Pricing Theory 0 0 0 0 0 1 1 694
Do Assumptions about Factor Structure Matter in Identifying the Number of Significant Factors in Test of the APT ? 0 0 0 0 1 1 1 200
EMU and European Stock Market Integration 0 0 0 941 3 6 6 2,716
Expected Returns, Risk, and the Integration of International Bond Markets 0 0 0 0 3 4 4 497
Expected returns, risk and the integration of international bond markets 0 0 0 0 1 1 1 557
Management compensation and market timing under portfolio constraints 0 0 0 14 2 3 6 162
Management compensation and market timing under portfolio constraints 0 0 0 6 2 4 4 37
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 0 0 0 5,652
Modelling the dividend behaviour of the aggregate US stock market 0 0 0 0 1 1 4 468
Reports of beta's death are premature: evidence from the UK 0 0 0 0 1 1 1 584
Risk factors in the Malaysian stock market 0 0 0 0 0 0 0 903
Seasonality, stock returns and the macroeconomy 0 0 0 0 2 3 6 475
The Impact of Globalization on the Equity Cost of Capital 0 0 0 261 2 3 3 1,208
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 0 3 1,266
Total Working Papers 0 0 0 1,222 19 30 43 16,568


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 0 0 0 313
Calculating the equity cost of capital using the APT: the impact of the ERM 0 0 0 206 1 1 3 923
Calculating the probability of failure of the Norwegian banking sector 0 0 0 80 0 0 1 226
Dividend Behaviour and Dividend Signaling 0 0 2 56 1 1 5 168
Dividend Growth, Cash Flow, and Discount Rate News 0 0 0 21 1 1 2 79
Dividend Smoothing and Predictability 0 0 1 41 1 2 7 247
EMU and European Stock Market Integration 0 0 4 253 1 2 6 695
Estimating the cost of capital of the UK's newly privatized utilities 0 0 0 14 1 2 2 77
Exchange rate regimes and the price of exchange rate risk 0 0 0 17 2 4 6 117
Expected returns, risk and the integration of international bond markets 0 0 2 205 1 2 5 439
Implications of Keeping‐Up‐with‐the‐Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence 0 0 0 22 1 2 4 110
Is Beta dead? The role of alternative estimation methods 0 0 0 662 0 2 3 1,384
Linear and nonlinear exchange rate exposure 0 0 0 77 0 1 5 221
Management compensation and market timing under portfolio constraints 0 0 0 8 1 2 2 58
Mean reversion in Southeast Asian stock markets 0 0 1 118 1 1 5 316
Real investment and risk dynamics 0 0 4 137 0 0 6 433
Reports of beta's death are premature: Evidence from the UK 0 0 2 202 2 2 5 414
Risk factors in the Malaysian stock market 0 0 1 75 1 1 4 212
Seasonality, Stock Returns and the Macroeconomy 0 0 1 97 0 2 7 242
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 1 3 207 1 4 10 506
The World Business Cycle and Expected Returns 0 1 1 25 0 2 5 102
The arbitrage pricing theory, macroeconomic and financial factors, and expectations generating processes 1 2 5 296 2 5 11 669
The impact of EMU on the equity cost of capital 0 0 0 50 0 1 3 147
Time-varying persistence in expected returns 0 0 1 31 0 1 2 103
Total Journal Articles 1 4 28 2,973 18 41 109 8,273


Statistics updated 2025-12-06