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Price impact of block trades in Saudi stock market

Alzahrani, Ahmed A.; Gregoriou, Andros; Hudson, Robert - In: Journal of international financial markets, … 23 (2013), pp. 322-341

Persistent link: https://www.econbiz.de/10009707496

Calculating and Comparing Security Returns is Harder than you Think : A Comparison between Logarithmic and Simple Returns

Hudson, Robert - 2013

We show that there are some troubling differences between mean returns calculated using logarithmic returns and those calculated using simple returns. The mean of a set of returns calculated using logarithmic returns is less than the mean calculated using simple returns by an amount related to...

Persistent link: https://www.econbiz.de/10013095133

A study of the initial returns and the aftermarket performance of initial public offerings of demutualized building societies in the UK

Shiwakoti, Radha K.; Hudson, Robert; Short, Helen - In: Applied economics letters 12 (2005) 7, pp. 403-409

Persistent link: https://www.econbiz.de/10002937917

Do national soccer results really impact on the stock market?

Ashton, John K.; Gerrard, Bill; Hudson, Robert - In: Applied economics 43 (2011) 25/27, pp. 3709-3717

Persistent link: https://www.econbiz.de/10009380652

A review of the international literature on the short term predictability of stock prices conditional on large prior price changes : microstructure, behavioral and risk related explanations

Amini, Shima; Ge̜bka, Bartosz; Hudson, Robert; Keasey, … - In: International review of financial analysis 26 (2013), pp. 1-17

Persistent link: https://www.econbiz.de/10009717232

The implications of high-frequency trading on market efficiency and price discovery

Manahov, Viktor; Hudson, Robert - In: Applied economics letters 21 (2014) 16/18, pp. 1148-1151

Persistent link: https://www.econbiz.de/10010465805

Return predictability and the "wisdom of crowds" : genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis

Manahov, Viktor; Hudson, Robert; Hoque, Hafiz - In: Journal of international financial markets, … 37 (2015), pp. 85-98

Persistent link: https://www.econbiz.de/10011475040

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

Hudson, Robert; Urquhart, Andrew - In: International review of financial analysis 40 (2015), pp. 166-177

Persistent link: https://www.econbiz.de/10011475734

New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming

Manahov, Viktor; Hudson, Robert; Linsley, Philip - In: Journal of international financial markets, … 33 (2014), pp. 299-316

Persistent link: https://www.econbiz.de/10011299824

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

Egrahim, Muhammed-Shahid; Hudson, Robert; Iqbal, Abdullah; … - In: International journal of banking, accounting and finance 7 (2016) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10011688246