Ian Garrett

Manchester Business School

Manchester

United Kingdom

  • Manchester Business School

SCHOLARLY PAPERS

10

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Top 46,857

in Total Papers Downloads

2,273

TOTAL CITATIONS
Rank 35,971

SSRN RANKINGS

Top 35,971

in Total Papers Citations

24

Scholarly Papers (10)

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1.

Winter Blues and Time Variation in the Price of Risk

Downloads 680 (82,706)
Citation 12

Winter Blues and Time Variation in the Price of Risk

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 680 (81,662)
Citation 12

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

Winter Blues and Time Variation in the Price of Risk

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

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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
Evangelos Charalambakis, Susanne Espenlaub and Ian Garrett
Bank of Greece, The University of Manchester - Manchester Business School and Manchester Business School
Downloads 445 (140,126)
Citation 8

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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 427 (146,926)
Citation 3

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

4.

Taking Money Off the Table: Suboptimal Early Exercises, Risky Arbitrage, and American Put Returns

Number of pages: 51 Posted: 07 Oct 2020
Kevin Aretz, Ian Garrett and Adnan Gazi
Alliance Manchester Business School, Manchester Business School and University of Liverpool - Management School (ULMS)
Downloads 234 (279,105)

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Empirical asset pricing, cross-sectional option pricing, put options, early exercise

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 210 (309,638)

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

6.

Early Exercise, Implied Volatility Spread and Future Stock Return: Jumps Bind Them All

Journal of Futures Markets, Forthcoming
Number of pages: 60 Posted: 14 May 2023 Last Revised: 01 Feb 2024
Ian Garrett and Adnan Gazi
Manchester Business School and University of Liverpool - Management School (ULMS)
Downloads 130 (468,583)
Citation 1

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Empirical asset pricing, cross-sectional option pricing, implied volatility spread, put options, early exercise, jumps.

7.

The Market for Innovation Leadership

Number of pages: 65 Posted: 08 Feb 2019
Ning Gao, Ian Garrett and Yan Xu
Manchester Accounting and Finance Group, Alliance Manchester Business School, University of Manchester, Manchester Business School and The University of Manchester - Alliance Manchester Business School
Downloads 121 (495,731)

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8.

Option Valuation Using Macroeconomic Uncertainty: A Realized Volatility Approach

Number of pages: 55 Posted: 01 Apr 2025
Shuwen Yang, WEI LIU and Ian Garrett
University of Science and Technology Beijing, Capital University of Economics and Business and Manchester Business School
Downloads 26 (1,070,470)

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HARG, Mixed Data Sampling Approach, Macroeconomic Uncertainty, Option Pricing.

9.

Are CEOs Judged on Their Companies' Social Reputation?

Journal of Corporate Finance, 64, Oct. 2020. (DOI: https://doi.org/10.1016/j.jcorpfin.2020.101621)
Posted: 04 May 2020 Last Revised: 28 Nov 2020
Xiangshang Cai, Ning Gao, Ian Garrett and Yan Xu
University of Liverpool, Manchester Accounting and Finance Group, Alliance Manchester Business School, University of Manchester, Manchester Business School and The University of Manchester - Alliance Manchester Business School

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social reputation, stakeholders, corporate social responsibility (CSR), director labor market, CEO, outside directorship, ESG

10.

Dividend Behavior and Dividend Signaling

Posted: 16 Aug 2000
Richard Priestley and Ian Garrett
Norwegian Business School and Manchester Business School

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