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Phillip A. Cartwright

Personal Details

First Name:Phillip
Middle Name:A.
Last Name:Cartwright
Suffix:
RePEc Short-ID:pca779
[This author has chosen not to make the email address public]
http://www.horizonvumusic.com

Affiliation

Paris School of Business (PSB)
Groupe Paris Graduate School of Management

Paris, France
http://www.psbedu.paris/
RePEc:edi:esgpgfr (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Evgeniou, Theodoros & Cartwright, Phillip, 2005. "Barriers to Information Management," European Management Journal, Elsevier, vol. 23(3), pages 293-299, June.
  2. Hill, R Carter & Cartwright, P A, 1994. "The Statistical Properties of the Equity Estimator," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(2), pages 141-147, April.
  3. Hill, R Carter & Cartwright, P A, 1994. "The Statistical Properties of the Equity Estimator: A Rejoinder," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(2), pages 155-155, April.
  4. Hill, R. Carter & Cartwright, Phillip A. & Arbaugh, Julia F., 1991. "The use of biased predictors in marketing research," International Journal of Forecasting, Elsevier, vol. 7(3), pages 271-282, November.
  5. DeLorme, Charles D, Jr & Cartwright, Phillip A & Kespohl, Elke, 1988. "The Effect of Temporal Aggregation on the Test of Wagner's Law," Public Finance = Finances publiques, , vol. 43(3), pages 373-387.
  6. Danielsen, Albert L. & Cartwright, Phillip A., 1987. "Inventory theory in cartelized markets," Energy Economics, Elsevier, vol. 9(3), pages 167-175, July.
  7. Cartwright, Phillip A & Lee, Cheng F, 1987. "Time Aggregation and the Estimation of the Market Model: Empirical Evidence," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(1), pages 131-143, January.
  8. Cartwright, Phillip A., 1986. "Time series analysis: Theory and practice 5 : O.D. Anderson, ed., (North-Holland, Amsterdam, 1984) Dfl. 160.00, pp. x + 314," International Journal of Forecasting, Elsevier, vol. 2(2), pages 249-250.
  9. Albert L. Danielsen & Phillip A. Cartwright, 1985. "The Incidence of Severance Taxes in a Residual Demand Framework," The Energy Journal, International Association for Energy Economics, vol. 0(Special I).
  10. Cartwright, Phillip A, 1984. "A Note on Using State-Dependent Models with a Time-Dependent Variance," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 410-413, October.

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.

Articles

  1. Evgeniou, Theodoros & Cartwright, Phillip, 2005. "Barriers to Information Management," European Management Journal, Elsevier, vol. 23(3), pages 293-299, June.

    Cited by:

    1. Micheels, Eric T., 2014. "Experience and learning in beef production: Results from a cluster analysis," International Journal of Agricultural Management, Institute of Agricultural Management, vol. 3(3), pages 1-10.
    2. Markovich, Amiram & Efrat, Kalanit & Raban, Daphne R. & Souchon, Anne L., 2019. "Competitive intelligence embeddedness: Drivers and performance consequences," European Management Journal, Elsevier, vol. 37(6), pages 708-718.

  2. Hill, R Carter & Cartwright, P A, 1994. "The Statistical Properties of the Equity Estimator," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(2), pages 141-147, April.

    Cited by:

    1. Fok, Dennis & Franses, Philip Hans, 2001. "Forecasting market shares from models for sales," International Journal of Forecasting, Elsevier, vol. 17(1), pages 121-128.
    2. Lu, Huidi & van der Lans, Ralf & Helsen, Kristiaan & Gauri, Dinesh K., 2023. "DEPART: Decomposing prices using atheoretical regression trees," International Journal of Research in Marketing, Elsevier, vol. 40(4), pages 781-800.

  3. Hill, R Carter & Cartwright, P A, 1994. "The Statistical Properties of the Equity Estimator: A Rejoinder," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(2), pages 155-155, April.

    Cited by:

    1. Fok, Dennis & Franses, Philip Hans, 2001. "Forecasting market shares from models for sales," International Journal of Forecasting, Elsevier, vol. 17(1), pages 121-128.
    2. Lu, Huidi & van der Lans, Ralf & Helsen, Kristiaan & Gauri, Dinesh K., 2023. "DEPART: Decomposing prices using atheoretical regression trees," International Journal of Research in Marketing, Elsevier, vol. 40(4), pages 781-800.

  4. Hill, R. Carter & Cartwright, Phillip A. & Arbaugh, Julia F., 1991. "The use of biased predictors in marketing research," International Journal of Forecasting, Elsevier, vol. 7(3), pages 271-282, November.

    Cited by:

    1. Huiskonen, Janne & Niemi, Petri & Pirttila, Timo, 2005. "The role of C-products in providing customer service--refining the inventory policy according to customer-specific factors," International Journal of Production Economics, Elsevier, vol. 93(1), pages 139-149, January.

  5. Cartwright, Phillip A & Lee, Cheng F, 1987. "Time Aggregation and the Estimation of the Market Model: Empirical Evidence," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(1), pages 131-143, January.

    Cited by:

    1. Semenov, Andrei, 2021. "Measuring the stock's factor beta and identifying risk factors under market inefficiency," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 635-649.
    2. Doyle, Joanne & Eades, Kenneth & Marshall, Brooks, 2021. "Estimating the effect of active management and private equity for defined benefit pension funds," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 161-169.
    3. Xing Jin & LepingWang & JunYu, 2007. "Temporal Aggregation and Risk-Return Relation," Finance Working Papers 21917, East Asian Bureau of Economic Research.
    4. Cartwright, Phillip A. & Riabko, Natalija, 2015. "Measuring the effect of oil prices on wheat futures prices," Research in International Business and Finance, Elsevier, vol. 33(C), pages 355-369.
    5. Sin, C.Y. (Chor-yiu) & Lee, Cheng-Few, 2021. "Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression," Econometrics and Statistics, Elsevier, vol. 18(C), pages 117-142.
    6. Chaudhury, M. M. & Lee, C. F., 1997. "Functional form of stock return model: Some international evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(1), pages 151-183.
    7. Cheng F. Lee & Gong-meng Chen & Oliver M. Rui, 2001. "Stock Returns And Volatility On China'S Stock Markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 24(4), pages 523-543, December.
    8. Hans Dillen & Bo Stoltz, 1999. "The distribution of stock market returns and the market model," Finnish Economic Papers, Finnish Economic Association, vol. 12(1), pages 41-56, Spring.
    9. Phillip A. Cartwright & Natalija Riabko, 2019. "Do spot food commodity and oil prices predict futures prices?," Review of Quantitative Finance and Accounting, Springer, vol. 53(1), pages 153-194, July.
    10. Jin, Xing & Wang, Leping & Yu, Jun, 2007. "Temporal aggregation and risk-return relation," Finance Research Letters, Elsevier, vol. 4(2), pages 104-115, June.
    11. BEAUPAIN, Renaud & GIOT, Pierre & PETITJEAN, Mikael, 2006. "Market-wide liquidity co-movements, volatility regimes and market cap sizes," LIDAM Discussion Papers CORE 2006102, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    12. Lo, Melody & Lee, Cheng-Few, 2006. "A reexamination of the market efficiency hypothesis: Evidence from an electronic intra-day, inter-dealer FX market," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(4), pages 565-585, September.
    13. Phillip A. Cartwright & Natalija Riabko, 2016. "Further evidence on the explanatory power of spot food and energy commodities market prices for futures prices," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 579-605, October.

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