|results||search [or]||(ISNI Number (ISN:))||| 1 hits|
0000 0001 2027 3143
Agathee, Ushad Subadar
Bell, Adrian R.
Bell, Adrian R. (1971- ))
Bell, Adrian Robert (1971-...)
Burke, Simon P
Burke, Simon P.
Cambridge University Press
Clare, A D
Clare, A. D.
Clare, Andrew D.
Cos, Sotiris Tsola
Dalle Molle, J.W.
Davies, Ryan J.
Edward Elgar Publishing
Henry, Ãlan T.
Henry, Olan T
Henry, Ólan T.
Heravi, Saeed M
Hinich, Melvin J
Hinich, Melvin J.
Hinich, Melvin. J.
Kat, Harry. M
Kim, Sang Soo
Maitland-Smith, James K.
Oozeer, M. Currim
Patterson, Douglas M.
Reveiz, Alejandro H.
Rew, Alistair G
Rew, Alistair G.
Sannassee, Raja Vinesh
Subadar Agathee, Ushad
University of Reading / Henley Business School / ICMA Centre for Financial Markets
Ward, Charles W.R.
Advance Contracts for the Sale of Wool in Medieval England; An Undeveloped and Inefficient Market?
Alien neighbors, foreign friends Asian Americans, housing, and the transformation of urban California
alternative approach to investigating lead-lag relationships between stock and stock index futures markets, An
Augoregressive Conditional Kurtosis
Autoregressive Conditional Kurtosis
Benchmarks and the accuracy of GARCH model estimation
Bicorrelations and Cross-Bicorrelations As Non-linearity Tests and Tools for Exchange Rate Forecasting.
Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models.
Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models
Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Chaos in Foreign Exchange Markets: A Sceptical View.
comparison of extreme value theory approaches for determining value at risk, A
Corporate Reputation and Stock Returns; are good firm good for investors?
Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures
Cross-correlations and cross-bicorrelations in Sterling exchange rates
Cross Hedging with Single Stock Futures
Decomposing the P/E Ratio
Detecting intraday periodicities with application to high frequency exchange rates
Does orthogonalization really purge equitybased property valuations of their general stock market influences?
Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate., A
Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market, The
Effect of Asymmetries on Optimal Hedge Ratios, The
Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test., The
English wool market, c. 1230-1327, The
EVT Approach to calculating Risk Capital Requirements, An
Extremes of the P/E Effect, The
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Forecasting models of retail rents
Forecasting the Collapse of Speculative Bubbles: An Empirical Investigation of the S&P 500 Composite Index
Futures basis, inventory and commodity price volatility: An empirical analysis
Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect
Handbook of research methods and applications in empirical finance
Hot and cold IPO markets: The case of the Stock Exchange of Mauritius
Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis, The
impact of economic and financial factors on UK property performance, The
Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market., The
Information criteria for GARCH model selection
Interest in medieval accounts: Examples from England, 1272-1340
Interest rates and efficiency in medieval wool forward contracts
International Evidence of the Predictability of Prices of Securititised Real Estate Assets: Econometric Models versus Neural Networks
International evidence on the predictability of returns to securitized real estate assets: econometric models versus neural networks
Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange
Introductory econometrics for finance
Introductory econometrics for finnace
Leger est aprendre mes fort est arendre;: Wool, Debt and the Dispersal of Pipewell Abbey (1280 - 1330)
Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia
Linkages between property asset returns and interest rates: evidence for the UK
Long-Term P/E Radio, The
Long-Term Price-Earnings Ratio, The
Low-Cost Momentum Strategies
Measuring the Response of Macroeconomic Uncertainty to Shocks
Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market, A
model for exchange rates with crawling bands--an application to the Colombian peso, A
Modelling the Implied Volatility of Options on Long Gilt Futures
Momentum profits and time-varying unsystematic risk
Multivariate GARCH models: software choice and estimation issues
New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates, A
Note on Estimating Market-Based Minimum Capital Risk Requirements: A Multivariate GARCH Approach., A
Optimal Hedging and the Value of News.
Optimal hedging with higher moments
Over the Moon or Sick as a Parrot? The Effect's of Football Results on a Club's Share Price
Over the moon or sick as a parrot? The effects of football results on a club's share price
Portmanteau Model Diagnostics and Tests for Nonlinearity: A Comparative Monte Carlo Study of Two Alternative Methods.
Rational Speculative Bubbles: An Empirical Investigation of the London Stock Exchange
RATS handbook to accompany Introductory econometrics for finance
re-examination of the index effect: Gambling on additions to and deletions from the S&P 500's [`]gold seal', A
Real estate modelling and forecasting
S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance, The
S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume, The
Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects
Selecting from amongst Non-nested Conditional Variance Models: Information Criteria and Portfolio Determination.
Speculative bubbles in the S&P 500: Was the tech bubble confined to the tech sector?
Statistical Properties of Hedge Fund Index Returns, The
stock performance of America's 100 Best Corporate Citizens, The
Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors.
Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates
Testing for periodically collapsing rational speculative bubbles in US REITs
Three-Regime Model of Speculative Behaviour: Modelling the Evolution of Bubbles in the S&P 500 Composite Index, A
Threshold autoregressive and Markov switching models: an application to commercial real estate
Time Varying Volatility and the Cross-Section of Equity Returns
trading profitability of forecasts of the gilt-equity yield ratio, The
Trading Rules from Forecasting the Collapse of Speculative Bubbles for the S&P 500 Composite Index
Transaction Costs, Trading Volume and Momentum Strategies
underpricing of IPOs on the Stock Exchange of Mauritius, The
Value at Risk and Market Crashes
Value Premium and Time-Varying Unsystematic Risk, The
Value Premium and Time-Varying Volatility, The
Volatility forecasting for risk management
What will be the risk-free rate and benchmark yield curve following European monetary union?
word of caution on calculating market-based minimum capital risk requirements, A
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