Chris Brooks
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British economist
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Economics
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Monetary Economics
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Economics
Chris Brooks 's Degrees
- Bachelors Economics University of Oxford
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Why Is Chris Brooks Influential?
(Suggest an Edit or Addition)According to Wikipedia, Chris Brooks is Professor of Finance in the School of Accounting and Finance at the University of Bristol, United Kingdom. Biography Brooks was formerly Professor of Finance at the ICMA Centre, part of Henley Business School, University of Reading, and the Bayes Business School, City University London. He holds a PhD and a BA in Economics and Econometrics, both from the Department of Economics at the University of Reading. His teaching has included statistics, econometrics, asset pricing and portfolio management, corporate finance and the philosophy of research. Brooks has acted as advisor and consultant to various agencies and companies and has been on the editorial boards of numerous journals including the International Journal of Forecasting, Journal of Business Finance & Accounting, and the British Accounting Review. He was a member of the Accounting and Finance sub-panel for the 2008 Research Assessment Exercise and of the Business and Management sub-panel for the Research Excellence Framework 2014. Brooks is a former member of the Executive Committee of the Conference of Professors of Accounting and Finance and is a member of the ESRC peer review college. He has received research funding from the ESRC and from the Leverhulme Trust, amongst other funders.
Chris Brooks 's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Introductory Econometrics for Finance (2002) (3395)
- Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures (2005) (892)
- Introductory econometrics for finance. 2nd edition (2008) (708)
- The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors (2001) (501)
- The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis (2010) (385)
- The Effects of Environmental, Social and Governance Disclosures and Performance on Firm Value: A Review of the Literature in Accounting and Finance (2017) (310)
- The Effects of Corporate Social Performance on the Cost of Corporate Debt and Credit Ratings (2011) (280)
- The effect of asymmetries on optimal hedge ratios (2002) (263)
- Predicting stock index volatility: can market volume help? (1998) (216)
- Testing for non-linearity in daily sterling exchange rates (1996) (206)
- Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects (2001) (203)
- A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100 (2001) (199)
- Volatility forecasting for risk management (2003) (192)
- Autoregressive Conditional Kurtosis (2005) (181)
- Benchmarks and the accuracy of GARCH model estimation (2001) (155)
- The Impact of Economic and Financial Factors on UK Property Performance (1999) (152)
- A Comparison of Extreme Value Theory Approaches for Determining Value at Risk (2005) (132)
- A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate (2001) (119)
- Linear and Non-linear (Non-)Forecastability of High-frequency Exchange Rates (1997) (119)
- Multivariate GARCH models: software choice and estimation issues (2003) (106)
- The Effect of Asymmetries on Stock Index Return Value‐at‐Risk Estimates (2003) (103)
- The dynamics of commodity prices (2011) (96)
- A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of the S&P 500 Composite Index (2005) (93)
- The trading profitability of forecasts of the gilt–equity yield ratio (2001) (86)
- Information criteria for GARCH model selection (2003) (85)
- Futures Basis, Inventory and Commodity Price Volatility: An Empirical Analysis (2012) (81)
- Momentum Profits and Time-Varying Unsystematic Risk (2007) (80)
- Real Estate Modelling and Forecasting (2010) (80)
- Rational Speculative Bubbles: An Empirical Investigation of the London Stock Exchange (2003) (79)
- House Price Dynamics and Their Reaction to Macroeconomic Changes (2013) (78)
- Episodic nonstationarity in exchange rates (1998) (73)
- Institutional Cross-Ownership and Corporate Strategy: The Case of Mergers and Acquisitions (2017) (72)
- The Stock Performance of America's 100 Best Corporate Citizens (2005) (71)
- Model Choice and Value-at-Risk Performance (2002) (71)
- RATS Handbook to Accompany Introductory Econometrics for Finance (2008) (70)
- Linear and Non-Linear Transmission of Equity Return Volatility: Evidence From the US, Japan, and Australia (2000) (67)
- Over the moon or sick as a parrot? The effects of football results on a club's share price (2009) (67)
- Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets? (2002) (66)
- A word of caution on calculating market-based minimum capital risk requirements (2000) (64)
- The Financial Effects of Uniform and Mixed Corporate Social Performance (2014) (60)
- The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test (1999) (58)
- The Cross‐Currency Hedging Performance of Implied Versus Statistical Forecasting Models (2001) (57)
- Cross-correlations and cross-bicorrelations in Sterling exchange rates (1999) (57)
- Measuring the Response of Macroeconomic Uncertainty to Shocks (2005) (55)
- What makes students satisfied? A discussion and analysis of the UK’s national student survey (2018) (55)
- Intrinsic and Rational Speculative Bubbles in the US Housing Market: 1960–2011 (2011) (53)
- Forecasting exchange rate volatility using conditional variance models selected by information criteria (1998) (52)
- The Long-Term Price-Earnings Ratio (2005) (52)
- Gender and the Evaluation of Research (2014) (48)
- The S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume (2010) (47)
- An alternative approach to investigating lead-lag relationships between stock and stock index futures markets (1999) (46)
- Why are Older Investors Less Willing to Take Financial Risks? (2017) (45)
- Do Long-Short Speculators Destabilize Commodity Futures Markets? (2013) (44)
- British research in accounting and finance (2001–2007): The 2008 research assessment exercise (2009) (43)
- Decomposing the price-earnings ratio (2005) (43)
- Can portmanteau nonlinearity tests serve as general mis-specification tests? (2000) (43)
- Do investors care about corporate taxes (2016) (43)
- Booms and Busts in Commodity Markets: Bubbles or Fundamentals? (2015) (42)
- Handbook of Research Methods and Applications in Empirical Finance (2013) (41)
- Threshold Autoregressive and Markov Switching Models: An Application to Commercial Real Estate (1999) (41)
- Introductory Econometrics for Finance: Preface to the second edition (2008) (39)
- International evidence on the predictability of returns to securitized real estate assets: econometric models versus neural networks (2003) (39)
- GARCH modelling in finance: a review of the software options (1997) (38)
- Forecasting real estate returns using financial spreads (2001) (38)
- The underpricing of IPOs on the Stock Exchange of Mauritius (2012) (37)
- Optimal hedging with higher moments: Optimal Hedging with Higher Moments (2012) (37)
- Modelling the Implied Volatility of Options on Long Gilt Futures (2002) (36)
- Testing for bubbles in indirect property price cycles (2001) (35)
- Forecasting Models of Retail Rents (2000) (33)
- The Value Premium and Time-Varying Volatility (2009) (33)
- Commodity Futures Prices: More Evidence on Forecast Power, Risk Premia and the Theory of Storage (2013) (33)
- Why Does Research in Finance Have So Little Impact? (2016) (32)
- Trading Rules from Forecasting the Collapse of Speculative Bubbles for the S&P 500 Composite Index (2005) (32)
- Value at Risk and Market Crashes (2000) (32)
- Optimal Hedging with Higher Moments (2007) (32)
- The performance of football club managers: skill or luck? (2011) (28)
- Bicorrelations and cross‐bicorrelations as non‐linearity tests and tools for exchange rate forecasting (2001) (27)
- Experience Wears the Trousers: Exploring Gender and Attitude to Financial Risk (2018) (27)
- Interest in Medieval Accounts: Examples from England, 1272-1340 (2008) (26)
- Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates (2002) (24)
- The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market (2002) (22)
- Commercial Real Estate and Equity Market Bubbles: Are They Contagious to REITs? (2013) (21)
- Low-cost momentum strategies (2008) (21)
- A re-examination of the index effect: Gambling on additions to and deletions from the S&P 500's ‘gold seal’ (2008) (21)
- Corporate Reputation and Stock Returns: Are Good Firms Good for Investors? (2004) (20)
- The Gross Truth About Hedge Fund Performance and Risk: The Impact of Incentive Fees (2007) (19)
- Corporate Tax: What Do Stakeholders Expect? (2019) (19)
- Topics and Trends in Finance Research: What Is Published, Who Publishes It and What Gets Cited? (2018) (19)
- Introductory Econometrics for Finance: Panel data (2008) (19)
- Testing for Periodically Collapsing Rational Speculative Bubbles in US REITs (2009) (19)
- Speculative Bubbles and the Cross-Sectional Variation in Stock Returns (2013) (18)
- Detecting intraday periodicities with application to high frequency exchange rates (2001) (17)
- Is There a ‘Magic Link’ Between Research Activity, Professional Teaching Qualifications and Student Satisfaction? (2019) (17)
- Linkages between property asset returns and interest rates: evidence for the UK (2001) (17)
- Chaos in Foreign Exchange Markets: A Sceptical View (1998) (16)
- What Makes Students Satisfied? A Discussion and Analysis of the UK's National Student Survey (2016) (15)
- Financial data science: the birth of a new financial research paradigm complementing econometrics? (2019) (15)
- Cross Hedging with Single Stock Futures (2006) (15)
- Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors (2002) (15)
- The long-run performance of IPOs: the case of the Stock Exchange of Mauritius (2014) (15)
- Portmanteau Model Diagnostics and Tests for Nonlinearity: A Comparative Monte Carlo Study of Two Alternative Methods (1999) (15)
- The cyclical relations between traded property stock prices and aggregate time-series (2000) (13)
- Hot and cold IPO markets: The case of the Stock Exchange of Mauritius (2012) (13)
- Did Quantitative Easing Only Inflate Stock Prices? Macroeconomic Evidence from the US and UK (2016) (13)
- Optimal Hedging and the Value of News (1999) (13)
- The English Wool Market, c.1230-1327 (2007) (12)
- Speculative Bubble Spillovers across Regional Housing Markets (2012) (12)
- Does Managerial Turnover Affect Football Club Share Prices? (2012) (12)
- Interest rates and efficiency in medieval wool forward contracts (2007) (12)
- Cambium Non Est Mutuum: Exchange and Interest Rates in Medieval Europe (2017) (11)
- Idiosyncratic Volatility and the Pricing of Poorly-Diversified Portfolios (2011) (11)
- The Interactive Financial Effects between Corporate Social Responsibility and Irresponsibility (2012) (11)
- On the Predictive Content of Leading Indicators: The Case of U.S. Real Estate Markets (2013) (11)
- Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector‘ (2005) (10)
- Modelling Long-Run Relationships in Finance (2008) (10)
- Transaction Costs, Trading Volume and Momentum Strategies (2009) (10)
- Univariate Time-Series Modelling and Forecasting (2008) (9)
- The Credit Relationship between Henry III and Merchants of Douai and Ypres, 1247–70 (2014) (8)
- ‘Leger est aprendre mes fort est arendre’: wool, debt, and the dispersal of Pipewell Abbey (1280-1330) (2006) (8)
- Extreme Returns From Extreme Value Stocks (2007) (8)
- The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-By-Tick Stock Price Performance (2007) (8)
- Does orthogonalization really purge equitybased property valuations of their general stock market influences? (2000) (7)
- On the Performance of the Tick Test (2011) (7)
- Timing is Everything: A Comparison and Evaluation of Market Timing Strategies (2005) (7)
- Fundamental indexation revisited: New evidence on alpha (2017) (7)
- Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange (2003) (7)
- The Impact of Personality Traits on Attitude to Financial Risk (2020) (7)
- Commodity Risks and the Cross-Section of Equity Returns (2015) (7)
- A measure of persistence in daily pound exchange rates (1995) (6)
- Python Guide to Accompany Introductory Econometrics for Finance (2019) (6)
- Integration of International Office Markets and Signal Extraction (2008) (6)
- Medieval Property Investors, ca. 1300–1500 (2018) (6)
- The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market (2012) (6)
- To Invest or Not to Invest?: The Roles of Product Information, Attitudes Towards Finance and Life Variables in Retail Investor Propensity to Engage with Financial Products (2019) (6)
- A Note on Estimating Market-Based Minimum Capital Risk Requirements: A Multivariate GARCH Approach (2002) (6)
- Regime Switching Models of Speculative Bubbles with Volume: An Empirical Investigation of the S&P 500 Composite Index (2003) (6)
- A reappraisal of the freehold property market in late medieval England (2017) (6)
- Green Accounting and Finance: Advancing Research on Environmental Disclosure, Value Impacts and Management Control Systems (2020) (6)
- Encyclopedia of Medieval Dress and Textiles of the British Isles c. 450-1450 (2012) (5)
- Did Purchasing Power Parity Hold in Medieval Europe? (2014) (5)
- When Is a MAX Not the MAX? How News Resolves Information Uncertainty (2019) (5)
- A model for exchange rates with crawling bands—an application to the Colombian peso (2002) (5)
- Medieval foreign exchange: a time series analysis (2013) (5)
- Optimism, Volatility and Decision-Making in Stock Markets (2018) (5)
- Classical Linear Regression Model Assumptions and Diagnostic Tests (2019) (5)
- Time-varying price discovery in the eighteenth century: empirical evidence from the London and Amsterdam stock markets (2016) (5)
- Extreme Returns from Extreme Value Stocks: Enhancing the Value Premium (2005) (4)
- Housing and equity bubbles: Are they contagious to REITs? (2011) (4)
- Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect (2007) (4)
- Testing for non linearity in daily (2017) (4)
- Intraday Patterns in the Returns , Bid (2003) (4)
- The Impact of Foreign Real Estate Investment on Land Prices: Evidence from Mauritius (2017) (4)
- Did Long-Short Investors Destabilize Commodity Markets? (2013) (4)
- RATS Handbook to Accompany Introductory Econometrics for Finance: Modelling volatility and correlation (2008) (4)
- THE BUSINESS SCHOOL FOR FINANCIAL MARKETS The University of Reading Matching and the Estimated Impact of Interlisting (2003) (4)
- Credit finance in thirteenth-century England: the Ricciardi of Lucca and Edward I, 1272-1294 (2011) (4)
- What will be the risk-free rate and benchmark yield curve following European monetary union? (2000) (4)
- Comparing perceptions of the impact of journal rankings between fields (2021) (3)
- Tests of non-linearity using LIFFE futures transactions price data (1999) (3)
- Futures basis, scarcity and commodity price volatility: An empirical analysis (2011) (3)
- The performance effects of composition changes on sector specific stock indices: The case of European listed real estate (2013) (3)
- Is There a ‘Magic Link’ Between Research Activity, Professional Teaching Qualifications and Student Satisfaction? (2016) (3)
- Testing for speculative bubbles in asset prices (2013) (3)
- An EVT Approach to calculating Risk Capital Requirements (2000) (3)
- Contingent-Claim-Based Expected Stock Returns (2013) (3)
- Organizing Volkswagen: A Critical Assessment (2016) (3)
- Reducing Basis Risk for Stocks by Cross Hedging with Matched Futures (2004) (3)
- The Long-Term P/E Radio (2005) (3)
- Time Varying Volatility and the Cross-Section of Equity Returns  (2009) (3)
- The Importance of Staying Positive: The Impact of Emotions on Attitude to Risk (2020) (3)
- An Extreme Value Theory Approach to Calculating Minimum Capital Risk Requirements (2002) (3)
- The Impacts of Emotions and Personality on Borrowers’ Abilities to Manage Their Debts (2020) (3)
- The Negative Credit Risk Premium Puzzle: A Limits to Arbitrage Story (2015) (3)
- Nonlinear Evolution In UK Stock Returns And Volume (1999) (2)
- Can profitable trading strategies be derived from investment best-sellers? (2001) (2)
- Are Investors Guided by the News Disclosed by Companies or by Journalists (2014) (2)
- The First Real Estate Bubble? Land Prices and Rents in Medieval England C. 1300-1500 (2018) (2)
- Forecasting High Frequency Exchange Rates Using Cross-Bicorrelations (1998) (2)
- The Integration of European and US Real Estate Markets (2007) (2)
- Commodity Risk Factors and the Cross-Section of Equity Returns (2014) (2)
- Developing an Attitude to Risk Questionnaire for Retail Investors (2018) (2)
- Does more detailed information mean better performance? An experiment in information explicitness (2014) (2)
- The English Wool Market, c . 1230–1327: Advance contracts for the sale of wool (2007) (2)
- A Brief Overview of the Classical Linear Regression Model (2008) (2)
- The Case of Mergers and Acquisitions (2018) (2)
- The ‘Buying and Selling of Money for Time’: Foreign Exchange and Interest Rates in Medieval Europe (2015) (2)
- Decomposing the P/E Ratio (2005) (2)
- Accounts of the English crown with Italian merchant societies, 1272-1345 (2009) (2)
- Stata Guide to Accompany Introductory Econometrics for Finance (2019) (2)
- What Stakeholders Expect from Corporations When it Comes to Paying Tax: Corporate Reputation and Optimal Tax Planning (2015) (2)
- Modelling long-run relationships (2008) (2)
- An overview of regression analysis (2010) (1)
- Tomorrow's fish and chip paper? Slowly incorporated news and the cross-section of stock returns (2019) (1)
- Modern finance in the Middle Ages? Advance contracts with Cistercian abbeys for the supply of wool c. 1270-1330: a summary of findings (2004) (1)
- A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market (2010) (1)
- Real Estate Modelling and Forecasting: Applications of regression analysis (2010) (1)
- The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market (2010) (1)
- Modelling Volatility and Correlation (2019) (1)
- Fundamental Indexing in the UK (2017) (1)
- Testing for Bubbles in Real Estate Price Cycles (2004) (1)
- The Role of Crisis in the English Property Market, 1300-1500: A Reappraisal (2017) (1)
- Advance Contracts for the Sale of Wool in Medieval England: An Undeveloped and Inefficient Market? (2005) (1)
- Advance contracts for the sale of wool c. 1200-c. 1327 (2006) (1)
- Signs of the Times (2019) (1)
- Real Estate Modelling and Forecasting: Forecast evaluation (2010) (1)
- Saving for a Rainy Day… or a Trip to the Bahamas? How the Framing of Investment Communication Impacts Retail Investors (2020) (1)
- Explaining Abnormal Returns in Stock Markets: An Alpha-Neutral Version of the CAPM (2018) (1)
- Commercial real estate and equity market bubbles : (2018) (1)
- Forecasting the Collapse of Speculative Bubbles: An Empirical Investigation of the S&P 500 Composite Index (2002) (1)
- THE BUSINESS SCHOOL FOR FINANCIAL MARKETS (2002) (1)
- Time series models (2010) (0)
- Speculative bubbles in asset prices: hot topic or hot air? (2002) (0)
- Statistical Foundations and Dealing with Data (2019) (0)
- The English Wool Market, c . 1230–1327: Sample contract (2007) (0)
- Does the Stock Market Penalise Fast-Growing Firms? (2012) (0)
- R Guide to Accompany Introductory Econometrics for Finance (2019) (0)
- Introductory Econometrics for Finance: Multivariate models (2008) (0)
- 08-02 * Momentum Profits and Time-Varying Unsystematic Risk (2010) (0)
- Introductory Econometrics for Finance: Limited dependent variable models (2008) (0)
- Are Investors Guided by the News Disclosed by Companies or by Journalists? (2013) (0)
- Cointegration in real estate markets (2010) (0)
- List of contracts (2007) (0)
- Appendix: sources of data in this book (2008) (0)
- Credit Finance in the Middle Ages: Loans to the English Crown 1272–1345 (2017) (0)
- When It Comes to the Crunch: Retail Investor Decision-Making During Periods of Market Volatility (2021) (0)
- The English Wool Market, c . 1230–1327: Glossary of wool terms (2007) (0)
- Introductory Econometrics for Finance: Tables of statistical distributions (2008) (0)
- Has the UK equity bubble burst completely (2003) (0)
- The Value Premium and Time-Varying Unsystematic Risk (2007) (0)
- The Extremes of the P/E Effect (2005) (0)
- RATS Handbook to Accompany Introductory Econometrics for Finance: Switching models (2008) (0)
- Summary facts and figures of contracts (2007) (0)
- OvertheMoonorSickasaParrot? TheEffectsofFootballResultsonaClub'sShareP rice (2009) (0)
- The English Wool Market, c . 1230–1327: Case study – Pipewell Abbey, Northamptonshire (2007) (0)
- EViews Guide to Accompany Introductory Econometrics for Finance (2019) (0)
- RATS Handbook to Accompany Introductory Econometrics for Finance: References (2008) (0)
- Introductory Econometrics for Finance: Introduction (2008) (0)
- RATS Handbook to Accompany Introductory Econometrics for Finance: Introduction (2008) (0)
- Introductory Econometrics for Finance: Switching models (2008) (0)
- Multi-equation structural models (2010) (0)
- Estimating market-based minimum capital risk requirements : A multivariate GARCH approach by (2014) (0)
- RATS Handbook to Accompany Introductory Econometrics for Finance: Simulation methods (2008) (0)
- The English Wool Market, c . 1230–1327: Notes on weights, measures and monetary units (2007) (0)
- An extreme value approach to calculating the position risk requirements of financial futures contracts (2002) (0)
- Recent and future developments in the modelling of financial time series (2008) (0)
- Introductory Econometrics for Finance: Further development and analysis of the classical linear regression model (2008) (0)
- THE BUSINESS SCHOOL FOR FINANCIAL MARKETS The University of Reading Value at Risk and Market Crashes Discussion Papers in Finance 2000-01 (2000) (0)
- Linkages between property asset returns and (2018) (0)
- A Star has Died (1977) (0)
- Momentum profits and time varying unsystematic (2018) (0)
- Are English football players overvalued? (2023) (0)
- Forecasting models of retail (0)
- The non-use of money in the Middle Ages (2017) (0)
- Forecasting Turning Points in Real Estate Yields (2013) (0)
- Modern finance in the Middle Ages (2007) (0)
- An Empirical Model for Spillover Effects in Price Discovery with Application to the European Bond Market (2012) (0)
- Market crashes and value-at-risk models (2000) (0)
- The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market (2013) (0)
- The Transmission of Speculative Bubbles between Sectors of the S&P 500 during the Tech Bubble (2011) (0)
- Multivariate stochastic volatility model (2006) (0)
- Sources of Data Used in This Book and the Accompanying Software Manuals (2019) (0)
- Why have UK universities become more indebted over time? (2022) (0)
- CentAUR Central (2017) (0)
- Selecting from Amongst Non-Nested Conditional Variance Models: Information Criteria and Portfolio Determination (2002) (0)
- The Negative Credit Risk-Return Puzzle: A Behavioural Story (2016) (0)
- Real Estate Modelling and Forecasting: The way forward for real estate modelling and forecasting (2010) (0)
- Statistical tools for real estate analysis (2010) (0)
- Time-Varying Price Discovery: Early Empirical Evidence (2013) (0)
- Quantitative Easing only inflate stock prices ? Macroeconomic evidence from the US and UK ∗ (2017) (0)
- Introductory Econometrics for Finance: A review of some fundamental mathematical and statistical concepts (2008) (0)
- Introductory Econometrics for Finance: Sources of data used in this book (2008) (0)
- Time-varying price discovery in the eighteenth century: empirical evidence from the London and Amsterdam stock markets (2014) (0)
- Additional Econometric Techniques for Financial Research (2019) (0)
- Limited dependent variable models (2014) (0)
- Real Estate Modelling and Forecasting: Mathematical building blocks for real estate analysis (2010) (0)
- Introduction and Mathematical Foundations (2019) (0)
- Introductory Econometrics for Finance: Conducting empirical research or doing a project or dissertation in finance (2008) (0)
- Finite Sample Weighting of Recursive Forecast Errors (2014) (0)
- Time for an overhaul. (2000) (0)
- Contents in Brief (2018) (0)
- Wool trade: England c. 1250-1330 (2012) (0)
- Further development and analysis of the classical linear regression model (2008) (0)
- RATS Handbook to Accompany Introductory Econometrics for Finance: Multivariate models (2008) (0)
- Further issues in regression analysis (2010) (0)
- Introductory Econometrics for Finance: Simulation methods (2008) (0)
- The English Wool Market, c . 1230–1327: Bibliography (2007) (0)
- Switching and State Space Models (2019) (0)
- The credit crisis of 1294: causes, consequences and results (2009) (0)
- Real Estate Modelling and Forecasting: Real estate forecasting in practice (2010) (0)
- Distress Risk, Bargaining Power, and Stock Returns (2016) (0)
- Over-rated, Over-priced and Over-paid: Why are English Football Players So Highly Valued? (2022) (0)
- Formulating and estimating ARMA models (2008) (0)
- RATS Handbook to Accompany Introductory Econometrics for Finance: The classical linear regression model (2008) (0)
- Macroeconomic Influences on Property Returns (1998) (0)
- Real Estate Modelling and Forecasting: Vector autoregressive models (2010) (0)
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