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Smith, Peter N.'s
Scholarly Papers
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Total
Downloads
7,873 |
Total
Citations
56 |
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1.
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The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
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Thomas, Steve
City University London - Sir John Cass Business School Clare, Andrew
City University London - Sir John Cass Business School Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies Seaton, James
City University London - Sir John Cass Business School
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Posted:
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08 Aug 12
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Last Revised:
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16 May 13
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3,256
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Clare, Andrew
City University London - Sir John Cass Business School Seaton, James
City University London - Sir John Cass Business School Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies Thomas, Steve
City University London - Sir John Cass Business School
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12
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risk parity, trend following, momentum, global asset allocation, equities, bonds, commodities, real estate
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Thomas, Steve
City University London - Sir John Cass Business School Clare, Andrew
City University London - Sir John Cass Business School Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies Seaton, James
City University London - Sir John Cass Business School
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08 Aug 12
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Last Revised:
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18 Sep 12
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3,244
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Risk parity, trend following, momentum, global asset allocation, equities, bonds, real estate, commodities
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2.
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Macroeconomic Sources of FOREX Risk
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Wickens, Michael R.
University of York (UK) - Department of Economics and Related Studies Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies
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Posted:
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16 Oct 01
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Last Revised:
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19 Feb 03
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976
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9
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Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies Wickens, Michael R.
University of York (UK) - Department of Economics and Related Studies
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29
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FOREX, market efficiency, risk premium, stochastic discount factors, GARCH
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Wickens, Michael R.
University of York (UK) - Department of Economics and Related Studies Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies
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947
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9
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FOREX, Market efficiency, risk premium, stochastic discount factors, GARCH
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3.
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Oehler, Andreas
Bamberg University Rummer, Marco
University of Oxford - Said Business School Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies
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943
(10,172)
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1
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Initial Public Offerings (IPO), Underpricing, Investor Sentiment, Hot-issue Markets, Ex-ante Uncertainty
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4.
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Thomas, Steve
City University London - Sir John Cass Business School Clare, Andrew
City University London - Sir John Cass Business School Seaton, James
City University London - Sir John Cass Business School Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies
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09 Aug 12
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Last Revised:
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17 Jan 13
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814
(12,796)
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5.
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Thomas, Steve
City University London - Sir John Cass Business School Seaton, James
City University London - Sir John Cass Business School Clare, Andrew
City University London - Sir John Cass Business School Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies
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435
(30,550)
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trend following, S&P500, stop losses, trading frequency, fundamental investment metrics
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6.
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Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies Wickens, Michael R.
University of York (UK) - Department of Economics and Related Studies
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345
(40,774)
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10
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Asset Pricing, Stochastic Discount Factors, Forex, Equity, Term Structure, Affine Factor Models, Consumption CAPM, Financial Econometrics, GARCH
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7.
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Oehler, Andreas
Bamberg University Rummer, Marco
University of Oxford - Said Business School Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies
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258
(57,105)
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Initial Public Offerings (IPO), price support, overallotment option
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8.
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McManus, Ian D.
University of Southampton - School of Management Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies Thomas, Steve
City University London - Sir John Cass Business School
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17 Nov 08
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Last Revised:
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07 Jan 09
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216
(69,089)
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Liquidity, Trading Probability, Turnover
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9.
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Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies Sorensen, Steffen
Moody's Investor Services Wickens, Michael R.
University of York (UK) - Department of Economics and Related Studies
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182
(81,819)
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1
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Stock returns, asymmetry
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10.
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Mumford, Karen
University of York (UK) Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies
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123
(115,567)
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9
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gender earnings, wage-gap, fixed-effects, segregation
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11.
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Job Tenure in Britain: Employee Characteristics versus Workplace Effects
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Mumford, Karen
University of York (UK) Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies
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Posted:
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02 Apr 04
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Last Revised:
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02 Sep 04
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93
(141,835)
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13
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Mumford, Karen
University of York (UK) Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies
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12
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13
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Mumford, Karen
University of York (UK) Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies
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81
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13
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job tenure, individual, fixed-effects, voice, segmentation
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12.
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Chatterji, Monojit
University of Dundee - Department of Economic Studies Mumford, Karen
University of York (UK) Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies
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89
(146,053)
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3
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public sector earnings, gender, gap, family friendly, decomposition
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13.
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Mumford, Karen
University of York (UK) Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies
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43
(213,451)
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gender earnings, wage gap, part-time, fixed effects, segregation
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14.
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Mumford, Karen
University of York (UK) Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies
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34
(232,839)
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job satisfaction, earnings, gender, segregation, workplace
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15.
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What Do the Fama-French Factors Add to C-CAPM?
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Versions (2)
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Abhakorn, Pongrapeeporn
Ministry of Finance of Thailand Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies Wickens, Michael R.
University of York (UK) - Department of Economics and Related Studies
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Posted:
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24 Apr 13
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Last Revised:
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16 May 13
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31
(240,283)
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Abhakorn, Pongrapeeporn
Ministry of Finance of Thailand Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies Wickens, Michael R.
University of York (UK) - Department of Economics and Related Studies
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3
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Abhakorn, Pongrapeeporn
Ministry of Finance of Thailand Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies Wickens, Michael R.
University of York (UK) - Department of Economics and Related Studies
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28
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C-CAPM, asset pricing, Fama-French factors
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16.
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Mumford, Karen
University of York (UK) Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies
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14
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7
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17.
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Mumford, Karen
University of York (UK) Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies
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13
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3
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18.
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Velazquez, Alfonso Mendoza
University of the Americas, Puebla Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies
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| Posted: |
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16 May 13
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Last Revised:
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17 May 13
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4
(330,702)
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Equity Returns, Equity Premium, Business Cycle
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19.
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Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies Sorensen, Steffen
Moody's Investor Services Wickens, Michael R.
University of York (UK) - Department of Economics and Related Studies
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4
(327,683)
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business cycles, demand and supply shocks, equity premium, stock returns
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20.
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Oehler, Andreas
Bamberg University Rummer, Marco
University of Oxford - Said Business School Smith, Peter N.
University of York (UK) - Department of Economics and Related Studies
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Initial Public Offerings (IPO), Underpricing, Investor Sentiment, Hot-issue Markets, Ex-ante Uncertainty
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