| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Cross Section of Equity Returns: The No-Arbitrage Test |
0 |
0 |
0 |
20 |
0 |
2 |
3 |
206 |
| Absolute momentum, sustainable withdrawal rates and glidepath investing in US retirement portfolios from 1925 |
0 |
0 |
1 |
19 |
0 |
0 |
3 |
89 |
| An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors |
0 |
0 |
0 |
224 |
0 |
0 |
3 |
1,026 |
| An Empirical Investigation into the Causes of the Failure of the Monetary Model of the Exchange Rate |
0 |
0 |
0 |
121 |
2 |
2 |
3 |
745 |
| Analysis of Systematic Risk around Firm-specific News in an Emerging Market using High Frequency Data |
0 |
0 |
1 |
7 |
1 |
2 |
5 |
33 |
| Analysis of systematic risk around firm-specific news in an emerging market using high frequency data |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
11 |
| Assessing the Importance of Male and Female Part-Time Work for the Gender Earnings Gap in Britain |
0 |
0 |
0 |
73 |
0 |
0 |
1 |
617 |
| Asset Pricing with Observable Stochastic Discount Factors |
0 |
0 |
2 |
2,010 |
0 |
4 |
17 |
7,450 |
| BREAKING INTO THE BLACKBOX: Trend Following, Stop Losses, and the Frequency of Trading: the case of the S&P500 |
0 |
0 |
1 |
178 |
0 |
0 |
6 |
695 |
| Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium |
0 |
0 |
0 |
150 |
0 |
0 |
0 |
608 |
| Carry and Trend Following Returns in the Foreign Exchange Market |
1 |
1 |
1 |
80 |
2 |
4 |
12 |
228 |
| Consumption, Size and Book-to-Market Ratio in Equity Returns |
0 |
0 |
0 |
33 |
1 |
3 |
3 |
301 |
| Decumulation, Sequencing Risk and the Safe Withdrawal Rate: Why the 4% Withdrawal Rule leaves Money on the Table |
2 |
3 |
7 |
64 |
2 |
3 |
17 |
207 |
| Durable Consumption, Long-Run Risk and The Equity Premium |
0 |
0 |
1 |
28 |
0 |
0 |
4 |
147 |
| Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks |
0 |
0 |
0 |
37 |
1 |
1 |
1 |
102 |
| Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
184 |
| European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk? |
0 |
0 |
1 |
30 |
0 |
0 |
2 |
128 |
| European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk? |
0 |
0 |
2 |
56 |
0 |
0 |
3 |
76 |
| How to better align the U.K.’s corporate tax structure with national objectives |
1 |
1 |
1 |
34 |
1 |
1 |
3 |
124 |
| IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany |
0 |
0 |
0 |
190 |
0 |
0 |
4 |
815 |
| IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany |
0 |
0 |
0 |
58 |
0 |
1 |
2 |
336 |
| Job Reallocation and Average Job Tenure: Theory and Workplace Evidence From Australia |
0 |
0 |
0 |
321 |
0 |
0 |
0 |
2,631 |
| Job Reallocation and Average Job Tenure: Theory and Workplace Evidence from Australia |
0 |
0 |
0 |
91 |
0 |
0 |
0 |
703 |
| Job Reallocation: Theory and Workplace Evidence |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
116 |
| Job Tenure in Australia and Britain: Individual Versus Workplace effects |
0 |
0 |
0 |
120 |
0 |
0 |
0 |
836 |
| Job Tenure in Britain: Employee Characteristics Versus Workplace Effects |
0 |
0 |
0 |
82 |
0 |
0 |
1 |
469 |
| Job Tenure in Britain: Employee Characteristics Versus Workplace Effects |
0 |
0 |
0 |
82 |
1 |
1 |
3 |
658 |
| Macroeconomic Sources of Equity Risk |
0 |
0 |
0 |
601 |
0 |
0 |
1 |
2,251 |
| Macroeconomic Sources of FOREX Risk |
1 |
2 |
3 |
485 |
1 |
2 |
6 |
1,480 |
| Men, Women and the Hiring Function |
0 |
0 |
0 |
206 |
0 |
0 |
0 |
1,794 |
| Modelling Rsik Premia in International Asset Markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
409 |
| Peer Salaries and Employee Satisfaction in the Workplace |
0 |
0 |
1 |
95 |
0 |
1 |
2 |
207 |
| Portfolio return autocorrelation and non-synchronous trading in UK equities |
0 |
0 |
0 |
612 |
0 |
0 |
2 |
3,692 |
| Predicting UK Stock Returns and Robust Tests of Mean Variance Efficiency |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
161 |
| Predicting the Long-Term Unemployed: A primer for the Commonwealth Employment Service |
0 |
0 |
0 |
1 |
0 |
1 |
8 |
472 |
| Reducing sequence risk using trend following investment strategies and the CAPE |
0 |
0 |
1 |
34 |
0 |
0 |
4 |
110 |
| Size Matters: Tail Risk, Momentum and Trend Following in International Equity Portfolios |
1 |
1 |
2 |
58 |
1 |
2 |
3 |
159 |
| THE ASYMMETRIC EFFECT OF THE BUSINESS CYCLE ON THE RELATION BETWEEN STOCK MARKET RETURNS AND THEIR VOLATILITY |
0 |
0 |
0 |
171 |
1 |
1 |
2 |
486 |
| THE HIRING FUNCTION RECONSIDERED: ON CLOSING THE CIRCLE |
0 |
0 |
1 |
62 |
0 |
0 |
1 |
334 |
| The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04) |
0 |
1 |
1 |
133 |
1 |
3 |
4 |
392 |
| The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks |
0 |
0 |
0 |
135 |
0 |
0 |
2 |
371 |
| The Existence and Effectiveness of Price Support Activities in Germany: A Note |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
102 |
| The Gender Earnings Gap in Britain |
0 |
0 |
0 |
195 |
0 |
0 |
3 |
731 |
| The Gender Earnings Gap in Britain |
0 |
0 |
0 |
194 |
0 |
0 |
0 |
571 |
| The Gender Earnings Gap in British Workplaces: A Knowledge Exchange Report |
0 |
0 |
0 |
29 |
1 |
1 |
2 |
59 |
| The Hiring Function Reconsidered: On Closing the Circle |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
127 |
| The New Consensus in Monetary Policy: Is the NKM fit for the purpose of inflation targeting? |
0 |
0 |
0 |
306 |
0 |
0 |
2 |
926 |
| The Public-Private Sector Gender Wage Differential: Evidence from Matched Employee-Workplace Data |
0 |
0 |
0 |
177 |
1 |
2 |
4 |
708 |
| The Public-Private Sector Wage Differential: Gender, Workplaces and Family Friendliness |
0 |
0 |
0 |
107 |
0 |
0 |
2 |
459 |
| The Rehabilitation of Glidepath Investing |
0 |
1 |
1 |
9 |
0 |
1 |
2 |
39 |
| The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation |
0 |
0 |
3 |
53 |
0 |
0 |
6 |
169 |
| The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation |
0 |
0 |
1 |
120 |
0 |
0 |
2 |
443 |
| The asymmetric effect of the business cycle on the relation between stock market returns and their volatility |
0 |
0 |
0 |
72 |
0 |
0 |
0 |
220 |
| Trend Following, Risk Parity and Momentum in Commodity Futures |
0 |
0 |
3 |
204 |
0 |
1 |
6 |
704 |
| What do the Fama-French Factors Add to C-CAPM? |
0 |
0 |
0 |
58 |
0 |
0 |
0 |
266 |
| What do the Fama-French factors add to CCAPM? |
0 |
0 |
0 |
98 |
0 |
3 |
3 |
291 |
| When Growth Beats Value: Removing Tail Risk From Global Equity Momentum Strategies |
0 |
0 |
1 |
52 |
0 |
1 |
2 |
140 |
| Workplaces, Low Pay and the Gender Earnings Gap in Britain |
0 |
0 |
1 |
63 |
0 |
0 |
3 |
131 |
| Total Working Papers |
6 |
10 |
37 |
8,510 |
17 |
43 |
169 |
37,945 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Two-Sector Analysis of the UK Labour Market |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
167 |
| An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate |
0 |
0 |
0 |
100 |
0 |
0 |
0 |
254 |
| Asset Pricing with Observable Stochastic Discount Factors |
0 |
0 |
1 |
158 |
0 |
0 |
4 |
425 |
| Breaking into the blackbox: Trend following, stop losses and the frequency of trading – The case of the S&P500 |
0 |
0 |
1 |
3 |
0 |
0 |
3 |
16 |
| Can stochastic discount factor models explain the cross-section of equity returns? |
0 |
0 |
0 |
7 |
0 |
1 |
6 |
79 |
| Can stochastic discount factor models explain the cross‐section of equity returns? |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
8 |
| Can sustainable withdrawal rates be enhanced by trend following? |
0 |
0 |
1 |
8 |
0 |
1 |
10 |
31 |
| Comparative Properties of Models of the UK Economy |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
| Comparative Properties of Models of the UK Economy |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| Comparing global economic models |
0 |
0 |
1 |
221 |
0 |
0 |
1 |
682 |
| Current Account Movements, Wealth Effects and the Determination of the Real Exchange Rate |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
200 |
| Determinants of current job tenure: a cross country comparison |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
73 |
| Discussion of the Fisher Effect Puzzle: A Case of Non-Linear Relationship |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
45 |
| Econometric Evaluation of Consumers' Expenditure Equations |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
329 |
| Equity Returns and the Business Cycle: the Role of Supply and Demand Shocks |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
45 |
| GAUSS 3.2 and COUNT 2.0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
471 |
| Global macroeconomic shocks, time-varying covariances and tests of the international CAPM |
0 |
0 |
1 |
22 |
1 |
1 |
2 |
85 |
| Interrelated factor demands for manufacturing: A dynamic translog cost function approach |
0 |
0 |
0 |
61 |
0 |
0 |
2 |
156 |
| JOB REALLOCATION, EMPLOYMENT CHANGE AND AVERAGE JOB TENURE: THEORY AND WORKPLACE EVIDENCE FROM AUSTRALIA |
0 |
0 |
0 |
58 |
0 |
0 |
1 |
453 |
| Long-term unemployment and the shifting U-V curve: A multi-country study |
0 |
0 |
0 |
58 |
0 |
0 |
1 |
223 |
| Macroeconomic modelling and policy implications: In honour of Pertti Kukkonen: S. Honkapohja and M. Ingberg, eds, (North-Holland, Amsterdam, 1993) Pp. xvi + 218, ISBN 0 444 89626 0, US $93.0/Dfl. 175.0 hardback |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
101 |
| Men, Women and the Hiring Function |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
6 |
| Modelling risk premia in international asset markets |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
125 |
| Output price determination and the business cycle |
0 |
0 |
0 |
40 |
0 |
0 |
2 |
288 |
| Peer Salaries and Gender Differences in Job Satisfaction in the Workplace |
0 |
0 |
0 |
12 |
0 |
1 |
2 |
56 |
| Reducing Sequence Risk Using Trend Following and the CAPE Ratio |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| THE GENDER EARNINGS GAP IN BRITAIN: INCLUDING THE WORKPLACE* |
0 |
0 |
1 |
34 |
0 |
0 |
6 |
129 |
| Targeting inflation: Comparative control exercises on models of the UK economy |
0 |
0 |
1 |
16 |
0 |
0 |
2 |
636 |
| The Effects of Language Policy on Minority Languages |
0 |
2 |
10 |
10 |
10 |
22 |
42 |
42 |
| The Hiring Function Reconsidered: on Closing the Circle |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
5 |
| The London Business School econometric model: Some recent developments |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
202 |
| The equity premium and the business cycle: the role of demand and supply shocks |
0 |
0 |
0 |
62 |
0 |
1 |
3 |
164 |
| The gains from optimal control in a small econometric model of the UK |
0 |
0 |
0 |
11 |
1 |
1 |
1 |
38 |
| The public-private sector gender wage differential in Britain: evidence from matched employee-workplace data |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
104 |
| The trend is our friend: Risk parity, momentum and trend following in global asset allocation |
0 |
0 |
5 |
33 |
0 |
5 |
11 |
106 |
| Trend following, risk parity and momentum in commodity futures |
0 |
0 |
2 |
59 |
0 |
0 |
7 |
180 |
| UK stock returns and robust tests of mean variance efficiency |
0 |
0 |
1 |
52 |
0 |
1 |
2 |
141 |
| Unemployment, Vacancies and the Long-term Unemployed |
0 |
2 |
3 |
125 |
0 |
3 |
5 |
606 |
| Wage dispersion and inflation: Evidence from U.K. manufacturing industries |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
55 |
| What determines the part-time and gender earnings gaps in Britain: evidence from the workplace |
1 |
1 |
7 |
75 |
3 |
5 |
16 |
229 |
| What do the Fama–French factors add to C-CAPM? |
0 |
0 |
1 |
44 |
0 |
2 |
5 |
187 |
| Total Journal Articles |
1 |
5 |
36 |
1,454 |
17 |
48 |
143 |
7,146 |
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