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Robert Simon Hudson

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Personal Details

First Name:Robert
Middle Name:Simon
Last Name:Hudson
Suffix:
RePEc Short-ID:phu153
Hull, United Kingdom
http://www.hull.ac.uk/hubs/

: 01482 466217

University of Hull, Hull, HU6 7RX
RePEc:edi:dehuluk (more details at EDIRC)
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  1. Robert D. J. Anderson & John Ashton & Robert S. Hudson, 2013. "The Influence of Product Age on Pricing Decisions: An examination of bank deposit interest rate setting," Working Papers 13014, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  2. M. Eskandar Shah & Sourafel Girm & R. Hudson, 2012. "Rationalizing the Value Premium under Economic Fundamentals in an Emerging Market," Working Papers 12010, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  3. John Ashton & Robert S. Hudson, 2011. "The price, quality and distribution of mortgage payment protection insurance: A hedonic pricing approach," Working Papers 11010, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  4. John Ashton & Robert S. Hudson, 2011. "Should the joint provision of credit insurance with unsecured lending be prohibited? An examination of the UK payment protection insurance market," Working Papers 11008, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  5. John K. Ashton & Robert Hudson, 2006. "Interest Rate Clustering in UK Financial Services Markets," Working Papers 06-14, Centre for Competition Policy, University of East Anglia.
  1. El Kalak, Izidin & Azevedo, Alcino & Hudson, Robert, 2016. "Reviewing the hedge funds literature II: Hedge funds' returns and risk management characteristics," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 55-66.
  2. El Kalak, Izidin & Hudson, Robert, 2016. "The effect of size on the failure probabilities of SMEs: An empirical study on the US market using discrete hazard model," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 135-145.
  3. Urquhart, Andrew & Hudson, Robert, 2016. "Investor sentiment and local bias in extreme circumstances: The case of the Blitz," Research in International Business and Finance, Elsevier, vol. 36(C), pages 340-350.
  4. Muhammed-Shahid Ebrahim & Robert Hudson & Abdullah Iqbal & Mohamed Eskandar Shah MohdRasid, 2016. "Dispelling the myth of a value premium: contrary evidence of Malaysian crony capitalism," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 7(1), pages 1-33.
  5. El Kalak, Izidin & Azevedo, Alcino & Hudson, Robert, 2016. "Reviewing the hedge funds literature I: Hedge funds and hedge funds' managerial characteristics," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 85-97.
  6. Duxbury, Darren & Hudson, Robert & Keasey, Kevin & Yang, Zhishu & Yao, Songyao, 2015. "Do the disposition and house money effects coexist? A reconciliation of two behavioral biases using individual investor-level data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 55-68.
  7. Hudson, Robert & Urquhart, Andrew, 2015. "War and stock markets: The effect of World War Two on the British stock market," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 166-177.
  8. Forbes, William & Hudson, Robert & Skerratt, Len & Soufian, Mona, 2015. "Which heuristics can aid financial-decision-making?," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 199-210.
  9. Hanxiong Zhang & Robert Hudson & Hugh Metcalf & Viktor Manahov, 2015. "Identification of house price bubbles using user cost in a state space model," Applied Economics, Taylor & Francis Journals, vol. 47(56), pages 6088-6101, December.
  10. Hudson, Robert S. & Gregoriou, Andros, 2015. "Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 151-162.
  11. Gebka, Bartosz & Hudson, Robert S. & Atanasova, Christina V., 2015. "The benefits of combining seasonal anomalies and technical trading rules," Finance Research Letters, Elsevier, vol. 14(C), pages 36-44.
  12. Manahov, Viktor & Hudson, Robert & Hoque, Hafiz, 2015. "Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 37(C), pages 85-98.
  13. Urquhart, Andrew & Gebka, Bartosz & Hudson, Robert, 2015. "How exactly do markets adapt? Evidence from the moving average rule in three developed markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 127-147.
  14. Anderson, Robert D.J. & Ashton, John K. & Hudson, Robert S., 2014. "The influence of product age on pricing decisions: An examination of bank deposit interest rate setting," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 216-230.
  15. John K. Ashton & Robert S. Hudson, 2014. "Do Lenders Cross-Subsidise Loans by Selling Payment Protection Insurance?," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 21(1), pages 121-138, February.
  16. Viktor Manahov & Mona Soufian & Robert Hudson, 2014. "The Implications Of Trader Cognitive Abilities On Stock Market Properties," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 21(1), pages 1-18, 01.
  17. Viktor Manahov & Robert Hudson, 2014. "The implications of high-frequency trading on market efficiency and price discovery," Applied Economics Letters, Taylor & Francis Journals, vol. 21(16), pages 1148-1151, November.
  18. Manahov, Viktor & Hudson, Robert & Gebka, Bartosz, 2014. "Does high frequency trading affect technical analysis and market efficiency? And if so, how?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 131-157.
  19. Manahov, Viktor & Hudson, Robert & Linsley, Philip, 2014. "New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 299-316.
  20. Urquhart, Andrew & Hudson, Robert, 2013. "Efficient or adaptive markets? Evidence from major stock markets using very long run historic data," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 130-142.
  21. Alzahrani, Ahmed A. & Gregoriou, Andros & Hudson, Robert, 2013. "Price impact of block trades in the Saudi stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 322-341.
  22. Darren Duxbury & Robert Hudson & Kevin Keasey & Zhishu Yang & Songyao Yao, 2013. "How prior realized outcomes affect portfolio decisions," Review of Quantitative Finance and Accounting, Springer, vol. 41(4), pages 611-629, November.
  23. Amini, Shima & Gebka, Bartosz & Hudson, Robert & Keasey, Kevin, 2013. "A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations," International Review of Financial Analysis, Elsevier, vol. 26(C), pages 1-17.
  24. Duxbury, Darren & Summers, Barbara & Hudson, Robert & Keasey, Kevin, 2013. "How people evaluate defined contribution, annuity-based pension arrangements: A behavioral exploration," Journal of Economic Psychology, Elsevier, vol. 34(C), pages 256-269.
  25. Viktor Manahov & Robert Hudson, 2013. "New Evidence of Technical Trading Profitability," Economics Bulletin, AccessEcon, vol. 33(4), pages 2493-2503.
  26. Manahov, Viktor & Hudson, Robert, 2013. "Herd behaviour experimental testing in laboratory artificial stock market settings. Behavioural foundations of stylised facts of financial returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4351-4372.
  27. Alzahrani, Ahmed A. & Gregoriou, Andros & Hudson, Robert, 2012. "Can market frictions really explain the price impact asymmetry of block trades? Evidence from the Saudi Stock Market," Emerging Markets Review, Elsevier, vol. 13(2), pages 202-209.
  28. J. K. Ashton & B. Gerrard & R. Hudson, 2011. "Do national soccer results really impact on the stock market?," Applied Economics, Taylor & Francis Journals, vol. 43(26), pages 3709-3717.
  29. Amini, Shima & Hudson, Robert & Keasey, Kevin, 2010. "Stock return predictability despite low autocorrelation," Economics Letters, Elsevier, vol. 108(1), pages 101-103, July.
  30. Victor Phua & Howard Chan & Robert Faff & Robert Hudson, 2010. "The influence of time, seasonality and market state on momentum: insights from the Australian stock market," Applied Financial Economics, Taylor & Francis Journals, vol. 20(20), pages 1547-1563.
  31. Atanasova, Christina V. & Hudson, Robert S., 2010. "Technical trading rules and calendar anomalies -- Are they the same phenomena?," Economics Letters, Elsevier, vol. 106(2), pages 128-130, February.
  32. Robert Hudson, 2008. "Has regulation killed off the defined benefit scheme as a cost effective tool for human resource management?," Journal of Financial Regulation and Compliance, Emerald Group Publishing, vol. 16(3), pages 220-229, September.
  33. Radha K. Shiwakoti & Kevin Keasey & Robert Hudson, 2008. "Comparative performance of UK mutual building societies and stock retail banks: further evidence," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 48(2), pages 319-336.
  34. Charlie X. Cai & David Hillier & Robert Hudson & Kevin Keasey, 2008. "Trading Frictions and Market Structure: An Empirical Analysis," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(3-4), pages 563-579.
  35. Ashton, John K. & Hudson, Robert S., 2008. "Interest rate clustering in UK financial services markets," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1393-1403, July.
  36. Robert Hudson, 2007. "Mortality projections and unisex pricing of annuities in the UK," Journal of Financial Regulation and Compliance, Emerald Group Publishing, vol. 15(2), pages 166-179, July.
  37. Summers, Barbara & Duxbury, Darren & Hudson, Robert & Keasey, Kevin, 2006. "As time goes by: An investigation of how asset allocation varies with investor age," Economics Letters, Elsevier, vol. 91(2), pages 210-214, May.
  38. Radha Shiwakoti & Robert Hudson & Helen Short, 2005. "A study of the initial returns and the aftermarket performance of initial public offerings of demutualized building societies in the UK," Applied Economics Letters, Taylor & Francis Journals, vol. 12(7), pages 403-409.
  39. Chong, Ryan & Hudson, Robert & Keasey, Kevin & Littler, Kevin, 2005. "Pre-holiday effects: International evidence on the decline and reversal of a stock market anomaly," Journal of International Money and Finance, Elsevier, vol. 24(8), pages 1226-1236, December.
  40. Duxbury, Darren & Hudson, Robert & Keasey, Kevin & Summers, Barbara, 2005. "Should actions speak louder than words? Individuals' attitudes and behavior in asset allocation choices," Economics Letters, Elsevier, vol. 89(1), pages 107-111, October.
  41. Bokhari, Jawaad & Cai, Charlie & Hudson, Robert & Keasey, Kevin, 2005. "The predictive ability and profitability of technical trading rules: does company size matter?," Economics Letters, Elsevier, vol. 86(1), pages 21-27, January.
  42. Barbara Summers & Evan Griffiths & Robert Hudson, 2004. "Back to the future: an empirical investigation into the validity of stock index models over time," Applied Financial Economics, Taylor & Francis Journals, vol. 14(3), pages 209-214.
  43. Charlie X. Cai & Robert Hudson & Kevin Keasey, 2004. "Intra Day Bid-Ask Spreads, Trading Volume and Volatility: Recent Empirical Evidence from the London Stock Exchange," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(5-6), pages 647-676.
  44. Charlie Cai & Robert Hudson & Kevin Keasey, 2003. "Trading frequency and the compass rose," Applied Economics Letters, Taylor & Francis Journals, vol. 10(8), pages 511-517.
  45. J. K. Ashton & B. Gerrard & R. Hudson, 2003. "Economic impact of national sporting success: evidence from the London stock exchange," Applied Economics Letters, Taylor & Francis Journals, vol. 10(12), pages 783-785.
  46. Robert Hudson & Kevin Keasey & Kevin Littler, 2002. "Why investors should be cautious of the academic approach to testing for stock market anomalies," Applied Financial Economics, Taylor & Francis Journals, vol. 12(9), pages 681-686.
  47. Robert Hudson & Kevin Keasey & Kevin Littler, 2001. "The risk and return of UK equities following price innovations: a case of market inefficiency?," Applied Financial Economics, Taylor & Francis Journals, vol. 11(2), pages 187-196.
  48. Wang, Eliza & Hudson, Robert & Keasey, Kevin, 2000. "Tick size and the compass rose: further insights," Economics Letters, Elsevier, vol. 68(2), pages 119-125, August.
  49. Robert Hudson & Kevin Keasey & Mike Dempsey, 1998. "Share prices under Tory and Labour governments in the UK since 1945," Applied Financial Economics, Taylor & Francis Journals, vol. 8(4), pages 389-400.
  50. Hudson, Robert & Dempsey, Michael & Keasey, Kevin, 1996. "A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994," Journal of Banking & Finance, Elsevier, vol. 20(6), pages 1121-1132, July.
    RePEc:eme:jfrcpp:v:14:y:2006:i:4:p:363-374 is not listed on IDEAS
    RePEc:eme:jfrcpp:v:13:y:2005:i:2:p:132-141 is not listed on IDEAS
    RePEc:eme:jfrcpp:v:13:y:2005:i:3:p:260-267 is not listed on IDEAS
    RePEc:ccp:journl:v:10:y:2003:i:12:p:783-785 is not listed on IDEAS
  1. Review of Behavioral Finance, Emerald Group Publishing.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-COM: Industrial Competition (1) 2007-07-07. Author is listed
  2. NEP-MAC: Macroeconomics (1) 2007-07-07. Author is listed

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