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 1 1 217
Calculating the probability of failure of the Norwegian banking sector 0 0 0 0 0 6 10 652
Common Factors and the Empirical Validity of the Arbitrage Pricing Theory 0 0 0 0 1 3 5 698
Do Assumptions about Factor Structure Matter in Identifying the Number of Significant Factors in Test of the APT ? 0 0 0 0 0 1 3 202
EMU and European Stock Market Integration 1 2 2 943 2 8 18 2,728
Expected Returns, Risk, and the Integration of International Bond Markets 0 0 0 0 0 2 6 499
Expected returns, risk and the integration of international bond markets 0 0 0 0 0 8 9 565
Management compensation and market timing under portfolio constraints 0 0 0 6 0 3 8 41
Management compensation and market timing under portfolio constraints 0 0 0 14 0 1 10 167
Measuring the Excess Profits of the UK’s recently Privatised Utilities 0 0 0 0 0 1 2 290
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 1 1 5,653
Modelling the dividend behaviour of the aggregate US stock market 0 0 0 0 1 3 7 472
Reports of beta's death are premature: evidence from the UK 0 0 0 0 0 2 3 586
Risk factors in the Malaysian stock market 0 0 0 0 0 4 5 908
Seasonality, stock returns and the macroeconomy 0 0 0 0 0 2 9 479
The Impact of Globalization on the Equity Cost of Capital 0 0 0 261 4 11 14 1,219
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 5 5 1,271
Total Working Papers 1 2 2 1,224 8 62 116 16,647


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 1 1 52 1 4 5 318
Calculating the equity cost of capital using the APT: the impact of the ERM 0 0 0 206 1 2 6 927
Calculating the probability of failure of the Norwegian banking sector 0 0 0 80 0 4 4 230
Dividend Behaviour and Dividend Signaling 0 0 2 58 1 7 10 177
Dividend Growth, Cash Flow, and Discount Rate News 0 0 0 21 1 2 4 82
Dividend Smoothing and Predictability 0 0 0 41 1 5 9 252
EMU and European Stock Market Integration 1 1 1 254 6 14 18 711
Estimating the cost of capital of the UK's newly privatized utilities 0 0 0 14 0 1 4 79
Exchange rate regimes and the price of exchange rate risk 0 0 0 17 0 2 8 119
Expected returns, risk and the integration of international bond markets 0 0 1 205 0 7 10 446
Implications of Keeping‐Up‐with‐the‐Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence 0 0 0 22 0 2 5 112
Is Beta dead? The role of alternative estimation methods 0 0 0 662 1 1 5 1,386
Linear and nonlinear exchange rate exposure 0 1 1 78 0 5 9 226
Management compensation and market timing under portfolio constraints 0 0 0 8 0 6 8 64
Mean reversion in Southeast Asian stock markets 0 0 1 118 0 6 12 323
Real investment and risk dynamics 0 0 2 137 1 6 11 440
Reports of beta's death are premature: Evidence from the UK 0 0 1 202 0 3 8 419
Risk factors in the Malaysian stock market 0 0 1 75 0 2 8 217
Seasonality, Stock Returns and the Macroeconomy 0 0 0 97 0 3 8 245
Stock return predictability or mismeasured risk? 0 0 0 22 0 2 2 74
Technical analysis, trading volume and market efficiency: evidence from an emerging market 0 0 3 207 8 11 24 520
The World Business Cycle and Expected Returns 0 0 1 25 1 7 10 110
The arbitrage pricing theory, macroeconomic and financial factors, and expectations generating processes 0 0 2 296 1 6 19 680
The impact of EMU on the equity cost of capital 0 0 0 50 0 5 11 155
Time-varying persistence in expected returns 0 0 1 31 2 5 9 110
Total Journal Articles 1 3 18 2,978 25 118 227 8,422


Statistics updated 2026-04-09