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Risk factors in the Malaysian stock market

Clare, Andrew D.; Priestley, Richard - In: Pacific-Basin Finance Journal 6 (1998) 1-2, pp. 103-114

Persistent link: https://www.econbiz.de/10005351879

Mean reversion in Southeast Asian stock markets

Malliaropulos, Dimitrios; Priestley, Richard - In: Journal of Empirical Finance 6 (1999) 4, pp. 355-384

Persistent link: https://www.econbiz.de/10005152434

The Effects of Stock Index Futures Trading on Stock Index Volatility: An Analysis of the Asymmetric Response of Volatility to News

Antoniou, Antonios; Holmes, Phil; Priestley, Richard - In: The journal of futures markets 18 (1998) 2, pp. 151-166

Persistent link: https://www.econbiz.de/10007359319

Management compensation and market timing under portfolio constraints

Agarwal, Vikas; Gómez, Juan-Pedro; Priestley, Richard - Institut für Finanzmarktforschung, Wirtschafts- und … - 2011

This paper shows that portfolio constraints have important implications for management compensation and performance evaluation. Concretely, in the presence of portfolio constraints, allowing for benchmarking can be beneficial. Benchmark design arises as an alternative effort inducement mechanism...

Persistent link: https://www.econbiz.de/10009372299

EMU and European Stock Market Integration

Hardouvelis, Gikas A.; Malliaropulos, Dimitrios; … - In: The journal of business : B 79 (2006) 1, pp. 365-392

Persistent link: https://www.econbiz.de/10006010629

Expected returns, risk and the integration of international bond markets

Barr, David G.; Priestley, Richard - In: Journal of international money and finance 23 (2004) 1, pp. 71-98

Persistent link: https://www.econbiz.de/10006884200

Dividend Behavior and Dividend Signaling

Garrett, Ian; Priestley, Richard - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 2, pp. 173-190

Persistent link: https://www.econbiz.de/10006698103

Exchange rate regimes and the price of exchange rate risk

Priestley, Richard; Ødegaard, Bernt Arne - In: Economics letters 82 (2004) 2, pp. 181-188

Persistent link: https://www.econbiz.de/10006758681

Implications of Keeping-Up-with-the-Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence

GÓMez, Juan-Pedro; Priestley, Richard; Zapatero, Fernando - In: The journal of finance : the journal of the American … 64 (2009) 6, pp. 2703-2738

Persistent link: https://www.econbiz.de/10008336793

A Bayesian's Bubble

GÓMEZ, JUAN-PEDRO; PRIESTLEY, RICHARD; ZAPATERO, FERNANDO - In: The journal of finance : the journal of the American … 64 (2009) 6, pp. 2665-2702

Persistent link: https://www.econbiz.de/10008339793