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Poon, Ser-Huang


 SSRN Author Rank: 601 by Downloads
 Professor
 

University of Manchester - Manchester Business School


 Crawford House
 Oxford Road
 Manchester, Manchester M13 9PL
 United Kingdom
 +44 161 275 4031 (Phone)
 +44 161 275 4023 (Fax)
 HOME PAGE: http://www.manchester.ac.uk/research/Ser-huang.poon/
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. Poon, Ser-Huang's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
21,964
Total
Citations
507
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
15 Jun 01
3,369
(1,447)
162

2.   Incl. Electronic Paper
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
04 Dec 02
Last Revised:
14 Sep 08
3,361
(1,457)
165

3.  
Khan, Aisha
University of Manchester - Manchester Business School
Guan, Zhenke
Manchester University - Business School
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
20 Oct 08
1,970
(3,717)
2

4.   Incl. Electronic Paper
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
08 Nov 99
Last Revised:
10 Jul 00
1,751
(4,589)
4

5.   Incl. Electronic Paper
Blair, Bevan
Ingenious
Poon, Ser-Huang
University of Manchester - Manchester Business School
Taylor, Stephen J.
Lancaster University - Department of Accounting and Finance
Posted:
29 Oct 99
Last Revised:
17 Oct 01
1,262
(7,994)
88

6.  
Trading Volatility Spreads: A Test of Index Option Market Efficiency | Show Abstract | Download |
Lancaster University Management School, Accounting and Finance Working Paper No. 99/12
Working Paper Series
Pope, Peter F.
London School of Economics
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
21 Oct 99
1,043
(10,956)
7

7.  
Modelling Extreme-Value Dependence in International Stock Markets | Show Abstract | Download |
EFA 2002 Berlin Meetings Presented Paper
Working Paper Series
Rockinger, Michael
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Poon, Ser-Huang
University of Manchester - Manchester Business School
Tawn, Jonathan
Lancaster University - Department of Mathematics and Statistics
Posted:
09 Mar 02
911
(13,490)
6

8.   Incl. Electronic Paper
Brennan, Michael J.
University of California, Los Angeles (UCLA) - Finance Area
Hein, Julia
University of Konstanz - Department of Economics
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
25 Mar 08
Last Revised:
21 Oct 09
824
(15,713)
13

9.  
Chen, Sichong
Bocom Schroders Fund
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
02 Jul 08
763
(17,580)
3

10.  
Chen, Sichong
Bocom Schroders Fund
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
25 Oct 07
652
(22,082)
4

11.  
Returns Synchronization and Daily Correlation Dynamics Between International Stock Markets | Show Abstract | Download |
Lancaster University, Accounting & Finance Department Working Paper No. 99/011
Working Paper Series
Martens, Martin
Erasmus University Rotterdam (EUR)
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
21 Oct 99
564
(26,946)
25

12.  
Guan, Zhenke
Manchester University - Business School
Gan, Bing
University of Manchester - Manchester Business School
Khan, Aisha
University of Manchester - Manchester Business School
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
20 Oct 08
518
(30,223)
 

13.  
Poon, Ser-Huang
University of Manchester - Manchester Business School
Hyung, Namwon
University of Seoul - Department of Economics
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Posted:
26 May 06
492
(32,346)
6

14.  
Poon, Ser-Huang
University of Manchester - Manchester Business School
Yaansah, Robert A.
University of Saskatchewan - College of Commerce
O'Hanlon, John
Lancaster University - Department of Accounting and Finance
Posted:
03 Mar 98
454
(35,863)
1

15.  
Lin, Han
affiliation not provided to SSRN
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
17 Apr 00
392
(43,084)
 

16.  
Ruban, Oleg A.
MSCI Inc.
Poon, Ser-Huang
University of Manchester - Manchester Business School
Vonatsos, Konstantinos N.
American College of Greece (DEREE) - Graduate School of DEREE
Posted:
01 Mar 07
Last Revised:
09 Oct 08
376
(45,333)
1

17.   Incl. Electronic Paper
Poon, Ser-Huang
University of Manchester - Manchester Business School
Taylor, Stephen J.
Lancaster University - Department of Accounting and Finance
Blair, Bevan
Ingenious
Posted:
11 Sep 01
358
(48,058)
4

18.  
Abbas, Sawsan
University of Bahrain
Poon, Ser-Huang
University of Manchester - Manchester Business School
Tawn, Jonathan
Lancaster University - Department of Mathematics and Statistics
Posted:
07 Feb 10
347
(49,955)
 

19.  
Gan, Bing
University of Manchester - Manchester Business School
Guan, Zhenke
Manchester University - Business School
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
20 Oct 08
296
(60,252)
1

20.  
Vitiello, Luiz
University of Essex - Essex Business School
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
14 Aug 06
255
(70,892)
3

21.   Incl. Electronic Paper
Poon, Ser-Huang
University of Manchester - Manchester Business School
Rockinger, Michael
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Stathopoulos, Konstantinos
University of Manchester - Manchester Business School
Posted:
20 Jun 11
Last Revised:
22 Aug 12
228
(79,912)
 

22.  
Chen, Ke
University of Manchester - Manchester Business School
He, XueFei
University of Manchester - Manchester Business School
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
24 Aug 10
216
(84,459)
 

23.   Incl. Electronic Paper
Poon, Ser-Huang
University of Manchester - Manchester Business School
Chen, Yu-Wang
University of Manchester - Manchester Business School
Yang, Jian-Bo
University of Manchester - Manchester Business School
Xu, Dong-Ling
University of Manchester - Manchester Business School
Zhang, Dongxu
University of Manchester - Manchester Business School
Acomb, Simon
Acomb Financial Research Limited
Posted:
24 Aug 10
Last Revised:
29 Sep 10
162
(111,116)
 

24.  
Vitiello, Luiz
University of Essex - Essex Business School
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
17 Aug 06
159
(112,994)
5

25.   Incl. Electronic Paper
Ruban, Oleg A.
MSCI Inc.
Vitiello, Luiz
University of Essex - Essex Business School
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
07 Feb 10
Last Revised:
03 Apr 10
129
(134,875)
 

26.  
Ribarits, Thomas
European Investment Bank
Clement, Axel
European Investment Bank
Seppälä, Heikki
University of Jyvaskyla - Department of Mathematics
Bai, Hua
University of Manchester
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
03 Jun 14
117
(145,424)
 

27.  
Chen, Ke
University of Manchester - Manchester Business School
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
13 Jan 13
117
(145,424)
 

28.  
Stilger, Przemyslaw Stan
University of Manchester - Manchester Business School
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
03 Jun 13
Last Revised:
21 Mar 14
116
(146,379)
 

29.  
Abbas, Sawsan
University of Bahrain
Poon, Ser-Huang
University of Manchester - Manchester Business School
Tawn, Jonathan
Lancaster University - Department of Mathematics and Statistics
Posted:
06 Feb 13
113
(149,239)
 

30.  
Stilger, Przemyslaw Stan
University of Manchester - Manchester Business School
Acomb, Simon
Acomb Financial Research Limited
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
30 Oct 12
Last Revised:
20 Mar 14
112
(150,178)
1

31.  
Chen, Ke
University of Manchester - Manchester Business School
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
23 Jan 13
Last Revised:
08 Feb 13
89
(176,084)
 

32.  
Lee, Yongwoong
Department of International Finance, Hankuk University of Foreign Studies
Zhang, Yiran
affiliation not provided to SSRN
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
19 Feb 12
87
(178,675)
 

33.  
Stilger, Przemyslaw Stan
University of Manchester - Manchester Business School
Kostakis, Alexandros
University of Manchester - Manchester Business School
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
28 Mar 14
80
(188,167)
 

34.  
Ruban, Oleg A.
MSCI Inc.
Vitiello, Luiz
University of Essex - Essex Business School
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
08 Apr 14
60
(220,773)
 

35.  
Chen, Ke
University of Manchester - Manchester Business School
Vitiello, Luiz
University of Essex - Essex Business School
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
04 Apr 14
47
(247,360)
 

36.  
He, XueFei
University of Manchester - Manchester Business School
Acomb, Simon
Acomb Financial Research Limited
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
21 Oct 13
41
(261,291)
 

37.  
Seppälä, Heikki
University of Jyvaskyla - Department of Mathematics
Poon, Ser-Huang
University of Manchester - Manchester Business School
Schröder, Thomas
European Union - European Investment Bank
Posted:
06 Oct 13
40
(263,744)
 

38.  
Kolokolova, Olga
University of Manchester - Manchester Business School
Lin, Ming-Tsung
University of Manchester - Manchester Business School
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
21 Feb 14
Last Revised:
29 Nov 14
35
(277,042)
 

39.  
Poon, Ser-Huang
University of Manchester - Manchester Business School
Rockinger, Michael
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Tawn, Jonathan
Lancaster University - Department of Mathematics and Statistics
Posted:
18 Apr 01
33
(282,752)
6

40.  
Kolokolova, Olga
University of Manchester - Manchester Business School
Lin, Ming-Tsung
University of Manchester - Manchester Business School
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
09 Nov 14
25
(309,682)
 

41.  
Golub, Anton
Olsen Ltd.
Keane, John
University of Manchester - School of Computer Science
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
10 Jan 13
 

42.  
Practical Issues in Forecasting Volatility | Show Abstract |
Financial Analysts Journal, Vol. 61, No. 1, pp. 45-56, January/February 2005
Accepted Paper Series
Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
05 Feb 05
 

43.   Incl. Electronic Paper
Blair, Bevan
Ingenious
Poon, Ser-Huang
University of Manchester - Manchester Business School
Taylor, Stephen J.
Lancaster University - Department of Accounting and Finance
Posted:
03 Dec 97
Last Revised:
28 Sep 01
 

44.  
Multiperiod Asset Pricing in the Presence of Transaction Costs and Taxes | Show Abstract |
Lancaster University Working Paper No. 2000-02
Working Paper Series
Wang, Pengguo
Xfi, University of Exeter
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
16 Mar 00
 

45.  
The Implied Volatility of Option Prices: A Test Using Options on UK Stocks | Show Abstract |
University of Lancaster Working Paper No. 95/004
Working Paper Series
Copeland, Laurence
Cardiff University - Cardiff Business School
Poon, Ser-Huang
University of Manchester - Manchester Business School
Stapleton, Richard C.
University of Strathclyde - Department of Accounting and Finance
Posted:
10 Oct 98
 

46.   Incl. Electronic Paper
Poon, Ser-Huang
University of Manchester - Manchester Business School
Posted:
14 Dec 95
Last Revised:
12 Feb 98
 


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