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Kernel bandwidth applications to the Euro and the US mutual fund movements

Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, … - In: Research in finance 23 (2006), pp. 81-97

Persistent link: https://www.econbiz.de/10003753444

Modeling the behaviour of the new issue market

Brailsford, Timothy J.; Heaney, Richard A.; Shi, Jing - In: International review of financial analysis 13 (2004) 2, pp. 119-132

Persistent link: https://www.econbiz.de/10002125866

A new approach to testing PPP : evidence from the Yen

Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. D. - In: Research in finance 21 (2004), pp. 135-154

Persistent link: https://www.econbiz.de/10002976494

New evidence on the impact of tax-loss selling on the turn of the year effect

Brailsford, Timothy J. - In: Journal of banking & finance 17 (1993) 1, pp. 131-144

Persistent link: https://www.econbiz.de/10001140675

Decomposing executive stock option exercises : relative information and incentives to manage earnings

Veenman, David; Hodgson, Allan; Praag, Bernard M. S. van; … - In: Journal of business finance & accounting : JBFA 38 (2011) 5/6, pp. 536-573

Persistent link: https://www.econbiz.de/10009269487

Long term equity risk premiums in the UK and US : a cautionary tale of weak mean reversion

Hodgson, Allan; Okunev, John - In: The European journal of finance 28 (2022) 17, pp. 1728-1744

Persistent link: https://www.econbiz.de/10013532260

Does Corporate Insider Trading Predict Natural Disaster Outcomes? Evidence from Tropical Storms in the US

Malik, Ihtisham; Hodgson, Allan; Faff, Robert W.; … - 2022

This study examines the insider trading profitability of the United State (US) firms, during calendar time windows that capture tropical storms over the period 1988-2017. Using event study and multivariate regression analyses, we analyze cumulative abnormal returns following insider trades as a...

Persistent link: https://www.econbiz.de/10013307014