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Publications

by alumni of

Henley Business School
University of Reading
Reading, United Kingdom

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2023

  1. Canback, Staffan, 2023. "Toward an Integrated Strategy Development Framework: A New Synthesis based on The Giants of the Past," MPRA Paper 117311, University Library of Munich, Germany.
  2. Andreas G. F. Hoepner & Ioannis Oikonomou & Zacharias Sautner & Laura T. Starks & Xiaoyan Zhou, 2023. "ESG Shareholder Engagement and Downside Risk," Swiss Finance Institute Research Paper Series 23-77, Swiss Finance Institute.

2021

  1. Carol Alexander & Xi Chen & Charles Ward, 2021. "Risk-Adjusted Valuation for Real Option Decisions," Papers 2109.04793, arXiv.org.

2020

  1. Emese Lazar & Shuyuan Qi & Radu Tunaru, 2020. "Measures of Model Risk in Continuous-time Finance Models," Papers 2010.08113, arXiv.org, revised Oct 2020.

2018

  1. Carol Alexander & Emese Lazar & Silvia Stanescu, 2018. "Analytic Moments for GARCH Processes," Papers 1808.09666, arXiv.org, revised Sep 2018.

2017

  1. Emese Lazar & Ning Zhang, 2017. "Model Risk of Expected Shortfall," ICMA Centre Discussion Papers in Finance icma-dp2017-10, Henley Business School, University of Reading.
  2. Emmanouil Platanakis & Athanasios Sakkas & Charles Sutcliffe, 2017. "Should Portfolio Model Inputs Be Estimated Using One or Two Economic Regimes?," ICMA Centre Discussion Papers in Finance icma-dp2017-07, Henley Business School, University of Reading.
  3. Emmanouil Platanakis & Charles Sutcliffe, 2017. "Pension Schemes, Taxation and Stakeholder Wealth: The USS Rule Changes," ICMA Centre Discussion Papers in Finance icma-dp2017-08, Henley Business School, University of Reading.
  4. Emmanouil Platanakis & Athanasios Sakkas & Charles Sutcliffe, 2017. "Harmful Diversification: Evidence from Alternative Investments," ICMA Centre Discussion Papers in Finance icma-dp2017-09, Henley Business School, University of Reading.
  5. Ioannis Oikonomou & Chao Yin & Lei Zhao, 2017. "Investment Horizon and Corporate Social Performance: The Virtuous Circle of Long-Term Institutional Ownership and Responsible Firm Conduct," ICMA Centre Discussion Papers in Finance icma-dp2017-06, Henley Business School, University of Reading.

2015

  1. Emmanouil Platanakis & Charles Sutcliffe, 2015. "Pension Scheme Redesign and Wealth Redistribution Between the Members and Sponsor: The USS Rule Change in October 2011," ICMA Centre Discussion Papers in Finance icma-dp2015-05, Henley Business School, University of Reading.

2014

  1. Alexey Akimov & Chyi Lin Lee & Simon Stevenson, 2014. "The Sensitivity of European Publically Listed Real Estate to Interest Rates," ERES eres2014_77, European Real Estate Society (ERES).
  2. Andreas Hoepner & Ioannis Oikonomou & Bert Scholtens & Michael Schroder, 2014. "The Effects of Corporate and Country Sustainability Characteristics on the Cost of Debt: An International Investigation," ICMA Centre Discussion Papers in Finance icma-dp2014-14, Henley Business School, University of Reading.

2013

  1. Charles Sutcliffe, 2013. "Trading Death: The Implications of Annuity Replication for the Annuity Puzzle, Arbitrage, Speculation and Portfolios," ICMA Centre Discussion Papers in Finance icma-dp2013-06, Henley Business School, University of Reading.
  2. Alexey Akimov & Simon Stevenson, 2013. "Securitised Real Estate Regime-Switching Behaviour and the Relationship with Market Interest Rates," ERES eres2013_346, European Real Estate Society (ERES).

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. Avino, Davide & Lazar, Emese & Varotto, Simone, 2012. "Price Discovery of Credit Spreads in Tranquil and Crisis Periods," MPRA Paper 42847, University Library of Munich, Germany.
  3. Avino, Davide & Lazar, Emese, 2012. "Rethinking Capital Structure Arbitrage," MPRA Paper 42850, University Library of Munich, Germany.
  4. Avino, Davide & Lazar, Emese & Varotto, Simone, 2012. "Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options," MPRA Paper 56781, University Library of Munich, Germany.
  5. 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.
  6. Konstantina Kappou & Ioannis Oikonomou, 2012. "Is there a Gold Social Seal? The Financial Effects of Additions to and Deletions from Social Stock Indices," ICMA Centre Discussion Papers in Finance icma-dp2012-10, Henley Business School, University of Reading.

2011

  1. Carol Alexander & Emese Lazar & Silvia Stanescu, 2011. "Analytic Approximations to GARCH Aggregated Returns Distributions with Applications to VaR and ETL," ICMA Centre Discussion Papers in Finance icma-dp2011-08, Henley Business School, University of Reading.
  2. 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.
  3. Ogonna Nneji & Charles Ward, 2011. "An investigation of bubble spillovers from the stock market and the residential property market to REITs," ERES eres2011_75, European Real Estate Society (ERES).
  4. 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.
  5. 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. 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. Charles Sutcliffe, 2009. "Back to the Future: A Long Term Solution to the Occupational Pensions Crisis," ICMA Centre Discussion Papers in Finance icma-dp2009-13, Henley Business School, University of Reading.

2008

  1. Carol Alexander & Emese Lazar, 2008. "Markov Switching GARCH Diffusion," ICMA Centre Discussion Papers in Finance icma-dp2008-01, Henley Business School, University of Reading.
  2. Jim Clayton & Gianluca Marcato & Charles Ward, 2008. "Systematic Influences On Reit Liquidity," ERES eres2008_125, European Real Estate Society (ERES).
  3. Yoshiki Kago & Charles W.R. Ward, 2008. "Hedging Effectiveness Of Total Returns Swaps: Application To The Japanese Market," ERES eres2008_169, European Real Estate Society (ERES).
  4. Gerald Blundell & Charles Ward, 2008. "The Accuracy of Valuations - Expectation and Reality," Real Estate & Planning Working Papers rep-wp2008-14, Henley Business School, University of Reading.

2007

  1. Canback, Staffan & D'Agnese, Frank, 2007. "Where in the world is the market? : The income distribution approach to understanding consumer demand in emerging countries," MPRA Paper 13854, University Library of Munich, Germany.
  2. Fei Chen & Charles Sutcliffe, 2007. "Better cross hedges with composite hedging? Hedging equity portfoloios using financial and commodity features," ICMA Centre Discussion Papers in Finance icma-dp2007-04, Henley Business School, University of Reading.
  3. Charles Sutcliffe, 2007. "Should Defined Benefit Pension Schemes be Career Average or Final Salary?," ICMA Centre Discussion Papers in Finance icma-dp2007-06, Henley Business School, University of Reading.
  4. Adrian Bell & Charles Sutcliffe, 2007. "Valuing Medieval Annuities: Were Corrodies Underpriced?," ICMA Centre Discussion Papers in Finance icma-dp2007-15, Henley Business School, University of Reading, revised Jul 2009.
  5. Gianluca Marcato & Robert Fourt & Ch Ward & Robert Fourt & Charles Ward, 2007. "Real Option Pricing in Mixed-use Development Projects," ERES eres2007_223, European Real Estate Society (ERES).
  6. 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.
  7. Gianluca Marcato & Charles Ward, 2007. "Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets," Real Estate & Planning Working Papers rep-wp2007-07, Henley Business School, University of Reading.

2006

  1. Gianluca Marcato & Charles Ward, 2006. "Back from Beyond the Bid-Ask Spread: Perspectives on Liquidity," Real Estate & Planning Working Papers rep-wp2006-15, Henley Business School, University of Reading.

2005

  1. Carol Alexandra & Emese Lazar, 2005. "The Continuous Limit of GARCH Processess," ICMA Centre Discussion Papers in Finance icma-dp2004-09, Henley Business School, University of Reading, revised Jul 2004.
  2. Carol Alexandra & Emese Lazar, 2005. "On The Continuous Limit of GARCH," ICMA Centre Discussion Papers in Finance icma-dp2005-13, Henley Business School, University of Reading.
  3. Carol Alexandra & Emese Lazar, 2005. "Asymmetries and Volatility Regimes in the European Equity Markets," ICMA Centre Discussion Papers in Finance icma-dp2005-14, Henley Business School, University of Reading.
  4. Charles Sutcliffe, 2005. "Merging Schemes: An Ecomomic Analysis of Defined Benefit Pension Scheme Merger Criteria," ICMA Centre Discussion Papers in Finance icma-dp2005-09, Henley Business School, University of Reading.
  5. John Board & Charles Sutcliffe, 2005. "Joined-Up Pensions Policy in the UK: An Asset-Libility Model for Simultaneously Determining the Asset Allocation and Contribution Rate," ICMA Centre Discussion Papers in Finance icma-dp2005-11, Henley Business School, University of Reading.
  6. John Board & Alfonso Dufour & Charles Sutcliffe & Stephen Wells, 2005. "A False Perception? The relative riskiness of AIM and listed Stocks," ICMA Centre Discussion Papers in Finance icma-dp2006-01, Henley Business School, University of Reading.
  7. Giacomo Morri & Charles Ward, 2005. "Explaining Deviations from NAV in UK Property Companies: Rationality and Sentimentality," ERES eres2005_259, European Real Estate Society (ERES).

2004

  1. Staffan Canback, 2004. "Diseconomies of scale in large corporations: Theory and empirical analysis," Industrial Organization 0402001, University Library of Munich, Germany.
  2. Carol Alexandra & Emese Lazar, 2004. "Normal Mixture GARCH (1,1): Application to Exchange Rate Modelling," ICMA Centre Discussion Papers in Finance icma-dp2004-05, Henley Business School, University of Reading.
  3. Carol Alexandra & Emese Lazar, 2004. "The Equity Index Skew, Market Crashes and Asymmetric Normal Mixture GARCH," ICMA Centre Discussion Papers in Finance icma-dp2004-13, Henley Business School, University of Reading.
  4. 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. Staffan Canback & Phillip Samouel & David Price, 2003. "Strategy and structure in interaction: What determines the boundaries of the firm?," Industrial Organization 0303003, University Library of Munich, Germany, revised 17 Mar 2003.
  2. Staffan Canback, 2003. "Bureaucratic limits of firm size: Academic summary," Industrial Organization 0304006, University Library of Munich, Germany, revised 10 Nov 2003.
  3. Staffan Canback, 2003. "Bureaucratic limits of firm size: Practitioner's summary," Industrial Organization 0311001, University Library of Munich, Germany, revised 03 Jun 2005.
  4. Carol Alexandra & Emese Lazar, 2003. "Symmetric Normal Mixture GARCH," ICMA Centre Discussion Papers in Finance icma-dp2003-09, Henley Business School, University of Reading.
  5. Colin Lizieri & Patrick McAllister & Charles Ward, 2003. "Monetary Integration and Real Estate Markets: An Investigation of the Impact of the Introduction of a Single Currency on Real Estate Performance," Real Estate & Planning Working Papers rep-wp2003-12, Henley Business School, University of Reading.

2002

  1. Stephen Wells & Charles Sutcliffe & John Board, 2002. "Market Regulation in a Dynamic Environment," FMG Special Papers sp144, Financial Markets Group.
  2. Patric H. Hendershott & Charles W.R. Ward, 2002. "Valuing and Pricing Retail Leases with Renewal and Overage Options," NBER Working Papers 9214, National Bureau of Economic Research, Inc.

2001

  1. Sun, P. & Sutcliffe, C., 2001. "Scheduled Announcements and Volatility Patterns: The Effects of Monetary Policy Committee Announcements on LIBOR and Short Sterling Futures and Options," Papers 01-177, University of Southampton - Department of Accounting and Management Science.
  2. Philip McCann & Charles Ward, 2001. "The Optimal Length of Industrial and Commercial Leases: Pricing and Welfare Implications," ERES eres2001_226, European Real Estate Society (ERES).

2000

  1. Bennell, J. & Sutcliffe, C., 2000. "Black-Scholes Versus Neural Networks in Pricing FTSE 100 Options," Papers 00-156, University of Southampton - Department of Accounting and Management Science.
  2. Colin Lizieri & Charles Ward, 2000. "Commercial Real Estate Return Distributions: A Review Of Literature And Empirical Evidence," Real Estate & Planning Working Papers rep-wp2000-01, Henley Business School, University of Reading.

1999

  1. Board, J. & Sutcliffe, C. & Ziemba, W., 1999. "The Application of Operations Research Techniques to Financial Markets," Papers 99-147, University of Southampton - Department of Accounting and Management Science.
  2. Zacharatos, N. & Sutcliffe, C., 1999. "Is the Forward Rate for the Greek Drachma Unbiased? A VECM Analysis with both Overlapping and Non-Overlapping Data," Papers 99-151, University of Southampton - Department of Accounting and Management Science.
  3. Andrew E. Baum & Colin Beardsley & Charles Ward, 1999. "The Sensitivity of Option-based Approaches to Valuation Models: An Empirical Examination," ERES eres1999_129, European Real Estate Society (ERES).

1998

  1. Staffan Canback, 1998. "Managerial diseconomies of scale: Literature survey and hypotheses anchored in transaction cost economics," Industrial Organization 9810001, University Library of Munich, Germany, revised 04 Oct 2002.
  2. Staffan Canback, 1998. "Transaction cost theory and management consulting: Why do management consultants exist?," Industrial Organization 9810002, University Library of Munich, Germany, revised 15 Nov 2002.

1996

  1. Board, J. & Sutcliffe, C., 1996. "The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options," Papers 96-126, University of Southampton - Department of Accounting and Management Science.
  2. Neil Crosby & Nick French & Charles Ward, 1996. "Contemporary UK Market Valuation Methods for Over-Rented Investment Properties: A Framework for Risk Adjustment," ERES eres1996_149, European Real Estate Society (ERES).

1995

  1. Board, J. & Sutcliffe, C., 1995. "The Performance of Covered Calls and Protective Puts," Papers 105, University of Southampton - Department of Accounting and Management Science.
  2. R.J. Barkham & C.W.R. Ward, 1995. "The Inflation Hedging Characteristics of Property and Prop. Company Shares," ERES eres1995_133, European Real Estate Society (ERES).

1994

  1. Beattie, V. & Casson, P. & Dale, R. & McKenzie, G. & Sutcliffe, C. & Turner, M., 1994. "Loan Loss Provision by International Banks: Estimation, Determinants and Evidence," Papers 94-90, University of Southampton - Department of Accounting and Management Science.

1993

  1. Board, J. & Sutcliffe, C., 1993. "The Dual Listing of Stock Index Futures: Arbitrage, Spread Arbitrage and Currency Risk," Papers 93-76, University of Southampton - Department of Accounting and Management Science.
  2. Nick French & Charles Ward, 1993. "Valuation and arbitrage," ERES eres1993_121, European Real Estate Society (ERES).

Journal articles

2025

  1. Lazar, Emese & Zhang, Ning, 2025. "Model Risk of Volatility Models," Econometrics and Statistics, Elsevier, vol. 35(C), pages 1-22.

2024

  1. Qiu, Zhiguo & Lazar, Emese & Nakata, Keiichi, 2024. "VaR and ES forecasting via recurrent neural network-based stateful models," International Review of Financial Analysis, Elsevier, vol. 92(C).
  2. Hu, Haoshen & Lazar, Emese & Pan, Jingqi & Wang, Shixuan, 2024. "Environmental performance and credit ratings: A transatlantic study," International Review of Financial Analysis, Elsevier, vol. 96(PB).
  3. Lazar, Emese & Pan, Jingqi & Wang, Shixuan, 2024. "On the estimation of Value-at-Risk and Expected Shortfall at extreme levels," Journal of Commodity Markets, Elsevier, vol. 34(C).
  4. Emese Lazar & Shuyuan Qi & Radu Tunaru, 2024. "Measures of Model Risk for Continuous-Time Finance Models," Journal of Financial Econometrics, Oxford University Press, vol. 22(5), pages 1456-1481.
  5. Zhao, Zucheng & Sutcliffe, Charles, 2024. "Why are pension schemes frozen, and how does a freeze affect the Employer's risk?," International Review of Economics & Finance, Elsevier, vol. 94(C).
  6. Andreas G F Hoepner & Ioannis Oikonomou & Zacharias Sautner & Laura T Starks & Xiao Y Zhou, 2024. "ESG shareholder engagement and downside risk," Review of Finance, European Finance Association, vol. 28(2), pages 483-510.
  7. Cathcart, Lara & Dufour, Alfonso & Rossi, Ludovico & Varotto, Simone, 2024. "Corporate bankruptcy and banking deregulation: The effect of financial leverage," Journal of Banking & Finance, Elsevier, vol. 166(C).

2023

  1. Lazar, Emese & Wang, Shixuan & Xue, Xiaohan, 2023. "Loss function-based change point detection in risk measures," European Journal of Operational Research, Elsevier, vol. 310(1), pages 415-431.
  2. Xinyu Huang & Weihao Han & David Newton & Emmanouil Platanakis & Dimitrios Stafylas & Charles Sutcliffe, 2023. "The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19," The European Journal of Finance, Taylor & Francis Journals, vol. 29(7), pages 800-825, May.
  3. Beccalli, Elena & Rossi, Ludovico & Viola, Andrea, 2023. "Network vs integrated organizational structure of cooperative banks: Evidence on the Italian reform," International Review of Financial Analysis, Elsevier, vol. 89(C).

2022

  1. Lazar, Emese & Qi, Shuyuan, 2022. "Model risk in the over-the-counter market," European Journal of Operational Research, Elsevier, vol. 298(2), pages 769-784.
  2. Yushuang Jiang & Emese Lazar, 2022. "Forecasting VIX Using Filtered Historical Simulation [A GARCH Option Pricing Model with Filtered Historical Simulation]," Journal of Financial Econometrics, Oxford University Press, vol. 20(4), pages 655-680.
  3. Alexandridis, George & Hoepner, Andreas G.F. & Huang, Zhenyi & Oikonomou, Ioannis, 2022. "Corporate social responsibility culture and international M&As," The British Accounting Review, Elsevier, vol. 54(1).

2021

  1. Alexander, Carol & Lazar, Emese & Stanescu, Silvia, 2021. "Analytic moments for GJR-GARCH (1, 1) processes," International Journal of Forecasting, Elsevier, vol. 37(1), pages 105-124.
  2. Carol Alexander & Emese Lazar, 2021. "The continuous limit of weak GARCH," Econometric Reviews, Taylor & Francis Journals, vol. 40(2), pages 197-216, February.
  3. Newton, David & Platanakis, Emmanouil & Stafylas, Dimitrios & Sutcliffe, Charles & Ye, Xiaoxia, 2021. "Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach," The British Accounting Review, Elsevier, vol. 53(5).
  4. Platanakis, Emmanouil & Sutcliffe, Charles & Ye, Xiaoxia, 2021. "Horses for courses: Mean-variance for asset allocation and 1/N for stock selection," European Journal of Operational Research, Elsevier, vol. 288(1), pages 302-317.
  5. Zucheng Zhao & Charles Sutcliffe, 2021. "What determines the asset allocation of defined benefit pension funds?," Applied Economics, Taylor & Francis Journals, vol. 53(36), pages 4178-4191, August.
  6. Zucheng Zhao & Charles Sutcliffe, 2021. "Asset–liability models and the Chinese basic pension fund," Economic and Political Studies, Taylor & Francis Journals, vol. 9(2), pages 186-216, April.
  7. Alexander, Carol & Chen, Xi & Ward, Charles, 2021. "Risk-adjusted valuation for real option decisions," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 1046-1064.

2020

  1. Lazar, Emese & Xue, Xiaohan, 2020. "Forecasting risk measures using intraday data in a generalized autoregressive score framework," International Journal of Forecasting, Elsevier, vol. 36(3), pages 1057-1072.
  2. Charles Ward & Chao Yin & Yeqin Zeng, 2020. "Motivated monitoring by institutional investors and firm investment efficiency," European Financial Management, European Financial Management Association, vol. 26(2), pages 348-385, March.
  3. Alexey Akimov & Chyi Lin Lee & Simon Stevenson, 2020. "Interest Rate Sensitivity in European Public Real Estate Markets," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 25(2), pages 138-150, August.
  4. Ioannis Oikonomou & Chao Yin & Lei Zhao, 2020. "Investment horizon and corporate social performance: the virtuous circle of long-term institutional ownership and responsible firm conduct," The European Journal of Finance, Taylor & Francis Journals, vol. 26(1), pages 14-40, January.
  5. Elena Beccalli & Ludovico Rossi, 2020. "Economies or diseconomies of scope in the EU banking industry?," European Financial Management, European Financial Management Association, vol. 26(5), pages 1261-1293, November.
  6. Cathcart, Lara & Dufour, Alfonso & Rossi, Ludovico & Varotto, Simone, 2020. "The differential impact of leverage on the default risk of small and large firms," Journal of Corporate Finance, Elsevier, vol. 60(C).

2019

  1. Lazar, Emese & Zhang, Ning, 2019. "Model risk of expected shortfall," Journal of Banking & Finance, Elsevier, vol. 105(C), pages 74-93.
  2. Platanakis, Emmanouil & Sakkas, Athanasios & Sutcliffe, Charles, 2019. "Harmful diversification: Evidence from alternative investments," The British Accounting Review, Elsevier, vol. 51(1), pages 1-23.
  3. Gong, Mengfeng & Gao, Yuan & Koh, Lenny & Sutcliffe, Charles & Cullen, John, 2019. "The role of customer awareness in promoting firm sustainability and sustainable supply chain management," International Journal of Production Economics, Elsevier, vol. 217(C), pages 88-96.
  4. Emmanouil Platanakis & Athanasios Sakkas & Charles Sutcliffe, 2019. "The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models," Applied Economics Letters, Taylor & Francis Journals, vol. 26(6), pages 516-521, March.
  5. Oikonomou, Ioannis & Stancu, Andrei & Symeonidis, Lazaros & Wese Simen, Chardin, 2019. "The information content of short-term options," Journal of Financial Markets, Elsevier, vol. 46(C).

2018

  1. Oikonomou, Ioannis & Platanakis, Emmanouil & Sutcliffe, Charles, 2018. "Socially responsible investment portfolios: Does the optimization process matter?," The British Accounting Review, Elsevier, vol. 50(4), pages 379-401.
  2. Platanakis, Emmanouil & Sutcliffe, Charles & Urquhart, Andrew, 2018. "Optimal vs naïve diversification in cryptocurrencies," Economics Letters, Elsevier, vol. 171(C), pages 93-96.
  3. Ward, Charles & Yin, Chao & Zeng, Yeqin, 2018. "Institutional investor monitoring motivation and the marginal value of cash," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 49-75.
  4. Yin, Chao & Ward, Charles & Tsolacos, Sotiris, 2018. "Motivated monitoring: The importance of the institutional investment horizon," International Review of Financial Analysis, Elsevier, vol. 60(C), pages 197-212.

2017

  1. Emmanouil Platanakis & Charles Sutcliffe, 2017. "Asset–liability modelling and pension schemes: the application of robust optimization to USS," The European Journal of Finance, Taylor & Francis Journals, vol. 23(4), pages 324-352, March.

2016

  1. Platanakis, Emmanouil & Sutcliffe, Charles, 2016. "Pension scheme redesign and wealth redistribution between the members and sponsor: The USS rule change in October 2011," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 14-28.
  2. Alexey Akimov & Elaine Hutson & Simon Stevenson, 2016. "The Interaction of Volatility, Volume and Skewness: Empirical Evidence from REITs," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 22(1), pages 1-17, January.
  3. Andreas Hoepner & Ioannis Oikonomou & Bert Scholtens & Michael Schröder, 2016. "The Effects of Corporate and Country Sustainability Characteristics on The Cost of Debt: An International Investigation," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 43(1-2), pages 158-190, January.
  4. Konstantina Kappou & Ioannis Oikonomou, 2016. "Is There a Gold Social Seal? The Financial Effects of Additions to and Deletions from Social Stock Indices," Journal of Business Ethics, Springer, vol. 133(3), pages 533-552, February.

2015

  1. Avino, Davide & Lazar, Emese & Varotto, Simone, 2015. "Time varying price discovery," Economics Letters, Elsevier, vol. 126(C), pages 18-21.
  2. Sutcliffe, Charles, 2015. "Trading death: The implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 163-174.
  3. 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.
  4. Alexey Akimov & Simon Stevenson & Maxim Zagonov, 2015. "Public Real Estate and the Term Structure of Interest Rates: A Cross-Country Study," The Journal of Real Estate Finance and Economics, Springer, vol. 51(4), pages 503-540, November.
  5. Alexey Akimov & Simon Stevenson & James Young, 2015. "Synchronisation and commonalities in metropolitan housing market cycles," Urban Studies, Urban Studies Journal Limited, vol. 52(9), pages 1665-1682, July.

2014

  1. Eran Shor & Arnout Rijt & Charles Ward & Saoussan Askar & Steven Skiena, 2014. "Is There a Political Bias? A Computational Analysis of Female Subjects' Coverage in Liberal and Conservative Newspapers," Social Science Quarterly, Southwestern Social Science Association, vol. 95(5), pages 1213-1229, December.
  2. Simon Stevenson & Alexey Akimov & Elaine Hutson & Alexandra Krystalogianni, 2014. "Concordance in Global Office Market Cycles," Regional Studies, Taylor & Francis Journals, vol. 48(3), pages 456-470, March.
  3. 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.
  4. 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.

2013

  1. Avino, Davide & Lazar, Emese & Varotto, Simone, 2013. "Price discovery of credit spreads in tranquil and crisis periods," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 242-253.
  2. Alexander, Carol & Lazar, Emese & Stanescu, Silvia, 2013. "Forecasting VaR using analytic higher moments for GARCH processes," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 36-45.
  3. 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.
  4. 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.
  5. 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.

2012

  1. 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.
  2. 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.
  3. Fei Chen & Charles Sutcliffe, 2012. "Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures," The European Journal of Finance, Taylor & Francis Journals, vol. 18(6), pages 575-595, August.
  4. Fei Chen & Charles Sutcliffe, 2012. "Pricing And Hedging Short Sterling Options Using Neural Networks," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 19(2), pages 128-149, April.
  5. 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.

2010

  1. Bell, Adrian & Sutcliffe, Charles, 2010. "Valuing medieval annuities: Were corrodies underpriced?," Explorations in Economic History, Elsevier, vol. 47(2), pages 142-157, April.
  2. 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.

2009

  1. Carol Alexander & Emese Lazar, 2009. "Modelling Regime‐Specific Stock Price Volatility," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(6), pages 761-797, December.

2008

  1. Badescu Alex & Kulperger Reg & Lazar Emese, 2008. "Option Valuation with Normal Mixture GARCH Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(2), pages 1-42, May.
  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. John Board & Charles Sutcliffe, 2007. "Joined-Up Pensions Policy in the UK: An Asset-Liability Model for Simultaneously Determining the Asset Allocation and Contribution Rate," Economic Analysis, Institute of Economic Sciences, vol. 40(3-4), pages 87-118.
  2. Gianluca Marcato & Charles Ward, 2007. "Back from Beyond the Bid–Ask Spread: Estimating Liquidity in International Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 35(4), pages 599-622, December.

2006

  1. Emese Lazar & Carol Alexander, 2006. "Normal mixture GARCH(1,1): applications to exchange rate modelling," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 307-336.
  2. Sutcliffe, C. M. S., 2006. "Merging Schemes: An Economic Analysis of Defined Benefit Pension Scheme Merger Criteria," Annals of Actuarial Science, Cambridge University Press, vol. 1(2), pages 203-220, September.

2005

  1. Sutcliffe, Charles, 2005. "The cult of the equity for pension funds: should it get the boot?," Journal of Pension Economics and Finance, Cambridge University Press, vol. 4(1), pages 57-85, March.

2004

  1. Sutcliffe, C. M. S., 2004. "Pension Scheme Asset Allocation with Taxation Arbitrage, Risk Sharing and Default Insurance," British Actuarial Journal, Cambridge University Press, vol. 10(5), pages 1111-1131, December.
  2. Julia Bennell & Charles Sutcliffe, 2004. "Black–Scholes versus artificial neural networks in pricing FTSE 100 options," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 12(4), pages 243-260, October.
  3. Patric H. Hendershott & Bryan D. MacGregor & Charles W.R. Ward, 2004. "Introduction," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(2), pages 181-182, June.
  4. Philip McCann & Charles Ward, 2004. "Real Estate Rental Payments: Application of Stock-Inventory Modeling," The Journal of Real Estate Finance and Economics, Springer, vol. 28(2_3), pages 273-292, March.

2003

  1. John Board & Charles Sutcliffe & William T. Ziemba, 2003. "Applying Operations Research Techniques to Financial Markets," Interfaces, INFORMS, vol. 33(2), pages 12-24, April.
  2. Peng Sun & Charles Sutcliffe, 2003. "Scheduled announcements and volatility patterns: The effects of monetary policy committee announcements on LIBOR and short sterling futures and options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(8), pages 773-797, August.
  3. David Collett & Colin Lizieri & Charles Ward, 2003. "Timing and the Holding Periods of Institutional Real Estate," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 31(2), pages 205-222, June.
  4. Colin Lizieri & Patrick McAllister & Charles Ward, 2003. "Continental Shift? An Analysis of Convergence Trends in European Real Estate Equities," Journal of Real Estate Research, American Real Estate Society, vol. 25(1), pages 1-22.
  5. Hendershott, Patric H & Ward, Charles W R, 2003. "Valuing and Pricing Retail Leases with Renewal and Overage Options," The Journal of Real Estate Finance and Economics, Springer, vol. 26(2-3), pages 223-240, March-May.

2001

  1. John Board & Gleb Sandmann & Charles Sutcliffe, 2001. "The Effect of Futures Market Volume on Spot Market Volatility," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 28(7‐8), pages 799-819, September.
  2. S L Lee & C W R Ward, 2001. "Persistence of UK real estate returns: A Markov chain analysis," Journal of Asset Management, Palgrave Macmillan, vol. 1(3), pages 279-291, January.

2000

  1. John Board & Charles Sutcliffe, 2000. "The Proof of the Pudding: The Effects of Increased Trade Transparency in the London Stock Exchange," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 27(7‐8), pages 887-909, September.
  2. John Board & Charles Sutcliffe & Anne Vila, 2000. "Market Maker Performance: The Search for Fair Weather Market Makers," Journal of Financial Services Research, Springer;Western Finance Association, vol. 17(3), pages 259-276, September.
  3. J. Board & C. Sutcliffe & E. Patrinos, 2000. "The performance of covered calls," The European Journal of Finance, Taylor & Francis Journals, vol. 6(1), pages 1-17.
  4. N French & J W Kay & C W R Ward, 2000. "Timing and diversification: Required information coefficients for tactical asset allocation," Journal of Asset Management, Palgrave Macmillan, vol. 1(1), pages 60-71, July.

1999

  1. Richard J. Barkham & Charles W. R. Ward, 1999. "Investor Sentiment and Noise Traders: Discount to Net Asset Value in Listed Property Companies in the U.K," Journal of Real Estate Research, American Real Estate Society, vol. 18(2), pages 291-312.

1998

  1. John Board & Charles Sutcliffe, 1998. "Options trading when the underlying market is not transparent," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 18(2), pages 225-242, April.

1997

  1. John Board & Charles Sutcliffe, 1997. "Inventory‐based stock market transparency rules," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 5(1), pages 23-28, January.
  2. Rob Gray & David Alexander & Brian Rutherford & Geoffrey Whittington & Charles Sutcliffe, 1997. "Book Reviews," Accounting and Business Research, Taylor & Francis Journals, vol. 28(1), pages 83-88, December.
  3. Szabó, S. & Ward, C., 1997. "Factoring abelian groups and tiling binary spaces," Pure Mathematics and Applications, Department of Mathematics, Corvinus University of Budapest, vol. 8(1), pages 111-115.
  4. Neil Crosby & Nick French & Charles Ward, 1997. "Contemporary UK market valuation methods for over-rented investment properties: a framework for risk adjustment," Journal of Property Research, Taylor & Francis Journals, vol. 14(2), pages 99-115, January.

1996

  1. John Board & Charles Sutcliffe, 1996. "Trade Transparency and the London Stock Exchange," European Financial Management, European Financial Management Association, vol. 2(3), pages 355-365, November.
  2. John Board & Charles Sutcliffe, 1996. "The dual listing of stock index futures: Arbitrage, spread arbitrage, and currency risk," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(1), pages 29-54, February.

1994

  1. John L. G. Board & Charles M. S. Sutcliffe, 1994. "Estimation Methods in Portfolio Selection and the Effectiveness of Short Sales Restrictions: UK Evidence," Management Science, INFORMS, vol. 40(4), pages 516-534, April.

1990

  1. Limmack, R. J. & Ward, C. W. R., 1990. "The October 1987 stock market crash : An exploratory analysis of share price models," Journal of Banking & Finance, Elsevier, vol. 14(2-3), pages 273-289, August.

1989

  1. Choi, Daniel F S & Ward, Charles W R, 1989. "The Reconciliation of the Smith's and Jarrow and Rudd's Option Sensitivity Formulae: A Teaching Note," The Financial Review, Eastern Finance Association, vol. 24(3), pages 507-510, August.

1986

  1. C M S Sutcliffe & J L G Board, 1986. "Designing Secondary School Catchment Areas Using Goal Programming," Environment and Planning A, , vol. 18(5), pages 661-675, May.

1983

  1. Sinclair, M Thea & Sutcliffe, Charles M S, 1983. "Injection Leakages, Trade Repercussions and the Regional Income Multiplier: An Extension," Scottish Journal of Political Economy, Scottish Economic Society, vol. 30(3), pages 275-286, November.

1982

  1. Sinclair, M Thea & Sutcliffe, Charles M S, 1982. "Keynesian Income Multipliers with First and Second Round Effects: An Application to Tourist Expenditure," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 44(4), pages 321-338, November.
  2. Charles Sutcliffe, 1982. "Inflation and Prisoner's Dilemmas," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 4(4), pages 574-585, July.

1981

  1. Gandhi, Devinder K. & Saunders, Anthony & Woodward, Richard & Ward, Charles, 1981. "The British investor's gains from international portfolio investment," Journal of Banking & Finance, Elsevier, vol. 5(2), pages 155-165, June.

1980

  1. Saunders, Anthony & Ward, Charles & Woodward, Richard, 1980. "Stochastic Dominance and the Performance of U.K. Unit Trusts," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(2), pages 323-330, June.

1979

  1. Saunders, Anthony & Ward, Charles, 1979. "Bid Behaviour and the Determination of UK Treasury Bill Rates, 1970-1976," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 41(3), pages 215-226, August.

1978

  1. Sinclair, M Thea & Sutcliffe, Charles M S, 1978. "The First Round of the Keynesian Regional Income Multiplier," Scottish Journal of Political Economy, Scottish Economic Society, vol. 25(2), pages 177-186, June.

1976

  1. Saunders, Anthony & Ward, Charles, 1976. "Regulation, Risk and Performance of U.K. Clearing Banks 1965-75," Journal of Industrial Economics, Wiley Blackwell, vol. 25(2), pages 143-159, December.

Books

2016

  1. Charles Sutcliffe, 2016. "Finance and Occupational Pensions," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-349-94863-5, November.

2015

  1. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-36130-1, November.

2002

  1. John Board & Charles Sutcliffe & Stephen Wells, 2002. "Transparency and Fragmentation," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-4039-0707-3, November.

Chapters

2023

  1. Emmanouil Platanakis & Charles Sutcliffe, 2023. "Cryptocurrency Portfolios Using Heuristics," Lecture Notes in Operations Research, in: Pascal Alphonse & Karima Bouaiss & Pascal Grandin & Constantin Zopounidis (ed.), Essays on Financial Analytics, pages 117-128, Springer.

2018

  1. Ludovico Rossi & Elena Beccalli, 2018. "Economies of Scope in the EU Banking Industry," CSR, Sustainability, Ethics & Governance, in: Belén Díaz Díaz & Samuel O. Idowu & Philip Molyneux (ed.), Corporate Governance in Banking and Investor Protection, chapter 0, pages 123-147, Springer.

2016

  1. Charles Sutcliffe, 2016. "Introduction to Pension Schemes," Palgrave Macmillan Books, in: Finance and Occupational Pensions, chapter 1, pages 1-41, Palgrave Macmillan.
  2. Charles Sutcliffe, 2016. "Selected Pension Scheme Topics," Palgrave Macmillan Books, in: Finance and Occupational Pensions, chapter 2, pages 43-120, Palgrave Macmillan.
  3. Charles Sutcliffe, 2016. "Investment by Pension Funds," Palgrave Macmillan Books, in: Finance and Occupational Pensions, chapter 3, pages 121-190, Palgrave Macmillan.
  4. Charles Sutcliffe, 2016. "Corporate Finance and Pension Schemes," Palgrave Macmillan Books, in: Finance and Occupational Pensions, chapter 4, pages 191-245, Palgrave Macmillan.
  5. Charles Sutcliffe, 2016. "Annuities," Palgrave Macmillan Books, in: Finance and Occupational Pensions, chapter 5, pages 247-299, Palgrave Macmillan.

2015

  1. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Introduction," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 1, pages 1-2, Palgrave Macmillan.
  2. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Regression Analyses with Multiple Variables," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 10, pages 64-72, Palgrave Macmillan.
  3. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Market-Switching Stocks," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 11, pages 73-82, Palgrave Macmillan.
  4. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "GARCH Analysis of Switchers," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 12, pages 83-86, Palgrave Macmillan.
  5. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Conclusions," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 13, pages 87-92, Palgrave Macmillan.
  6. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Activities," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 2, pages 3-4, Palgrave Macmillan.
  7. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Interviews," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 3, pages 5-6, Palgrave Macmillan.
  8. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Literature Review," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 4, pages 7-30, Palgrave Macmillan.
  9. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Empirical Analysis," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 5, pages 31-40, Palgrave Macmillan.
  10. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Preliminary Data Analysis," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 6, pages 41-48, Palgrave Macmillan.
  11. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Volatility Estimation," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 7, pages 49-53, Palgrave Macmillan.
  12. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Basic Analysis of Relative Volatility," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 8, pages 54-57, Palgrave Macmillan.
  13. John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells, 2015. "Relative Risk Allowing for Size, Age or Liquidity," Palgrave Macmillan Books, in: Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies, chapter 9, pages 58-63, Palgrave Macmillan.

2002

  1. John Board & Charles Sutcliffe & Stephen Wells, 2002. "Executive Summary and Policy Implications," Palgrave Macmillan Books, in: Transparency and Fragmentation, chapter 1, pages 1-4, Palgrave Macmillan.
  2. John Board & Charles Sutcliffe & Stephen Wells, 2002. "A New Regulatory Framework," Palgrave Macmillan Books, in: Transparency and Fragmentation, chapter 10, pages 254-261, Palgrave Macmillan.
  3. John Board & Charles Sutcliffe & Stephen Wells, 2002. "Introduction and Overview," Palgrave Macmillan Books, in: Transparency and Fragmentation, chapter 2, pages 5-32, Palgrave Macmillan.
  4. John Board & Charles Sutcliffe & Stephen Wells, 2002. "The Recognised Investment Exchanges," Palgrave Macmillan Books, in: Transparency and Fragmentation, chapter 3, pages 33-50, Palgrave Macmillan.
  5. John Board & Charles Sutcliffe & Stephen Wells, 2002. "Fragmentation and Consolidation," Palgrave Macmillan Books, in: Transparency and Fragmentation, chapter 4, pages 51-100, Palgrave Macmillan.
  6. John Board & Charles Sutcliffe & Stephen Wells, 2002. "Policy Responses to Fragmentation," Palgrave Macmillan Books, in: Transparency and Fragmentation, chapter 6, pages 141-178, Palgrave Macmillan.
  7. John Board & Charles Sutcliffe & Stephen Wells, 2002. "Theory and Results on Transparency," Palgrave Macmillan Books, in: Transparency and Fragmentation, chapter 7, pages 179-206, Palgrave Macmillan.
  8. John Board & Charles Sutcliffe & Stephen Wells, 2002. "The Regulation of Transparency," Palgrave Macmillan Books, in: Transparency and Fragmentation, chapter 8, pages 207-239, Palgrave Macmillan.
  9. John Board & Charles Sutcliffe & Stephen Wells, 2002. "Over the Counter (OTC) Markets," Palgrave Macmillan Books, in: Transparency and Fragmentation, chapter 9, pages 240-253, Palgrave Macmillan.

1983

  1. C. W. R. Ward, 1983. "Methods of Incorporating Risk in the Analysis of Commercial Property Investment: Multi-Period Asset Pricing Approach," Palgrave Macmillan Books, in: Desmond Corner & David G. Mayes (ed.), Modern Portfolio Theory and Financial Institutions, chapter 7, pages 135-162, Palgrave Macmillan.

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