Mark Britten-Jones

London Business School - Institute of Finance and Accounting

Sussex Place

Regent's Park

London NW1 4SA

United Kingdom

SCHOLARLY PAPERS

2

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11

Scholarly Papers (2)

Improved Inference in Regression with Overlapping Observations

Number of pages: 40 Posted: 23 Jun 2004 Last Revised: 15 Aug 2014
Mark Britten-Jones, Anthony Neuberger and Ingmar Nolte
London Business School - Institute of Finance and Accounting, City University London - Faculty of Finance and Lancaster University - Department of Accounting and Finance
Downloads 1,039 (19,733)
Citation 2

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Long horizon, stock return predictability, induced autocorrelation

Improved Inference in Regression with Overlapping Observations

Journal of Business Finance & Accounting, Vol. 38, Issue 5‐6, pp. 657-683, 2011
Number of pages: 27 Posted: 07 Jul 2011
Mark Britten-Jones, Anthony Neuberger and Ingmar Nolte
London Business School - Institute of Finance and Accounting, City University London - Faculty of Finance and Lancaster University - Department of Accounting and Finance
Downloads 2 (661,121)
Citation 8
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long horizon, stock return predictability, induced autocorrelation

2.
Downloads 987 ( 21,719)

Non-Linear Value-at-Risk

Number of pages: 28 Posted: 21 Sep 1999
Mark Britten-Jones and Stephen M. Schaefer
London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting
Downloads 987 (21,345)
Citation 10

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Non-Linear Value-at-Risk

European Finance Review, Vol. 2, Iss. 2, May 1999
Posted: 21 Sep 1999
Mark Britten-Jones and Stephen M. Schaefer
London Business School - Institute of Finance and Accounting and London Business School - Institute of Finance and Accounting

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