Publications
by members of
University of Bristol → School of Accounting and Finance
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles | Books | Chapters |
Working papers
2024
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
- Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
- Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
- Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
- Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
- Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
- Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
- Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
- Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
2021
- Sapre, Nikhil, 2021, "Revisiting the Expected Utility Theory and the Consumption CAPM," MPRA Paper, University Library of Munich, Germany, number 106668, Feb.
2020
- Massimo Guidolin & Manuela Pedio, 2020, "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20145.
- Guidolin, Massimo & Pedio, Manuela, 2021, "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101943.
- Daniele Bianchi & Massimo Guidolin & Manuela Pedio, 2020, "Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20143.
- Massimo Guidolin & Manuela Pedio, 2020, "Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20140.
- Francois Degeorge & Giuseppe Pratobevera, 2020, "Nepotism in IPOs: consequences for issuers and investors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-68, Aug.
- Degeorge, François & Pratobevera, Giuseppe, 2025, "Nepotism in IPOs: Consequences for Issuers and Investors," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 60, issue 5, pages 2367-2397, August.
2019
- Massimo Guidolin & Manuela Pedio & Alessandra tosi, 2019, "Time-Varying Price Discovery in Sovereign Credit Markets," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19120.
- Guidolin, Massimo & Pedio, Manuela & Tosi, Alessandra, 2021, "Time-varying price discovery in sovereign credit markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101388.
- Massimo Guidolin & Francesco Melloni & Manuela Pedio, 2019, "A Markov Switching Cointegration Analysis of the CDS-Bond Basis Puzzle," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19121.
- Massimo Guidolin & Manuela Pedio & Milena Petrova, 2019, "The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19122.
- Massimo Guidolin & Manuela Pedio & Milena T. Petrova, 2023, "The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis," The Journal of Real Estate Finance and Economics, Springer, volume 67, issue 1, pages 108-149, July, DOI: 10.1007/s11146-020-09769-2.
- Massimo Guidolin & Manuela Pedio & Dimos Andronoudis, 2019, "How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19117.
- Dimos Andronoudis & Massimo Guidolin & Manuela Pedio, 2025, "How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 25241.
- Massimo Guidolin & Manuela Pedio, 2019, "Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19106.
- Massimo Guidolin & Manuela Pedio, 2019, "Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 639.
- Massimo Guidolin & Manuela Pedio, 2019, "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19118.
- Massimo Guidolin & Valentina Massagli & Manuela Pedio, 2021, "Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 18, pages 1804-1833, December, DOI: 10.1080/1351847X.2021.1917442.
- Massimo Guidolin & Valentina Massagli & Manuela Pedio, 2021, "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 676.
2018
- Alexander Berglund & Massimo Guidolin & Manuela Pedio, 2018, "Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1884.
- Massimo Guidolin & Manuela Pedio, 2018, "Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1886.
- Tamara Nefedova & Giuseppe Pratobevera, 2018, "Do Institutional Investors Play Hide-and-Sell in the IPO Aftermarket?," Post-Print, HAL, number hal-02108887, Feb, DOI: 10.2139/ssrn.3189086.
- Nefedova, Tamara & Pratobevera, Giuseppe, 2020, "Do institutional investors play hide-and-sell in the IPO aftermarket?," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101627.
- Tamara Nefedova & Giuseppe Pratobevera, 2020, "Do institutional investors play hide-and-sell in the IPO aftermarket?," Post-Print, HAL, number hal-03071724, DOI: 10.1016/j.jcorpfin.2020.101627.
2017
- Marta Giampietro & Massimo Guidolin & Manuela Pedio, 2017, "Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 614.
- Giampietro, Marta & Guidolin, Massimo & Pedio, Manuela, 2018, "Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing," European Journal of Operational Research, Elsevier, volume 265, issue 2, pages 685-702, DOI: 10.1016/j.ejor.2017.07.045.
2016
- Giulia Dal Pra & Massimo Guidolin & Manuela Pedio & Fabiola Vasile, 2016, "Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1637.
2015
- Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2015, "The Impact of Monetary Policy on Corporate Bonds under Regime Shifts," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 562.
- Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2017, "The impact of monetary policy on corporate bonds under regime shifts," Journal of Banking & Finance, Elsevier, volume 80, issue C, pages 176-202, DOI: 10.1016/j.jbankfin.2017.03.011.
- Marta Giampietro & Massimo Guidolin & Manuela Pedio, 2015, "Can No-Arbitrage SDF Models with Regime Shifts Explain the Correlations Between Commodity, Stock, and Bond Returns?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1619.
- Rossi, Alberto G. & Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ, 2015, "Network centrality and pension fund performance," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-16.
2014
- Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2014, "Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1623.
- Michael Joyce & Zhuoshi Liu & Ian Tonks, 2014, "Institutional investor portfolio allocation, quantitative easing and the global financial crisis," Bank of England Staff Working Paper series, Bank of England, number 510, Sep.
2010
- Blake, David & Tonks, Ian & Timmermann, Allan & Wermers, Russ, 2010, "Decentralized Investment Management: Evidence from the Pension Fund Industry," CEPR Discussion Papers, Centre for Economic Policy Research, number 7679, Feb.
- 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, volume 68, issue 3, pages 1133-1178, June.
- Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ, 2010, "Decentralized investment management: evidence from the pension fund industry," MPRA Paper, University Library of Munich, Germany, number 35767, Feb.
- Gregg, Paul & Jewell, Sarah & Tonks, Ian, 2010, "Executive pay and performance in the UK," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119084, Nov.
- Paul Gregg & Sarah Jewell & Ian Tonks, 2010, "Executive Pay and Performance in the UK," FMG Discussion Papers, Financial Markets Group, number dp657, Oct.
- 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, University Library of Munich, Germany, number 34185, Mar.
2009
- Edmund Cannon & Ian Tonks, 2009, "The Value and Risk of Defined Contribution Pension Schemes: International Evidence," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/610, Jul.
- 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, volume 80, issue 1, pages 95-119, March, DOI: j.1539-6975.2011.01456.x.
2007
- Jonathan B. Berk & Ian Tonks, 2007, "Return Persistence and Fund Flows in the Worst Performing Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 13042, Apr.
2005
- Paul Gregg & Sarah Jewell & Ian Tonks, 2005, "Executive Pay and Performance in the UK 1994-2002," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 05/122, Jun.
2004
- Ian Tonks & Edmund Cannon, 2004, "UK Annuity Rates And Pension Replacement Ratios 1957-2002," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 71, Sep.
- Cannon, Edmund & Tonks, Ian, 2003, "UK annuity rates and pension replacement ratios 1957-2002," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24832, Apr.
- Gregory, Alan & Tonks, Ian, 2004, "Performance of personal pension schemes in the UK," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24698, Mar.
- Ellul, Andrew & Shin, Hyun Song & Tonks, Ian, 2004, "Opening and closing the market: evidence from the London Stock Exchange," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24753, Jul.
- 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, volume 40, issue 4, pages 779-801, December.
- Hyun Song Shin & Ian Tonks & Andrew Ellul, 2004, "Opening and Closing the Market: Evidence from the London Stock Exchange," FMG Discussion Papers, Financial Markets Group, number dp506, Jul.
- Alan Gregory & Ian Tonks, 2004, "(UBS Pensions series 22) Performance of Personal Pension Schemes in the UK," FMG Discussion Papers, Financial Markets Group, number dp486, Mar.
2003
- Ian Tonks, 2003, "(UBS Pensions series 8) UK Annuity Rates and Pension Replacement Ratios 1957 - 2002," FMG Discussion Papers, Financial Markets Group, number dp444, Apr.
2002
- Edmund Cannon & Ian Tonks, 2002, "Annuity Prices, Money's Worth and Replacement Ratios: UK experience 1972 - 2002," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 02/051, Sep.
- Edmund Cannon & Ian Tonks, 2002, "The Behaviour of UK Annuity Prices from 1972 to the Present," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 25, Sep.
- Tonks, Ian, 2002, "Performance Persistence of Pension Fund Managers," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 175, Aug.
- Ian Tonks, 2005, "Performance Persistence of Pension-Fund Managers," The Journal of Business, University of Chicago Press, volume 78, issue 5, pages 1917-1942, September, DOI: 10.1086/431447.
- Tonks, Ian, 2002, "Performance persistence of pension fund managers," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24942, Jan.
- Andy Snell & Ian Tonks, 2002, "Trading Costs of Institutional Investors in Auction and Dealer Markets," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 89, Jan.
- Acker, Daniella & Stalker, Mathew & Tonks, Ian, 2002, "Daily closing inside spreads and trading volumes around earnings announcements," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24908, Feb.
- Daniella Acker & Mathew Stalker & Ian Tonks, 2002, "Daily Closing Inside Spreads and Trading Volumes Around Earnings Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, volume 29, issue 9‐10, pages 1149-1179, DOI: 10.1111/1468-5957.00465.
- Ian Tonks & Daniella Acker & Matthew Stalker, 2002, "Daily Closing Inside Spreads and Trading Volumes around Earnings Announcements," FMG Discussion Papers, Financial Markets Group, number dp404, Feb.
- Hon, Mark T. & Tonks, Ian, 2002, "Momentum in the UK stock market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24909, Feb.
- Hon, Mark T. & Tonks, Ian, 2003, "Momentum in the UK stock market," Journal of Multinational Financial Management, Elsevier, volume 13, issue 1, pages 43-70, February.
- Ian Tonks & Mark T Hon, 2002, "Mommentum in the UK Stock Market," FMG Discussion Papers, Financial Markets Group, number dp405, Feb.
- Ian Tonks, 2002, "(UBS Pensions Series 1) Performance Persistence of Pension Fund Managers," FMG Discussion Papers, Financial Markets Group, number dp423, Feb.
1999
- Friederich, Sylvain & Gregory, Alan & Matako, John & Tonks, Ian, 1999, "Stock price patterns around the trades of corporate insiders on the London Stock Exchange," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119116, Sep.
- Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 1999, "Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03620363, Sep.
- Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 1999, "Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange," Post-Print, HAL, number halshs-03620363, Sep.
- Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks, 1999, "Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla99103, Sep.
- Black, Jane & Tonks, Ian, 1999, "Time series of commodity futures prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119117, Aug.
- Ian Tonks & Jane Black, 1999, "Time Series Volatility Commodity Futures Prices," FMG Discussion Papers, Financial Markets Group, number dp331, Aug.
- Jane Black & Ian Tonks, 2000, "Time series volatility of commodity futures prices," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 20, issue 2, pages 127-144, February.
- 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, Financial Markets Group, number dp332, Aug.
1998
- Andy Snell & Ian Tonks, 1998, "The Profitability of Block Trades in Auction and Dealer Markets," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 9, Oct.
- Snell, Andy & Tonks, Ian, 2000, "The profitability of block trades in auction and dealer markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119109, Feb.
- Ian Tonks & Andy Snell, 2000, "The Profitability of Block Trades Auction and Dealer Markets," FMG Discussion Papers, Financial Markets Group, number dp340, Feb.
1996
- Snell, Andy & Tonks, Ian & Bulkley, George, 1996, "Excessive stock price dispersion: a regression test of cross-sectional volatility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119165, Jun.
- Snell, Andy & Tonks, Ian, 1996, "Using time series methods to assess information and inventory effects in a dealer market in Il-liquid stocks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119167, Mar.
- 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, Financial Markets Group, number dp242, Mar.
- Ian Tonks & Andy Snell & George Bulkley, 1996, "Excessive Dispersion of US Stock Prices: A Regression Test of Cross-Sectional Volatility," FMG Discussion Papers, Financial Markets Group, number dp246, Jul.
- Ian Tonks, 1996, "The Equivalence of Screen Based Continuous-Auction and Dealer Markets," FMG Special Papers, Financial Markets Group, number sp92, Nov.
1993
- Gregory, Alan & Matako, John & Tonks, Ian & Purkis, Richard, 1993, "UK directors' trading: the impact of dealings in smaller firms," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119183, May.
- Gregory, Alan, et al, 1994, "UK Directors' Trading: The Impact of Dealings in Smaller Firms," Economic Journal, Royal Economic Society, volume 104, issue 422, pages 37-53, January.
- John Matatko & Alan Gregory & Ian Tonks & Richard Purkis, 1993, "UK Directors Trading: The Impact of Dealings in Smaller Firms," FMG Discussion Papers, Financial Markets Group, number dp160, May.
Undated
- Tonks, Ian, undated, "Bayesian Learning and the Optimal Investment Decision of the Firm," Economic Research Papers, University of Warwick - Department of Economics, number 269144, DOI: 10.22004/ag.econ.269144.
- Tonks, Ian, 1983, "Bayesian Learning and the Optimal Investment Decision of the Firm," Economic Journal, Royal Economic Society, volume 93, issue 369a, pages 87-98, Supplemen.
- Tonks, Ian, 1981, "Bayesian Learning and the Optimal Investment Decision of the Firm," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 192.
Journal articles
2025
- Degeorge, François & Pratobevera, Giuseppe, 2025, "Nepotism in IPOs: Consequences for Issuers and Investors," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 60, issue 5, pages 2367-2397, August.
- Francois Degeorge & Giuseppe Pratobevera, 2020, "Nepotism in IPOs: consequences for issuers and investors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-68, Aug.
2024
- Pratobevera, Giuseppe, 2024, "Bank-affiliated institutional investors and IPO syndicates formation," Journal of Corporate Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.jcorpfin.2024.102587.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
- Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
- Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
- Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
- Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
- Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
- Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
- Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
- Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
2022
- Pratobevera, Giuseppe, 2022, "Homework and finance students’ learning and achievement," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102496.
- Nikhil Sapre, 2022, "Financial inclusion: philosophical and methodological underpinnings," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 15, issue 3, pages 445-452, December, DOI: 10.1108/QRFM-10-2022-0179.
- Blake, David & Duffield, Mel & Tonks, Ian & Haig, Alistair & Blower, Dean & MacPhee, Laura, 2022, "Smart defaults: Determining the number of default funds in a pension scheme," The British Accounting Review, Elsevier, volume 54, issue 4, DOI: 10.1016/j.bar.2021.101042.
2021
- Farkas, Miklós & Váradi, Kata, 2021, "Do leveraged warrants prompt individuals to speculate on stock price reversals?," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 164-176, DOI: 10.1016/j.jempfin.2021.07.001.
- Farkas, Miklós, 2021, "Competition, communication and rating bias," Journal of Economic Behavior & Organization, Elsevier, volume 189, issue C, pages 637-656, DOI: 10.1016/j.jebo.2021.07.016.
- Petra Baji & Miklós Farkas & Ágota Dobos & Zsombor Zrubka & Levente Kovács & László Gulácsi & Márta Péntek, 2021, "Comparing the measurement properties of the ICECAP-A and ICECAP-O instruments in ages 50–70: a cross-sectional study on a representative sample of the Hungarian general population," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 22, issue 9, pages 1453-1466, December, DOI: 10.1007/s10198-021-01325-w.
- Massimo Guidolin & Manuela Pedio, 2021, "Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help?," Annals of Operations Research, Springer, volume 299, issue 1, pages 1317-1356, April, DOI: 10.1007/s10479-020-03515-w.
- Guidolin, Massimo & Pedio, Manuela & Tosi, Alessandra, 2021, "Time-varying price discovery in sovereign credit markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101388.
- Massimo Guidolin & Manuela Pedio & Alessandra tosi, 2019, "Time-Varying Price Discovery in Sovereign Credit Markets," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19120.
- Guidolin, Massimo & Pedio, Manuela, 2021, "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101943.
- Massimo Guidolin & Manuela Pedio, 2020, "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20145.
2020
- Petra Baji & Miklós Farkas & Dominik Golicki & Valentina Prevolnik Rupel & Renske Hoefman & Werner B. F. Brouwer & Job van Exel & Zsombor Zrubka & László Gulácsi & Márta Péntek, 2020, "Development of Population Tariffs for the CarerQol Instrument for Hungary, Poland and Slovenia: A Discrete Choice Experiment Study to Measure the Burden of Informal Caregiving," PharmacoEconomics, Springer, volume 38, issue 6, pages 633-643, June, DOI: 10.1007/s40273-020-00899-2.
- Alexander Berglund & Massimo Guidolin & Manuela Pedio, 2020, "Monetary policy after the crisis: A threat to hedge funds' alphas?," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 3, pages 219-238, May, DOI: 10.1057/s41260-020-00160-7.
- Nefedova, Tamara & Pratobevera, Giuseppe, 2020, "Do institutional investors play hide-and-sell in the IPO aftermarket?," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101627.
- Tamara Nefedova & Giuseppe Pratobevera, 2018, "Do Institutional Investors Play Hide-and-Sell in the IPO Aftermarket?," Post-Print, HAL, number hal-02108887, Feb, DOI: 10.2139/ssrn.3189086.
- Tamara Nefedova & Giuseppe Pratobevera, 2020, "Do institutional investors play hide-and-sell in the IPO aftermarket?," Post-Print, HAL, number hal-03071724, DOI: 10.1016/j.jcorpfin.2020.101627.
2019
- Guidolin, Massimo & Pedio, Manuela, 2019, "Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models," Journal of Economic Dynamics and Control, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jedc.2019.103723.
- Guidolin, Massimo & Hansen, Erwin & Pedio, Manuela, 2019, "Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 83-114, DOI: 10.1016/j.finmar.2019.04.001.
2018
- Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2018, "How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns," Quantitative Finance, Taylor & Francis Journals, volume 18, issue 1, pages 139-169, January, DOI: 10.1080/14697688.2017.1351619.
- Giampietro, Marta & Guidolin, Massimo & Pedio, Manuela, 2018, "Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing," European Journal of Operational Research, Elsevier, volume 265, issue 2, pages 685-702, DOI: 10.1016/j.ejor.2017.07.045.
- Marta Giampietro & Massimo Guidolin & Manuela Pedio, 2017, "Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 614.
- Christina Dargenidou & Ian Tonks & Fanis Tsoligkas, 2018, "Insider trading and the post†earnings announcement drift," Journal of Business Finance & Accounting, Wiley Blackwell, volume 45, issue 3-4, pages 482-508, March, DOI: 10.1111/jbfa.12305.
- Rossi, Alberto G. & Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ, 2018, "Network centrality and delegated investment performance," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 183-206, DOI: 10.1016/j.jfineco.2018.02.003.
- Wolfgang Bessler & David Blake & Peter Lückoff & Ian Tonks, 2018, "Fund Flows, Manager Changes, and Performance Persistence
[Does motivation matter when assessing trade performance? An analysis of mutual funds]," Review of Finance, European Finance Association, volume 22, issue 5, pages 1911-1947.
2017
- Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2017, "The impact of monetary policy on corporate bonds under regime shifts," Journal of Banking & Finance, Elsevier, volume 80, issue C, pages 176-202, DOI: 10.1016/j.jbankfin.2017.03.011.
- Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2015, "The Impact of Monetary Policy on Corporate Bonds under Regime Shifts," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 562.
- Guidolin, Massimo & Pedio, Manuela, 2017, "Identifying and measuring the contagion channels at work in the European financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 117-134, DOI: 10.1016/j.intfin.2017.01.001.
- Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian, 2017, "New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 3, pages 1279-1299, June.
- Michael A.S. Joyce & Zhuoshi Liu & Ian Tonks, 2017, "Institutional Investors and the QE Portfolio Balance Channel," Journal of Money, Credit and Banking, Blackwell Publishing, volume 49, issue 6, pages 1225-1246, September, DOI: 10.1111/jmcb.12415.
2016
- Cannon, Edmund & Tonks, Ian & Yuille, Rob, 2016, "The effect of the reforms to compulsion on annuity demand," National Institute Economic Review, National Institute of Economic and Social Research, volume 237, issue , pages 47-54, August.
- Edmund Cannon & Ian Tonks & Rob Yuille, 2016, "The Effect of the Reforms to Compulsion on Annuity Demand," National Institute Economic Review, National Institute of Economic and Social Research, volume 237, issue 1, pages 47-54, August.
- Cannon, Edmund & Tonks, Ian, 2016, "Cohort mortality risk or adverse selection in annuity markets?," Journal of Public Economics, Elsevier, volume 141, issue C, pages 68-81, DOI: 10.1016/j.jpubeco.2016.07.002.
2015
- Cannon, Edmund & Stevens, Ralph & Tonks, Ian, 2015, "Price efficiency in the Dutch Annuity Market," Journal of Pension Economics and Finance, Cambridge University Press, volume 14, issue 1, pages 1-18, January.
2014
- Petra Baji & Milena Pavlova & László Gulácsi & Miklós Farkas & Wim Groot, 2014, "The link between past informal payments and willingness of the Hungarian population to pay formal fees for health care services: results from a contingent valuation study," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 15, issue 8, pages 853-867, November, DOI: 10.1007/s10198-013-0531-y.
- Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2014, "Unconventional monetary policies and the corporate bond market," Finance Research Letters, Elsevier, volume 11, issue 3, pages 203-212, DOI: 10.1016/j.frl.2014.04.003.
- Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian, 2014, "Improved inference in the evaluation of mutual fund performance using panel bootstrap methods," Journal of Econometrics, Elsevier, volume 183, issue 2, pages 202-210, DOI: 10.1016/j.jeconom.2014.05.010.
2013
- Alan Gregory & Rajesh Tharyan & Ian Tonks, 2013, "More than Just Contrarians: Insider Trading in Glamour and Value Firms," European Financial Management, European Financial Management Association, volume 19, issue 4, pages 747-774, September, DOI: 10.1111/j.1468-036X.2011.00608.x.
- 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, volume 68, issue 3, pages 1133-1178, June.
- Blake, David & Tonks, Ian & Timmermann, Allan & Wermers, Russ, 2010, "Decentralized Investment Management: Evidence from the Pension Fund Industry," CEPR Discussion Papers, Centre for Economic Policy Research, number 7679, Feb.
- Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ, 2010, "Decentralized investment management: evidence from the pension fund industry," MPRA Paper, University Library of Munich, Germany, number 35767, Feb.
- 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, volume 80, issue 1, pages 95-119, March, DOI: j.1539-6975.2011.01456.x.
- Edmund Cannon & Ian Tonks, 2009, "The Value and Risk of Defined Contribution Pension Schemes: International Evidence," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/610, Jul.
- Weixi Liu & Ian Tonks, 2013, "Pension Funding Constraints and Corporate Expenditures," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 2, pages 235-258, April, DOI: 10.1111/obes.2013.75.issue-2.
2012
- 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., volume 12, issue 1, pages 89-122, March.
2010
- 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, volume 37, issue 3‐4, pages 408-421, April, DOI: 10.1111/j.1468-5957.2010.02201.x.
2009
- 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, volume 8, issue 4, pages 451-483, October.
2005
- 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, volume 40, issue 4, pages 779-801, December.
- Ellul, Andrew & Shin, Hyun Song & Tonks, Ian, 2004, "Opening and closing the market: evidence from the London Stock Exchange," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24753, Jul.
- Hyun Song Shin & Ian Tonks & Andrew Ellul, 2004, "Opening and Closing the Market: Evidence from the London Stock Exchange," FMG Discussion Papers, Financial Markets Group, number dp506, Jul.
- Ian Tonks, 2005, "Performance Persistence of Pension-Fund Managers," The Journal of Business, University of Chicago Press, volume 78, issue 5, pages 1917-1942, September, DOI: 10.1086/431447.
- Tonks, Ian, 2002, "Performance Persistence of Pension Fund Managers," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 175, Aug.
- Tonks, Ian, 2002, "Performance persistence of pension fund managers," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24942, Jan.
2004
- Edmund Cannon & Ian Tonks, 2004, "U.K. Annuity Rates, Money's Worth and Pension Replacement Ratios 1957–2002," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 29, issue 3, pages 371-393, July.
2003
- Andy Snell & Ian Tonks, 2003, "A theoretical analysis of institutional investors' trading costs in auction and dealer markets," Economic Journal, Royal Economic Society, volume 113, issue 489, pages 576-597, July.
- Hon, Mark T. & Tonks, Ian, 2003, "Momentum in the UK stock market," Journal of Multinational Financial Management, Elsevier, volume 13, issue 1, pages 43-70, February.
- Hon, Mark T. & Tonks, Ian, 2002, "Momentum in the UK stock market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24909, Feb.
- Ian Tonks & Mark T Hon, 2002, "Mommentum in the UK Stock Market," FMG Discussion Papers, Financial Markets Group, number dp405, Feb.
2002
- 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, volume 8, issue 1, pages 7-30, March, DOI: 10.1111/1468-036X.00174.
- Daniella Acker & Mathew Stalker & Ian Tonks, 2002, "Daily Closing Inside Spreads and Trading Volumes Around Earnings Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, volume 29, issue 9‐10, pages 1149-1179, DOI: 10.1111/1468-5957.00465.
- Acker, Daniella & Stalker, Mathew & Tonks, Ian, 2002, "Daily closing inside spreads and trading volumes around earnings announcements," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24908, Feb.
- Ian Tonks & Daniella Acker & Matthew Stalker, 2002, "Daily Closing Inside Spreads and Trading Volumes around Earnings Announcements," FMG Discussion Papers, Financial Markets Group, number dp404, Feb.
- 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, volume 21, issue 3, pages 193-217.
2001
- A Thomas & I Tonks, 2001, "Equity performance of segregated pension funds in the UK," Journal of Asset Management, Palgrave Macmillan, volume 1, issue 4, pages 321-343, April, DOI: 10.1057/palgrave.jam.2240025.
2000
- 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, volume 6, issue 3, pages 319-342, September, DOI: 10.1111/1468-036X.00127.
- Jane Black & Ian Tonks, 2000, "Time series volatility of commodity futures prices," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 20, issue 2, pages 127-144, February.
- Ian Tonks & Jane Black, 1999, "Time Series Volatility Commodity Futures Prices," FMG Discussion Papers, Financial Markets Group, number dp331, Aug.
1998
- 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, volume 25, issue 9‐10, pages 1037-1079, November, DOI: 10.1111/1468-5957.00226.
- 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, volume 5, issue 1, pages 1-25, January.
1997
- 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, volume 24, issue 3, pages 309-342, April, DOI: 10.1111/1468-5957.00107.
1995
- Snell, Andy & Tonks, Ian, 1995, "Determinants of Price Quote Revisions on the London Stock Exchange," Economic Journal, Royal Economic Society, volume 105, issue 428, pages 77-94, January.
1994
- Gregory, Alan, et al, 1994, "UK Directors' Trading: The Impact of Dealings in Smaller Firms," Economic Journal, Royal Economic Society, volume 104, issue 422, pages 37-53, January.
- Gregory, Alan & Matako, John & Tonks, Ian & Purkis, Richard, 1993, "UK directors' trading: the impact of dealings in smaller firms," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119183, May.
- John Matatko & Alan Gregory & Ian Tonks & Richard Purkis, 1993, "UK Directors Trading: The Impact of Dealings in Smaller Firms," FMG Discussion Papers, Financial Markets Group, number dp160, May.
1993
- Board, John & Bulkley, George & Tonks, Ian, 1993, "A cross-sectional variance bounds test," Economics Letters, Elsevier, volume 42, issue 4, pages 373-377.
1992
- Bulkley, George & Tonks, Ian, 1992, "Trading Rules and Excess Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 27, issue 3, pages 365-382, September.
- Black, Jane M. & Tonks, Ian, 1992, "Asset price variability in a rational expectations equilibrium," European Economic Review, Elsevier, volume 36, issue 7, pages 1367-1377, October.
1991
- Bulkley, George & Tonks, Ian, 1991, "Cross-sectional Volatility on the U.K. Stock Market," The Manchester School of Economic & Social Studies, University of Manchester, volume 59, issue 0, pages 72-80, Supplemen.
1990
- Black, Jane & Tonks, Ian, 1990, "Asset Price Variability under Asymmetric Information," Economic Journal, Royal Economic Society, volume 100, issue 400, pages 67-77, Supplemen.
- Tonks, Ian, 1990, "Take-overs: Unlocking corporate value," European Management Journal, Elsevier, volume 8, issue 1, pages 126-129, March.
1989
- Bulkley, George & Tonks, Ian, 1989, "Are U.K. Stock Prices Excessively Volatile? Trading Rules and Variance Bounds Tests," Economic Journal, Royal Economic Society, volume 99, issue 398, pages 1083-1098, December.
- 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, volume 71, issue 2, pages 332-336, May.
1986
- Tonks, Ian, 1986, "The demand for information and the diffusion of a new product," International Journal of Industrial Organization, Elsevier, volume 4, issue 4, pages 397-408, December.
1984
- Ian Tonks, 1984, "A Bayesian Approach to the Production of Information with a Linear Utility Function," The Review of Economic Studies, Review of Economic Studies Ltd, volume 51, issue 3, pages 521-527.
1983
- Tonks, Ian, 1983, "Bayesian Learning and the Optimal Investment Decision of the Firm," Economic Journal, Royal Economic Society, volume 93, issue 369a, pages 87-98, Supplemen.
- Tonks, Ian, undated, "Bayesian Learning and the Optimal Investment Decision of the Firm," Economic Research Papers, University of Warwick - Department of Economics, number 269144, DOI: 10.22004/ag.econ.269144.
- Tonks, Ian, 1981, "Bayesian Learning and the Optimal Investment Decision of the Firm," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 192.
Books
2016
- Viola Fabbrini & Massimo Guidolin & Manuela Pedio, 2016, "Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets: An Empirical Model," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-56139-8, ISBN: ARRAY(0xa3d72d98), April, DOI: 10.1007/978-1-137-56139-8.
2008
- Cannon, Edmund & Tonks, Ian, 2008, "Annuity Markets," OUP Catalogue, Oxford University Press, number 9780199216994, ISBN: ARRAY(0x80f448a0).
Chapters
2004
- Edmund Cannon & Ian Tonks, 2004, "The behavior of UK annuity prices from 1972 to 2002," Chapters, Edward Elgar Publishing, chapter 8, in: Elsa Fornero & Elisa Luciano, "Developing an Annuity Market in Europe".
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