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Publications

by members of

School of Accounting and Finance
University of Bristol
Bristol, United Kingdom

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2021

  1. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & To, 2021. "Non-Standard Errors," Working Paper Series, Social and Economic Sciences 2021-11, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
    • Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
    • Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
    • Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  2. Sapre, Nikhil, 2021. "Revisiting the Expected Utility Theory and the Consumption CAPM," MPRA Paper 106668, University Library of Munich, Germany.

2020

  1. Massimo Guidolin & Manuela Pedio, 2020. "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," BAFFI CAREFIN Working Papers 20145, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  2. Daniele Bianchi & Massimo Guidolin & Manuela Pedio, 2020. "Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets," BAFFI CAREFIN Working Papers 20143, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  3. Massimo Guidolin & Manuela Pedio, 2020. "Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models?," BAFFI CAREFIN Working Papers 20140, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  4. Francois Degeorge & Giuseppe Pratobevera, 2020. "Nepotism in IPOs: consequences for issuers and investors," Swiss Finance Institute Research Paper Series 20-68, Swiss Finance Institute.
  5. Tamara Nefedova & Giuseppe Pratobevera, 2020. "Do institutional investors play hide-and-sell in the IPO aftermarket?," Post-Print hal-03071724, HAL.

2019

  1. Massimo Guidolin & Manuela Pedio & Alessandra tosi, 2019. "Time-Varying Price Discovery in Sovereign Credit Markets," BAFFI CAREFIN Working Papers 19120, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  2. Massimo Guidolin & Francesco Melloni & Manuela Pedio, 2019. "A Markov Switching Cointegration Analysis of the CDS-Bond Basis Puzzle," BAFFI CAREFIN Working Papers 19121, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  3. Massimo Guidolin & Manuela Pedio & Milena Petrova, 2019. "The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis," BAFFI CAREFIN Working Papers 19122, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  4. Massimo Guidolin & Manuela Pedio, 2019. "How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs," BAFFI CAREFIN Working Papers 19117, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  5. Massimo Guidolin & Manuela Pedio, 2019. "Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models," BAFFI CAREFIN Working Papers 19106, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  6. Massimo Guidolin & Manuela Pedio, 2019. "Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models," Working Papers 639, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  7. Massimo Guidolin & Manuela Pedio, 2019. "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," BAFFI CAREFIN Working Papers 19118, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.

2018

  1. Alexander Berglund & Massimo Guidolin & Manuela Pedio, 2018. "Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas?," BAFFI CAREFIN Working Papers 1884, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  2. Massimo Guidolin & Manuela Pedio, 2018. "Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors," BAFFI CAREFIN Working Papers 1886, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.

2017

  1. Marta Giampietro & Massimo Guidolin & Manuela Pedio, 2017. "Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing," Working Papers 614, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

2016

  1. Giulia Dal Pra & Massimo Guidolin & Manuela Pedio & Fabiola Vasile, 2016. "Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis," BAFFI CAREFIN Working Papers 1637, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.

2015

  1. Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2015. "The Impact of Monetary Policy on Corporate Bonds under Regime Shifts," Working Papers 562, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  2. Marta Giampietro & Massimo Guidolin & Manuela Pedio, 2015. "Can No-Arbitrage SDF Models with Regime Shifts Explain the Correlations Between Commodity, Stock, and Bond Returns?," BAFFI CAREFIN Working Papers 1619, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  3. Rossi, Alberto G. & Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ, 2015. "Network centrality and pension fund performance," CFR Working Papers 15-16, University of Cologne, Centre for Financial Research (CFR).
  4. Adrian R. Bell & Chris Brooks & Tony K. Moore, 2015. "The ‘Buying and Selling of Money for Time’: Foreign Exchange and Interest Rates in Medieval Europe," ICMA Centre Discussion Papers in Finance icma-dp2015-01, Henley Business School, University of Reading.
  5. Chris Godfrey & Chris Brooks, 2015. "The Negative Credit Risk Premium Puzzle: A Limits to Arbitrage Story," ICMA Centre Discussion Papers in Finance icma-dp2015-07, Henley Business School, University of Reading.

2014

  1. Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2014. "Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model," BAFFI CAREFIN Working Papers 1623, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  2. Joyce, Michael & Liu, Zhuoshi & Tonks, Ian, 2014. "Institutional investor portfolio allocation, quantitative easing and the global financial crisis," Bank of England working papers 510, Bank of England.
  3. Adrian R. Bell & Chris Brooks & Tony K. Moore, 2014. "Did Purchasing Power Parity Hold in Medieval Europe?," ICMA Centre Discussion Papers in Finance icma-dp2014-01, Henley Business School, University of Reading.
  4. Chris Brooks & Adrian Fernandez-Perez & Joëlle Miffre & Ogonna Nneji, 2014. "Commodity Risk Factors and the Cross-Section of Equity Returns," ICMA Centre Discussion Papers in Finance icma-dp2014-09, Henley Business School, University of Reading.

2013

  1. Sotiris Tsolacos & Chris Brooks, 2013. "Forecasting Turning Points in Real Estate Yields," ERES eres2013_219, European Real Estate Society (ERES).
  2. Sotiris Tsolacos & Chris Brooks & Ogonna Nneji, 2013. "On the Predictive Content of Leading Indicators: The Case of US Real Estate Markets," ICMA Centre Discussion Papers in Finance icma-dp2013-02, Henley Business School, University of Reading, revised Jun 2013.
  3. Joëlle Miffre & Chris Brooks, 2013. "Did Long-Short Investors Destabilize Commodity Markets?," ICMA Centre Discussion Papers in Finance icma-dp2013-03, Henley Business School, University of Reading, revised Sep 2013.
  4. Zilu Shang & Chris Brooks & Rachel McCloy, 2013. "Are Investors Guided by the News Disclosed by Companies or by Journalists?," ICMA Centre Discussion Papers in Finance icma-dp2013-04, Henley Business School, University of Reading.
  5. Zilu Shang & Chris Brooks & Rachel McCloy, 2013. "Does More Detailed Information Mean Better Performance? An Experiment in Information Explicitness," ICMA Centre Discussion Papers in Finance icma-dp2013-05, Henley Business School, University of Reading.

2012

  1. Symeonidis, Lazaros & Prokopczuk, Marcel & Brooks, Chris & Lazar, Emese, 2012. "Futures basis, inventory and commodity price volatility: An empirical analysis," MPRA Paper 39903, University Library of Munich, Germany.
  2. Ioannis Oikonomou & Chris Brooks & Stephen Pavelin, 2012. "The interactive financial effects between corporate social responsibility and irresponsibility," ICMA Centre Discussion Papers in Finance icma-dp2012-02, Henley Business School, University of Reading.
  3. Chris Brooks & Keith Anderson, 2012. "Speculative Bubbles and the Cross-Sectional Variation in Stock Returns," ICMA Centre Discussion Papers in Finance icma-dp2013-01, Henley Business School, University of Reading, revised Nov 2013.

2011

  1. Adrian Bell & Chris Brooks & David Matthews & Charles Sutcliffe, 2011. "Over the Moon or Sick as a Parrot? The Effects of Football Results on a Club's Share Price," Post-Print hal-00709557, HAL.
  2. Ogonna Nneji & Chris Brooks & Charles Ward, 2011. "Intrinsic and Rational Speculative Bubbles in the U.S. Housing Market 1960-2009," ICMA Centre Discussion Papers in Finance icma-dp2011-01, Henley Business School, University of Reading.
  3. Chris Brooks & Marcel Prokopczuk, 2011. "The Dynamics of Commodity Prices," ICMA Centre Discussion Papers in Finance icma-dp2011-09, Henley Business School, University of Reading.
  4. Ogonna Nneji & Chris Brooks & Charles Ward, 2011. "Housing and equity bubbles: Are they contagious to REITs?," ICMA Centre Discussion Papers in Finance icma-dp2011-11, Henley Business School, University of Reading.

2010

  1. Blake, David & Tonks, Ian & Timmermann, Allan & Wermers, Russ, 2010. "Decentralized Investment Management: Evidence from the Pension Fund Industry," CEPR Discussion Papers 7679, C.E.P.R. Discussion Papers.
  2. Paul Gregg & Sarah Jewell & Ian Tonks, 2010. "Executive Pay and Performance in the UK," FMG Discussion Papers dp657, Financial Markets Group.
  3. Bessler, Wolfgang & Blake, David & Lückoff, Peter & Tonks, Ian, 2010. "Why does mutual fund performance not persist? The impact and interaction of fund flows and manager changes," MPRA Paper 34185, University Library of Munich, Germany.
  4. Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris, 2010. "A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market," MPRA Paper 23380, University Library of Munich, Germany.
  5. Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris, 2010. "The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market," MPRA Paper 23381, University Library of Munich, Germany.
  6. Ioannis Oikonomou & Chris Brooks & Stephen Pavelin, 2010. "The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis," ICMA Centre Discussion Papers in Finance icma-dp2010-12, Henley Business School, University of Reading.

2009

  1. Edmund Cannon & Ian Tonks, 2009. "The Value and Risk of Defined Contribution Pension Schemes: International Evidence," Bristol Economics Discussion Papers 09/610, School of Economics, University of Bristol, UK.
  2. Chris Brooks & Xiafei Li & Joelle Miffre, 2009. "Time Varying Volatility and the Cross-Section of Equity Returns Â," ICMA Centre Discussion Papers in Finance icma-dp2009-01, Henley Business School, University of Reading.
  3. Xiafei Li & Chris Brooks & Joelle Miffre, 2009. "Transaction Costs, Trading Volume and Momentum Strategies," ICMA Centre Discussion Papers in Finance icma-dp2009-04, Henley Business School, University of Reading.
  4. Keith Anderson & Chris Brooks & Sotiris Tsolacos, 2009. "Testing for periodically collapsing rational speculative bubbles in US REITs," ICMA Centre Discussion Papers in Finance icma-dp2009-11, Henley Business School, University of Reading.

2008

  1. Adrian R. Bell & Chris Brooks & Tony Moore, 2008. "Interest in medieval accounts: Examples from England, 1272-1340," ICMA Centre Discussion Papers in Finance icma-dp2008-07, Henley Business School, University of Reading.

2007

  1. Jonathan B. Berk & Ian Tonks, 2007. "Return Persistence and Fund Flows in the Worst Performing Mutual Funds," NBER Working Papers 13042, National Bureau of Economic Research, Inc.
  2. Sotiris Tsolacos & Chris Brooks, 2007. "The Integration of European and US Real Estate Markets," ERES eres2007_186, European Real Estate Society (ERES).
  3. Chris Brooks & Xiafei Li & Joelle Miffre, 2007. "The Value Premium and Time-Varying Unsystematic Risk," ICMA Centre Discussion Papers in Finance icma-dp2007-03, Henley Business School, University of Reading.
  4. Chris Brooks & Konstantina Kappou & Charles Ward, 2007. "The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance," ICMA Centre Discussion Papers in Finance icma-dp2007-05, Henley Business School, University of Reading.
  5. Xiafei Li & Chris Brooks & Jöelle Miffre, 2007. "Low-Cost Momentum Strategies," ICMA Centre Discussion Papers in Finance icma-dp2007-12, Henley Business School, University of Reading.

2006

  1. Stephen Brammer & Chris Brooks & Stephen Pavelin, 2006. "Corporate Reputation and Stock Returns; are good firm good for investors?," ICMA Centre Discussion Papers in Finance icma-dp2006-05, Henley Business School, University of Reading.
  2. Stephen Brammer & Chris Brooks & Stephen Pavelin, 2006. "The Stock Performance of America's 100 Best Corporate Citizens," ICMA Centre Discussion Papers in Finance icma-dp2006-06, Henley Business School, University of Reading.
  3. Chris Brooks & Apostolos Katsaris, 2006. "Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector?," ICMA Centre Discussion Papers in Finance icma-dp2006-07, Henley Business School, University of Reading.
  4. Xiafei Li & Chris Brooks & Joelle Miffre, 2006. "Momentum Profits and Time-Varying Unsystematic Risk," ICMA Centre Discussion Papers in Finance icma-dp2006-09, Henley Business School, University of Reading, revised Sep 2006.
  5. Chris Brooks & A.Cerny & J. Miffre, 2006. "Optimal Hedging with Higher Moments," ICMA Centre Discussion Papers in Finance icma-dp2006-12, Henley Business School, University of Reading.

2005

  1. Paul Gregg & Sarah Jewell & Ian Tonks, 2005. "Executive Pay and Performance in the UK 1994-2002," The Centre for Market and Public Organisation 05/122, The Centre for Market and Public Organisation, University of Bristol, UK.
  2. Chris Brooks & Ryan J. Davies & Sang Soo Kim, 2005. "Cross Hedging with Single Stock Futures," ICMA Centre Discussion Papers in Finance icma-dp2004-15, Henley Business School, University of Reading.
  3. Adrian Bell & Chris Brooks & Paul Dryburgh, 2005. "Advance Contracts for the Sale of Wool in Medieval England; An Undeveloped and Inefficient Market?," ICMA Centre Discussion Papers in Finance icma-dp2005-01, Henley Business School, University of Reading, revised Nov 2005.
  4. Keith Anderson & Chris Brooks, 2005. "The Long-Term P/E Radio," ICMA Centre Discussion Papers in Finance icma-dp2005-02, Henley Business School, University of Reading.
  5. Keith Anderson & Chris Brooks, 2005. "Decomposing the P/E Ratio," ICMA Centre Discussion Papers in Finance icma-dp2005-03, Henley Business School, University of Reading.
  6. Keith Anderson & Chris Brooks, 2005. "The Extremes of the P/E Effect," ICMA Centre Discussion Papers in Finance icma-dp2005-04, Henley Business School, University of Reading.
  7. Adrian Bell & Chris Brooks & Paul Dryburgh, 2005. "Leger est aprendre mes fort est arendre;: Wool, Debt and the Dispersal of Pipewell Abbey (1280 - 1330)," ICMA Centre Discussion Papers in Finance icma-dp2005-08, Henley Business School, University of Reading.

2004

  1. Ian Tonks & Edmund Cannon, 2004. "UK Annuity Rates And Pension Replacement Ratios 1957-2002," Royal Economic Society Annual Conference 2004 71, Royal Economic Society.
  2. Gregory, Alan & Tonks, Ian, 2004. "Performance of personal pension schemes in the UK," LSE Research Online Documents on Economics 24698, London School of Economics and Political Science, LSE Library.
  3. Ellul, Andrew & Shin, Hyun Song & Tonks, Ian, 2004. "Opening and closing the market: evidence from the London Stock Exchange," LSE Research Online Documents on Economics 24753, London School of Economics and Political Science, LSE Library.
  4. Alan Gregory & Ian Tonks, 2004. "(UBS Pensions series 22) Performance of Personal Pension Schemes in the UK," FMG Discussion Papers dp486, Financial Markets Group.
  5. Chris Brooks & Konstantina Kappou & Charles Ward, 2004. "Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect," ICMA Centre Discussion Papers in Finance icma-dp2004-04, Henley Business School, University of Reading.

2003

  1. Ian Tonks, 2003. "(UBS Pensions series 8) UK Annuity Rates and Pension Replacement Ratios 1957 - 2002," FMG Discussion Papers dp444, Financial Markets Group.
  2. Kalvinder Shields & Nilss Olekalns & Ólan T. Henry & Chris Brooks, 2003. "Measuring the Response of Macroeconomic Uncertainty to Shocks," Department of Economics - Working Papers Series 870, The University of Melbourne.
  3. Chris Brooks & Simon Burke & Gita Persand, 2003. "Multivariate GARCH Models: Software Choice and Estimation Issues," ICMA Centre Discussion Papers in Finance icma-dp2003-07, Henley Business School, University of Reading.
  4. Chris Brooks & Melvin. J. Hinich & Douglas M. Patterson, 2003. "Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange," ICMA Centre Discussion Papers in Finance icma-dp2003-14, Henley Business School, University of Reading.

2002

  1. Edmund Cannon & Ian Tonks, 2002. "Annuity Prices, Money's Worth and Replacement Ratios: UK experience 1972 - 2002," The Centre for Market and Public Organisation 02/051, The Centre for Market and Public Organisation, University of Bristol, UK.
  2. Edmund Cannon & Ian Tonks, 2002. "The Behaviour of UK Annuity Prices from 1972 to the Present," CeRP Working Papers 25, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  3. Tonks, Ian, 2002. "Performance Persistence of Pension Fund Managers," Royal Economic Society Annual Conference 2002 175, Royal Economic Society.
  4. Andy Snell & Ian Tonks, 2002. "Trading Costs of Institutional Investors in Auction and Dealer Markets," Edinburgh School of Economics Discussion Paper Series 89, Edinburgh School of Economics, University of Edinburgh.
  5. Acker, Daniella & Stalker, Mathew & Tonks, Ian, 2002. "Daily closing inside spreads and trading volumes around earnings announcements," LSE Research Online Documents on Economics 24908, London School of Economics and Political Science, LSE Library.
  6. Hon, Mark T. & Tonks, Ian, 2002. "Momentum in the UK stock market," LSE Research Online Documents on Economics 24909, London School of Economics and Political Science, LSE Library.
  7. Ian Tonks, 2002. "(UBS Pensions Series 1) Performance Persistence of Pension Fund Managers," FMG Discussion Papers dp423, Financial Markets Group.
  8. Chris Brooks & Apostolos Katsaris, 2002. "Forecasting the Collapse of Speculative Bubbles: An Empirical Investigation of the S&P 500 Composite Index," ICMA Centre Discussion Papers in Finance icma-dp2002-04, Henley Business School, University of Reading.
  9. Chris Brooks & Simon P. Burke & Gita Persand, 2002. "Augoregressive Conditional Kurtosis," ICMA Centre Discussion Papers in Finance icma-dp2002-05, Henley Business School, University of Reading.
  10. Chris Brooks & Apostolos Katsaris, 2002. "A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of Bubbles in the S&P 500 Composite Index," ICMA Centre Discussion Papers in Finance icma-dp2002-14, Henley Business School, University of Reading.

2001

  1. Chris Brooks & Melvin J. Hinich, 2001. "A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates," ICMA Centre Discussion Papers in Finance icma-dp2001-04, Henley Business School, University of Reading.
  2. Chris Brooks & Sotiris Tsolacos, 2001. "International Evidence of the Predictability of Prices of Securititised Real Estate Assets: Econometric Models versus Neural Networks," ICMA Centre Discussion Papers in Finance icma-dp2001-08, Henley Business School, University of Reading.
  3. Chris Brooks & Harry. M Kat, 2001. "The Statistical Properties of Hedge Fund Index Returns," ICMA Centre Discussion Papers in Finance icma-dp2001-09, Henley Business School, University of Reading.

2000

  1. Brooks, C. & Henry, O.T., 2000. "The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market," Department of Economics - Working Papers Series 733, The University of Melbourne.
  2. Chris Brooks & Gita Persand, 2000. "Value at Risk and Market Crashes," ICMA Centre Discussion Papers in Finance icma-dp2000-01, Henley Business School, University of Reading.
  3. Chris Brooks & Gita Persand & Andrew D. Clare, 2000. "An EVT Approach to calculating Risk Capital Requirements," ICMA Centre Discussion Papers in Finance icma-dp2000-07, Henley Business School, University of Reading.

1999

  1. Ian Tonks & Jane Black, 1999. "Time Series Volatility Commodity Futures Prices," FMG Discussion Papers dp331, Financial Markets Group.
  2. John Matatko & Alan Gregory & Ian Tonks & Sylvain Friederich, 1999. "Stock Price Around the Trades of Corporate Insider on the London Stock Exchange," FMG Discussion Papers dp332, Financial Markets Group.
  3. Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 1999. "Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03620363, HAL.
  4. Brooks, C. & Henry, O.T., 1999. "Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia," Department of Economics - Working Papers Series 676, The University of Melbourne.
  5. Brooks, C. & Henry, O.T. & Persand, G., 1999. "Optimal Hedging and the Value of News," Department of Economics - Working Papers Series 717, The University of Melbourne.
  6. Brooks, C. & Henry, O.T., 1999. "Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models," Department of Economics - Working Papers Series 723, The University of Melbourne.

1998

  1. Andy Snell & Ian Tonks, 1998. "The Profitability of Block Trades in Auction and Dealer Markets," Edinburgh School of Economics Discussion Paper Series 9, Edinburgh School of Economics, University of Edinburgh.
  2. Sotiris Tsolacos & Chris Brooks, 1998. "Macroeconomic Influences on Property Returns," ERES eres1998_157, European Real Estate Society (ERES).

1996

  1. Andy Snell & Ian Tonks, 1996. "Utilising Time Series Methods to Assess Information and Inventory Effects in a Dealer Market in Illiquid Stocks," FMG Discussion Papers dp242, Financial Markets Group.
  2. Ian Tonks & Andy Snell & George Bulkley, 1996. "Excessive Dispersion of US Stock Prices: A Regression Test of Cross-Sectional Volatility," FMG Discussion Papers dp246, Financial Markets Group.
  3. Ian Tonks, 1996. "The Equivalence of Screen Based Continuous-Auction and Dealer Markets," FMG Special Papers sp92, Financial Markets Group.

1993

  1. John Matatko & Alan Gregory & Ian Tonks & Richard Purkis, 1993. "UK Directors Trading: The Impact of Dealings in Smaller Firms," FMG Discussion Papers dp160, Financial Markets Group.

1981

  1. Tonks, Ian, 1981. "Bayesian Learning and the Optimal Investment Decision of the Firm," Economic Research Papers 269144, University of Warwick - Department of Economics.

Journal articles

2022

  1. Brooks, Chris & Williams, Louis, 2022. "When it comes to the crunch: Retail investor decision-making during periods of market volatility," International Review of Financial Analysis, Elsevier, vol. 80(C).
  2. Rocciolo, Francesco & Gheno, Andrea & Brooks, Chris, 2022. "Explaining abnormal returns in stock markets: An alpha-neutral version of the CAPM," International Review of Financial Analysis, Elsevier, vol. 82(C).
  3. Bell, Adrian R. & Brooks, Chris & Urquhart, Andrew, 2022. "Why have UK universities become more indebted over time?," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 771-783.
  4. Bell, Adrian R. & Brooks, Chris & Killick, Helen, 2022. "The first real estate bubble? Land prices and rents in medieval England c. 1300–1500," Research in International Business and Finance, Elsevier, vol. 62(C).
  5. Pratobevera, Giuseppe, 2022. "Homework and finance students’ learning and achievement," Finance Research Letters, Elsevier, vol. 46(PB).
  6. Nikhil Sapre, 2022. "Financial inclusion: philosophical and methodological underpinnings," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 15(3), pages 445-452, December.

2021

  1. Massimo Guidolin & Manuela Pedio, 2021. "Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help?," Annals of Operations Research, Springer, vol. 299(1), pages 1317-1356, April.
  2. Guidolin, Massimo & Pedio, Manuela & Tosi, Alessandra, 2021. "Time-varying price discovery in sovereign credit markets," Finance Research Letters, Elsevier, vol. 38(C).
  3. Guidolin, Massimo & Pedio, Manuela, 2021. "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," Finance Research Letters, Elsevier, vol. 42(C).
  4. Rendall, Stella & Brooks, Chris & Hillenbrand, Carola, 2021. "The impacts of emotions and personality on borrowers’ abilities to manage their debts," International Review of Financial Analysis, Elsevier, vol. 74(C).
  5. Brooks, Chris & Williams, Louis, 2021. "The impact of personality traits on attitude to financial risk," Research in International Business and Finance, Elsevier, vol. 58(C).
  6. Ran Tao & Chris Brooks & Adrian Bell, 2021. "Tomorrow's fish and chip paper? Slowly incorporated news and the cross-section of stock returns," The European Journal of Finance, Taylor & Francis Journals, vol. 27(8), pages 774-795, May.
  7. Jenny Chu & Aditi Gupta & Gilad Livne, 2021. "Pay regulation – is more better?," Accounting and Business Research, Taylor & Francis Journals, vol. 51(1), pages 1-35, January.
  8. Joanne Horton & Gilad Livne & Angela Pettinicchio, 2021. "Empirical Evidence on Audit Quality under a Dual Mandatory Auditor Rotation Rule," European Accounting Review, Taylor & Francis Journals, vol. 30(1), pages 1-29, January.
  9. Farkas, Miklós, 2021. "Competition, communication and rating bias," Journal of Economic Behavior & Organization, Elsevier, vol. 189(C), pages 637-656.
  10. Farkas, Miklós & Váradi, Kata, 2021. "Do leveraged warrants prompt individuals to speculate on stock price reversals?," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 164-176.
  11. Petra Baji & Miklós Farkas & Ágota Dobos & Zsombor Zrubka & Levente Kovács & László Gulácsi & Márta Péntek, 2021. "Comparing the measurement properties of the ICECAP-A and ICECAP-O instruments in ages 50–70: a cross-sectional study on a representative sample of the Hungarian general population," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 22(9), pages 1453-1466, December.

2020

  1. Alexander Berglund & Massimo Guidolin & Manuela Pedio, 2020. "Monetary policy after the crisis: A threat to hedge funds' alphas?," Journal of Asset Management, Palgrave Macmillan, vol. 21(3), pages 219-238, May.
  2. Tao, Ran & Brooks, Chris & Bell, Adrian R., 2020. "When is a MAX not the MAX? How news resolves information uncertainty," Journal of Empirical Finance, Elsevier, vol. 57(C), pages 33-51.
  3. Nefedova, Tamara & Pratobevera, Giuseppe, 2020. "Do institutional investors play hide-and-sell in the IPO aftermarket?," Journal of Corporate Finance, Elsevier, vol. 64(C).
  4. Igor Filatotchev & Jonathan Jona & Gilad Livne, 2020. "Earnings Management in Domestic and Foreign IPOs in the United States: Do Home Country Institutions Matter?," European Accounting Review, Taylor & Francis Journals, vol. 29(2), pages 307-335, March.
  5. Petra Baji & Miklós Farkas & Dominik Golicki & Valentina Prevolnik Rupel & Renske Hoefman & Werner B. F. Brouwer & Job Exel & Zsombor Zrubka & László Gulácsi & Márta Péntek, 2020. "Development of Population Tariffs for the CarerQol Instrument for Hungary, Poland and Slovenia: A Discrete Choice Experiment Study to Measure the Burden of Informal Caregiving," PharmacoEconomics, Springer, vol. 38(6), pages 633-643, June.

2019

  1. Guidolin, Massimo & Pedio, Manuela, 2019. "Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
  2. Guidolin, Massimo & Hansen, Erwin & Pedio, Manuela, 2019. "Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach," Journal of Financial Markets, Elsevier, vol. 45(C), pages 83-114.
  3. Bell, Adrian R. & Brooks, Chris & Killick, Helen, 2019. "Medieval Property Investors, ca. 1300–1500," Enterprise & Society, Cambridge University Press, vol. 20(3), pages 575-612, September.
  4. Brooks, Chris & Fenton, Evelyn & Schopohl, Lisa & Walker, James, 2019. "Why does research in finance have so little impact?," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 58(C), pages 24-52.
  5. Rocciolo, Francesco & Gheno, Andrea & Brooks, Chris, 2019. "Optimism, volatility and decision-making in stock markets," International Review of Financial Analysis, Elsevier, vol. 66(C).
  6. Brooks, Chris & Sangiorgi, Ivan & Hillenbrand, Carola & Money, Kevin, 2019. "Experience wears the trousers: Exploring gender and attitude to financial risk," Journal of Economic Behavior & Organization, Elsevier, vol. 163(C), pages 483-515.
  7. Carola Hillenbrand & Kevin Guy Money & Chris Brooks & Nicole Tovstiga, 2019. "Corporate Tax: What Do Stakeholders Expect?," Journal of Business Ethics, Springer, vol. 158(2), pages 403-426, August.
  8. Chris Brooks & Andreas G. F. Hoepner & David McMillan & Andrew Vivian & Chardin Wese Simen, 2019. "Financial data science: the birth of a new financial research paradigm complementing econometrics?," The European Journal of Finance, Taylor & Francis Journals, vol. 25(17), pages 1627-1636, November.
  9. Jarva, Henry & Kallunki, Juha-Pekka & Livne, Gilad, 2019. "Earnings performance measures and CEO turnover: Street versus GAAP earnings," Journal of Corporate Finance, Elsevier, vol. 56(C), pages 249-266.

2018

  1. Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2018. "How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns," Quantitative Finance, Taylor & Francis Journals, vol. 18(1), pages 139-169, January.
  2. Giampietro, Marta & Guidolin, Massimo & Pedio, Manuela, 2018. "Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing," European Journal of Operational Research, Elsevier, vol. 265(2), pages 685-702.
  3. Christina Dargenidou & Ian Tonks & Fanis Tsoligkas, 2018. "Insider trading and the post†earnings announcement drift," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 45(3-4), pages 482-508, March.
  4. Rossi, Alberto G. & Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ, 2018. "Network centrality and delegated investment performance," Journal of Financial Economics, Elsevier, vol. 128(1), pages 183-206.
  5. Brooks, Chris & Schopohl, Lisa, 2018. "Topics and trends in finance research: What is published, who publishes it and what gets cited?," The British Accounting Review, Elsevier, vol. 50(6), pages 615-637.
  6. Brooks, Chris & Chen, Zhong & Zeng, Yeqin, 2018. "Institutional cross-ownership and corporate strategy: The case of mergers and acquisitions," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 187-216.
  7. Brooks, Chris & Sangiorgi, Ivan & Hillenbrand, Carola & Money, Kevin, 2018. "Why are older investors less willing to take financial risks?," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 52-72.

2017

  1. Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2017. "The impact of monetary policy on corporate bonds under regime shifts," Journal of Banking & Finance, Elsevier, vol. 80(C), pages 176-202.
  2. Guidolin, Massimo & Pedio, Manuela, 2017. "Identifying and measuring the contagion channels at work in the European financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 117-134.
  3. Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian, 2017. "New Evidence on Mutual Fund Performance: AÂ Comparison of Alternative Bootstrap Methods," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(3), pages 1279-1299, June.
  4. Michael A.S. Joyce & Zhuoshi Liu & Ian Tonks, 2017. "Institutional Investors and the QE Portfolio Balance Channel," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(6), pages 1225-1246, September.
  5. Adrian R. Bell & Chris Brooks & Tony K. Moore, 2017. "Cambium non est mutuum: exchange and interest rates in medieval Europe," Economic History Review, Economic History Society, vol. 70(2), pages 373-396, May.
  6. Adrian R. Bell & Chris Brooks & Tony K. Moore, 2017. "Did Purchasing Power Parity Hold in Medieval Europe?," Manchester School, University of Manchester, vol. 85(6), pages 682-709, December.
  7. Chris Brooks & Matthew Lamport & Kesseven Padachi & Vinesh Sannassee & Keshav Seetah & Boopen Seetanah, 2017. "The Impact of Foreign Real Estate Investment on Land Prices: Evidence from Mauritius," Review of Development Economics, Wiley Blackwell, vol. 21(4), pages 131-146, November.
  8. Balatti, Mirco & Brooks, Chris & Kappou, Konstantina, 2017. "Fundamental indexation revisited: New evidence on alpha," International Review of Financial Analysis, Elsevier, vol. 51(C), pages 1-15.

2016

  1. Cannon, Edmund & Tonks, Ian & Yuille, Rob, 2016. "The effect of the reforms to compulsion on annuity demand," National Institute Economic Review, National Institute of Economic and Social Research, vol. 237, pages 47-54, August.
  2. Cannon, Edmund & Tonks, Ian, 2016. "Cohort mortality risk or adverse selection in annuity markets?," Journal of Public Economics, Elsevier, vol. 141(C), pages 68-81.
  3. Adrian R. Bell & Chris Brooks & Nick Taylor, 2016. "Time-varying price discovery in the eighteenth century: empirical evidence from the London and Amsterdam stock markets," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 10(1), pages 5-30, january.
  4. Brooks, Chris & Fernandez-Perez, Adrian & Miffre, Joëlle & Nneji, Ogonna, 2016. "Commodity risks and the cross-section of equity returns," The British Accounting Review, Elsevier, vol. 48(2), pages 134-150.
  5. Brooks, Chris & Godfrey, Chris & Hillenbrand, Carola & Money, Kevin, 2016. "Do investors care about corporate taxes?," Journal of Corporate Finance, Elsevier, vol. 38(C), pages 218-248.
  6. Brooks, Chris & Burke, Simon P. & Stanescu, Silvia, 2016. "Finite sample weighting of recursive forecast errors," International Journal of Forecasting, Elsevier, vol. 32(2), pages 458-474.

2015

  1. Cannon, Edmund & Stevens, Ralph & Tonks, Ian, 2015. "Price efficiency in the Dutch Annuity Market," Journal of Pension Economics and Finance, Cambridge University Press, vol. 14(1), pages 1-18, January.
  2. Ogonna Nneji & Chris Brooks & Charles W. R. Ward, 2015. "Speculative Bubble Spillovers across Regional Housing Markets," Land Economics, University of Wisconsin Press, vol. 91(3), pages 516-535.
  3. Chris Brooks & Marcel Prokopczuk & Yingying Wu, 2015. "Booms and Busts in Commodity Markets: Bubbles or Fundamentals?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(10), pages 916-938, October.

2014

  1. Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2014. "Unconventional monetary policies and the corporate bond market," Finance Research Letters, Elsevier, vol. 11(3), pages 203-212.
  2. Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian, 2014. "Improved inference in the evaluation of mutual fund performance using panel bootstrap methods," Journal of Econometrics, Elsevier, vol. 183(2), pages 202-210.
  3. Adrian R. Bell & Chris Brooks & Tony K. Moore, 2014. "The credit relationship between Henry III and merchants of Douai and Ypres, 1247–70," Economic History Review, Economic History Society, vol. 67(1), pages 123-145, February.
  4. Ioannis Oikonomou & Chris Brooks & Stephen Pavelin, 2014. "The Effects of Corporate Social Performance on the Cost of Corporate Debt and Credit Ratings," The Financial Review, Eastern Finance Association, vol. 49(1), pages 49-75, February.
  5. Ioannis Oikonomou & Chris Brooks & Stephen Pavelin, 2014. "The Financial Effects of Uniform and Mixed Corporate Social Performance," Journal of Management Studies, Wiley Blackwell, vol. 51(6), pages 898-925, September.
  6. Shang, Zilu & Brooks, Chris & McCloy, Rachel, 2014. "Are investors guided by the news disclosed by companies or by journalists?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 1(C), pages 45-60.
  7. Anderson, Keith & Brooks, Chris, 2014. "Speculative bubbles and the cross-sectional variation in stock returns," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 20-31.
  8. Perlin, Marcelo & Brooks, Chris & Dufour, Alfonso, 2014. "On the performance of the tick test," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(1), pages 42-50.
  9. Brooks, Chris & Fenton, Evelyn M. & Walker, James T., 2014. "Gender and the evaluation of research," Research Policy, Elsevier, vol. 43(6), pages 990-1001.
  10. Zilu Shang & Chris Brooks & Rachel McCloy, 2014. "Does more detailed information mean better performance? An experiment in information explicitness," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 6(2), pages 86-103, November.
  11. Sotiris Tsolacos & Chris Brooks & Ogonna Nneji, 2014. "On the Predictive Content of Leading Indicators: The Case of U.S. Real Estate Markets," Journal of Real Estate Research, American Real Estate Society, vol. 36(4), pages 541-574.
  12. Marcelo Perlin & Alfonso Dufour & Chris Brooks, 2014. "The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market," Annals of Finance, Springer, vol. 10(3), pages 457-480, August.
  13. Petra Baji & Milena Pavlova & László Gulácsi & Miklós Farkas & Wim Groot, 2014. "The link between past informal payments and willingness of the Hungarian population to pay formal fees for health care services: results from a contingent valuation study," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 15(8), pages 853-867, November.

2013

  1. Alan Gregory & Rajesh Tharyan & Ian Tonks, 2013. "More than Just Contrarians: Insider Trading in Glamour and Value Firms," European Financial Management, European Financial Management Association, vol. 19(4), pages 747-774, September.
  2. David Blake & Alberto G. Rossi & Allan Timmermann & Ian Tonks & Russ Wermers, 2013. "Decentralized Investment Management: Evidence from the Pension Fund Industry," Journal of Finance, American Finance Association, vol. 68(3), pages 1133-1178, June.
  3. Edmund Cannon & Ian Tonks, 2013. "The Value and Risk of Defined Contribution Pension Schemes: International Evidence," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(1), pages 95-119, March.
  4. Weixi Liu & Ian Tonks, 2013. "Pension Funding Constraints and Corporate Expenditures," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 235-258, April.
  5. Nneji, Ogonna & Brooks, Chris & Ward, Charles W.R., 2013. "House price dynamics and their reaction to macroeconomic changes," Economic Modelling, Elsevier, vol. 32(C), pages 172-178.
  6. Brooks, Chris & Kappou, Konstantina & Stevenson, Simon & Ward, Charles, 2013. "The performance effects of composition changes on sector specific stock indices: The case of European listed real estate," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 132-142.
  7. Miffre, Joëlle & Brooks, Chris, 2013. "Do long-short speculators destabilize commodity futures markets?," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 230-240.
  8. Miffre, Joëlle & Brooks, Chris & Li, Xiafei, 2013. "Idiosyncratic volatility and the pricing of poorly-diversified portfolios," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 78-85.
  9. Brooks, Chris & Prokopczuk, Marcel & Wu, Yingying, 2013. "Commodity futures prices: More evidence on forecast power, risk premia and the theory of storage," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(1), pages 73-85.
  10. Ogonna Nneji & Chris Brooks & Charles Ward, 2013. "Intrinsic and Rational Speculative Bubbles in the US Housing Market: 1960-2011," Journal of Real Estate Research, American Real Estate Society, vol. 35(2), pages 121-152.
  11. Ogonna Nneji & Chris Brooks & Charles Ward, 2013. "Commercial Real Estate and Equity Market Bubbles: Are They Contagious to REITs?," Urban Studies, Urban Studies Journal Limited, vol. 50(12), pages 2496-2516, September.
  12. Chris Brooks & Marcel Prokopczuk, 2013. "The dynamics of commodity prices," Quantitative Finance, Taylor & Francis Journals, vol. 13(4), pages 527-542, March.
  13. Livne, Gilad & Markarian, Garen & Mironov, Maxim, 2013. "Investment horizon, risk, and compensation in the banking industry," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3669-3680.

2012

  1. Paul Gregg & Sarah Jewell & Ian Tonks, 2012. "Executive Pay and Performance: Did Bankers’ Bonuses Cause the Crisis?," International Review of Finance, International Review of Finance Ltd., vol. 12(1), pages 89-122, March.
  2. Ioannis Oikonomou & Chris Brooks & Stephen Pavelin, 2012. "The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis," Financial Management, Financial Management Association International, vol. 41(2), pages 483-515, June.
  3. Symeonidis, Lazaros & Prokopczuk, Marcel & Brooks, Chris & Lazar, Emese, 2012. "Futures basis, inventory and commodity price volatility: An empirical analysis," Economic Modelling, Elsevier, vol. 29(6), pages 2651-2663.
  4. Subadar Agathee, Ushad & Brooks, Chris & Sannassee, Raja Vinesh, 2012. "Hot and cold IPO markets: The case of the Stock Exchange of Mauritius," Journal of Multinational Financial Management, Elsevier, vol. 22(4), pages 168-192.
  5. Agathee, Ushad Subadar & Sannassee, Raja Vinesh & Brooks, Chris, 2012. "The underpricing of IPOs on the Stock Exchange of Mauritius," Research in International Business and Finance, Elsevier, vol. 26(2), pages 281-303.
  6. Adrian R. Bell & Chris Brooks & David Matthews & Charles Sutcliffe, 2012. "Over the moon or sick as a parrot? The effects of football results on a club's share price," Applied Economics, Taylor & Francis Journals, vol. 44(26), pages 3435-3452, September.
  7. Chris Brooks & Alešs Černý & Joëlle Miffre, 2012. "Optimal hedging with higher moments," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(10), pages 909-944, October.

2011

  1. Livne, Gilad & Markarian, Garen & Milne, Alistair, 2011. "Bankers' compensation and fair value accounting," Journal of Corporate Finance, Elsevier, vol. 17(4), pages 1096-1115, September.
  2. Gilad Livne & Ana Simpson & Eli Talmor, 2011. "Do Customer Acquisition Cost, Retention and Usage Matter to Firm Performance and Valuation?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(3-4), pages 334-363, April.

2010

  1. Ian Tonks, 2010. "Discussion of To Trade or Not To Trade: The Strategic Trading of Insiders around News Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(3‐4), pages 408-421, April.
  2. Anderson, Keith & Brooks, Chris & Katsaris, Apostolos, 2010. "Speculative bubbles in the S&P 500: Was the tech bubble confined to the tech sector?," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 345-361, June.
  3. Kappou, Konstantina & Brooks, Chris & Ward, Charles, 2010. "The S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 116-126, January.
  4. Eli Amir & Yanling Guan & Gilad Livne, 2010. "Auditor Independence and the Cost of Capital Before and After Sarbanes-Oxley: The Case of Newly Issued Public Debt," European Accounting Review, Taylor & Francis Journals, vol. 19(4), pages 633-664.

2009

  1. Liu, Weixi & Tonks, Ian, 2009. "Alternative risk-based levies in the pension protection fund for multi-employee schemes," Journal of Pension Economics and Finance, Cambridge University Press, vol. 8(4), pages 451-483, October.
  2. Xiafei Li & Chris Brooks & Joëlle Miffre, 2009. "The Value Premium and Time‐Varying Volatility," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(9‐10), pages 1252-1272, November.
  3. Brammer, Stephen & Brooks, Chris & Pavelin, Stephen, 2009. "The stock performance of America's 100 Best Corporate Citizens," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 1065-1080, August.
  4. Xiafei Li & Chris Brooks & Joëlle Miffre, 2009. "Low-cost momentum strategies," Journal of Asset Management, Palgrave Macmillan, vol. 9(6), pages 366-379, February.
  5. Adrian P. Bell & Brooks, Chris & Moore, Tony, 2009. "The credit crisis of 1294: causes, consequences and results," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 3, pages 94-97, June.
  6. Gilad Livne & Maureen McNichols, 2009. "An Empirical Investigation of the True and Fair Override in the United Kingdom," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(1‐2), pages 1-30, January.

2008

  1. Li, Xiafei & Miffre, Joëlle & Brooks, Chris & O'Sullivan, Niall, 2008. "Momentum profits and time-varying unsystematic risk," Journal of Banking & Finance, Elsevier, vol. 32(4), pages 541-558, April.
  2. Kappou, Konstantina & Brooks, Chris & Ward, Charles W.R., 2008. "A re-examination of the index effect: Gambling on additions to and deletions from the S&P 500's [`]gold seal'," Research in International Business and Finance, Elsevier, vol. 22(3), pages 325-350, September.

2007

  1. Bell, Adrian R. & Brooks, Chris & Dryburgh, Paul, 2007. "Interest rates and efficiency in medieval wool forward contracts," Journal of Banking & Finance, Elsevier, vol. 31(2), pages 361-380, February.
  2. Eli Amir & Yanling Guan & Gilad Livne, 2007. "The Association of R&D and Capital Expenditures with Subsequent Earnings Variability," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(1‐2), pages 222-246, January.
  3. Gilad Livne, 2007. "Discussion of Divergence of Opinion and Post Acquisition Performance," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3‐4), pages 461-466, April.

2006

  1. Stephen Brammer & Chris Brooks & Stephen Pavelin, 2006. "Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures," Financial Management, Financial Management Association International, vol. 35(3), pages 97-116, September.
  2. Keith Anderson & Chris Brooks, 2006. "The Long‐Term Price‐Earnings Ratio," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(7‐8), pages 1063-1086, September.
  3. Chris Brooks & Melvin J. Hinich, 2006. "Detecting intraday periodicities with application to high frequency exchange rates," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 55(2), pages 241-259, April.
  4. Keith Anderson & Chris Brooks, 2006. "Decomposing the price-earnings ratio," Journal of Asset Management, Palgrave Macmillan, vol. 6(6), pages 456-469, March.

2005

  1. Ellul, Andrew & Shin, Hyun Song & Tonks, Ian, 2005. "Opening and Closing the Market: Evidence from the London Stock Exchange," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 40(4), pages 779-801, December.
  2. Ian Tonks, 2005. "Performance Persistence of Pension-Fund Managers," The Journal of Business, University of Chicago Press, vol. 78(5), pages 1917-1942, September.
  3. Chris Brooks & Apostolos Katsaris, 2005. "A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of the S&P 500 Composite Index," Economic Journal, Royal Economic Society, vol. 115(505), pages 767-797, July.
  4. Brooks, C. & Clare, A.D. & Dalle Molle, J.W. & Persand, G., 2005. "A comparison of extreme value theory approaches for determining value at risk," Journal of Empirical Finance, Elsevier, vol. 12(2), pages 339-352, March.
  5. Chris Brooks, 2005. "Autoregressive Conditional Kurtosis," Journal of Financial Econometrics, Oxford University Press, vol. 3(3), pages 399-421.
  6. Kalvinder Shields & Nilss Olekalns & Ãlan T. Henry & Chris Brooks, 2005. "Measuring the Response of Macroeconomic Uncertainty to Shocks," The Review of Economics and Statistics, MIT Press, vol. 87(2), pages 362-370, May.
  7. Chris Brooks & Apostolos Katsaris, 2005. "Trading Rules from Forecasting the Collapse of Speculative Bubbles for the S&P 500 Composite Index," The Journal of Business, University of Chicago Press, vol. 78(5), pages 2003-2036, September.
  8. Eli Amir & Gilad Livne, 2005. "Accounting, Valuation and Duration of Football Player Contracts," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(3‐4), pages 549-586, April.

2004

  1. Edmund Cannon & Ian Tonks, 2004. "U.K. Annuity Rates, Money's Worth and Pension Replacement Ratios 1957–2002," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 29(3), pages 371-393, July.

2003

  1. Andy Snell & Ian Tonks, 2003. "A theoretical analysis of institutional investors' trading costs in auction and dealer markets," Economic Journal, Royal Economic Society, vol. 113(489), pages 576-597, July.
  2. Hon, Mark T. & Tonks, Ian, 2003. "Momentum in the UK stock market," Journal of Multinational Financial Management, Elsevier, vol. 13(1), pages 43-70, February.
  3. Chris Brooks & Apostolos Katsaris, 2003. "Rational Speculative Bubbles: An Empirical Investigation of the London Stock Exchange," Bulletin of Economic Research, Wiley Blackwell, vol. 55(4), pages 319-346, October.
  4. Gita Persand & Chris Brooks & Simon P. Burke, 2003. "Multivariate GARCH models: software choice and estimation issues," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(6), pages 725-734.
  5. Gita Persand & Chris Brooks, 2003. "Volatility forecasting for risk management," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(1), pages 1-22.
  6. Chris Brooks & Simon Burke, 2003. "Information criteria for GARCH model selection," The European Journal of Finance, Taylor & Francis Journals, vol. 9(6), pages 557-580.
  7. Chris Brooks & Sotiris Tsolacos, 2003. "International evidence on the predictability of returns to securitized real estate assets: econometric models versus neural networks," Journal of Property Research, Taylor & Francis Journals, vol. 20(2), pages 133-155, January.

2002

  1. Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 2002. "Short‐run Returns around the Trades of Corporate Insiders on the London Stock Exchange," European Financial Management, European Financial Management Association, vol. 8(1), pages 7-30, March.
  2. Daniella Acker & Mathew Stalker & Ian Tonks, 2002. "Daily Closing Inside Spreads and Trading Volumes Around Earnings Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 29(9‐10), pages 1149-1179.
  3. Acker, D. & Horton, J. & Tonks, I., 2002. "Accounting standards and analysts' forecasts: the impact of FRS3 on analysts' ability to forecast EPS," Journal of Accounting and Public Policy, Elsevier, vol. 21(3), pages 193-217.
  4. Chris Brooks & M. Currim Oozeer, 2002. "Modelling the Implied Volatility of Options on Long Gilt Futures," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 29(1‐2), pages 111-137.
  5. C. Brooks & A. D. Clare & G. Persand, 2002. "A Note on Estimating Market–based Minimum Capital Risk Requirements: A Multivariate GARCH Approach," Manchester School, University of Manchester, vol. 70(5), pages 666-681, September.
  6. Chris Brooks & Simon P. Burke, 2002. "Selecting From Amongst Non–Nested Conditional Variance Models: Information Criteria and Portfolio Determination," Manchester School, University of Manchester, vol. 70(6), pages 747-767, December.
  7. Chris Brooks & Ólan T. Henry, 2002. "The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(5), pages 487-507, December.
  8. Brooks, Chris & Rew, Alistair G., 2002. "Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates," Economic Modelling, Elsevier, vol. 19(1), pages 65-90, January.
  9. Brooks, Chris & Reveiz, Alejandro H., 2002. "A model for exchange rates with crawling bands--an application to the Colombian peso," Journal of Economics and Business, Elsevier, vol. 54(5), pages 483-503.
  10. Brooks, Chris & Rew, Alistair G, 2002. "Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors," Computational Economics, Springer;Society for Computational Economics, vol. 20(3), pages 157-176, December.
  11. Chris Brooks & Olan T. Henry & Gita Persand, 2002. "The Effect of Asymmetries on Optimal Hedge Ratios," The Journal of Business, University of Chicago Press, vol. 75(2), pages 333-352, April.

2001

  1. A Thomas & I Tonks, 2001. "Equity performance of segregated pension funds in the UK," Journal of Asset Management, Palgrave Macmillan, vol. 1(4), pages 321-343, April.
  2. Brooks, Chris & Persand, Gita, 2001. "The trading profitability of forecasts of the gilt-equity yield ratio," International Journal of Forecasting, Elsevier, vol. 17(1), pages 11-29.
  3. Brooks, Chris & Burke, Simon P. & Persand, Gita, 2001. "Benchmarks and the accuracy of GARCH model estimation," International Journal of Forecasting, Elsevier, vol. 17(1), pages 45-56.
  4. Brooks, Chris, 2001. "A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(2), pages 135-143, March.
  5. Brooks, Chris & Hinich, Melvin J, 2001. "Bicorrelations and Cross-Bicorrelations As Non-linearity Tests and Tools for Exchange Rate Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(3), pages 181-196, April.
  6. C Brooks & W Chow & CWR Ward, 2001. "Can profitable trading strategies be derived from investment best-sellers?," Journal of Asset Management, Palgrave Macmillan, vol. 2(2), pages 162-179, September.
  7. Chris Brooks & Gita Persand, 2001. "Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects," Applied Economics Letters, Taylor & Francis Journals, vol. 8(3), pages 155-158.
  8. Chris Brooks & Sotiris Tsolacos, 2001. "Linkages between property asset returns and interest rates: evidence for the UK," Applied Economics, Taylor & Francis Journals, vol. 33(6), pages 711-719.
  9. Chris Brooks & Sotiris Tsolacos, 2001. "Forecasting real estate returns using financial spreads," Journal of Property Research, Taylor & Francis Journals, vol. 18(3), pages 235-248.
  10. Chris Brooks & Apostolos Katsaris & Tony McGough & Sotiris Tsolacos, 2001. "Testing for bubbles in indirect property price cycles," Journal of Property Research, Taylor & Francis Journals, vol. 18(4), pages 341-356.
  11. Chris Brooks & James Chong, 2001. "The Cross‐Currency Hedging Performance of Implied Versus Statistical Forecasting Models," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(11), pages 1043-1069, November.

2000

  1. Susanne Espenlaub & Alan Gregory & Ian Tonks, 2000. "Re‐assessing the long‐term underperformance of UK Initial Public Offerings," European Financial Management, European Financial Management Association, vol. 6(3), pages 319-342, September.
  2. Jane Black & Ian Tonks, 2000. "Time series volatility of commodity futures prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 20(2), pages 127-144, February.
  3. Brooks, Chris & Henry, Olan T., 2000. "Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia," Economic Modelling, Elsevier, vol. 17(4), pages 497-513, December.
  4. Brooks, Chris & Henry, Olan T., 2000. "Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models," Economics Letters, Elsevier, vol. 67(3), pages 245-251, June.
  5. Brooks, C. & Clare, A. D. & Persand, G., 2000. "A word of caution on calculating market-based minimum capital risk requirements," Journal of Banking & Finance, Elsevier, vol. 24(10), pages 1557-1574, October.
  6. Chris Brooks & Sotiris Tsolacos, 2000. "Forecasting Models of Retail Rents," Environment and Planning A, , vol. 32(10), pages 1825-1839, October.
  7. Chris Brooks & Sotiris Tsola Cos, 2000. "Does orthogonalization really purge equitybased property valuations of their general stock market influences?," Applied Economics Letters, Taylor & Francis Journals, vol. 7(5), pages 305-309.

1999

  1. O. Ap Gwilym & C. Brooks & A. Clare & S. Thomas, 1999. "Tests of non‐linearity using LIFFE futures transactions price data," Manchester School, University of Manchester, vol. 67(2), pages 167-186, March.
  2. Brooks, Chris & Hinich, Melvin J., 1999. "Cross-correlations and cross-bicorrelations in Sterling exchange rates," Journal of Empirical Finance, Elsevier, vol. 6(4), pages 385-404, October.
  3. Brooks, Chris & Heravi, Saeed M, 1999. "The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test," Computational Economics, Springer;Society for Computational Economics, vol. 13(2), pages 147-162, April.
  4. Brooks, Chris, 1999. "Portmanteau Model Diagnostics and Tests for Nonlinearity: A Comparative Monte Carlo Study of Two Alternative Methods," Computational Economics, Springer;Society for Computational Economics, vol. 13(3), pages 249-263, June.
  5. James K. Maitland-Smith & Chris Brooks, 1999. "Threshold autoregressive and Markov switching models: an application to commercial real estate," Journal of Property Research, Taylor & Francis Journals, vol. 16(1), pages 1-19, January.
  6. Chris Brooks & Sotiris Tsolacos, 1999. "The impact of economic and financial factors on UK property performance," Journal of Property Research, Taylor & Francis Journals, vol. 16(2), pages 139-152, January.

1998

  1. Susanne Espenlaub & Ian Tonks, 1998. "Post‐IPO Directors’ Sales and Reissuing Activity: An Empirical Test of IPO Signalling Models," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 25(9‐10), pages 1037-1079, November.
  2. Snell, Andy & Tonks, Ian, 1998. "Testing for asymmetric information and inventory control effects in market maker behaviour on the London Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 5(1), pages 1-25, January.
  3. Brooks, Chris & Burke, Simon P., 1998. "Forecasting exchange rate volatility using conditional variance models selected by information criteria," Economics Letters, Elsevier, vol. 61(3), pages 273-278, December.
  4. Brooks, Chris, 1998. "Chaos in Foreign Exchange Markets: A Sceptical View," Computational Economics, Springer;Society for Computational Economics, vol. 11(3), pages 265-281, June.

1997

  1. Alan Gregory & John Matatko & Ian Tonks, 1997. "Detecting Information from Directors' Trades: Signal Definition and Variable Size Effects," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 24(3), pages 309-342, April.

1995

  1. Snell, Andy & Tonks, Ian, 1995. "Determinants of Price Quote Revisions on the London Stock Exchange," Economic Journal, Royal Economic Society, vol. 105(428), pages 77-94, January.

1994

  1. Gregory, Alan, et al, 1994. "UK Directors' Trading: The Impact of Dealings in Smaller Firms," Economic Journal, Royal Economic Society, vol. 104(422), pages 37-53, January.

1993

  1. Board, John & Bulkley, George & Tonks, Ian, 1993. "A cross-sectional variance bounds test," Economics Letters, Elsevier, vol. 42(4), pages 373-377.

1992

  1. Bulkley, George & Tonks, Ian, 1992. "Trading Rules and Excess Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(3), pages 365-382, September.
  2. Black, Jane M. & Tonks, Ian, 1992. "Asset price variability in a rational expectations equilibrium," European Economic Review, Elsevier, vol. 36(7), pages 1367-1377, October.

1991

  1. Bulkley, George & Tonks, Ian, 1991. "Cross-sectional Volatility on the U.K. Stock Market," The Manchester School of Economic & Social Studies, University of Manchester, vol. 59(0), pages 72-80, Supplemen.

1990

  1. Black, Jane & Tonks, Ian, 1990. "Asset Price Variability under Asymmetric Information," Economic Journal, Royal Economic Society, vol. 100(400), pages 67-77, Supplemen.
  2. Tonks, Ian, 1990. "Take-overs: Unlocking corporate value," European Management Journal, Elsevier, vol. 8(1), pages 126-129, March.

1989

  1. Bulkley, George & Tonks, Ian, 1989. "Are U.K. Stock Prices Excessively Volatile? Trading Rules and Variance Bounds Tests," Economic Journal, Royal Economic Society, vol. 99(398), pages 1083-1098, December.
  2. Taylor, Mark P & Tonks, Ian, 1989. "The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control," The Review of Economics and Statistics, MIT Press, vol. 71(2), pages 332-336, May.

1986

  1. Tonks, Ian, 1986. "The demand for information and the diffusion of a new product," International Journal of Industrial Organization, Elsevier, vol. 4(4), pages 397-408, December.

1984

  1. Ian Tonks, 1984. "A Bayesian Approach to the Production of Information with a Linear Utility Function," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 51(3), pages 521-527.

1983

  1. Tonks, Ian, 1983. "Bayesian Learning and the Optimal Investment Decision of the Firm," Economic Journal, Royal Economic Society, vol. 93(369a), pages 87-98, Supplemen.

Books

2019

  1. Brooks,Chris, 2019. "Introductory Econometrics for Finance," Cambridge Books, Cambridge University Press, number 9781108436823.

2016

  1. Viola Fabbrini & Massimo Guidolin & Manuela Pedio, 2016. "Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets: An Empirical Model," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-56139-8.

2013

  1. Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), 2013. "Handbook of Research Methods and Applications in Empirical Finance," Books, Edward Elgar Publishing, number 14545.

2010

  1. Brooks,Chris & Tsolacos,Sotiris, 2010. "Real Estate Modelling and Forecasting," Cambridge Books, Cambridge University Press, number 9780521873390.

2008

  1. Cannon, Edmund & Tonks, Ian, 2008. "Annuity Markets," OUP Catalogue, Oxford University Press, number 9780199216994.
  2. Brooks,Chris, 2008. "RATS Handbook to Accompany Introductory Econometrics for Finance," Cambridge Books, Cambridge University Press, number 9780521721684.

Chapters

2013

  1. Keith Anderson & Chris Brooks & Apostolos Katsaris, 2013. "Testing for speculative bubbles in asset prices," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 3, pages 73-94, Edward Elgar Publishing.

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