Number of items: 29.
Alexander, C. and Dimitriou, A.
(2006)
Rank alpha funds of hedge funds.
In: Gregoriou, G. N. (ed.)
Fund of hedge funds: performance, assessment, diversification and statistical properties.
Elsevier, pp. 3-25.
ISBN 9780750679848
Alexander, C. and Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754
(2006)
Normal mixture GARCH(1,1): applications to exchange rate modelling.
Journal of Applied Econometrics, 21 (3).
pp. 307-336.
ISSN 1099-1255
doi: https://doi.org/10.1002/jae.849
Alexandridis, G., Antoniou, A. and Zhao, H.
(2006)
Valuation effects of short sale constraints: the case of corporate takeovers.
European Financial Management, 12 (5).
pp. 747-762.
ISSN 1468-036X
doi: https://doi.org/10.1111/j.1468-036X.2006.00275.x
Anderson, K. and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153
(2006)
The long-term price-earnings ratio.
Journal of Business Finance and Accounting, 33 (7-8).
pp. 1063-1086.
ISSN 1468-5957
doi: https://doi.org/10.1111/j.1468-5957.2006.00621.x
Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Dryburgh, P. R.
(2006)
Advance contracts for sale of wool c.1200-c.1327.
List and Index Society, 315.
List and Index Society, Kew, pp244.
Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Dryburgh, P. R.
(2006)
‘Leger est aprendre mes fort est arendre’: wool, debt, and the dispersal of Pipewell Abbey (1280-1330).
Journal of Medieval History, 32 (3).
pp. 187-211.
ISSN 0304-4181
doi: https://doi.org/10.1016/j.jmedhist.2006.07.001
Board, J. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X
(2006)
Futures and forwards.
In: Garrett, I. (ed.)
Finance.
The Blackwell Encyclopedia of Management (4).
Wiley.
ISBN 9781405118262
Board, J. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X
(2006)
Program trading.
In: Garrett, I. (ed.)
Finance.
The Blackwell Encyclopedia of Management (4).
Wiley, pp. 159-160.
ISBN 9781405118262
Board, J., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Wells, S.,
(2006)
A false perception? The relative riskiness of AIM and listed stocks.
Discussion Papers. 2006-0.
Discussion Paper.
University of Reading, Reading.
pp40.
Brammer, S., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Pavelin, S.
(2006)
Corporate social performance and stock returns: UK evidence from disaggregate measures.
Financial Management, 35 (3).
pp. 97-116.
ISSN 1755-053X
doi: https://doi.org/10.1111/j.1755-053X.2006.tb00149.x
Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153
(2006)
Multivariate stochastic volatility model.
In: Mills, T. C. and Patterson, K. (eds.)
Palgrave handbook of econometrics: econometric theory.
Palgrave MacMillan, pp. 765-783.
ISBN 9781403941558
Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Hinich, M. J.
(2006)
Detecting intraday periodicities with application to high frequency exchange rates.
Journal of the Royal Statistical Society: Series C (Applied Statistics), 55 (2).
pp. 241-259.
ISSN 1467-9876
doi: https://doi.org/10.1111/j.1467-9876.2006.00534.x
Canivet, G., Andenas, M. and Fairgrieve, D., eds.
(2006)
Independence, accountability and the judiciary.
British Institute of International and Comparative Law, London, pp492.
ISBN 9780903067645
Chen, Z., Daigler, R. T. and Parhizgari, A. M.
(2006)
Persistence of volatility in futures markets.
Journal of Futures Markets, 26 (6).
pp. 571-594.
ISSN 1096-9934
doi: https://doi.org/10.1002/fut.20210
Chi, J. and Padgett, C.
(2006)
Operating performance and its relationship to market performance of Chinese initial public offerings.
Chinese Economy, 39 (5).
pp. 28-50.
ISSN 1097-1475
doi: https://doi.org/10.2753/CES1097-1475390502
Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D.
(2006)
Forecasting with breaks.
In: Elliot, G., Granger, C.W.J. and Timmermann, A. (eds.)
Handbook of Economic Forecasting, Volume 1.
North Holland, pp. 605-651.
ISBN 9780444513953
Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341
(2006)
Evaluating the Survey of Professional Forecasters probability distributions of expected inflation based on derived event probability forecasts.
Empirical Economics, 31 (1).
pp. 49-64.
ISSN 0377-7332
doi: https://doi.org/10.1007/s00181-005-0014-9
Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Gãlvao, A.B.
(2006)
Combining predictors & combining information in modelling: forecasting US recession probabilities and output growth.
In: Milas, C., Rothman, P. A., van Dijk, D. and Wildasin, D. E. (eds.)
Non-linear Time Series Analysis of Business Cycles.
Contributions to Economic Analysis, 276.
Elsevier Science, pp. 57-73.
ISBN 978444518385
Davies, R., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X and Scott-Quinn, B.
(2006)
The MiFID: competition in a new European equity market regulatory structure.
In: Ferrarini, G. and Wymeersch, E. (eds.)
Investor Protection in Europe: Corporate Law Making, The MiFID and Beyond.
Oxford University Press.
ISBN 9780199202911
Favato, G. and Mills, R.W.
(2006)
Challenging conventional wisdom in R&D.
Henley Manager Update, 18 (1).
pp. 55-64.
ISSN 1745-7866
Mills, R.
(2006)
Challenges in value and risk management.
Henley Manager Update, 17 (3).
pp. 1-10.
ISSN 1745-7866
Mills, R.
(2006)
Emerging trends in mergers and acquisitions.
Henley Manager Update, 18 (1).
pp. 27-38.
ISSN 1745-7866
Mills, R.
(2006)
People value and that elusive human factor.
Henley Manager Update, 17 (4).
pp. 1-10.
ISSN 1745-7866
Mills, R., Peksyk, M. and Weinstein, W.L.
(2006)
Sharpening the tools of country risk analysis.
Journal of Financal Risk Management, 3 (4).
pp. 7-22.
Mills, R., Weinstein, B. and Favato, G.
(2006)
Using scenario thinking to make real options relevant to managers: a case illustration.
Journal of General Management, 31 (3).
pp. 49-74.
ISSN 0306-3070
Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X
(2006)
Merging schemes: an economic analysis of defined benefit pension scheme merger criteria.
Annals of Actuarial Science, 1 (02).
pp. 203-220.
ISSN 1748-5002
doi: https://doi.org/10.1017/S1748499500000130
Sutcliffe, C. M. S. ORCID: https://orcid.org/0000-0003-0187-487X
(2006)
Stock index futures. 3rd edition.
Innovative Finance Textbooks.
Ashgate, pp532.
ISBN 9780754641926
Weinstein, B.
(2006)
The high risk scenario in the global economy.
Henley Manager Update, 18 (1).
pp. 1-13.
ISSN 1745-7866
Yiğitsbaşioğlu, A. B. and Alexander, C.
(2006)
Pricing and hedging convertible bonds: delayed calls and uncertain volatility.
International Journal of Theoretical and Applied Finance, 9 (3).
pp. 415-453.
ISSN 1793-6322
doi: https://doi.org/10.1142/S0219024906003573
This list was generated on Wed Dec 25 07:32:38 2024 UTC.