Ian Tonks

University of Bath School of Management

Claverton Down

Bath, BA2 7AY

United Kingdom

SCHOLARLY PAPERS

27

DOWNLOADS
Rank 11,389

SSRN RANKINGS

Top 11,389

in Total Papers Downloads

3,438

CITATIONS
Rank 5,915

SSRN RANKINGS

Top 5,915

in Total Papers Citations

86

Scholarly Papers (27)

1.

How to Open and Close the Market: Lessons from the London Stock Exchange

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 58 Posted: 12 May 2002
Andrew Ellul, Hyun Song Shin and Ian Tonks
Indiana University - Kelley School of Business - Department of Finance, Bank for International Settlements and University of Bath School of Management
Downloads 631 (32,357)
Citation 2

Abstract:

Call markets; Dealership markets; Opening and Closing Markets; International

2.

Bid-Ask Spreads Around Earnings Announcements

EFA 2000 London Meeting
Number of pages: 35 Posted: 07 Jan 2001
University of Bristol - Department of Accounting and Finance, University of Bristol - Department of Economics and University of Bath School of Management
Downloads 495 (44,398)
Citation 2

Abstract:

3.

Executive Pay and Performance: Did Bankers’ Bonuses Cause the Crisis?

Number of pages: 43 Posted: 20 Apr 2011
University of Bath - Department of Social and Policy Sciences, University of Reading and University of Bath School of Management
Downloads 466 (40,154)
Citation 2

Abstract:

Executive compensation, pay and performance, incentives

4.

Why Does Mutual Fund Performance Not Persist? The Impact and Interaction of Fund Flows and Manager Changes

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 44 Posted: 22 Oct 2010
Justus-Liebig-University Giessen, City University London - Cass Business School - The Pensions Institute, Justus-Liebig-University Giessen and University of Bath School of Management
Downloads 302 (63,942)
Citation 6

Abstract:

Mutual Funds, Performance Persistence, Fund Flows, Manager Turnover

5.

Return Persistence and Fund Flows in the Worst Performing Mutual Funds

NBER Working Paper No. w13042
Number of pages: 27 Posted: 18 Apr 2007 Last Revised: 22 Aug 2010
Jonathan Berk and Ian Tonks
Stanford Graduate School of Business and University of Bath School of Management
Downloads 135 (162,778)
Citation 27

Abstract:

The Value and Risk of Defined Contribution Pension Schemes: International Evidence

Xfi Working Paper No. 09/03
Number of pages: 39 Posted: 04 Aug 2009
E. S. Cannon and Ian Tonks
University of Bristol - Department of Economics and University of Bath School of Management
Downloads 66 (292,337)
Citation 1

Abstract:

Risks, Defined contribution pension schemes, pension replacement ratio

The Value and Risk of Defined Contribution Pension Schemes: International Evidence

Journal of Risk and Insurance, Forthcoming, Netspar Discussion Paper No. 09/2011-077
Number of pages: 39 Posted: 28 Sep 2011
E. S. Cannon and Ian Tonks
University of Bristol - Department of Economics and University of Bath School of Management
Downloads 64 (297,186)
Citation 1

Abstract:

Risks, defined contribution pension schemes, pension replacement ratio

The Value and Risk of Defined Contribution Pension Schemes: International Evidence

Journal of Risk and Insurance, Vol. 80, Issue 1, pp. 95-119, 2013
Number of pages: 25 Posted: 26 Feb 2013
E. S. Cannon and Ian Tonks
University of Bristol - Department of Economics and University of Bath School of Management
Downloads 2 (567,844)
Citation 1
  • Add to Cart

Abstract:

New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods

Number of pages: 44 Posted: 21 Oct 2015
City University London - Cass Business School - The Pensions Institute, University College London, University of Bath-Department of Economics and University of Bath School of Management
Downloads 105 (218,137)

Abstract:

mutual funds, unit trusts, open ended investment companies, performance measurement, factor benchmark models, bootstrap methods

New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods

Pensions Institute, Discussion Paper PI-1404
Number of pages: 44 Posted: 22 Mar 2016
City University London - Cass Business School - The Pensions Institute, University College London, University of Bath-Department of Economics and University of Bath School of Management
Downloads 24 (441,388)

Abstract:

mutual funds, unit trusts, open ended investment companies, performance measurement, factor benchmark models, bootstrap methods

8.

Pension Fund Deficits and Stock Market Efficiency: Evidence from the United Kingdom

Number of pages: 33 Posted: 03 Jul 2009
Ian Tonks and Weixi Liu
University of Bath School of Management and University of Exeter Business School - XFI Centre for Finance and Investment
Downloads 98 (222,953)

Abstract:

Pension assets, pension liabilities, stock market transparency, FRS 17

Pension Funding Constraints and Corporate Expenditures

Number of pages: 36 Posted: 24 Jan 2010
Weixi Liu and Ian Tonks
University of Exeter Business School - XFI Centre for Finance and Investment and University of Bath School of Management
Downloads 64 (297,186)

Abstract:

Pension contributions, financial constraints, dividend sensitivity, investment sensitivity, Pensions Act 2004

Pension Funding Constraints and Corporate Expenditures

Oxford Bulletin of Economics and Statistics, 75(2), 235-258 (2013), Netspar Discussion Paper No. 04/2012-063
Number of pages: 30 Posted: 15 Nov 2013
Weixi Liu and Ian Tonks
University of Exeter Business School - XFI Centre for Finance and Investment and University of Bath School of Management
Downloads 31 (405,950)

Abstract:

Pension contributions, financial constraints, dividend sensitivity, investment sensitivity, Pensions Act 2004

Pension Funding Constraints and Corporate Expenditures

Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 2, pp. 235-258, 2013
Number of pages: 24 Posted: 05 Mar 2013
Weixi Liu and Ian Tonks
University of Exeter Business School - XFI Centre for Finance and Investment and University of Bath School of Management
Downloads 1 (579,306)
  • Add to Cart

Abstract:

10.

Compulsory and Voluntary Annuities Markets in the UK

Number of pages: 63 Posted: 24 Jan 2010
E. S. Cannon and Ian Tonks
University of Bristol - Department of Economics and University of Bath School of Management
Downloads 92 (218,403)
Citation 1

Abstract:

Annuities, annuity markets, pension replacement ratio

11.

Institutional Investor Portfolio Allocation, Quantitative Easing and the Global Financial Crisis

Bank of England Working Paper No. 510
Number of pages: 49 Posted: 13 Sep 2014
Michael Joyce, Zhuoshi Liu and Ian Tonks
Bank of England - Monetary Analysis, Bank of England - Monetary Analysis and University of Bath School of Management
Downloads 82 (157,459)

Abstract:

Institutional investors, asset allocation, quantitative easing, portfolio balance channel, financial crisis

12.

Alternative Risk-Based Levies in the Pension Protection Fund for Multi-Employee Schemes

XFi Working Paper No. 08/01
Number of pages: 42 Posted: 31 Oct 2008
Ian Tonks and Weixi Liu
University of Bath School of Management and University of Exeter Business School - XFI Centre for Finance and Investment
Downloads 69 (275,350)

Abstract:

Pension Protection Fund, Universities Superannuation Scheme

13.

Cohort Mortality Risk or Adverse Selection in the UK Annuity Market?

Netspar Discussion Paper No. 04/2013-017
Number of pages: 43 Posted: 25 May 2013
E. S. Cannon and Ian Tonks
University of Bristol - Department of Economics and University of Bath School of Management
Downloads 46 (262,877)
Citation 1

Abstract:

Adverse selection, insurance markets, annuities

14.

Price Efficiency in the Dutch Annuity Market

Netspar Discussion Paper No. 04/2013-016
Number of pages: 28 Posted: 25 May 2013
E. S. Cannon, Ralph Stevens and Ian Tonks
University of Bristol - Department of Economics, University of New South Wales (UNSW) - School of Actuarial Studies and University of Bath School of Management
Downloads 27 (384,201)
Citation 1

Abstract:

15.

A Theoretical Analysis of Institutional Investors' Trading Costs in Auction and Dealer Markets

Economic Journal, Vol. 113, pp. 576-597, July 2003
Number of pages: 22 Posted: 13 Jul 2003
Andy Snell and Ian Tonks
University of Edinburgh - Economics and University of Bath School of Management
Downloads 27 (413,605)
Citation 4
  • Add to Cart

Abstract:

16.

Short-Run Returns Around The Trades Of Corporate Insiders On The London Stock Exchange

European Financial Management, Vol. 8, pp. 7-30, 2002
Number of pages: 24 Posted: 24 Apr 2002
London School of Economics & Political Science (LSE) - Financial Markets Group, University of Exeter - Xfi Centre, University of Exeter Business School and University of Bath School of Management
Downloads 23 (428,337)
Citation 29
  • Add to Cart

Abstract:

17.

Compulsory and Voluntary Annuity Markets in the United Kingdom

Pension Research Council Working Paper No. 2010-22
Number of pages: 37 Posted: 11 Nov 2010
E. S. Cannon and Ian Tonks
University of Bristol - Department of Economics and University of Bath School of Management
Downloads 22 (423,313)

Abstract:

Annuity, United Kingdom, MWR, Insurance, Rates, Mortality, Life Expectancy, Voluntary, Pension, Products

18.

Decentralized Investment Management: Evidence from the Pension Fund Industry

CEPR Discussion Paper No. DP7679
Number of pages: 57 Posted: 10 Feb 2010
City University London - Cass Business School - The Pensions Institute, University of California, San Diego (UCSD) - Department of Economics, University of Bath School of Management and University of Maryland - Robert H. Smith School of Business
Downloads 15 (475,049)
Citation 7
  • Add to Cart

Abstract:

asset management, decentralized management, pension funds, principal agent problems

19.

Does the Stock Market Gender Stereotype Corporate Boards? Evidence from the Market's Reaction to Directors' Trades

British Journal of Management, Vol. 24, Issue 2, pp. 174-190, 2013
Number of pages: 17 Posted: 02 May 2013
University of Exeter - Xfi Centre, University of Exeter, University of Exeter and University of Bath School of Management
Downloads 1 (550,765)
  • Add to Cart

Abstract:

20.

Executive Pay and Performance: Did Bankers’ Bonuses Cause the Crisis?

International Review of Finance, Vol. 12, Issue 1, pp. 89-122, 2012
Number of pages: 34 Posted: 31 Mar 2012
Paul Gregg, Sarah Jewell and Ian Tonks
University of Bath - Department of Social and Policy Sciences, University of Reading - School of Economics and University of Bath School of Management
Downloads 1 (550,765)
Citation 2
  • Add to Cart

Abstract:

21.

Insider Trading and the Post-Earnings Announcement Drift

Number of pages: 39 Posted: 05 Jun 2017
University of Exeter Business School - XFI Centre for Finance and Investment, University of Bath School of Management and University of Bath - School of Management
Downloads 0 (288,908)

Abstract:

Insider trading, earnings announcements, market under-reaction, market efficiency

22.

Improved Inference in the Evaluation of Mutual Fund Performance Using Panel Bootstrap Methods

Pensions Institute, Discussion Paper PI-1405
Number of pages: 28 Posted: 22 Mar 2016
City University London - Cass Business School - The Pensions Institute, University College London, University of Bath-Department of Economics and University of Bath School of Management
Downloads 0 (469,856)

Abstract:

mutual funds, unit trusts, open-ended investment companies, performance measurement, factor benchmark models, panel methods, bootstrap methods.

23.

Network Centrality and Delegated Investment Performance

Netspar Discussion Paper No. 12/2015-065
Number of pages: 55 Posted: 07 Mar 2016 Last Revised: 02 Oct 2016
University of Maryland - Department of Finance, City University London - Cass Business School - The Pensions Institute, University of California, San Diego (UCSD) - Department of Economics, University of Bath School of Management and University of Maryland - Robert H. Smith School of Business
Downloads 0 (200,478)

Abstract:

Networks, Investment Management, Performance

24.

More than Just Contrarians: Insider Trading in Glamour and Value Firms

European Financial Management, Vol. 19, Issue 4, pp. 747-774, 2013
Number of pages: 28 Posted: 07 Sep 2013
Alan Gregory, Rajesh Tharyan and Ian Tonks
University of Exeter - Xfi Centre, University of Exeter and University of Bath School of Management
Downloads 0 (565,074)
Citation 1
  • Add to Cart

Abstract:

insider trading, value, glamour

25.

U.K. Annuity Rates, Money's Worth and Pension Replacement Ratios 1957-2002

Geneva Papers on Risk and Insurance: Issues and Practice, Vol. 29, No. 3, pp. 371-393, July 2004
Posted: 12 Jul 2004
E. S. Cannon and Ian Tonks
University of Bristol - Department of Economics and University of Bath School of Management

Abstract:

26.

Re-Assessing the Long-Term Underperformance of UK Initial Public Offerings

European Financial Management, Vol. 6, No. 3, September 2000
Posted: 09 Jun 2000
University of Manchester - Division of Accounting and Finance, University of Exeter - Xfi Centre and University of Bath School of Management

Abstract:

Initial public offerings, equity issues, long-run returns, market efficiency

27.

Determinants of Price Quote Revisions on the London Stock Exchange

Posted: 25 Jul 1998
Andy Snell and Ian Tonks
University of Edinburgh - Economics and University of Bath School of Management

Abstract: