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Items where Author is "Coakley, J"

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Number of items: 23.

Article

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. ISSN 0890-8389

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. ISSN 1057-5219

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. ISSN 1351-847X

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. ISSN 1351-847X

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. ISSN 0927-5398

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. ISSN 1057-5219

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. ISSN 0143-9782

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. ISSN 1351-847X

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. ISSN 1351-847X

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. ISSN 0143-9782

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. ISSN 1351-847X

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. ISSN 0378-4266

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. ISSN 0890-8389

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. ISSN 0270-7314

Coakley, J and Fu, L and Thomas, H (2010) 'Misvaluation and UK mergers 1986?2002.' Applied Financial Economics, 20 (3). pp. 201-211. ISSN 0960-3107

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. ISSN 0960-3107

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. ISSN 1351-847X

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. ISSN 0960-3107

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. ISSN 0960-3107

Sajjad, R and Coakley, J and Nankervis, JC (2008) 'Markov-Switching GARCH Modelling of Value-at-RisK.' Studies in Nonlinear Dynamics & Econometrics, 12 (3). ISSN 1558-3708

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. ISSN 0167-9473

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. ISSN 0960-3107

Monograph

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

This list was generated on Tue Aug 16 06:06:17 2022 BST.