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Jerry Coakley

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First Name:Jerry
Middle Name:
Last Name:Coakley
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RePEc Short-ID:pco48
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https://www.essex.ac.uk/people/coakl35000/jerry-coakley
Essex Business School University of Essex Wivenhoe Park Colchester CO4 3SQ UK
+44 (0)1206 872455

Affiliation

Essex Business School
University of Essex

Colchester, United Kingdom
https://www.essex.ac.uk/departments/essex-business-school/
RePEc:edi:daessuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Coakley, Jerry & Cumming, Douglas & Lazos, Aristogenis & Vismara, Silvio, 2022. "Corporate governance with crowd investors in innovative entrepreneurial finance: Nominee structure and coinvestment in equity crowdfunding," Essex Finance Centre Working Papers 33709, University of Essex, Essex Business School.
  2. Coakley, Jerry & Cumming, Douglas J. & Lazos, Aristogenis & Vismara, Silvio, 2021. "Enfranchising the crowd: Nominee account equity crowdfunding," CFS Working Paper Series 664, Center for Financial Studies (CFS).
  3. Jerry Coakley & Jian Dollery & Neil Kellard, 2006. "Long Memory and Structural Breaks in Commodity Futures Basis and Market," Computing in Economics and Finance 2006 523, Society for Computational Economics.
  4. Periklis Kougoulis & John C. Nankervis & Jerry Coakley, 2006. "Generalized variance ratio tests in the presence of statistical dependence," Computing in Economics and Finance 2006 180, Society for Computational Economics.
  5. Stuart Snaith & Neil Kellard & Jerry Coakley, 2006. "The Forward Premium Anomaly at Long Horizons," Computing in Economics and Finance 2006 474, Society for Computational Economics.
  6. Alfonso Gutierrez & Jerry Coakley & Neil Kellard, 2006. "Threshold Autoregressive Models of the Commodities Futures Basis," Computing in Economics and Finance 2006 323, Society for Computational Economics.
  7. Stuart Snaith & Jerry Coakley, 2004. "The overvaluation of PPP in Europe?," Computing in Economics and Finance 2004 285, Society for Computational Economics.
  8. Jerry Coakley & Periklis Kougoulis, 2004. "Comovement and FTSE 100 Index Changes," Money Macro and Finance (MMF) Research Group Conference 2004 11, Money Macro and Finance Research Group.
  9. Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo, 2004. "The Feldstein-Horioka puzzle is not as bad as you think," Money Macro and Finance (MMF) Research Group Conference 2003 17, Money Macro and Finance Research Group.
  10. Jerry Coakley & Stuart Snaith, 2004. "Testing for Long Run Relative PPP in Europe," Money Macro and Finance (MMF) Research Group Conference 2004 34, Money Macro and Finance Research Group.
  11. Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2004. "Unobserved Heterogeneity in Panel Time Series Models," Birkbeck Working Papers in Economics and Finance 0403, Birkbeck, Department of Economics, Mathematics & Statistics.
  12. Ana-Maria Fuertes & Jerry Coakley & Andrew Wood, 2004. "A new interpretation of the real exchange rate - yield differential nexus," Money Macro and Finance (MMF) Research Group Conference 2003 32, Money Macro and Finance Research Group.
  13. Andrew Wood & Jerry Coakley & Ana-Maria Fuertes, 2003. "A New Interpretation of the Exchange Rate - Yield Differential Nexus," Computing in Economics and Finance 2003 160, Society for Computational Economics.
  14. Jerry Coakley & Ana-Maria Fuertes, 2002. "An MTAR Test for Stock Market Bubbles," Computing in Economics and Finance 2002 298, Society for Computational Economics.
  15. Jerry Coakley & Ana-Maria Fuertes, 2002. "Exchange Rate Overshooting and the Forward Premium Puzzle," Computing in Economics and Finance 2002 145, Society for Computational Economics.
  16. Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2002. "A Principal Components Approach to Cross-Section Dependence in Panels," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B5-3, International Conferences on Panel Data.
  17. Jerry Coakley, Ana-Maria Fuertes, Ron Smith, 2001. "Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach," Computing in Economics and Finance 2001 140, Society for Computational Economics.
  18. Jerry Coakley, Ana-Maria Fuertes, Ron Smith, 2001. "Small sample properties of panel time-series estimators with I(1) errors," Computing in Economics and Finance 2001 191, Society for Computational Economics.
  19. Jerry Coakley; Ana-Maria Fuertes, 2001. "Bootstrap LR Tests for Sign and Amplitude Asymmetries," Computing in Economics and Finance 2001 262, Society for Computational Economics.
  20. Zoega, Gylfi & Coakley, Jerry & Fuertes, Ana-Maria, 2000. "Evaluating The Persistence And Structuralist Theories Of Unemployment," CEPR Discussion Papers 2438, C.E.P.R. Discussion Papers.
  21. Ana-Maria Fuertes & Maria-Teresa Perez & Jerry Coakley, 2000. "A Numerical Algorithm For The Efficient Estimation Of Band-Tar Models," Computing in Economics and Finance 2000 140, Society for Computational Economics.
  22. Jerry Coakley & Farida Kulasa & Ron Smith, 1996. "Saving, Investment and Capital Mobility in LDCs," Archive Discussion Papers 9610, Birkbeck, Department of Economics, Mathematics & Statistics.

Articles

  1. Jerry Coakley & George Dotsis & Apostolos Kourtis & Dimitris Psychoyios, 2024. "The S&P 500 index inclusion effect: Evidence from the options market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 1157-1171, January.
  2. Jerry Coakley & Winifred Huang, 2023. "P2P lending and outside entrepreneurial finance," The European Journal of Finance, Taylor & Francis Journals, vol. 29(13), pages 1520-1537, September.
  3. Jerry Coakley & Aristogenis Lazos & Jose Liñares-Zegarra, 2022. "Strategic entrepreneurial choice between competing crowdfunding platforms," The Journal of Technology Transfer, Springer, vol. 47(6), pages 1794-1824, December.
  4. Liao, Yixin & Coakley, Jerry & Kellard, Neil, 2022. "Index tracking and beta arbitrage effects in comovement," International Review of Financial Analysis, Elsevier, vol. 83(C).
  5. Nima Zarrabi & Stuart Snaith & Jerry Coakley, 2022. "Exchange rate forecasting using economic models and technical trading rules," The European Journal of Finance, Taylor & Francis Journals, vol. 28(10), pages 997-1018, July.
  6. Coakley, Jerry & Lazos, Aristogenis & Liñares-Zegarra, José M., 2022. "Seasoned equity crowdfunded offerings," Journal of Corporate Finance, Elsevier, vol. 77(C).
  7. Jerry Coakley & Aristogenis Lazos, 2021. "New Developments in Equity Crowdfunding: A Review," Review of Corporate Finance, now publishers, vol. 1(3-4), pages 341-405, July.
  8. Stamou, Sofia C. & Huang, Winifred & Coakley, Jerry, 2020. "Serial SEOs and capital structure," International Review of Financial Analysis, Elsevier, vol. 71(C).
  9. Jerry Coakley & Claudia Girardone & Neil Kellard, 2020. "Banks and financial markets in times of uncertainty," The European Journal of Finance, Taylor & Francis Journals, vol. 26(10), pages 893-896, July.
  10. Jerry Coakley & Boonlert Jitmaneeroj & Andrew Wood, 2019. "Credit default swaps and the UK 2008–09 short sales ban," The European Journal of Finance, Taylor & Francis Journals, vol. 25(14), pages 1328-1349, September.
  11. Kamran Malikov & Jerry Coakley & Stuart Manson, 2019. "The effect of the interest coverage covenants on classification shifting of revenues," The European Journal of Finance, Taylor & Francis Journals, vol. 25(16), pages 1572-1590, November.
  12. Malikov, Kamran & Manson, Stuart & Coakley, Jerry, 2018. "Earnings management using classification shifting of revenues," The British Accounting Review, Elsevier, vol. 50(3), pages 291-305.
  13. Wang, Zhiqiang & Su, Bingbai & Coakley, Jerry & Shen, Zhe, 2018. "Prospect theory and IPO returns in China," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 726-751.
  14. Zarrabi, Nima & Snaith, Stuart & Coakley, Jerry, 2017. "FX technical trading rules can be profitable sometimes!," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 113-127.
  15. Jerry Coakley & Heba Gazzaz & Hardy Thomas, 2017. "The impact of mispricing and growth on UK M&As," The European Journal of Finance, Taylor & Francis Journals, vol. 23(13), pages 1219-1237, October.
  16. Daniel Tsvetanov & Jerry Coakley & Neil Kellard, 2016. "Is news related to GDP growth a risk factor for commodity futures returns?," Quantitative Finance, Taylor & Francis Journals, vol. 16(12), pages 1887-1899, December.
  17. Tsvetanov, Daniel & Coakley, Jerry & Kellard, Neil, 2016. "Bubbling over! The behaviour of oil futures along the yield curve," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 516-533.
  18. Nikola Petrovic & Stuart Manson & Jerry Coakley, 2016. "Changes in Non-current Assets and in Property, Plant and Equipment and Future Stock Returns: The UK Evidence," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 43(9-10), pages 1142-1196, October.
  19. Coakley, Jerry & Marzano, Michele & Nankervis, John, 2016. "How profitable are FX technical trading rules?," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 273-282.
  20. Jerry Coakley & Neil Kellard & Jian Wang, 2016. "Commodity futures returns: more memory than you might think!," The European Journal of Finance, Taylor & Francis Journals, vol. 22(14), pages 1457-1483, November.
  21. Neil Kellard & Denise Osborn & Jerry Coakley & Neil Kellard & Denise Osborn & Jerry Coakley, 2015. "Introduction to the JTSA John Nankervis Memorial Issue," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 601-602, September.
  22. Xiaoquan Liu & Jing-Ming Kuo & Jerry Coakley, 2015. "A pricing kernel approach to valuing options on interest rate futures," The European Journal of Finance, Taylor & Francis Journals, vol. 21(2), pages 93-110, January.
  23. Andrea Cipollini & Jerry Coakley & Hyunchul Lee, 2015. "The European sovereign debt market: from integration to segmentation," The European Journal of Finance, Taylor & Francis Journals, vol. 21(2), pages 111-128, January.
  24. Neil Kellard & Denise Osborn & Jerry Coakley & John C. Nankervis & Periklis Kougoulis & Jerry Coakley, 2015. "Generalized Variance-Ratio Tests in the Presence of Statistical Dependence," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 687-705, September.
  25. Jerry Coakley & George Dotsis & Xiaoquan Liu & Jia Zhai, 2014. "Investor sentiment and value and growth stock index options," The European Journal of Finance, Taylor & Francis Journals, vol. 20(12), pages 1211-1229, December.
  26. Jerry Coakley & Periklis Kougoulis & John C. Nankervis, 2014. "Comovement and FTSE 100 index changes," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, vol. 4(2), pages 93-112.
  27. Zhe Shen & Jerry Coakley & Norvald Instefjord, 2014. "Earnings management and IPO anomalies in China," Review of Quantitative Finance and Accounting, Springer, vol. 42(1), pages 69-93, January.
  28. Snaith, Stuart & Coakley, Jerry & Kellard, Neil, 2013. "Does the forward premium puzzle disappear over the horizon?," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3681-3693.
  29. Shen, Zhe & Coakley, Jerry & Instefjord, Norvald, 2013. "Investor participation and underpricing in lottery-allocated Chinese IPOs," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 294-314.
  30. Coakley, Jerry & Kuo, Jing-Ming & Wood, Andrew, 2012. "The School’s Out effect: A new seasonal anomaly!," The British Accounting Review, Elsevier, vol. 44(3), pages 133-143.
  31. Jerry Coakley & Jian Dollery & Neil Kellard, 2011. "Long memory and structural breaks in commodity futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(11), pages 1076-1113, November.
  32. Jing-Ming Kuo & Jerry Coakley & Andrew Wood, 2010. "The lunar moon festival and the dark side of the moon," Applied Financial Economics, Taylor & Francis Journals, vol. 20(20), pages 1565-1575.
  33. Jerry Coakley & Lei Fu & Hardy Thomas, 2010. "Misvaluation and UK mergers 1986-2002," Applied Financial Economics, Taylor & Francis Journals, vol. 20(3), pages 201-211.
  34. Jerry Coakley & Leon Hadass & Andrew Wood, 2009. "UK IPO underpricing and venture capitalists," The European Journal of Finance, Taylor & Francis Journals, vol. 15(4), pages 421-435.
  35. Nikola Petrovic & Stuart Manson & Jerry Coakley, 2009. "Does Volatility Improve UK Earnings Forecasts?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(9‐10), pages 1148-1179, November.
  36. J. Coakley & P. Kougoulis & J. C. Nankervis, 2008. "The MSCI-Canada index rebalancing and excess comovement," Applied Financial Economics, Taylor & Francis Journals, vol. 18(16), pages 1277-1287.
  37. Coakley, Jerry & Dollery, Jian & Kellard, Neil, 2008. "The role of long memory in hedging effectiveness," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3075-3082, February.
  38. Sajjad Rasoul & Coakley Jerry & Nankervis John C, 2008. "Markov-Switching GARCH Modelling of Value-at-Risk," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(3), pages 1-31, September.
  39. Jerry Coakley & Leon Hadass & Andrew Wood, 2008. "Hot IPOs can damage your long-run wealth!," Applied Financial Economics, Taylor & Francis Journals, vol. 18(14), pages 1111-1120.
  40. Jerry Coakley & Leon Hadass & Andrew Wood, 2007. "Post‐IPO Operating Performance, Venture Capital and the Bubble Years," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(9‐10), pages 1423-1446, November.
  41. Jerry Coakley & Hardy Thomas & Han-Min Wang, 2007. "The short-run wealth effects of foreign divestitures by UK firms," Applied Financial Economics, Taylor & Francis Journals, vol. 18(3), pages 173-184.
  42. Jerry Coakley & Stavroula Iliopoulou, 2006. "Bidder CEO and Other Executive Compensation in UK M&As," European Financial Management, European Financial Management Association, vol. 12(4), pages 609-631, September.
  43. Coakley, Jerry & Fuertes, Ana-Maria & Smith, Ron, 2006. "Unobserved heterogeneity in panel time series models," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2361-2380, May.
  44. Coakley, Jerry & Fuertes, Ana-Maria, 2006. "Testing for sign and amplitude asymmetries using threshold autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 30(4), pages 623-654, April.
  45. Coakley, Jerry & Fuertes, Ana-Maria, 2006. "Valuation ratios and price deviations from fundamentals," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2325-2346, August.
  46. Jerry Coakley & Stuart Snaith, 2005. "Testing for symmetry and proportionality in a European panel," Applied Financial Economics, Taylor & Francis Journals, vol. 15(11), pages 745-752.
  47. Coakley, Jerry & Kellard, Neil & Snaith, Stuart, 2005. "The PPP debate: Price matters!," Economics Letters, Elsevier, vol. 88(2), pages 209-213, August.
  48. Coakley, Jerry & Flood, Robert P. & Fuertes, Ana M. & Taylor, Mark P., 2005. "Purchasing power parity and the theory of general relativity: the first tests," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 293-316, March.
  49. Jerry Coakley & Ana‐Maria Fuertes & Fabio Spagnolo, 2004. "Is the Feldstein–Horioka Puzzle History?," Manchester School, University of Manchester, vol. 72(5), pages 569-590, September.
  50. Jerry Coakley & Ana-Maria Fuertes & Andrew Wood, 2004. "A new interpretation of the exchange rate-yield differential nexus," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 201-218.
  51. Coakley, Jerry & Fuertes, Ana-Maria & Perez, Maria-Teresa, 2003. "Numerical issues in threshold autoregressive modeling of time series," Journal of Economic Dynamics and Control, Elsevier, vol. 27(11-12), pages 2219-2242, September.
  52. Jerry Coakley & Ana-Maria Fuertes, 2002. "Asymmetric dynamics in UK real interest rates," Applied Financial Economics, Taylor & Francis Journals, vol. 12(6), pages 379-387.
  53. Jerry Coakley & Ana-Maria Fuertes, 2001. "Nonparametric cointegration analysis of real exchange rates," Applied Financial Economics, Taylor & Francis Journals, vol. 11(1), pages 1-8.
  54. Coakley, Jerry & Fuertes, Ana-Maria, 2001. "Border costs and real exchange rate dynamics in Europe," Journal of Policy Modeling, Elsevier, vol. 23(6), pages 669-676, August.
  55. Jerry Coakley & Ana‐Maria Fuertes, 2001. "A Non‐Linear Analysis of Excess Foreign Exchange Returns," Manchester School, University of Manchester, vol. 69(6), pages 623-642, December.
  56. Coakley Jerry & Fuertes Ana-María & Zoega Gylfi, 2001. "Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(3), pages 1-25, October.
  57. Coakley, Jerry & Fuertes, Ana-Marie, 2000. "Is There a Base Currency Effect in Long-Run PPP?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(4), pages 253-263, October.
  58. Jerry Coakley & Ana M. Fuertes, 2000. "Short‐run Real Exchange Rate Dynamics," Manchester School, University of Manchester, vol. 68(4), pages 461-475, June.
  59. Coakley, Jerry & Hasan, Farida & Smith, Ron, 1999. "Saving, Investment, and Capital Mobility in LDCs," Review of International Economics, Wiley Blackwell, vol. 7(4), pages 632-640, November.
  60. Coakley, Jerry & Kulasi, Farida & Smith, Ron, 1998. "The Feldstein-Horioka Puzzle and Capital Mobility: A Review," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(2), pages 169-188, April.
  61. Coakley, Jerry & Fuertes, Ana Maria, 1997. "New panel unit root tests of PPP," Economics Letters, Elsevier, vol. 57(1), pages 17-22, November.
  62. Coakley, Jerry & Kulasi, Farida, 1997. "Cointegration of long span saving and investment," Economics Letters, Elsevier, vol. 54(1), pages 1-6, January.
  63. Coakley, Jerry & Kulasi, Farida & Smith, Ron, 1996. "Current Account Solvency and the Feldstein-Horioka Puzzle," Economic Journal, Royal Economic Society, vol. 106(436), pages 620-627, May.
  64. J Coakley, 1994. "The Integration of Property and Financial Markets," Environment and Planning A, , vol. 26(5), pages 697-713, May.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 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-CFN: Corporate Finance (2) 2021-12-13 2022-11-14
  2. NEP-ECM: Econometrics (2) 2002-07-10 2004-11-22
  3. NEP-ENT: Entrepreneurship (2) 2021-12-13 2022-11-14
  4. NEP-ETS: Econometric Time Series (2) 2002-07-04 2004-11-22
  5. NEP-IFN: International Finance (2) 2002-07-04 2004-09-30
  6. NEP-PAY: Payment Systems and Financial Technology (2) 2021-12-13 2022-11-14
  7. NEP-BAN: Banking (1) 2022-11-14
  8. NEP-FIN: Finance (1) 2004-09-30

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