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Items where Author is "Coakley, J"

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Number of items: 23.

Malikov, K and Manson, S and Coakley, J (2018) Earnings management using classification shifting of revenues. The British Accounting Review, 50 (3). pp. 291-305. DOI https://doi.org/10.1016/j.bar.2017.10.004

Zarrabi, N and Snaith, S and Coakley, J (2017) FX technical trading rules can be profitable sometimes! International Review of Financial Analysis, 49. pp. 113-127. DOI https://doi.org/10.1016/j.irfa.2016.12.010

Coakley, J and Gazzaz, H and Thomas, H (2017) The impact of mispricing and growth on UK M&As. European Journal of Finance, 23 (13). pp. 1219-1237. DOI https://doi.org/10.1080/1351847X.2016.1206585

Coakley, J and Kellard, NM and Wang, J (2016) Commodity futures returns: more memory than you might think! The European Journal of Finance, 22 (14). pp. 1457-1483. DOI https://doi.org/10.1080/1351847x.2015.1025989

Tsvetanov, D and Coakley, J and Kellard, N (2016) Bubbling over! The behaviour of oil futures along the yield curve. Journal of Empirical Finance, 38 (PB). pp. 516-533. DOI https://doi.org/10.1016/j.jempfin.2015.08.009

Coakley, J and Marzano, M and Nankervis, JC (2016) How profitable are FX technical trading rules? International Review of Financial Analysis, 45. pp. 273-282. DOI https://doi.org/10.1016/j.irfa.2016.03.010

Nankervis, JC and Kougoulis, P and Coakley, J (2015) Generalized Variance-Ratio Tests in the Presence of Statistical Dependence. Journal of Time Series Analysis, 36 (5). pp. 687-705. DOI https://doi.org/10.1111/jtsa.12124

Liu, X and Kuo, J and Coakley, J (2015) A pricing kernel approach to valuing options on interest rate futures. The European Journal of Finance, 21 (2). pp. 93-110. DOI https://doi.org/10.1080/1351847X.2013.779289

Cipollini, A and Coakley, J and Lee, H (2015) The European sovereign debt market: from integration to segmentation. The European Journal of Finance, 21 (2). pp. 111-128. DOI https://doi.org/10.1080/1351847x.2013.788535

Kellard, NM and Osborn, D and Coakley, J (2015) Introduction to the JTSA John Nankervis Memorial Issue. Journal of Time Series Analysis, 36 (5). pp. 601-602. DOI https://doi.org/10.1111/jtsa.12127

Coakley, J and Dotsis, G and Liu, X and Zhai, J (2014) Investor sentiment and value and growth stock index options. The European Journal of Finance, 20 (12). pp. 1211-1229. DOI https://doi.org/10.1080/1351847x.2013.779290

Snaith, S and Coakley, J and Kellard, NM (2013) Does the forward premium puzzle disappear over the horizon? Journal of Banking & Finance, 37 (9). pp. 3681-3693. DOI https://doi.org/10.1016/j.jbankfin.2013.06.001

Coakley, J and Kuo, J and Wood, A (2012) The School's Out effect: A new seasonal anomaly! The British Accounting Review, 44 (3). pp. 133-143. DOI https://doi.org/10.1016/j.bar.2012.07.003

Coakley, J and Dollery, J and Kellard, NM (2010) Long memory and structural breaks in commodity futures markets. Journal of Futures Markets, 31 (11). pp. 1076-1113. DOI https://doi.org/10.1002/fut.20502

Coakley, J and Fu, L and Thomas, H (2010) Misvaluation and UK mergers 1986?2002. Applied Financial Economics, 20 (3). pp. 201-211. DOI https://doi.org/10.1080/09603100903282655

Kuo, J and Coakley, J and Wood, A (2010) The lunar moon festival and the dark side of the moon. Applied Financial Economics, 20 (20). pp. 1565-1575. DOI https://doi.org/10.1080/09603107.2010.507172

Coakley, J and Liu, X and Kuo, J (2009) A Pricing Kernel Approach to Valuing Interest Rate Options. UNSPECIFIED. Finance Discussion Papers, Colchester.

Coakley, J and Hadass, L and Wood, A (2009) UK IPO underpricing and venture capitalists. The European Journal of Finance, 15 (4). pp. 421-435. DOI https://doi.org/10.1080/13518470802560915

Coakley, J and Hadass, L and Wood, A (2008) Hot IPOs can damage your long-run wealth! Applied Financial Economics, 18 (14). pp. 1111-1120. DOI https://doi.org/10.1080/09603100701564353

Coakley, J and Kougoulis, P and Nankervis, JC (2008) The MSCI-Canada index rebalancing and excess comovement. Applied Financial Economics, 18 (16). pp. 1277-1287. DOI https://doi.org/10.1080/09603100701537722

Sajjad, R and Coakley, J and Nankervis, JC (2008) Markov-Switching GARCH Modelling of Value-at-RisK. Studies in Nonlinear Dynamics & Econometrics, 12 (3). DOI https://doi.org/10.2202/1558-3708.1522

Coakley, J and Dollery, J and Kellard, NM (2008) The role of long memory in hedging effectiveness. Computational Statistics & Data Analysis, 52 (6). pp. 3075-3082. DOI https://doi.org/10.1016/j.csda.2007.10.019

Coakley, J and Thomas, H and Wang, H (2008) The short-run wealth effects of foreign divestitures by UK firms. Applied Financial Economics, 18 (3). pp. 173-184. DOI https://doi.org/10.1080/09603100601018831

This list was generated on Thu Mar 28 09:38:22 2024 GMT.