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Creator Hudson, Robert, 1961- Remove constraint Creator: Hudson, Robert, 1961- Resource Type Journal article Remove constraint Resource Type: Journal article

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1. Test of recent advances in extracting information from option prices

Creator: Healy, Jerome; Gregoriou, A. (Andros), 1977-; Hudson, Robert, 1961-
Resource type: Journal article
Subject: Option pricing; Risk neutral moments; Risk neutral density; Analytical solutions
Language: English

2. Investigation of institutional changes in the UK housing market using structural break tests and time varying parameter models

Creator: Zhang, Hanxiong; Hudson, Robert, 1961-; Metcalf, Hugh; Manahov, Viktor
Resource type: Journal article
Subject: Institutional changes; Time varying parameters; Bubbles; Housing market
Language: English

3. Sampling frequency and the performance of different types of technical trading rules

Creator: Hudson, Robert, 1961-; McGroarty, Frank; Urquhart, Andrew J.
Resource type: Journal article
Subject: Technical analysis; High-frequency trading; Commodity ETFs; Market efficiency
Language: English

4. Stock liquidity and SMEs' likelihood of bankruptcy : evidence from the US market

Creator: El Kalak, Izidin; Azevedo, Alcino; Hudson, Robert, 1961-; Abd Karim, Mohamad Nazri, 1975-
Resource type: Journal article
Subject: Market liquidity; Liquidity measures; Bankruptcy; Hazard model
Language: English

5. Stock predictability and preceding stock price changes : evidence from Central and Eastern European markets

Creator: Ison, Liam; Hudson, Robert, 1961-
Resource type: Journal article
Subject: Large price changes; Predictability; Market efficiency; Overreaction
Language: English

6. The price, quality and distribution of mortgage payment protection insurance : a hedonic pricing approach

Creator: Ashton, John K.; Hudson, Robert, 1961-
Resource type: Journal article
Subject: Mortgage payment protection insurance; Mortgage credit insurance; Insurance premium setting; Product quality
Language: English

7. Dispelling the myth of a value premium : contrary evidence of Malaysian crony capitalism

Creator: Ebrahim, M. Shahid (Muhammed Shahid),‏ 1955-; Hudson, Robert, 1961-; Iqbal, Abdullah; Eskandar Shah, Mohamed‏
Resource type: Journal article
Subject: Asset pricing; Growth (i.e., glamour) stocks; Multifactor models; Real options; Value (i.e., unspectacular) stocks
Language: English

8. Investor sentiment and local bias in extreme circumstances : the case of the Blitz

Creator: Urquhart, Andrew J.; Hudson, Robert, 1961-
Resource type: Journal article
Subject: Stock returns; Sentiment; World War Two; Local bias
Language: English

9. Reviewing the hedge funds literature. 1, Hedge funds and hedge fund’s managerial characteristics

Creator: El Kalak, Izidin; Azevedo, Alcino; Hudson, Robert, 1961-
Resource type: Journal article
Subject: Hedge funds; Hedge funds characteristics, Hedge funds managers; Managerial characteristics.
Language: English

10. Reviewing the hedge funds literature. 2, Hedge funds’ returns and risk management characteristics

Creator: El Kalak, Izidin; Azevedo, Alcino; Hudson, Robert, 1961-
Resource type: Journal article
Subject: Hedge funds; Return characteristics; Risk management characteristics
Language: English

11. The effect of size on the failure probabilities of SMEs : an empirical study on the US market using discrete hazard model

Creator: El Kalak, Izidin; Hudson, Robert, 1961-
Resource type: Journal article
Subject: SMEs; Bankruptcy; Size; Discrete-time duration-dependent hazard model; G200
Language: English

12. Do house prices overreact to relevant information? : new evidence from the UK housing market

Creator: Zhang, Hanziong; Manahov, Viktor; Hudson, Robert, 1961-; Metcalf, Hugh
Resource type: Journal article
Subject: Panel data; Endogeneity; House price; Expectation hypothesis; Bubble
Language: English

13. How exactly do markets adapt? Evidence from the moving average rule in three developed markets

Creator: Urquhart, Andrew J.; Hudson, Robert, 1961-; Gebka, Bartosz
Resource type: Journal article
Subject: Technical analysis; Adaptive market hypothesis; Market efficiency; Predictability
Language: English

14. Identification of house price bubbles using user cost in a state space model

Creator: Zhang, Hanxiong (Financial economist); Hudson, Robert, 1961-; Metcalf, Hugh; Manahov, Viktor
Resource type: Journal article
Subject: House price bubbles; Expectation hypothesis; State space model; User cost; C32; C51; G12; G14
Language: English

15. The benefits of combining seasonal anomalies and technical trading rules

Creator: Gebka, Bartosz; Hudson, Robert, 1961-; Atanasova, Christina V.
Resource type: Journal article
Subject: Technical trading; Calendar anomalies; Stock market predictability; Market efficiency; G11; G12; G14; G10
Language: English

16. War and stock markets : the effect of World War Two on the British stock market

Creator: Hudson, Robert, 1961-; Urquhart, Andrew J.
Resource type: Journal article
Subject: Investor sentiment; WWII; Structural breaks; Event study; FT30
Language: English

17. Which heuristics can aid financial-decision-making?

Creator: Forbes, William, 1959-; Hudson, Robert, 1961-; Skerratt, L.C.L.; Soufian, Mona
Resource type: Journal article
Subject: Heuristics; Behavioural finance; Decision making; Cognition
Language: English