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Items where Author is "Coakley, J"

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Number of items: 26.

Article

Malikov, K and Manson, S and Coakley, J (2018) 'Earnings management using classification shifting of revenues.' The British Accounting Review, 50 (3). 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. 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). 1219 - 1237. ISSN 1351-847X

Coakley, J and Kellard, N and Wang, J (2016) 'Commodity futures returns: more memory than you might think!<sup>†</sup>.' European Journal of Finance, 22 (14). 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 (Part B). 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. 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). 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). 93 - 110. ISSN 1351-847X

Cipollini, A and Coakley, J and Lee, H (2015) 'The European sovereign debt market: from integration to segmentation.' European Journal of Finance, 21 (2). 111 - 128. ISSN 1351-847X

Kellard, N and Osborn, D and Coakley, J (2015) 'Introduction to the JTSA John Nankervis Memorial Issue.' Journal of Time Series Analysis, 36 (5). 601 - 602. ISSN 0143-9782

Shen, Z and Coakley, J and Instefjord, N (2014) 'Earnings management and IPO anomalies in China.' Review of Quantitative Finance and Accounting, 42 (1). 69 - 93. ISSN 0924-865X

Coakley, J and Dotsis, G and Liu, X and Zhai, J (2014) 'Investor sentiment and value and growth stock index options.' European Journal of Finance, 20 (12). 1211 - 1229. ISSN 1351-847X

Shen, Z and Coakley, J and Instefjord, N (2013) 'Investor participation and underpricing in lottery-allocated Chinese IPOs.' Pacific Basin Finance Journal, 25. 294 - 314. ISSN 0927-538X

Snaith, S and Coakley, J and Kellard, N (2013) 'Does the forward premium puzzle disappear over the horizon?' Journal of Banking and Finance, 37 (9). 3681 - 3693. ISSN 0378-4266

Coakley, J and Kuo, JM and Wood, A (2012) 'The School's Out effect: A new seasonal anomaly!' British Accounting Review, 44 (3). 133 - 143. ISSN 0890-8389

Coakley, J and Dollery, J and Kellard, N (2011) 'Long memory and structural breaks in commodity futures markets.' Journal of Futures Markets, 31 (11). 1076 - 1113. ISSN 0270-7314

Kuo, JM and Coakley, J and Wood, A (2010) 'The lunar moon festival and the dark side of the moon.' Applied Financial Economics, 20 (20). 1565 - 1575. ISSN 0960-3107

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

Petrovic, N and Manson, S and Coakley, J (2009) 'Does volatility improve UK earnings forecasts?' Journal of Business Finance and Accounting, 36 (9-10). 1148 - 1179. ISSN 0306-686X

Coakley, J and Hadass, L and Wood, A (2009) 'UK IPO underpricing and venture capitalists.' European Journal of Finance, 15 (4). 421 - 435. ISSN 1351-847X

Sajjad, R and Coakley, J and Nankervis, JC (2008) 'Markov-switching GARCH modelling of value-at-risk.' Studies in Nonlinear Dynamics and Econometrics, 12 (3). ISSN 1081-1826

Coakley, J and Kougoulis, P and Nankervis, JC (2008) 'The MSCI-Canada index rebalancing and excess comovement.' Applied Financial Economics, 18 (16). 1277 - 1287. ISSN 0960-3107

Coakley, J and Hadass, L and Wood, A (2008) 'Hot IPOs can damage your long-run wealth!' Applied Financial Economics, 18 (14). 1111 - 1120. ISSN 0960-3107

Coakley, J and Dollery, J and Kellard, N (2008) 'The role of long memory in hedging effectiveness.' Computational Statistics and Data Analysis, 52 (6). 3075 - 3082. ISSN 0167-9473

Coakley, J and Thomas, H and Wang, HM (2008) 'The short-run wealth effects of foreign divestitures by UK firms.' Applied Financial Economics, 18 (3). 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 Sun Sep 26 23:47:32 2021 BST.