Brendan John Lambe

University of Leicester

University Road

Leicester, LE1 7RH

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 39,807

SSRN RANKINGS

Top 39,807

in Total Papers Downloads

837

CITATIONS

1

Scholarly Papers (6)

1.

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
University of Leicester and University of Leicester
Downloads 204 (114,789)
Citation 1

Abstract:

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

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
University of Leicester and University of Leicester
Downloads 109 (90,234)

Abstract:

Credit Default Swaps, Credit Protection, Economic Policy Uncertainty

3.

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 109 (172,894)

Abstract:

Insider trading, Takeovers, Stock Market, Regulation

4.

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 67 (259,879)

Abstract:

Bank Insider Trading, Market Timing, Media, VAR

5.

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

Number of pages: 63 Posted: 13 May 2017
Zhiyong Li, Brendan John Lambe and Emmanuel Adegbite
De Montfort University, University of Leicester and Durham University
Downloads 0 (231,164)

Abstract:

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

6.

The Influence of General Strikes on Stock Market Behavior

Number of pages: 25 Posted: 28 Oct 2016 Last Revised: 29 Oct 2016
Tomasz Piotr Wisniewski, Brendan John Lambe and Alexandra Dias
University of Leicester, University of Leicester and University of Leicester School of Management
Downloads 0 (369,656)

Abstract:

general strikes, stock prices, political effects