Access Statistics for Peter Smith

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
A Cross Section of Equity Returns: The No-Arbitrage Test 0 0 0 20 0 0 2 206
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 1 4 1,027
An Empirical Investigation into the Causes of the Failure of the Monetary Model of the Exchange Rate 0 0 0 121 0 2 3 745
Analysis of Systematic Risk around Firm-specific News in an Emerging Market using High Frequency Data 0 0 0 7 0 2 4 34
Analysis of systematic risk around firm-specific news in an emerging market using high frequency data 0 0 0 3 1 3 3 14
Assessing the Importance of Male and Female Part-Time Work for the Gender Earnings Gap in Britain 0 1 1 74 0 1 2 618
Asset Pricing with Observable Stochastic Discount Factors 0 0 2 2,010 0 2 17 7,452
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 5 695
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 0 1 1 80 0 5 14 231
Consumption, Size and Book-to-Market Ratio in Equity Returns 0 0 0 33 0 3 5 303
Decumulation, Sequencing Risk and the Safe Withdrawal Rate: Why the 4% Withdrawal Rule leaves Money on the Table 0 2 7 64 0 2 12 207
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 30 0 0 0 184
Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks 0 0 0 37 2 3 3 104
European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk? 0 0 2 56 1 1 4 77
European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk? 0 0 0 30 0 0 1 128
How to better align the U.K.’s corporate tax structure with national objectives 0 1 1 34 0 1 3 124
IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany 0 0 0 190 0 0 3 815
IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany 0 0 0 58 0 0 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 1 3 658
Job Tenure in Britain: Employee Characteristics Versus Workplace Effects 0 0 0 82 0 0 1 469
Macroeconomic Sources of Equity Risk 0 0 0 601 0 2 3 2,253
Macroeconomic Sources of FOREX Risk 0 1 3 485 0 1 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 0 95 0 0 1 207
Portfolio return autocorrelation and non-synchronous trading in UK equities 1 1 1 613 1 2 3 3,694
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 2 2 10 474
Reducing sequence risk using trend following investment strategies and the CAPE 0 0 1 34 0 1 4 111
Size Matters: Tail Risk, Momentum and Trend Following in International Equity Portfolios 0 1 2 58 0 2 4 160
THE ASYMMETRIC EFFECT OF THE BUSINESS CYCLE ON THE RELATION BETWEEN STOCK MARKET RETURNS AND THEIR VOLATILITY 0 0 0 171 0 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 0 1 133 0 1 3 392
The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks 0 0 0 135 0 1 3 372
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 0 1 1 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 1 1 3 927
The Public-Private Sector Gender Wage Differential: Evidence from Matched Employee-Workplace Data 0 0 0 177 0 1 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 0 1 9 0 0 2 39
The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation 0 0 1 120 0 1 3 444
The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation 0 0 2 53 1 1 6 170
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 0 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 0 3 291
When Growth Beats Value: Removing Tail Risk From Global Equity Momentum Strategies 0 0 1 52 0 1 3 141
Workplaces, Low Pay and the Gender Earnings Gap in Britain 0 0 0 63 0 0 0 131
Total Working Papers 1 8 34 8,512 9 46 174 37,974


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 0 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 0 158 0 2 4 427
Breaking into the blackbox: Trend following, stop losses and the frequency of trading – The case of the S&P500 0 0 1 3 1 1 3 17
Can stochastic discount factor models explain the cross-section of equity returns? 0 0 0 7 1 2 7 81
Can stochastic discount factor models explain the cross‐section of equity returns? 0 0 0 0 0 0 2 8
Can sustainable withdrawal rates be enhanced by trend following? 0 0 1 8 0 1 10 32
Comparative Properties of Models of the UK Economy 0 0 0 0 0 0 0 2
Comparative Properties of Models of the UK Economy 0 0 0 0 0 1 1 2
Comparing global economic models 0 0 0 221 0 0 0 682
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 1 1 46
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 0 22 0 1 1 85
Interrelated factor demands for manufacturing: A dynamic translog cost function approach 0 0 0 61 0 0 1 156
JOB REALLOCATION, EMPLOYMENT CHANGE AND AVERAGE JOB TENURE: THEORY AND WORKPLACE EVIDENCE FROM AUSTRALIA 0 0 0 58 1 2 3 455
Long-term unemployment and the shifting U-V curve: A multi-country study 0 1 1 59 0 1 2 224
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 0 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 1 288
Peer Salaries and Gender Differences in Job Satisfaction in the Workplace 0 0 0 12 0 0 2 56
Reducing Sequence Risk Using Trend Following and the CAPE Ratio 0 0 0 0 1 1 1 1
THE GENDER EARNINGS GAP IN BRITAIN: INCLUDING THE WORKPLACE* 0 0 1 34 0 0 4 129
Targeting inflation: Comparative control exercises on models of the UK economy 0 0 0 16 0 0 1 636
The Effects of Language Policy on Minority Languages 1 2 12 12 8 22 54 54
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 0 3 164
The gains from optimal control in a small econometric model of the UK 0 1 1 12 0 2 2 39
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 4 33 1 1 11 107
Trend following, risk parity and momentum in commodity futures 0 0 2 59 0 0 5 180
UK stock returns and robust tests of mean variance efficiency 0 0 1 52 0 0 2 141
Unemployment, Vacancies and the Long-term Unemployed 0 0 3 125 0 0 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 0 1 4 75 0 3 11 229
What do the Fama–French factors add to C-CAPM? 0 0 1 44 0 0 3 187
Total Journal Articles 1 5 32 1,458 13 42 146 7,171
3 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Choques transitorios y de largo plazo en el PIB mexicano: un modelo de vectores autorregresivos estructurales con Stata 0 0 0 0 0 0 4 565
Total Chapters 0 0 0 0 0 0 4 565


Statistics updated 2025-05-12