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Ian Tonks

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Personal Details

First Name: Ian
Middle Name:
Last Name: Tonks
Suffix:

RePEc Short-ID: pto98

Email:
Homepage: http://people.bath.ac.uk/it237/
Postal Address: School of Management, University of Bath, Bath, BA2 7AY United Kingdom
Phone: 441225384842

Affiliation

School of Management
University of Bath
Location: Bath, United Kingdom
Homepage: http://www.bath.ac.uk/management/
Email:
Phone: +44 (0) 1225 826742
Fax: +44 (0) 1225 826743
Postal: Claverton Down, Bath, BA2 7AY
Handle: RePEc:edi:smbatuk (more details at EDIRC)

Works

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Working papers

  1. Blake, David & Timmermann, Allan G & Tonks, Ian & Wermers, Russ, 2010. "Decentralized Investment Management: Evidence from the Pension Fund Industry," CEPR Discussion Papers 7679, C.E.P.R. Discussion Papers.
  2. 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.
  3. Paul Gregg & Sarah Jewell & Ian Tonks, 2010. "Executive Pay and Performance in the UK," FMG Discussion Papers dp657, Financial Markets Group.
  4. Edmund Cannon & Ian Tonks, 2009. "The Value and Risk of Defined Contribution Pension Schemes: International Evidence," Bristol Economics Discussion Papers 09/610, Department of Economics, University of Bristol, UK.
  5. 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.
  6. 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, Department of Economics, University of Bristol, UK.
  7. Alan Gregory & Ian Tonks, 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.
  8. 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.
  9. Ian Tonks & Edmund Cannon, 2004. "UK Annuity Rates And Pension Replacement Ratios 1957-2002," Royal Economic Society Annual Conference 2004 71, Royal Economic Society.
  10. Alan Gregory & Ian Tonks, 2004. "(UBS Pensions series 22) Performance of Personal Pension Schemes in the UK," FMG Discussion Papers dp486, Financial Markets Group.
  11. Andy Snell & Ian Tonks, 2004. "Trading Costs of Institutional Investors in Auction and Dealer Markets," ESE Discussion Papers 89, Edinburgh School of Economics, University of Edinburgh.
  12. Ian Tonks, 2003. "(UBS Pensions series 8) UK Annuity Rates and Pension Replacement Ratios 1957 - 2002," FMG Discussion Papers dp444, Financial Markets Group.
  13. Ian Tonks & Mark T Hon, 2002. "Mommentum in the UK Stock Market," FMG Discussion Papers dp405, Financial Markets Group.
  14. 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).
  15. 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.
  16. Ian Tonks & Daniella Acker & Matthew Stalker, 2002. "Daily Closing Inside Spreads and Trading Volumes around Earnings Announcements," FMG Discussion Papers dp404, Financial Markets Group.
  17. Ian Tonks, 2002. "(UBS Pensions Series 1) Performance Persistence of Pension Fund Managers," FMG Discussion Papers dp423, Financial Markets Group.
  18. Tonks, Ian, 2002. "Performance Persistence of Pension Fund Managers," Royal Economic Society Annual Conference 2002 175, Royal Economic Society.
  19. Ian Tonks & Andy Snell, 2000. "The Profitability of Block Trades Auction and Dealer Markets," FMG Discussion Papers dp340, Financial Markets Group.
  20. 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.
  21. Ian Tonks & Jane Black, 1999. "Time Series Volatility Commodity Futures Prices," FMG Discussion Papers dp331, Financial Markets Group.
  22. Andy Snell & Ian Tonks, 1998. "The Profitability of Block Trades in Auction and Dealer Markets," ESE Discussion Papers 9, Edinburgh School of Economics, University of Edinburgh.
  23. 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.
  24. 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.
  25. Ian Tonks, 1996. "The Equivalence of Screen Based Continuous-Auction and Dealer Markets," FMG Special Papers sp92, Financial Markets Group.
  26. 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.
  27. 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.

Articles

  1. 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, 06.
  2. 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, 03.
  3. 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, 04.
  4. 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, 03.
  5. 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.
  6. 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(04), pages 451-483, October.
  7. 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.
  8. Ian Tonks, 2005. "Performance Persistence of Pension-Fund Managers," The Journal of Business, University of Chicago Press, vol. 78(5), pages 1917-1942, September.
  9. Cannon, Edmund & Tonks, Ian, 2004. "UK annuity price series, 1957 2002," Financial History Review, Cambridge University Press, vol. 11(02), pages 165-196, October.
  10. 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, The International Association for the Study of Insurance Economics, vol. 29(3), pages 371-393, 07.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. Board, John & Bulkley, George & Tonks, Ian, 1993. "A cross-sectional variance bounds test," Economics Letters, Elsevier, vol. 42(4), pages 373-377.
  23. 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.
  24. Bulkley, George & Tonks, Ian, 1992. "Trading Rules and Excess Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(03), pages 365-382, September.
  25. 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.
  26. Black, Jane & Tonks, Ian, 1990. "Asset Price Variability under Asymmetric Information," Economic Journal, Royal Economic Society, vol. 100(400), pages 67-77, Supplemen.
  27. Tonks, Ian, 1990. "Take-overs: Unlocking corporate value," European Management Journal, Elsevier, vol. 8(1), pages 126-129, March.
  28. 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.
  29. 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.
  30. 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.
  31. Tonks, Ian, 1984. "A Bayesian Approach to the Production of Information with a Linear Utility Function," Review of Economic Studies, Wiley Blackwell, vol. 51(3), pages 521-27, July.
  32. 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

  1. Cannon, Edmund & Tonks, Ian, 2008. "Annuity Markets," OUP Catalogue, Oxford University Press, number 9780199216994.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2004-09-30
  2. NEP-BEC: Business Economics (1) 2006-01-24
  3. NEP-FIN: Finance (1) 2005-02-13
  4. NEP-FMK: Financial Markets (1) 2005-02-13
  5. NEP-MAC: Macroeconomics (1) 2009-08-08
  6. NEP-MFD: Microfinance (1) 2003-11-03
  7. NEP-RMG: Risk Management (1) 2009-08-08

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