Christopher Jones
Personal Details
First Name: | Christopher |
Middle Name: | |
Last Name: | Jones |
Suffix: | |
RePEc Short-ID: | pjo36 |
| |
http://www-rcf.usc.edu/~christoj/ | |
University of Southern California Marshall School of Business 701 Hoffman Hall Los Angeles, CA 90089 | |
213-740-9485 | |
Terminal Degree: | 1999 Department of Economics; University of Pennsylvania (from RePEc Genealogy) |
Affiliation
Department of Finance and Business Economics
Marshall School of Business
University of Southern California
Los Angeles, California (United States)http://www.marshall.usc.edu/FBE/
RePEc:edi:fbuscus (more details at EDIRC)
Research output
Jump to: Working papersWorking papers
- Pierre Collin-Dufresne & Christopher S. Jones & Robert S. Goldstein, 2004. "Can Interest Rate Volatility be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility," NBER Working Papers 10756, National Bureau of Economic Research, Inc.
- Christopher S. Jones & Jay Shanken, 2002.
"Mutual Fund Performance with Learning Across Funds,"
NBER Working Papers
9392, National Bureau of Economic Research, Inc.
- Jones, Christopher S. & Shanken, Jay, 2005. "Mutual fund performance with learning across funds," Journal of Financial Economics, Elsevier, vol. 78(3), pages 507-552, December.
- Gregory D. Hess & Christopher S. Jones & Richard D. Porter, 1994.
"The predictive failure of the Baba, Hendry and Starr model of the demand for M1 in the United States,"
Finance and Economics Discussion Series
94-34, Board of Governors of the Federal Reserve System (U.S.).
- Gregory D. Hess & Christopher S. Jones & Richard D. Porter, 1994. "The predictive failure of the Baba, Hendry and Starr model of the demand for M1 in the United States," Research Working Paper 94-06, Federal Reserve Bank of Kansas City.
- Eitan Goldman & Christopher S. Jones & Ron Kaniel, "undated".
"Free Cash Flow, Optimal Contracting, and Takeovers,"
Rodney L. White Center for Financial Research Working Papers
03-97, Wharton School Rodney L. White Center for Financial Research.
- Eitan Goldman & Christopher S. Jones & Ron Kaniel, "undated". "Free Cash Flow, Optimal Contracting, and Takeovers," Rodney L. White Center for Financial Research Working Papers 3-97, Wharton School Rodney L. White Center for Financial Research.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Pierre Collin-Dufresne & Christopher S. Jones & Robert S. Goldstein, 2004.
"Can Interest Rate Volatility be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility,"
NBER Working Papers
10756, National Bureau of Economic Research, Inc.
Cited by:
- Guimarães, Rodrigo, 2014. "Expectations, risk premia and information spanning in dynamic term structure model estimation," Bank of England working papers 489, Bank of England.
- Torben G. Andersen & Luca Benzoni, 2010.
"Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models,"
Journal of Finance, American Finance Association, vol. 65(2), pages 603-653, April.
- Torben G. Andersen & Luca Benzoni, 2007. "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models," CREATES Research Papers 2007-25, Department of Economics and Business Economics, Aarhus University.
- Torben G. Andersen & Luca Benzoni, 2006. "Do bonds span volatility risk in the U.S. Treasury market? a specification test for affine term structure models," Working Paper Series WP-06-15, Federal Reserve Bank of Chicago.
- Torben G. Andersen & Luca Benzoni, 2007. "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models," NBER Working Papers 12962, National Bureau of Economic Research, Inc.
- Shu Wu, 2007.
"Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 423-442, March.
- Shu Wu, 2007. "Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2‐3), pages 423-442, March.
- Shu Wu, 2005. "Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200519, University of Kansas, Department of Economics, revised Oct 2005.
- Yoichi Ueno & Naohiko Baba, 2006. "Default Intensity and Expected Recovery of Japanese Banks and "Government": New Evidence from the CDS Market," Bank of Japan Working Paper Series 06-E-4, Bank of Japan.
- Peter Christoffersen & Christian Dorion & Kris Jacobs & Lotfi Karoui, 2014.
"Nonlinear Kalman Filtering in Affine Term Structure Models,"
Management Science, INFORMS, vol. 60(9), pages 2248-2268, September.
- Peter Christoffersen & Christian Dorion & Kris Jacobs & Lotfi Karoui, 2014. "Nonlinear Kalman Filtering in Affine Term Structure Models," Cahiers de recherche 1404, CIRPEE.
- Peter Christoffersen & Christian Dorion & Kris Jacobs & Lotfi Karoui, 2012. "Nonlinear Kalman Filtering in Affine Term Structure Models," CREATES Research Papers 2012-49, Department of Economics and Business Economics, Aarhus University.
- Ruslan Bikbov & Mikhail Chernov, 2009. "Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options," Management Science, INFORMS, vol. 55(8), pages 1292-1305, August.
- Caio Almeida & Jeremy J. Graveline & Scott Joslin, 2005. "Do Options Contain Information About Excess Bond Returns?," IBMEC RJ Economics Discussion Papers 2005-04, Economics Research Group, IBMEC Business School - Rio de Janeiro.
- Ahmet Can Ýnci, 2007. "Currency and yield Co-integration between a developed and an emerging Country: The Case of Turkey," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 21(1+2), pages 1-20.
- Don H Kim, 2007. "Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond options," BIS Working Papers 239, Bank for International Settlements.
- Balázs Romhányi, 2005. "A learning hypothesis of the term structure of interest rates," Macroeconomics 0503001, University Library of Munich, Germany.
- Christopher S. Jones & Jay Shanken, 2002.
"Mutual Fund Performance with Learning Across Funds,"
NBER Working Papers
9392, National Bureau of Economic Research, Inc.
- Jones, Christopher S. & Shanken, Jay, 2005. "Mutual fund performance with learning across funds," Journal of Financial Economics, Elsevier, vol. 78(3), pages 507-552, December.
Cited by:
- Keith Cuthbertson & Dirk Nitzsche & Niall O’Sullivan, 2023. "UK mutual funds: performance persistence and portfolio size," Journal of Asset Management, Palgrave Macmillan, vol. 24(4), pages 284-298, July.
- David Hunter & Zhen Sun & Karen Benson, 2020. "The Exclusive Role of Centralized Fund Family Management," Journal of Financial Services Research, Springer;Western Finance Association, vol. 58(2), pages 199-236, December.
- Chang Liu & Bowen Deng, 2023. "Is it really paid for sustainable development? The economic significance of firms' green practice," Sustainable Development, John Wiley & Sons, Ltd., vol. 31(2), pages 908-925, April.
- Fisher, Mark & Jensen, Mark J., 2022.
"Bayesian nonparametric learning of how skill is distributed across the mutual fund industry,"
Journal of Econometrics, Elsevier, vol. 230(1), pages 131-153.
- Mark Fisher & Mark J. Jensen & Paula A. Tkac, 2019. "Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry," FRB Atlanta Working Paper 2019-3, Federal Reserve Bank of Atlanta.
- Mark Fisher & Mark J. Jensen, 2018.
"Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors,"
FRB Atlanta Working Paper
2018-2, Federal Reserve Bank of Atlanta.
- Fisher, Mark & Jensen, Mark J., 2019. "Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors," Journal of Econometrics, Elsevier, vol. 210(1), pages 187-202.
- Mark Fisher & Mark J. Jensen, 2018. "Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors," Working Paper series 18-12, Rimini Centre for Economic Analysis.
- Ferson, Wayne E., 2013. "Investment Performance: A Review and Synthesis," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 969-1010, Elsevier.
- Erragragui, Elias & Revelli, Christophe, 2016. "Is it costly to be both shariah compliant and socially responsible?," Review of Financial Economics, Elsevier, vol. 31(C), pages 64-74.
- Petr Parshakov, 2014. "Russian Mutual Funds: Skill vs. Luck," HSE Working papers WP BRP 40/FE/2014, National Research University Higher School of Economics.
- Victor DeMiguel & Javier Gil-Bazo & Francisco J. Nogales & André A. P. Santos, 2021.
"Can machine learning help to select portfolios of mutual funds?,"
Economics Working Papers
1772, Department of Economics and Business, Universitat Pompeu Fabra.
- Victor DeMiguel & Javier Gil-Bazo & Francisco J. Nogales & André A. P. Santos, 2021. "Can Machine Learning Help to Select Portfolios of Mutual Funds?," Working Papers 1245, Barcelona School of Economics.
- Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall, 2022. "Mutual fund performance persistence: Factor models and portfolio size," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Amisano, Gianni & Savona, Roberto, 2008.
"Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk,"
Working Paper Series
881, European Central Bank.
- Gianni Amisano & Roberto Savona, 2007. "Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk," Working Papers 0706, University of Brescia, Department of Economics.
- MacLean, Leonard C. & Foster, Michael E. & Ziemba, William T., 2007. "Covariance complexity and rates of return on assets," Journal of Banking & Finance, Elsevier, vol. 31(11), pages 3503-3523, November.
- Svetlana Bryzgalova & Jiantao Huang & Christian Julliard, 2023.
"Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models,"
Journal of Finance, American Finance Association, vol. 78(1), pages 487-557, February.
- Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian, 2020. "Bayesian solutions for the factor zoo: we just ran two quadrillion models," LSE Research Online Documents on Economics 118924, London School of Economics and Political Science, LSE Library.
- Campbell R. Harvey & Yan Liu, 2020. "False (and Missed) Discoveries in Financial Economics," Journal of Finance, American Finance Association, vol. 75(5), pages 2503-2553, October.
- Yee Loon, 2011. "Model uncertainty, performance persistence and flows," Review of Quantitative Finance and Accounting, Springer, vol. 36(2), pages 153-205, February.
- Huang, Haitao & Jiang, Lei & Leng, Xuan & Peng, Liang, 2023. "Bootstrap analysis of mutual fund performance," Journal of Econometrics, Elsevier, vol. 235(1), pages 239-255.
- Elias Erragragui & Christophe Revelli, 2016. "Is it costly to be both shariah compliant and socially responsible?," Review of Financial Economics, John Wiley & Sons, vol. 31(1), pages 64-74, November.
- Doron Avramov & Guofu Zhou, 2010. "Bayesian Portfolio Analysis," Annual Review of Financial Economics, Annual Reviews, vol. 2(1), pages 25-47, December.
- Avramov, Doron & Wermers, Russ, 2006.
"Investing in mutual funds when returns are predictable,"
Journal of Financial Economics, Elsevier, vol. 81(2), pages 339-377, August.
- Avramov, Doron & Wermers, Russ, 2005. "Investing in mutual funds when returns are predictable," CFR Working Papers 05-13, University of Cologne, Centre for Financial Research (CFR).
- Jessica A. Wachter & Missaka Warusawitharana, 2006.
"Predictable returns and asset allocation: Should a skeptical investor time the market?,"
2006 Meeting Papers
22, Society for Economic Dynamics.
- Wachter, Jessica A. & Warusawitharana, Missaka, 2009. "Predictable returns and asset allocation: Should a skeptical investor time the market?," Journal of Econometrics, Elsevier, vol. 148(2), pages 162-178, February.
- Jessica A. Wachter & Missaka Warusawitharana, 2007. "Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?," NBER Working Papers 13165, National Bureau of Economic Research, Inc.
- Korteweg, Arthur & Sorensen, Morten, 2017. "Skill and luck in private equity performance," Journal of Financial Economics, Elsevier, vol. 124(3), pages 535-562.
- David Ardia & Laurent Barras & Patrick Gagliardini & Olivier Scaillet, 2020.
"Is it Alpha or Beta? Decomposing Hedge Fund Returns When Models are Misspecified,"
Swiss Finance Institute Research Paper Series
20-82, Swiss Finance Institute, revised May 2023.
- Ardia, David & Barras, Laurent & Gagliardini, Patrick & Scaillet, Olivier, 2024. "Is it alpha or beta? Decomposing hedge fund returns when models are misspecified," Journal of Financial Economics, Elsevier, vol. 154(C).
- Huij, Joop & Verbeek, Marno, 2007. "Cross-sectional learning and short-run persistence in mutual fund performance," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 973-997, March.
- Wermers, Russ & Yao, Tong & Zhao, Jane, 2010.
"The Investment Value of Mutual Fund Portfolio Disclosure,"
Working Papers
11-15, University of Pennsylvania, Wharton School, Weiss Center.
- Wermers, Russ & Yao, Tong & Zhao, Jane, 2007. "The investment value of mutual fund portfolio disclosure," CFR Working Papers 06-09, University of Cologne, Centre for Financial Research (CFR).
- Elias, Erragragui, 2017. "Is it Costly to Introduce SRI into Islamic Portfolios?," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 25, pages 23-54.
- Barras, Laurent & Scaillet, Olivier & Wermers, Russ, 2009.
"False discoveries in mutual fund performance: Measuring luck in estimated alphas,"
CFR Working Papers
06-02, University of Cologne, Centre for Financial Research (CFR).
- Laurent Barras & Olivier Scaillet & Russ Wermers, 2010. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Journal of Finance, American Finance Association, vol. 65(1), pages 179-216, February.
- Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2005. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," FAME Research Paper Series rp163, International Center for Financial Asset Management and Engineering.
- Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2008. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Swiss Finance Institute Research Paper Series 08-18, Swiss Finance Institute.
- Olivier Scaillet & Laurent Barras & Russell R. Wermers, 2005. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Working Papers CEB 05-014.RS, ULB -- Universite Libre de Bruxelles.
- Avramov, Doron & Chordia, Tarun, 2006. "Predicting stock returns," Journal of Financial Economics, Elsevier, vol. 82(2), pages 387-415, November.
- Barras, Laurent & Gagliardini, Patrick & Scaillet, Olivier, 2018.
"The Cross-Sectional Distribution of Fund Skill Measures,"
Working Papers
unige:110006, University of Geneva, Geneva School of Economics and Management.
- Laurent Barras & Patrick Gagliardini & O. Scaillet, 2018. "The Cross-Sectional Distribution of Fund Skill Measures," Swiss Finance Institute Research Paper Series 18-66, Swiss Finance Institute.
- Hunter, David & Kandel, Eugene & Kandel, Shmuel & Wermers, Russ, 2014. "Mutual fund performance evaluation with active peer benchmarks," Journal of Financial Economics, Elsevier, vol. 112(1), pages 1-29.
- F. Douglas Foster & Geoffrey J. Warren, 2015. "Why Might Investors Choose Active Management?," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 16(1), pages 20-39, January.
- Huij, Joop & Derwall, Jeroen, 2008. ""Hot Hands" in bond funds," Journal of Banking & Finance, Elsevier, vol. 32(4), pages 559-572, April.
- Zhongzhi Lawrence He, 2018. "Generalized Information Ratio," Papers 1803.01381, arXiv.org, revised Apr 2018.
- Veronesi, Pietro & Pástor, Luboš, 2009.
"Learning in Financial Markets,"
CEPR Discussion Papers
7127, C.E.P.R. Discussion Papers.
- Lubos Pastor & Pietro Veronesi, 2009. "Learning in Financial Markets," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 361-381, November.
- Lubos Pastor & Pietro Veronesi, 2009. "Learning in Financial Markets," NBER Working Papers 14646, National Bureau of Economic Research, Inc.
- Stambaugh, Robert F. & Pástor, Luboš, 2007.
"Predictive Systems: Living with Imperfect Predictors,"
CEPR Discussion Papers
6076, C.E.P.R. Discussion Papers.
- Lubos Pastor & Robert F. Stambaugh, 2007. "Predictive Systems: Living with Imperfect Predictors," NBER Working Papers 12814, National Bureau of Economic Research, Inc.
- Lubos Pastor & Robert F. Stambaugh, 2008. "Predictive Systems: Living with Imperfect Predictors," NBER Working Papers 13804, National Bureau of Economic Research, Inc.
- Ľuboš Pástor & Robert F. Stambaugh, 2009. "Predictive Systems: Living with Imperfect Predictors," Journal of Finance, American Finance Association, vol. 64(4), pages 1583-1628, August.
- DeMiguel, Victor & Gil-Bazo, Javier & Nogales, Francisco J. & Santos, André A.P., 2023. "Machine learning and fund characteristics help to select mutual funds with positive alpha," Journal of Financial Economics, Elsevier, vol. 150(3).
- Samuel L. Tibbs & Deborah L. Harrell & Ronald E. Shrieves, 2011. "Do Shareholders Benefit from Corporate Misconduct? A Long‐Run Analysis," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 8(3), pages 449-476, September.
- Laurent Barras & Patrick Gagliardini & Olivier Scaillet, 2022.
"Skill, Scale, and Value Creation in the Mutual Fund Industry,"
Journal of Finance, American Finance Association, vol. 77(1), pages 601-638, February.
- Barras, Laurent & Scaillet, Olivier & Gagliardini, Patrick, 2021. "Skill, scale, and value creation in the mutual fund industry," Working Papers unige:150822, University of Geneva, Geneva School of Economics and Management.
- Coval, Joshua & Pástor, Luboš & Cohen, Randolph, 2003.
"Judging Fund Managers by the Company They Keep,"
CEPR Discussion Papers
3717, C.E.P.R. Discussion Papers.
- Randolph Cohen & Joshua Coval & Lubos Pastor, 2002. "Judging Fund Managers by the Company They Keep," NBER Working Papers 9359, National Bureau of Economic Research, Inc.
- Randolph B. Cohen & Joshua D. Coval & Ľuboš Pástor, 2005. "Judging Fund Managers by the Company They Keep," Journal of Finance, American Finance Association, vol. 60(3), pages 1057-1096, June.
- Cavagnaro, Daniel R. & Sensoy, Berk A. & Wang, Yingdi & Weisbach, Michael S., 2016.
"Measuring Institutional Investors' Skill from Their Investments in Private Equity,"
Working Paper Series
2016-14, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Daniel R. Cavagnaro & Berk A. Sensoy & Yingdi Wang & Michael S. Weisbach, 2016. "Measuring Institutional Investors’ Skill from Their Investments in Private Equity," NBER Working Papers 22547, National Bureau of Economic Research, Inc.
- Derwall, J. & Günster, N.K. & Bauer, R. & Koedijk, C.G., 2004. "The Eco-Efficiency Premium Puzzle," ERIM Report Series Research in Management ERS-2004-043-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Gillen, Benjamin J., 2014. "An empirical Bayesian approach to stein-optimal covariance matrix estimation," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 402-420.
- Nik Tuzov & Frederi Viens, 2011. "Mutual fund performance: false discoveries, bias, and power," Annals of Finance, Springer, vol. 7(2), pages 137-169, May.
- Urbi Garay & Enrique Ter Horst & German Molina & Abel Rodriguez, 2016. "Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns," Econometrics, MDPI, vol. 4(1), pages 1-23, March.
- Campbell R. Harvey & Yan Liu, 2020. "False (and Missed) Discoveries in Financial Economics," Papers 2006.04269, arXiv.org.
- Kosowski, Robert & Naik, Narayan Y. & Teo, Melvyn, 2007. "Do hedge funds deliver alpha? A Bayesian and bootstrap analysis," Journal of Financial Economics, Elsevier, vol. 84(1), pages 229-264, April.
- Gregory D. Hess & Christopher S. Jones & Richard D. Porter, 1994.
"The predictive failure of the Baba, Hendry and Starr model of the demand for M1 in the United States,"
Finance and Economics Discussion Series
94-34, Board of Governors of the Federal Reserve System (U.S.).
- Gregory D. Hess & Christopher S. Jones & Richard D. Porter, 1994. "The predictive failure of the Baba, Hendry and Starr model of the demand for M1 in the United States," Research Working Paper 94-06, Federal Reserve Bank of Kansas City.
Cited by:
- Hoffman, Dennis L. & Rasche, Robert H. & Tieslau, Margie A., 1995. "The stability of long-run money demand in five industrial countries," Journal of Monetary Economics, Elsevier, vol. 35(2), pages 317-339, April.
- Kevin Hoover & Stephen J. Perez, 2003.
"Data Mining Reconsidered: Encompassing And The General-To-Specific Approach To Specification Search,"
Working Papers
200, University of California, Davis, Department of Economics.
- Kevin D. Hoover & Stephen J. Perez, 1999. "Data mining reconsidered: encompassing and the general-to-specific approach to specification search," Econometrics Journal, Royal Economic Society, vol. 2(2), pages 167-191.
- Kevin D. Hoover & Stephen J. Perez, "undated". "Data Mining Reconsidered: Encompassing And The General-To-Specific Approach To Specification Search," Department of Economics 97-27, California Davis - Department of Economics.
- Scheiblecker, Marcus, 2013.
"Between cointegration and multicointegration: Modelling time series dynamics by cumulative error correction models,"
Economic Modelling, Elsevier, vol. 31(C), pages 511-517.
- Marcus Scheiblecker, 2012. "Between Cointegration and Multicointegration. Modelling Time Series Dynamics by Cumulative Error Correction Models," WIFO Working Papers 431, WIFO.
- Scott Hendry, 1995. "Long-Run Demand for M1," Macroeconomics 9511001, University Library of Munich, Germany.
- Chris Stewart, 1998. "Reinterpreting the DHSY (1978) consumption function with hindsight," Applied Economics, Taylor & Francis Journals, vol. 30(4), pages 477-489.
- K. Cuthbertson & D. Nitzsche & S. Hyde, 2007. "Monetary Policy And Behavioural Finance," Journal of Economic Surveys, Wiley Blackwell, vol. 21(5), pages 935-969, December.
- Steven Cook, 2001. "Observations on the practice of data-mining: comments on the JEM symposium," Journal of Economic Methodology, Taylor & Francis Journals, vol. 8(3), pages 415-419.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
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 2 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.- NEP-CFN: Corporate Finance (1) 2002-12-17
- NEP-ETS: Econometric Time Series (1) 2004-09-30
- NEP-FIN: Finance (1) 2004-09-30
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