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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

Tick size and the compass rose : further insights

Wang, Eliza; Hudson, Robert; Keasey, Kevin - In: Economics letters 68 (2000) 2, pp. 119-125

Persistent link: https://www.econbiz.de/10001485044

A note on the weak form efficiency of capital markets : the application of simple technical trading rules to UK stock prices ; 1935 to 1994

Hudson, Robert - In: Journal of banking & finance 20 (1996) 6, pp. 1121-1132

Persistent link: https://www.econbiz.de/10001203097

The risk and return of UK equities following price innovations : a case of market inefficiency?

Hudson, Robert; Keasey, Kevin; Littler, Kevin - In: Applied financial economics 11 (2001) 2, pp. 187-196

Persistent link: https://www.econbiz.de/10001563362

Trading frequency and the compass rose

Cai, Charlie; Hudson, Robert; Keasey, Kevin - In: Applied economics letters 10 (2003) 8, pp. 511-517

Persistent link: https://www.econbiz.de/10001770608

Do Funds with More CAPM Investors Perform Better? And, If so, Why?

Zhou, You; Li, Peng; Cai, Charlie X.; Keasey, Kevin - 2023

Measuring fund clientele by investors’ revealed usage of different asset pricing models, we show that funds with more CAPM investors perform better, all else equal. This predictability is not because the CAPM-alpha predicts future fund performance but because it reflects investor...

Persistent link: https://www.econbiz.de/10014356096

Stock return predictability despite low autocorrelation

Amini, Shima; Hudson, Robert; Keasey, Kevin - In: Economics letters 108 (2010) 1, pp. 101-103

Persistent link: https://www.econbiz.de/10008662168

How prior realized outcomes affect portfolio decisions

Duxbury, Darren; Hudson, Robert; Keasey, Kevin; Yang, Zhishu - In: Review of quantitative finance and accounting 41 (2013) 4, pp. 611-629

Persistent link: https://www.econbiz.de/10010246419

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 equity funding of smaller growing companies and regional stock exchanges

Amini, Shima; Keasey, Kevin; Hudson, Robert - In: International small business journal : researching … 30 (2012) 8, pp. 832-849

Persistent link: https://www.econbiz.de/10009692780