Brendan John Lambe

University of Leicester

University Road

Leicester, LE1 7RH

United Kingdom

  • University of Leicester

SCHOLARLY PAPERS

7

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Rank 38,181

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Top 38,181

in Total Papers Downloads

1,781

SSRN CITATIONS

5

CROSSREF CITATIONS

0

Scholarly Papers (7)

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1.

Do Stock Market Fluctuations Affect Suicide Rates?

Number of pages: 45 Posted: 01 Aug 2018 Last Revised: 07 Jul 2020
Tomasz Piotr Wisniewski, Brendan John Lambe and Keshab Shrestha
Open University, UK, University of Leicester and Monash University Malaysia
Downloads 464 (86,847)

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Suicides, Stock Market, Stock Returns

2.

Does Economic Policy Uncertainty Drive CDS Spreads?

Number of pages: 44 Posted: 29 Oct 2014 Last Revised: 09 May 2015
Tomasz Piotr Wisniewski and Brendan John Lambe
Open University, UK and University of Leicester
Downloads 377 (110,288)
Citation 5

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Credit Default Swaps, Credit Protection, Economic Policy Uncertainty

3.

New Bid-Ask Spread Estimators from Daily High and Low Prices

Number of pages: 66 Posted: 13 May 2017 Last Revised: 22 Aug 2018
Zhiyong Li, Brendan John Lambe and Emmanuel Adegbite
University of Leicester, University of Leicester and University of Nottingham
Downloads 313 (134,868)

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High-Low Spread Estimator, Effective Spread, Transaction Cost, Market Liquidity

4.

The Role of Media in the Credit Crunch: The Case of the Banking Sector

Number of pages: 41 Posted: 24 Oct 2010 Last Revised: 14 Oct 2011
Tomasz Piotr Wisniewski and Brendan John Lambe
Open University, UK and University of Leicester
Downloads 253 (167,817)
Citation 4

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Media, Stock Market, Financial Crisis, Self-fulfilling Prophecies

5.

Is Insider Trading Regulation Effective? Evidence from UK Takeover Activity

Number of pages: 54 Posted: 17 Nov 2011
Brendan John Lambe
University of Leicester
Downloads 196 (213,280)

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Insider trading, Takeovers, Stock Market, Regulation

6.

The Influence of General Strikes against Government on Stock Market Behavior

Number of pages: 47 Posted: 28 Oct 2016 Last Revised: 12 Mar 2019
Tomasz Piotr Wisniewski, Brendan John Lambe and Alexandra Dias
Open University, UK, University of Leicester and University of York
Downloads 89 (386,167)

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general strikes, stock prices, political effects

7.

The Informational Value of Aggregated Measures of Insider Trading in the UK Banking Sector

Number of pages: 30 Posted: 23 Dec 2010 Last Revised: 17 Nov 2011
Brendan John Lambe
University of Leicester
Downloads 89 (386,167)

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Bank Insider Trading, Market Timing, Media, VAR