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Richard Priestley

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Personal Details

First Name: Richard
Middle Name:
Last Name: Priestley
Suffix:

RePEc Short-ID: ppr293

Email:
Homepage: http://www.bi.edu/research/employees/?ansattid=fgl97082
Postal Address: Department of Financial Economics BI Norwegian Business School Nydalsveien 37 N-0444 Oslo Norway
Phone: + 47 46410515

Affiliation

Institutt for finansiell økonomi
BI Handelshøyskolen
Location: Oslo, Norway
Homepage: http://www.bi.edu/research/research-departments/Finance/
Email:
Phone: +47 6755 7100
Fax: 47 6755 7675
Postal: Nydalsveien 37, N-0442 Oslo
Handle: RePEc:edi:dfebino (more details at EDIRC)

Works

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Working papers

  1. Agarwal, Vikas & Gómez, Juan-Pedro & Priestley, Richard, 2011. "Management compensation and market timing under portfolio constraints," CFR Working Papers 11-16, University of Cologne, Centre for Financial Research (CFR).
  2. Hardouvelis, Gikas A & Malliaropoulos, Dimitrios & Priestley, Richard, 2004. "The Impact of Globalization on the Equity Cost of Capital," CEPR Discussion Papers 4346, C.E.P.R. Discussion Papers.
  3. Hardouvelis, Gikas A & Malliaropoulos, Dimitrios & Priestley, Richard, 1999. "EMU and European Stock Market Integration," CEPR Discussion Papers 2124, C.E.P.R. Discussion Papers.
  4. Ian Garrett & Richard Priestley, . "Do Assumptions about Factor Structure Matter in Identifying the Number of Significant Factors in Test of the APT ?," CERF Discussion Paper Series 95-05, Economics and Finance Section, School of Social Sciences, Brunel University.
  5. Antonios Antoniou, Phil Holmes & Richard Priestley, . "The effects of stock index futures trading on stock index volatility: an analysis of the asymmetric response of volatility to news," CERF Discussion Paper Series 95-13, Economics and Finance Section, School of Social Sciences, Brunel University.
  6. David G. Barr & Richard Priestley, . "Expected Returns, Risk, and the Integration of International Bond Markets," Economics and Finance Discussion Papers 97-01, Economics and Finance Section, School of Social Sciences, Brunel University.
  7. Ian Garrett & Richard Priestley, . "Modelling the dividend behaviour of the aggregate US stock market ," CERF Discussion Paper Series 95-10, Economics and Finance Section, School of Social Sciences, Brunel University.
  8. Richard Priestley, . "An asset pricing approach to estimating the persistence in expected returns," CERF Discussion Paper Series 97-01, Economics and Finance Section, School of Social Sciences, Brunel University.
  9. Antonios Antoniou & Ian Garrett & Richard Priestley, . "Common Factors and the Empirical Validity of the Arbitrage Pricing Theory," CERF Discussion Paper Series 95-03, Economics and Finance Section, School of Social Sciences, Brunel University.
  10. Ian Garrett & Richard Priestley, . "Miller-Modigliani, Behavioural Models of Dividend Policy and the Dividend Behaviour of the Aggregate Stock Market : Some Evidence for the UK," CERF Discussion Paper Series 91-06, Economics and Finance Section, School of Social Sciences, Brunel University.
  11. Andrew Clare, Richard Priestley & Steven Thomas, . "Reports of beta's death are premature: evidence from the UK," CERF Discussion Paper Series 96-05, Economics and Finance Section, School of Social Sciences, Brunel University.
  12. Andrew Clare & Richard Priestley, . "Calculating the probability of failure of the Norwegian banking sector," CERF Discussion Paper Series 97-02, Economics and Finance Section, School of Social Sciences, Brunel University.
  13. Richard Priestley, . "Seasonality, stock returns and the macroeconomy," CERF Discussion Paper Series 95-06, Economics and Finance Section, School of Social Sciences, Brunel University.
  14. Antonios Antoniou & David G. Barr & Richard Priestley, . "Measuring the Excess Profits of the UK’s recently Privatised Utilities," Economics and Finance Discussion Papers 97-02, Economics and Finance Section, School of Social Sciences, Brunel University.
  15. Andrew Clare & Richard Priestley, . "Risk factors in the Malaysian stock market," CERF Discussion Paper Series 97-03, Economics and Finance Section, School of Social Sciences, Brunel University.

Articles

  1. Ilan Cooper & Richard Priestley, 2013. "The World Business Cycle and Expected Returns," Review of Finance, European Finance Association, vol. 17(3), pages 1029-1064.
  2. Garrett, Ian & Priestley, Richard, 2012. "Dividend Growth, Cash Flow, and Discount Rate News," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(05), pages 1003-1028, October.
  3. Agarwal, Vikas & Gómez, Juan-Pedro & Priestley, Richard, 2012. "Management compensation and market timing under portfolio constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 36(10), pages 1600-1625.
  4. Long Chen & Zhi Da & Richard Priestley, 2012. "Dividend Smoothing and Predictability," Management Science, INFORMS, vol. 58(10), pages 1834-1853, October.
  5. Cooper, Ilan & Priestley, Richard, 2011. "Real investment and risk dynamics," Journal of Financial Economics, Elsevier, vol. 101(1), pages 182-205, July.
  6. Juan-Pedro Gãmez & Richard Priestley & Fernando Zapatero, 2009. "Implications of Keeping-Up-with-the-Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence," Journal of Finance, American Finance Association, vol. 64(6), pages 2703-2737, December.
  7. Priestley, Richard & Odegaard, Bernt Arne, 2007. "Linear and nonlinear exchange rate exposure," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 1016-1037, October.
  8. Hardouvelis, Gikas A. & Malliaropulos, Dimitrios & Priestley, Richard, 2007. "The impact of EMU on the equity cost of capital," Journal of International Money and Finance, Elsevier, vol. 26(2), pages 305-327, March.
  9. Gikas A. Hardouvelis & Dimitrios Malliaropulos & Richard Priestley, 2006. "EMU and European Stock Market Integration," The Journal of Business, University of Chicago Press, vol. 79(1), pages 365-392, January.
  10. Barr, David G. & Priestley, Richard, 2004. "Expected returns, risk and the integration of international bond markets," Journal of International Money and Finance, Elsevier, vol. 23(1), pages 71-97, February.
  11. Priestley, Richard & Odegaard, Bernt Arne, 2004. "Exchange rate regimes and the price of exchange rate risk," Economics Letters, Elsevier, vol. 82(2), pages 181-188, February.
  12. Clare, Andrew & Priestley, Richard, 2002. "Calculating the probability of failure of the Norwegian banking sector," Journal of Multinational Financial Management, Elsevier, vol. 12(1), pages 21-40, February.
  13. Priestley, Richard, 2001. "Time-varying persistence in expected returns," Journal of Banking & Finance, Elsevier, vol. 25(7), pages 1271-1286, July.
  14. Antoniou, A & Barr, D G & Priestley, R, 2000. "Abnormal Stock Returns and Public Policy: The Case of the UK Privatised Electricity and Water Utilities," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(2), pages 93-106, April.
  15. Joelle Miffre & Richard Priestley, 2000. "Sources of Systematic Risk in Futures and Spot Markets: A Study of Market Integration," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 27(7&8), pages 933-952.
  16. Garrett, Ian & Priestley, Richard, 2000. "Dividend Behaviour and Dividend Signaling," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(02), pages 173-189, June.
  17. Malliaropulos, Dimitrios & Priestley, Richard, 1999. "Mean reversion in Southeast Asian stock markets," Journal of Empirical Finance, Elsevier, vol. 6(4), pages 355-384, October.
  18. Antoniou, Antonios & Garrett, Ian & Priestley, Richard, 1998. "Calculating the equity cost of capital using the APT: the impact of the ERM," Journal of International Money and Finance, Elsevier, vol. 17(6), pages 949-965, December.
  19. Clare, A. D. & Priestley, R. & Thomas, S. H., 1998. "Reports of beta's death are premature: Evidence from the UK," Journal of Banking & Finance, Elsevier, vol. 22(9), pages 1207-1229, September.
  20. Clare, Andrew D. & Priestley, Richard, 1998. "Risk factors in the Malaysian stock market," Pacific-Basin Finance Journal, Elsevier, vol. 6(1-2), pages 103-114, May.
  21. Andrew Clare & Richard Priestley & Stephen Thomas, 1997. "The Robustness of the APT to Alternative Estimators," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 24(5), pages 645-655.
  22. Andrew Clare & Richard Priestley & Stephen Thomas, 1997. "Is Beta dead? The role of alternative estimation methods," Applied Economics Letters, Taylor & Francis Journals, vol. 4(9), pages 559-562.
  23. A. Antoniou & N. Ergul & P. Holmes & R. Priestley, 1997. "Technical analysis, trading volume and market efficiency: evidence from an emerging market," Applied Financial Economics, Taylor & Francis Journals, vol. 7(4), pages 361-365.
  24. Priestley, Richard, 1997. "Seasonality, Stock Returns and the Macroeconomy," Economic Journal, Royal Economic Society, vol. 107(445), pages 1742-50, November.
  25. A. D. Clare & R. Priestley & S. H. Thomas, 1997. "Stock return predictability or mismeasured risk?," Applied Financial Economics, Taylor & Francis Journals, vol. 7(6), pages 679-687.
  26. Ian Garrett & Richard Priestley, 1997. "Do Assumptions About Factor Structure Matter in Empirical Tests of the APT?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 24(2), pages 249-260.
  27. Andrew Clare & Richard Priestley, 1996. "Estimating the cost of capital of the UK's newly privatized utilities," Applied Economics Letters, Taylor & Francis Journals, vol. 3(10), pages 653-657.
  28. Priestley, Richard, 1996. "The arbitrage pricing theory, macroeconomic and financial factors, and expectations generating processes," Journal of Banking & Finance, Elsevier, vol. 20(5), pages 869-890, June.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2004-06-13. Author is listed
  2. NEP-CTA: Contract Theory & Applications (1) 2011-12-13. Author is listed
  3. NEP-IFN: International Finance (1) 2004-06-13. Author is listed

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