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Citations of
Ian Tonks

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Working papers | Articles | Access and download statistics

Working papers

  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. [Downloadable!] (restricted)

    Cited by:

    1. Lucia Milone & Paolo Pellizzari, 2009. "Mutual funds flows and the "Sheriff of Nottingham" effect," Working Papers 188, Department of Applied Mathematics, University of Venice. [Downloadable!]

  2. Hyun Song Shin & Ian Tonks & Andrew Ellul, 2004. "Opening and Closing the Market: Evidence from the London Stock Exchange," FMG Discussion Papers dp506, Financial Markets Group. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Andreas Andrikopoulos & Timotheos Angelidis, 2008. "Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach," Working Papers 0017, University of Peloponnese, Department of Economics. [Downloadable!]
    2. Carole Comerton-Forde & James Rydge & Hayley Burridge, 2007. "Not all call auctions are created equal: evidence from Hong Kong," Review of Quantitative Finance and Accounting, Springer, vol. 29(4), pages 395-413, November. [Downloadable!] (restricted)

  3. 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). [Downloadable!]

    Cited by:

    1. Agar Brugiavini & Gwenaël Piaser, 2006. "Nonexclusivity and adverse selection: An application to the annuity market," Working Papers of CREFI-LSF (Centre of Research in Finance - Luxembourg School of Finance) 06-03, CREFI-LSF, University of Luxembourg. [Downloadable!]
      Other versions:

  4. Ian Tonks & Daniella Acker & Matthew Stalker, 2002. "Daily Closing Inside Spreads and Trading Volumes around Earnings Announcements," FMG Discussion Papers dp404, Financial Markets Group. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. David Abad & José Yagüe & Sonia Sanabria, 2005. "Liquidity And Information Around Annual Earnings Announcements: An Intraday Analysis Of The Spanish Stock Market," Working Papers. Serie EC 2005-16, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]

  5. Ian Tonks & Mark T Hon, 2002. "Mommentum in the UK Stock Market," FMG Discussion Papers dp405, Financial Markets Group. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Patricia Chelley-steeley & Antonios Siganos, 2004. "Momentum profits and macroeconomic factors," Applied Economics Letters, Taylor and Francis Journals, vol. 11(7), pages 433-436, June. [Downloadable!] (restricted)
    2. Ferdi Aarts & Thorsten Lehnert, 2005. "On style momentum strategies," Applied Economics Letters, Taylor and Francis Journals, vol. 12(13), pages 795-799, October. [Downloadable!] (restricted)
    3. Patricia Chelley-Steeley & Antonios Siganos, 2005. "Momentum Profits in Alternative Stock Market Structures," Money Macro and Finance (MMF) Research Group Conference 2005 63, Money Macro and Finance Research Group. [Downloadable!]

  6. Tonks, Ian, 2002. "Performance Persistence of Pension Fund Managers," Royal Economic Society Annual Conference 2002 175, Royal Economic Society. [Downloadable!]
    Published as:

    Cited by:

    1. Oliver Linton & Yoon-Jae Whang, 2003. "A Quantilogram Approach to Evaluating Directional Predictability," STICERD - Econometrics Paper Series /2003/463, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
      Other versions:
    2. Dirk Nitzsche & Keith Cuthbertson & Niall O'Sullivan, 2005. "Mutual Fund Performance: Skill Or Luck?," Money Macro and Finance (MMF) Research Group Conference 2005 4, Money Macro and Finance Research Group. [Downloadable!]

  7. 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. [Downloadable!] (restricted)

    Cited by:

    1. Emilio Barucci & Carlo Bianchi & Alberto Manconi, 2006. "Internal dealing regulation and insiders’ trades in the Italian financial market," European Journal of Law and Economics, Springer, vol. 22(2), pages 107-119, September. [Downloadable!] (restricted)

  8. Ian Tonks & Jane Black, 1999. "Time Series Volatility Commodity Futures Prices," FMG Discussion Papers dp331, Financial Markets Group. [Downloadable!] (restricted)

    Cited by:

    1. Rita Madarassy Akin, 2003. "Maturity Effects in Futures Markets: Evidence from Eleven Financial Futures Markets," Santa Cruz Center for International Economics, Working Paper Series 1006, Center for International Economics, UC Santa Cruz. [Downloadable!]

  9. 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. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Kyri Kyriacou & Bryan Mase, 2004. "Executive Stock Option Exercises and the Predictive Ability of Transaction Value," Public Policy Discussion Papers 04-09, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
    2. Kyri Kyriacou & Bryan Mase, 2004. "Executive Stock Option Exercises and the Predictive Ability of Transaction Value," Economics and Finance Discussion Papers 04-09, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
    3. Julan Du & Shang-Jin Wei, 2003. "Does Insider Trading Raise Market Volatility?," IMF Working Papers 03/51, International Monetary Fund. [Downloadable!]
      Other versions:
    4. Kyriacos Kyriacou & Bryan Mase, 2006. "The Adverse Consequences of Share-Based Pay in Risky Companies," Journal of Management and Governance, Springer, vol. 10(3), pages 307-323, September. [Downloadable!] (restricted)
    5. Fidrmuc, Jana & Goergen, Marc & Renneboog, L.D.R., 2005. "Insider trading, news releases and ownership concentration," Discussion Paper 97, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    6. Goergen, M. & Renneboog, L.D.R. & Zhang, C., 2008. "Do UK Institutional Shareholders Monitor their Investee Firms?," Discussion Paper 2008-38, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    7. Bruce Burton & A. Alasdair Lonie & David Power, 2003. "Insider trading, growth opportunities and the market reaction to new financing announcements," European Journal of Finance, Taylor and Francis Journals, vol. 9(4), pages 301-322, August. [Downloadable!] (restricted)
    8. Lisa Hotson & Navjot Kaur & Harminder Singh, 2007. "The Information Content of Directors’ Trades: Empirical Analysis of the Australian Market," Accounting, Finance, Financial Planning and Insurance Series 2007_19, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
    9. Kyriacos Kyriacou & Bryan Mase, 2003. "The Information Contained In The Exercise Of Executive Stock Options," Economics and Finance Discussion Papers 03-17, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
    10. Andreas Zingg & Sebastian Lang & Daniela Wyttenbach, 2007. "Insider Trading in the Swiss Stock Market," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 143(III), pages 331-362, September. [Downloadable!]
    11. Nadia Linciano, 2003. "The Effectiveness of Insider Trading Regulation in Italy. Evidence from Stock-Price Run-Ups Around Announcements of Corporate Control Transactions," European Journal of Law and Economics, Springer, vol. 16(2), pages 199-218, September. [Downloadable!] (restricted)
    12. Kyriacos Kyriacou & Bryan Mase, 2003. "The Information Contained In The Exercise Of Executive Stock Options," Public Policy Discussion Papers 03-17, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]

  10. Tonks, Ian, 1981. "Bayesian Learning and the Optimal Investment Decision of the Firm," The Warwick Economics Research Paper Series (TWERPS) 192, University of Warwick, Department of Economics.
    Published as:

    Cited by:

    1. Alexander Ludwig & Alexander Zimper, 2007. "A Parsimonious Model of Subjective Life Expectancy," MEA discussion paper series 07154, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
      Other versions:
    2. Alexander Zimper & Alexander Ludwig, 2007. "Attitude polarization," MEA discussion paper series 07155, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
      Other versions:

Articles

  1. Ian Tonks, 2005. "Performance Persistence of Pension-Fund Managers," Journal of Business, University of Chicago Press, vol. 78(5), pages 1917-1942, September. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  2. 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(04), pages 779-801, December. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  3. Cannon, Edmund & Tonks, Ian, 2004. "UK annuity price series, 1957 2002," Financial History Review, Cambridge University Press, vol. 11(02), pages 165-196, October. [Downloadable!]

    Cited by:

    1. Edward Martin & Noel FitzGerald, 2006. "Can “Compulsory” Annuities Provide a Fair Pension?," Economics and Finance Discussion Papers 06-15, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
    2. 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, Department of Economics, University of Bristol, UK. [Downloadable!]

  4. 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, 07. [Downloadable!] (restricted)

    Cited by:

    1. Andreas Andrikopoulos & Timotheos Angelidis, 2008. "Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach," Working Papers 0017, University of Peloponnese, Department of Economics. [Downloadable!]

  5. 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. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  6. Daniella Acker & Mathew Stalker & Ian Tonks, 2002. "Daily Closing Inside Spreads and Trading Volumes Around Earnings Announcements," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 29(9&10), pages 1149-1179. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  7. 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, Blackwell Publishing Ltd, vol. 8(1), pages 7-30. [Downloadable!] (restricted)

    Cited by:

    1. Kyri Kyriacou & Bryan Mase, 2004. "Executive Stock Option Exercises and the Predictive Ability of Transaction Value," Public Policy Discussion Papers 04-09, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
    2. Kyri Kyriacou & Bryan Mase, 2004. "Executive Stock Option Exercises and the Predictive Ability of Transaction Value," Economics and Finance Discussion Papers 04-09, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
    3. José M. Marín & Jacques Olivier, 2007. "The dog that did not bark: Insider trading and crashes," Working Papers 2007-20, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales. [Downloadable!]
      Other versions:
    4. Kyriacou, Kyriacos & Luintel, Kul B & Mase, Bryan, 2008. "Private Information in Executives' Option Trades: Evidence from the UK," Cardiff Economics Working Papers E2008/4, Cardiff University, Cardiff Business School, Economics Section. [Downloadable!]
    5. Del Brio, Esther & Elías Tobar, José, 2005. "Rentabilidad a Corto Plazo de los Insiders en los Mercados Español y Británico," Documentos de Trabajo "Nuevas Tendencias en Dirección de Empresas". Working Papers "New Trends on Business Administration". 2005-10, Interuniversitary Doctorate Program "New Trends on Business Administration", Universities of Valladolid, Burgos and Salamanca (Spain). Programa de Doctorado Interuniversitario "Nuevas Tendencias en Di. [Downloadable!]
    6. Esther Brio & Javier Perote, 2007. "What Enhances Insider Trading Profitability?," Atlantic Economic Journal, International Atlantic Economic Society, vol. 35(2), pages 173-188, June. [Downloadable!] (restricted)
    7. Kyriacos Kyriacou & Bryan Mase, 2006. "The Adverse Consequences of Share-Based Pay in Risky Companies," Journal of Management and Governance, Springer, vol. 10(3), pages 307-323, September. [Downloadable!] (restricted)
    8. Fidrmuc, Jana & Goergen, Marc & Renneboog, L.D.R., 2005. "Insider trading, news releases and ownership concentration," Discussion Paper 97, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    9. Goergen, M. & Renneboog, L.D.R. & Zhang, C., 2008. "Do UK Institutional Shareholders Monitor their Investee Firms?," Discussion Paper 2008-38, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    10. Andreas Zingg & Sebastian Lang & Daniela Wyttenbach, 2007. "Insider Trading in the Swiss Stock Market," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 143(III), pages 331-362, September. [Downloadable!]
    11. Michael Firth & T. Y. Leung & Oliver M. Rui, 2009. "Insider Trading in Hong Kong: Tests of Stock Returns and Trading Frequency," Working Papers 042009, Hong Kong Institute for Monetary Research. [Downloadable!]

  8. Susanne Espenlaub & Alan Gregory & Ian Tonks, 2000. "Re‐assessing the long‐term underperformance of UK Initial Public Offerings," European Financial Management, Blackwell Publishing Ltd, vol. 6(3), pages 319-342. [Downloadable!] (restricted)

    Cited by:

    1. Kyri Kyriacou & Bryan Mase, 2004. "Executive Stock Option Exercises and the Predictive Ability of Transaction Value," Public Policy Discussion Papers 04-09, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
    2. Kyri Kyriacou & Bryan Mase, 2004. "Executive Stock Option Exercises and the Predictive Ability of Transaction Value," Economics and Finance Discussion Papers 04-09, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
    3. Radha K. Shiwakoti & Robert Hudson & Helen Short, 2005. "A study of the initial returns and the aftermarket performance of initial public offerings of demutualized building societies in the UK," Applied Economics Letters, Taylor and Francis Journals, vol. 12(7), pages 403-409, June. [Downloadable!] (restricted)
    4. Maher Kooli & Jean-François L'Her & Jean-Marc Suret, 2003. "Do IPOs Underperform in the Long-Run? New Evidence from the Canadian Stock Market," CIRANO Working Papers 2003s-16, CIRANO. [Downloadable!]
    5. José Emilio Farinós, 2001. "Rendimientos anormales de las OPV en España," Investigaciones Economicas, Fundación SEPI, vol. 25(2), pages 417-437, May. [Downloadable!]

  9. 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. [Downloadable!] (restricted)

    Cited by:

    1. Victoria Saporta & Giorgio Trebeschi & Anne Vila, . "Price formation and transparency on the London Stock Exchange," Bank of England working papers 95, Bank of England. [Downloadable!]
    2. John Board & Charles Sutcliffe & Anne Vila, 2000. "Market Maker Performance: The Search for Fair Weather Market Makers," Journal of Financial Services Research, Springer, vol. 17(3), pages 259-276, September. [Downloadable!] (restricted)

  10. Alan Gregory & John Matatko & Ian Tonks, 1997. "Detecting Information from Directors' Trades: Signal Definition and Variable Size Effects," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 24(3), pages 309-342. [Downloadable!] (restricted)

    Cited by:

    1. Kyri Kyriacou & Bryan Mase, 2004. "Executive Stock Option Exercises and the Predictive Ability of Transaction Value," Public Policy Discussion Papers 04-09, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
    2. Kyri Kyriacou & Bryan Mase, 2004. "Executive Stock Option Exercises and the Predictive Ability of Transaction Value," Economics and Finance Discussion Papers 04-09, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
    3. Del Brio, Esther & Elías Tobar, José, 2005. "Rentabilidad a Corto Plazo de los Insiders en los Mercados Español y Británico," Documentos de Trabajo "Nuevas Tendencias en Dirección de Empresas". Working Papers "New Trends on Business Administration". 2005-10, Interuniversitary Doctorate Program "New Trends on Business Administration", Universities of Valladolid, Burgos and Salamanca (Spain). Programa de Doctorado Interuniversitario "Nuevas Tendencias en Di. [Downloadable!]
    4. Kyriacos Kyriacou & Bryan Mase, 2006. "The Adverse Consequences of Share-Based Pay in Risky Companies," Journal of Management and Governance, Springer, vol. 10(3), pages 307-323, September. [Downloadable!] (restricted)
    5. Fidrmuc, Jana & Goergen, Marc & Renneboog, L.D.R., 2005. "Insider trading, news releases and ownership concentration," Discussion Paper 97, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    6. Goergen, M. & Renneboog, L.D.R. & Zhang, C., 2008. "Do UK Institutional Shareholders Monitor their Investee Firms?," Discussion Paper 2008-38, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    7. Bruce Burton & A. Alasdair Lonie & David Power, 2003. "Insider trading, growth opportunities and the market reaction to new financing announcements," European Journal of Finance, Taylor and Francis Journals, vol. 9(4), pages 301-322, August. [Downloadable!] (restricted)
    8. Kyriacos Kyriacou & Bryan Mase, 2003. "The Information Contained In The Exercise Of Executive Stock Options," Economics and Finance Discussion Papers 03-17, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
    9. Nadia Linciano, 2003. "The Effectiveness of Insider Trading Regulation in Italy. Evidence from Stock-Price Run-Ups Around Announcements of Corporate Control Transactions," European Journal of Law and Economics, Springer, vol. 16(2), pages 199-218, September. [Downloadable!] (restricted)
    10. Michael Firth & T. Y. Leung & Oliver M. Rui, 2009. "Insider Trading in Hong Kong: Tests of Stock Returns and Trading Frequency," Working Papers 042009, Hong Kong Institute for Monetary Research. [Downloadable!]
    11. Kyriacos Kyriacou & Bryan Mase, 2003. "The Information Contained In The Exercise Of Executive Stock Options," Public Policy Discussion Papers 03-17, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]

  11. 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. [Downloadable!] (restricted)

    Cited by:

    1. Victoria Saporta & Giorgio Trebeschi & Anne Vila, . "Price formation and transparency on the London Stock Exchange," Bank of England working papers 95, Bank of England. [Downloadable!]
    2. John Board & Charles Sutcliffe & Anne Vila, 2000. "Market Maker Performance: The Search for Fair Weather Market Makers," Journal of Financial Services Research, Springer, vol. 17(3), pages 259-276, September. [Downloadable!] (restricted)

  12. 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. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  13. 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 1083-98, December. [Downloadable!] (restricted)

    Cited by:

    1. J. Bradford De Long & Richard Grossman, 1992. "Excess Volatility on the London Stock Market, 1870-1990," J. Bradford De Long's Working Papers _133, University of California at Berkeley, Economics Department. [Downloadable!]
    2. Diks, C.G.H. & Dindo, P.D.E., 2006. "Informational differences and learning in an asset market with boundedly rational agents," CeNDEF Working Papers 06-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
      Other versions:
    3. Robert J. Shiller & Andrea E. Beltratti, 1993. "Stock Prices and Bond Yields: Can Their Comovements Be Explained in Terms of Present Value Models?," NBER Working Papers 3464, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. Eugene N. White & Peter Rappoport, 1994. "The New York Stock Market in the 1920s and 1930s: Did Stock Prices Move Together Too Much?," NBER Working Papers 4627, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  14. 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 332-36, May. [Downloadable!] (restricted)

    Cited by:

    1. William Miles, 2005. "Do frontier equity markets exhibit common trends and still provide diversification opportunities?," International Economic Journal, Korean International Economic Association, vol. 19(3), pages 473-482, September. [Downloadable!] (restricted)
    2. Kian-Ping Lim & Hock-Ann Lee & Venus Khim-Sen Liew, 2003. "International Diversification Benefits in ASEAN Stock Markets: a Revisit," Finance 0308003, EconWPA. [Downloadable!]
    3. Dennis Quinn & Joachim Voth, 2006. "Free Flows, Limited Diversification: Explaining the Fall and Rise of Stock Market Correlations, 1890-2001," Economics Working Papers 1119, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2008. [Downloadable!]
      Other versions:
    4. Heejoon Kang, 1999. "The Applied Cointegration Analysis for the Open Economy: A Critical Review," Open Economies Review, Springer, vol. 10(3), pages 325-346, July. [Downloadable!] (restricted)
    5. Juan Ayuso & Roberto Blanco, 1999. "Has Financial Market Integration Increased during the Nineties?," Banco de España Working Papers 9923, Banco de España. [Downloadable!]
    6. Michael E. Drew & Leonard Chong, 2002. "Stock Market Interdependence: Evidence from Australia," School of Economics and Finance Discussion Papers and Working Papers Series 106, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
    7. Christos Floros, 2005. "Price Linkages Between the US, Japan and UK Stock Markets," Financial Markets and Portfolio Management, Springer, vol. 19(2), pages 169-178, August. [Downloadable!] (restricted)
    8. Li Yang & Francis Tapon & Yiguo Sun, 2006. "International correlations across stock markets and industries: trends and patterns 1988--2002," Applied Financial Economics, Taylor and Francis Journals, vol. 16(16), pages 1171-1183, November. [Downloadable!] (restricted)
    9. Theodore Syriopoulos, 2004. "International portfolio diversification to Central European stock markets," Applied Financial Economics, Taylor and Francis Journals, vol. 14(17), pages 1253-1268, November. [Downloadable!] (restricted)
    10. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2008. "Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience," Working papers 2008-49, University of Connecticut, Department of Economics. [Downloadable!]
      Other versions:
    11. Lucio Sarno & Mark Taylor, 1998. "Exchange controls, international capital flows and saving-investment correlations in the UK: An empirical investigation," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 134(1), pages 69-98, March. [Downloadable!] (restricted)
    12. Tsangyao Chang & Yang-Cheng Lu, 2006. "Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle," Economics Bulletin, Economics Bulletin, vol. 7(4), pages 1-7. [Downloadable!]
    13. Eleni Constantinou & Avo Kazandjian & George Kouretas & Vera Tahmazian, 2005. "Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange," Working Papers 0522, University of Crete, Department of Economics. [Downloadable!]
    14. Paresh Kumar Narayan & Russell Smyth, 2004. "Modelling the linkages between the Australian and G7 stock markets: common stochastic trends and regime shifts," Applied Financial Economics, Taylor and Francis Journals, vol. 14(14), pages 991-1004, October. [Downloadable!] (restricted)
    15. Eleni Constantinou & Avo Kazandjian & George Kouretas & Vera Tahmazian, 2005. "Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE," Working Papers 0520, University of Crete, Department of Economics. [Downloadable!]
      Other versions:
    16. Aktham Maghyereh & Hiatham Al-Zuobi, 2005. "Free trade agreements and equity market integration: the case of the US and Jordan," Applied Financial Economics, Taylor and Francis Journals, vol. 15(14), pages 995-1005, October. [Downloadable!] (restricted)
    17. Tsangyao Chang & Chien-Chung Nieh & Ching-Chun Wei, 2006. "Analysis of long-run benefits from international equity diversification between Taiwan and its major European trading partners: an empirical note," Applied Economics, Taylor and Francis Journals, vol. 38(19), pages 2277-2283, October. [Downloadable!] (restricted)
    18. Jian Yang, 2006. "Information transmission between Eurocurrency and domestic interest rates: evidence from the UK," Applied Financial Economics, Taylor and Francis Journals, vol. 16(9), pages 675-685, June. [Downloadable!] (restricted)
    19. Nicolaas Groenewold & Mohamed Ariff, 1998. "The Effects Of De-Regulation On Share-Market Efficiency In The Asia-Pacific," International Economic Journal, Korean International Economic Association, vol. 12(4), pages 23-47, December. [Downloadable!] (restricted)

  15. 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. [Downloadable!] (restricted)

    Cited by:

    1. Frank, Lauri, 2000. "Mobile Communication In Finland: Analysis Of The Diffusion Process In A First-Mover Country," ERSA conference papers ersa00p212, European Regional Science Association. [Downloadable!]

  16. Tonks, Ian, 1984. "A Bayesian Approach to the Production of Information with a Linear Utility Function," Review of Economic Studies, Blackwell Publishing, vol. 51(3), pages 521-27, July. [Downloadable!] (restricted)

    Cited by:

    1. Hector Chade & Edward E. Schlee, 2000. "Increasing Returns in the Value of Information," Econometric Society World Congress 2000 Contributed Papers 1715, Econometric Society. [Downloadable!]

  17. 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. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

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This page was last updated on 2009-11-13.

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