University of Edinburgh. Centre for Financial Markets Research

49 published titles

Market-based solutions for those injured in the global economic war

(Contributor)

1 edition

Seasoned equity offers and rights issues : a review of the evidence

(Contributor)

1 edition

Is retirement sustainable?

(Contributor)

1 edition

Sensitivity measures for split capital investment trusts

(Contributor)

1 edition

Economic currency exposure and its determinants : a survey of British companies

(Contributor)

1 edition

Wreaking havoc : UK insider dealing law

(Contributor)

1 edition

The strategic management of foreign exchange exposure : an empirical study

(Contributor)

1 edition

Finance for industry in developing countries : a literature review

(Contributor)

1 edition

The costs of UK seasoned equity offers 1991-96

(Contributor)

1 edition

Occupational pension schemes and human resource management : some survey evidence

(Contributor)

1 edition

Sponsor reputation and the underpricing of initial public offerings

(Contributor)

1 edition

Fund turnover and investment performance

(Contributor)

1 edition

Re-assessing the equity risk premium

(Contributor)

1 edition

When is a promise a strategic liability?

(Contributor)

1 edition

Deregulation of the Japanese financial markets : opportunities for the Edinburgh investment community?

(Contributor)

1 edition

The cost of capital, tax and empirical data

(Contributor)

1 edition

Occupational pension schemes : an exploration of managerial beliefs and attitudes

(Contributor)

1 edition

The derivative warrant market in Hong Kong : relationships with underlying assets

(Contributor)

1 edition

Signalling and excess returns from venture capital backed flotations

(Contributor)

1 edition

Cross-sectional variation in investment trust discount volatility

(Contributor)

1 edition

Optimal allocation of investment with transaction costs

(Contributor)

1 edition

A general model for contingent claims

(Contributor)

1 edition

The returns to policyholders from alternative organisational structures : evidence from the UK life assurance industry

(Contributor)

1 edition

A hidden Markov chain model for the term structure of bond credit risk spreads

(Contributor)

1 edition

The nature and determinants of the economic currency exposure of non-financial UK firms

(Contributor)

1 edition

Tax and the use of historic returns in estimating the equity risk premium

(Contributor)

1 edition

Company value and economic currency risk : an empirical study of UK-listed importers and exporters

(Contributor)

1 edition

A simplified procedure to implement the Black-Derman-Toy model

(Contributor)

1 edition

The proportion underwritten and the reaction to share issues : UK tests of the Eckbo-Masulis theory

(Contributor)

1 edition

The Italian stock market : a cross country comparison

(Contributor)

1 edition

Long memory, the "Taylor effect" and intraday volatility in commodity futures markets

(Contributor)

1 edition

Stripping coupons with linear programming

(Contributor)

1 edition

Placed shares the role of the discount in UK rights issues and open offers

(Contributor)

1 edition

Excess volatility and investment trusts

(Contributor)

1 edition

Rights issues versus private placements : theory and UK evidence

(Contributor)

1 edition

Explaining Monday returns

(Contributor)

1 edition

Returns after personal tax on UK equity and gilts, 1918-98

(Contributor)

1 edition

Capital asset pricing model and arbitrage pricing theory in the Italian Stock Market : an empirical study

(Contributor)

1 edition

The ABI guidelines for share-based incentive schemes : setting the hurdle too high

(Contributor)

1 edition

Mutuality for football clubs? : lessons from the financial sector

(Contributor)

1 edition

Forecasting stock market volatility : evidence from fourteen countries

(Contributor)

1 edition

What has the manager done for me? : a value-based approach to performance analysis

(Contributor)

1 edition

Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate

(Contributor)

1 edition

Market maker v automated order book markets : UK evidence

(Contributor)

1 edition

The minimum assumed incentive effect of executive share options

(Contributor)

1 edition

Risk assessment techniques for split capital investment trusts

(Contributor)

1 edition

Taxation and volatility effects on real option models : a study of North Sea oil fields

(Contributor)

1 edition

Corporate governance and the UK split capital investment trust crisis

(Contributor)

1 edition

The impact of tax shocks and oil price volatility on risk : a study of North Sea oilfield projects

(Contributor)

1 edition