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The expected returns and valuations of private and public firms

Cooper, Ilan; Priestley, Richard - In: Journal of financial economics 120 (2016) 1, pp. 41-57

Persistent link: https://www.econbiz.de/10011590063

Seasonality, stock returns and the macroeconomy

Priestley, Richard - In: The economic journal : the journal of the Royal … 107 (1997) 445, pp. 1742-1750

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Time-varying persistence in expected returns

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The Cross-Section of Industry Investment Returns

Cooper, Ilan - 2013

Firm level characteristics explain the cross section of investment returns of industry portfolios that include listed and unlisted firms. Moreover, common asset pricing models explain the cross-sectional variation of characteristic-based investment returns which include listed and unlisted...

Persistent link: https://www.econbiz.de/10013091350

Abnormal stock returns and public policy : the case of the UK privatised electricity and water utilities

Antoniou, Antonios; Barr, David G.; Priestley, Richard - In: International journal of finance & economics : IJFE 5 (2000) 2, pp. 93-106

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Mean reversion in Southeast Asian stock markets

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

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Calculating the equity cost of capital using the APT : the impact of the ERM

Antoniou, Antonios; Garrett, Ian; Priestley, Richard - In: Journal of international money and finance 17 (1998) 6, pp. 949-965

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Reports of beta's death are premature : evidence from the UK

Clare, Andrew D. - In: Journal of banking & finance 22 (1998) 9, pp. 1207-1229

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Expected returns, risk and the integration of international bond markets

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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. 2703-2737

Persistent link: https://www.econbiz.de/10003926423