Printed from https://ideas.repec.org/s/bru/brucer.html
Content
Undated material is presented at the end, although it may be more recent than other items
Undated
- 97-04 Expected returns, risk and the integration of international bond markets
by David Barr & Richard Priestley - 97-03 Risk factors in the Malaysian stock market
by Andrew Clare & Richard Priestley - 97-02 Calculating the probability of failure of the Norwegian banking sector
by Andrew Clare & Richard Priestley - 97-01 An asset pricing approach to estimating the persistence in expected returns
by Richard Priestley - 96-16 An empirical study on contractual heterogeneity within the firm: the "vertical integration - incentive contracts" mix
by Luisa Affuso - 96-15 Cointegration representation, identification and estimation
by John Hunter & C. Dislis - 96-14 Excess stock returns and news: evidence from European markets
by Dimitrios Malliaropulos - 96-13 Shocks, risk and the predictive power of long bond yields for future inflation
by Dimitrios Malliaropulos - 96-12 Nonstationarity, structural breaks and the Fisher effect
by Dimitrios Malliaropulos - 96-11 Identifying the effects of nominal and real shocks on the S&P 500 stock price index
by Dimitrios Malliaropulos - 96-10 Long-run neutrality and superneutrality in an ARIMA framework: a note
by Dimitrios Malliaropulos - 96-09 International stock return differentials and real exchange rate changes
by Dimitrios Malliaropulos - 96-08 Testing for seasonal patterns in conditional return volatility: evidence from Asia-Pacific markets
by Andrew Clare & Ian Garrett & Greg Jones - 96-07 Money, long-run superneutrality and real equity prices
by Dimitrios Malliaropulos - 96-06 Explaining the stochastic trend in velocity of money
by Dimitrios Malliaropulos - 96-05 Reports of beta's death are premature: evidence from the UK
by Andrew Clare, Richard Priestley & Steven Thomas - 96-04 An infinitely divisible distribution in financial modelling
by Dimitrios Malliaropulos - 96-03 Capital control liberalisation and stock market development
by Ross Levine & Sara Zervos - 96-02 Industry and country components in emerging market stock returns
by Sara Zervos - 96-01 Is equity a hedge against inflation in the long run? Evidence from the G5
by Dimitrios Malliaropulos - 95-13 The effects of stock index futures trading on stock index volatility: an analysis of the asymmetric response of volatility to news
by Antonios Antoniou, Phil Holmes & Richard Priestley - 95-12 Futures market efficiency, the unbiasedness hypothesis and variance bounds tests: the case of the FTSE-100 Futures Contract
by Antonios Antoniou & Phil Holmes - 95-11 Stock markets, banks and economic growth
by Ross Levine & Sara Zervos - 95-10 Modelling the dividend behaviour of the aggregate US stock market
by Ian Garrett & Richard Priestley - 95-09 Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices
by David Barr & John Campbell - 95-08 Utility neutral option pricing under transaction costs
by Mark Davis & Michael Monoyios - 95-07 Tests of exogeneity for long run PPP and uncovered interest parity in an identified model of the UK effective exchange rate
by John Hunter & Mark Simpson - 95-06 Seasonality, stock returns and the macroeconomy
by Richard Priestley - 95-05 Do Assumptions about Factor Structure Matter in Identifying the Number of Significant Factors in Test of the APT ?
by Ian Garrett & Richard Priestley - 95-04 The Effect of Regulatory Announcements on the Cost of Equity Capital of British Telecom (Revised May 1996)
by Antonios Antoniou & Gioia Pescetto - 95-03 Common Factors and the Empirical Validity of the Arbitrage Pricing Theory
by Antonios Antoniou & Ian Garrett & Richard Priestley - 95-02 The APT vs. the CAPM as a Description of Security Returns: The United Kindom Experience
by Antonios Antoniou & Ian Garrett & R. Priestly - 95-01 Did Membership of the Exchange Rate Mechanism Reduce the Equity Market Risk Premium ?
by Antonios Antoniou & Ian Garrett & R. Priestly - 94-07 Estimating the Cost of Capital of the UK's Newly Privatised Utilities
by Andrew Clare et al - 94-06 Day of the Week Effects: Evidence from the Kuala Lumpur Stock Exchange
by Andrew Clare et al - 94-05 On the Removal of Nonsynchronous Trading and Non Trading Effects from Security Prices and Stock Index Values
by Ian Garrett - 94-04 Predicting the Returns from Stock Index Futures
by Andrew Clare et al - 94-03 Volume-volatility Relations for Oil Crude Futures Markets
by Andrew Foster - 94-02 A parsimonious cointegration representation for multi-cointegration
by John Hunter - 94-02 The APT, Macroeconomic and Financial Factors, and Expectation Generating Processes
by Richard Priestley - 94-01 Short versus Long Term Dependence in Stock Prices: Evidence from Variance Ratios and Rescaled Range Statistics
by Ian Garrett & Michael Gavrides - 93-07 An Analysis of the Behaviour of International Oil Spot and Futures Markets during the Gulf Conflict
by Andrew Foster - 93-06 A Note on: Global Macroeconomic shocks, Time-varying Covariances and Tests of the ICAPM
by Andrew Clare et al - 93-05 Is the Gilt-Equity Yield Ratio useful for Predicting UK Stock Returns?
by Andrew Clare et al - 93-04 Short-term and Long-term Efficiency in Commodity Spot and Futures Markets
by Antonios Antoniou & Andrew Foster - 93-03 Beta Regression Tendencies when Stock Prices Cointegrate with the Market Index
by Papachristou - 93-02 Macroeconomic Shocks and the Domestic CAPM: Evidence from the UK Stock Market
by Andrew Clare et al - 93-01 Systematic Risk and Returns to Stock Index Futures Contracts: International Evidence
by Antonios Antoniou & Philip Holmes - 92-06 Stock Index Futures and the October 1987 Stock Market Crash
by Antonios Antoniou & Ian Garrett - 92-05 Are Financial Markets Effectively Functioning? Some Evidence From the UK Stock and Stock Index Futures Markets
by Antonios Antoniou & Ian Garrett - 92-04 Price Dominance Between Spot and Futures Markets : A Reexamination using Error-Correction Models
by Antonios Antoniou & Andrew Foster - 92-03 Global Identification of Linear Rational Expectations Models
by John Hunter - 92-02 The Relationship between Futures Trading and Spot Price Volatility: Distinguishing Between the Message and the Messenger
by Antonios Antoniou & Philip Holmes - 92-01 Tests of Futures Market Efficiency using Cointegration
by Antonios Antoniou & Andrew Foster - 91-08 A Reexamination of the Case for Interest Ceilings on Consumer Credit
by Andrew Hartropp - 91-07 Non-synchronous Trading and the October 1987 Crash
by Ian Garrett - 91-06 Miller-Modigliani, Behavioural Models of Dividend Policy and the Dividend Behaviour of the Aggregate Stock Market : Some Evidence for the UK
by Ian Garrett & Richard Priestley - 91-05 On the Implementation and Interpretation of the Market Model : An Alternative Approach
by Ian Garrett - 91-04 The Capital Asset Pricing Model and Weekly Futures Returns : The Case of the FTSE-100 Stock Index Futures Contract
by Antonios Antoniou & Philip Holmes - 91-03 Efficient Predictions of Inefficient Markets : An Analysis of Commodity Spot and Futures Markets
by Antonios Antoniou & Andrew Foster - 91-02 Futures Trading and Spot Market Volatility : Evidence for Brent Crude Oil Using GARCH
by Antonios Antoniou & Andrew Foster - 91-01 Using the Market Model : A Note
by Ian Garrett