Ian Garrett

Manchester Business School

Manchester

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS
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SSRN RANKINGS

Top 24,772

in Total Papers Downloads

1,430

CITATIONS
Rank 15,826

SSRN RANKINGS

Top 15,826

in Total Papers Citations

22

Scholarly Papers (7)

1.
Downloads 566 ( 36,507)
Citation 21

Winter Blues and Time Variation in the Price of Risk

EFA 2003 Annual Conference Paper No. 263
Number of pages: 33 Posted: 18 Jul 2003
Mark J. Kamstra, Lisa A. Kramer and Ian Garrett
York University - Schulich School of Business, University of Toronto - Rotman School of Management and Manchester Business School
Downloads 566 (35,969)
Citation 21

Abstract:

stock market seasonality, Conditional CAPM, time-varying risk aversion, behavioral finance, Seasonal Affective Disorder

Winter Blues and Time Variation in the Price of Risk

Journal of Empirical Finance, Forthcoming
Posted: 28 Feb 2004
Mark J. Kamstra, Lisa A. Kramer and Ian Garrett
York University - Schulich School of Business, University of Toronto - Rotman School of Management and Manchester Business School

Abstract:

Stock market seasonality, conditional CAPM, time-varying risk aversion, behavioral finance, seasonal affective disorder

2.

Leverage Dynamics, the Endogeneity of Corporate Tax Status and Financial Distress Costs, and Capital Structure

Number of pages: 23 Posted: 06 Mar 2008
affiliation not provided to SSRN, University of Manchester - Manchester Business School and Manchester Business School
Downloads 316 (70,901)
Citation 1

Abstract:

Capital structure, Dynamic Tradeoff theory, Endogeneity, Corporate tax status, Financial distress

3.

Dividend Growth, Cash Flow and Discount Rate News

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 45 Posted: 01 Nov 2011
Ian Garrett and Richard Priestley
Manchester Business School and Norwegian Business School
Downloads 280 (77,117)

Abstract:

dividend growth, predictability, cash flow news, discount rate news

4.

Trade-Offs Between Efficiency and Robustness in the Empirical Evaluation of Asset Pricing Models

Number of pages: 67 Posted: 04 Feb 2011 Last Revised: 26 Nov 2011
Ian Garrett, Stuart Hyde and Martin Lozano
Manchester Business School, University of Manchester - Manchester Business School and Independent
Downloads 113 (172,815)

Abstract:

Empirical Asset Pricing, Factor Models, Financial Econometrics, Generalized Method of Moments, Stochastic Discount Factor, Beta Pricing

5.

On Corporate Capital Structure Adjustments

Finance Research Letters, Forthcoming
Number of pages: 15 Posted: 09 Jun 2015
Viet Anh Dang and Ian Garrett
Alliance Manchester Business School and Manchester Business School
Downloads 33 (262,601)

Abstract:

Capital structure, Dynamic trade-off theory, Partial adjustment model, Asymmetric adjustment, Model

6.

Innovative CEO-Directors

Number of pages: 47 Posted: 20 Jan 2017
Ning Gao, Ian Garrett and Yan Xu
Accounting and Finance, Alliance Manchester Business School, The University of Manchester, Manchester Business School and University of Manchester - Alliance Manchester Business School
Downloads 0 (401,222)

Abstract:

innovation, CEO, directorship, market for outside directors, leadership, knowledge transfer

7.

Dividend Behavior and Dividend Signaling

Journal of Financial and Quantitative Analysis, Vol. 35, Issue 2, June 2000
Posted: 16 Aug 2000
Richard Priestley and Ian Garrett
Norwegian Business School and Manchester Business School

Abstract: