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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

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

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

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

Does high frequency trading affect technical analysis and market efficiency? : and if so, how?

Manahov, Viktor; Hudson, Robert; Ge̜bka, Bartosz - In: Journal of international financial markets, … 28 (2014), pp. 131-157

Persistent link: https://www.econbiz.de/10010411573

Finance theory : a house without windows

Keasey, Kevin; Hudson, Robert - In: Critical perspectives on accounting : an international … 18 (2007) 8, pp. 932-951

Persistent link: https://www.econbiz.de/10003593992

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

How exactly do markets adapt? : evidence from the moving average rule in three developed markets

Urquhart, Andrew; Ge̜bka, Bartosz; Hudson, Robert - In: Journal of international financial markets, … 38 (2015), pp. 127-147

Persistent link: https://www.econbiz.de/10011475180

Do house prices overreact to relevant information? : new evidencefrom the UK housing market

Zhang, Hanxiong; Manahov, Viktor; Hudson, Robert; … - In: Investment management and financial innovations 12 (2015) 3, pp. 33-46

Persistent link: https://www.econbiz.de/10011527298

The influence of product age on pricing decisions : an examination of bank deposit interest rate setting

Anderson, Robert D. J.; Ashton, John K.; Hudson, Robert - In: Journal of international financial markets, … 31 (2014), pp. 216-230

Persistent link: https://www.econbiz.de/10011299336