Jerry Coakley

University of Essex - Essex Business School

Professor

Wivenhoe Park

Colchester, CO4 3SQ

United Kingdom

http://https://www.essex.ac.uk/people/coakl35000/jerry-coakley

SCHOLARLY PAPERS

39

DOWNLOADS
Rank 11,483

SSRN RANKINGS

Top 11,483

in Total Papers Downloads

5,287

SSRN CITATIONS
Rank 14,771

SSRN RANKINGS

Top 14,771

in Total Papers Citations

28

CROSSREF CITATIONS

51

Scholarly Papers (39)

1.

Post-Ipo Operating Performance, Venture Capitalists and Market Timing

Essex Finance Centre Discussion Paper No. 04/16
Number of pages: 41 Posted: 26 Nov 2004
Jerry Coakley, Leon Hadass and Andrew Wood
University of Essex - Essex Business School, University of Essex and University of Essex - Department of Accounting, Finance & Management
Downloads 800 (38,411)
Citation 2

Abstract:

Loading...

Bubble, market timing, investor sentiment

2.

Continuation and Reversal in Us Valuation Ratios

Essex Finance Centre Discussion Paper 04/12; EFA 2003 Annual Conference Paper No. 840, Cass Business School Research Paper
Number of pages: 34 Posted: 26 Jul 2003
Ana-Maria Fuertes and Jerry Coakley
Cass Business School, City University of London and University of Essex - Essex Business School
Downloads 550 (62,813)
Citation 2

Abstract:

Loading...

Behavioral finance, underreaction-overreaction, threshold autoregression

3.

Comovement and Changes to the Ftse 100 Index

Number of pages: 34 Posted: 08 May 2004
Periklis Kougoulis and Jerry Coakley
London Metropolitan University, Department of Economics, Finance and International Business and University of Essex - Essex Business School
Downloads 449 (80,547)
Citation 1

Abstract:

Loading...

Behavioral finance, trading-based comovement, index funds

4.

UK IPO Underpricing: Venture Capitalists, High-Prestige Underwriters and the Bubble Period

Number of pages: 50 Posted: 27 Feb 2005
Leon Hadass, Jerry Coakley and Andrew Wood
University of Essex, University of Essex - Essex Business School and University of Essex - Department of Accounting, Finance & Management
Downloads 403 (91,384)
Citation 1

Abstract:

Loading...

New issues puzzle, prospect theory; corruption hypothesis

5.

The Winner's Curse and Lottery-Allocated IPOs in China

Number of pages: 35 Posted: 03 Mar 2007
Norvald Instefjord, Jerry Coakley and Zhe Shen
University of Essex - Essex Business School, University of Essex - Essex Business School and University of Essex - Department of Accounting, Finance & Management
Downloads 376 (98,997)
Citation 2

Abstract:

Loading...

6.

Small Sample Properties of Panel Time-Series Estimators with I(1) Errors

Birkbeck College Discussion Paper No. 3/2001, Cass Business School Research Paper
Number of pages: 32 Posted: 23 Jun 2001
Ana-Maria Fuertes, Jerry Coakley and Ron Smith
Cass Business School, City University of London, University of Essex - Essex Business School and Birkbeck College
Downloads 340 (110,849)
Citation 13

Abstract:

Loading...

Monte Carlo, response surface, spurious regression, PPP

7.

Hot Markets, Momentum and Investor Sentiment in UK Acquisitions

Number of pages: 16 Posted: 27 Jan 2004
Hardy M. Thomas and Jerry Coakley
University of Essex and University of Essex - Essex Business School
Downloads 300 (126,880)

Abstract:

Loading...

Irrational investors, Long-run underperformance

8.

Unobserved Heterogeneity in Panel Time Series Models

Birkbeck College Working Paper in Economics & Finance No. 0403, Cass Business School Research Paper
Number of pages: 25 Posted: 03 Nov 2004
Ana-Maria Fuertes, Jerry Coakley and Ron Smith
Cass Business School, City University of London, University of Essex - Essex Business School and Birkbeck College
Downloads 264 (144,934)
Citation 20

Abstract:

Loading...

Factor analysis, global shocks, latent variables, Feldstein-Horioka, PPP

9.

Equity-Based Compensation in New and Old Economy UK Firms

EFMA 2004 Basel Meetings Paper
Number of pages: 45 Posted: 22 Apr 2004
Stavroula Iliopoulou and Jerry Coakley
University of Essex and University of Essex - Essex Business School
Downloads 243 (157,818)

Abstract:

Loading...

Managerial Compensation, Agency problems, ownership and control, Executive stock options

10.

Investor Sentiment and Value and Growth Index Options

Number of pages: 37 Posted: 07 Aug 2011 Last Revised: 15 Dec 2011
Jerry Coakley, George Dotsis, Xiaoquan Liu and Jia Zhai
University of Essex - Essex Business School, National and Kapodistrian University of Athens - Faculty of Economics, Essex Business School and affiliation not provided to SSRN
Downloads 227 (167,873)

Abstract:

Loading...

Risk-neutral skewness, value premium, option market anomalies

11.

Driving the Presence of Investor Sentiment: The Role of Media Tone in IPOs

31st Australasian Finance and Banking Conference 2018
Number of pages: 60 Posted: 27 Jul 2018
Xiamen University, University of Essex - Essex Business School, Lingnan University - Department of Finance and Insurance, Cass Business School, City University of London and Xiamen University
Downloads 222 (171,514)
Citation 1

Abstract:

Loading...

IPO, Media Tone, Investor Sentiment, China

12.
Downloads 161 (229,623)
Citation 4

Follow-On Equity Crowdfunding

Number of pages: 38 Posted: 15 Aug 2018
University of Essex - Essex Business School, University of Essex and University of Essex - Essex Business School
Downloads 96 (339,740)
Citation 1

Abstract:

Loading...

entrepreneurial finance, crowdfunding platforms, overfunding

Follow-On Equity Crowdfunding

Number of pages: 38 Posted: 15 Aug 2018
University of Essex - Essex Business School, University of Essex and University of Essex - Essex Business School
Downloads 65 (425,283)
Citation 4

Abstract:

Loading...

entrepreneurial finance; crowdfunding platforms; overfunding

Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective

Birkbeck College Discussion Paper No. 28/99, Cass Business School Research Paper
Number of pages: 39 Posted: 13 Nov 2001
Ana-Maria Fuertes, Jerry Coakley and Gylfi Zoega
Cass Business School, City University of London, University of Essex - Essex Business School and University of Iceland
Downloads 128 (275,336)
Citation 4

Abstract:

Loading...

Business cycle asymmetries, structural break, hysteresis

Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective

Studies in Nonlinear Dynamics & Econometrics, Vol. 5, No. 3, October 2001, Cass Business School Research Paper
Posted: 15 May 2003
Ana-Maria Fuertes, Jerry Coakley and Gylfi Zoega
Cass Business School, City University of London, University of Essex - Essex Business School and University of Iceland

Abstract:

Loading...

Asymmetries, structural breaks, hysteresis, threshold autoregression

14.

Momentum Dynamics in U.S. Valuation Ratios

Cass Business School Research Paper
Number of pages: 35 Posted: 27 Jan 2004
Ana-Maria Fuertes and Jerry Coakley
Cass Business School, City University of London and University of Essex - Essex Business School
Downloads 125 (279,173)

Abstract:

Loading...

Behavioral finance, underreaction-overreaction, threshold autoregression

15.

Comovement and Ftse 100 Index Changes

Number of pages: 33 Posted: 04 Mar 2005
Periklis Kougoulis and Jerry Coakley
London Metropolitan University, Department of Economics, Finance and International Business and University of Essex - Essex Business School
Downloads 124 (280,905)
Citation 2

Abstract:

Loading...

Behavioral finance, trading-based comovement, index funds

16.

A Closed-Form Approach to Valuing Risk-Neutral Moments from Option Prices

Number of pages: 36 Posted: 12 Feb 2016 Last Revised: 12 Jul 2018
Aristogenis Lazos, Jerry Coakley and Xiaoquan Liu
University of Essex, University of Essex - Essex Business School and Nottingham University Business School
Downloads 114 (298,264)

Abstract:

Loading...

Model-free Moment; Option Valuation; Jump Diffusion Model; Stochastic Volatility model.

Prospect Theory and IPO Returns in China

Number of pages: 31 Posted: 12 Jun 2017
Zhiqiang Wang, Bingbai Su, Jerry Coakley and Zhe Shen
Xiamen University, Xiamen University - School of Management, University of Essex - Essex Business School and Xiamen University
Downloads 64 (428,834)

Abstract:

Loading...

Skewness, IPO, Retail Demand, First-Day Return, Long-Term Performance

Prospect Theory and IPO Returns in China

Number of pages: 32 Posted: 15 Aug 2017
Zhiqiang Wang, Bingbai Su, Jerry Coakley and Zhe Shen
Xiamen University, Xiamen University - School of Management, University of Essex - Essex Business School and Xiamen University
Downloads 33 (568,015)

Abstract:

Loading...

Skewness, IPO, Retail Demand,First-day Return, Long-term Performance

18.

Investor Heterogeneity, Sentiment, and Skewness Preference in Options Market

Number of pages: 31 Posted: 12 Feb 2016
Aristogenis Lazos, Jerry Coakley and Xiaoquan Liu
University of Essex, University of Essex - Essex Business School and Nottingham University Business School
Downloads 87 (356,198)

Abstract:

Loading...

Risk-neutral Valuation, Market Selection Hypothesis, Price-optimist models

19.

A Pricing Kernel Approach to Valuing Options on Interest Rate Futures

Number of pages: 39 Posted: 03 Jun 2011
Xiaoquan Liu, Jerry Coakley and Jing-Ming Kuo
Essex Business School, University of Essex - Essex Business School and University of Birmingham - Birmingham Business School
Downloads 87 (356,198)

Abstract:

Loading...

Pricing Kernels, Simulation-based Bayesian Approach, LIBOR Futures Options

20.

Why are the Wealth Effects of UK Firms' Foreign Divestitures so Large?

Number of pages: 27 Posted: 06 Mar 2005
Hardy M. Thomas, Jerry Coakley and Han Min Wang
University of Essex, University of Essex - Essex Business School and Feng Chia University
Downloads 55 (455,338)
Citation 1

Abstract:

Loading...

International asset sales, industrial focus, geographical focus, corporate governance

21.

Enfranchising the crowd: Nominee account equity crowdfunding

Number of pages: 46 Posted: 21 Apr 2021
University of Essex - Essex Business School, Florida Atlantic University, Audencia Business School and University of Bergamo
Downloads 24 (608,944)

Abstract:

Loading...

Entrepreneurial finance; corporate governance, nominee account.

22.

Post-IPO Operating Performance, Venture Capital and the Bubble Years

Journal of Business Finance & Accounting, Vol. 34, Issue 9-10, pp. 1423-1446, November/December 2007
Number of pages: 24 Posted: 11 Dec 2007
Leon Hadass and Jerry Coakley
University of Essex and University of Essex - Essex Business School
Downloads 24 (608,944)
Citation 1
  • Add to Cart

Abstract:

Loading...

23.

Is the Feldstein-Horioka Puzzle History?

Number of pages: 22 Posted: 12 Aug 2004
Ana-Maria Fuertes, Jerry Coakley and Fabio Spagnolo
Cass Business School, City University of London, University of Essex - Essex Business School and Brunel University London - Economics and Finance
Downloads 23 (615,623)
  • Add to Cart

Abstract:

Loading...

24.

Bidder CEO and Other Executive Compensation in UK M&As

European Financial Management, Vol. 12, No. 4, pp. 609-631, September 2006
Number of pages: 23 Posted: 11 Aug 2006
Stavroula Iliopoulou and Jerry Coakley
University of Essex and University of Essex - Essex Business School
Downloads 20 (636,484)
Citation 2
  • Add to Cart

Abstract:

Loading...

25.

Misvaluation and UK Mergers 1985-2002

Number of pages: 38 Posted: 01 Apr 2005 Last Revised: 27 Nov 2017
Jerry Coakley, Lei Fu and Hardy M. Thomas
University of Essex - Essex Business School, University of Essex and University of Essex
Downloads 20 (636,484)

Abstract:

Loading...

Misvaluation, M&A, market-to-book ratio, acquisitions

26.

A New Misvaluation Perspective on Why Cash Is King in M&As

Number of pages: 37 Posted: 07 Mar 2007 Last Revised: 27 Nov 2017
Jerry Coakley, Lei Fu and Hardy M. Thomas
University of Essex - Essex Business School, University of Essex and University of Essex
Downloads 14 (680,249)

Abstract:

Loading...

Market-to-book, means of payment, manager-perceived misvaluation

27.

Founder Teams: Campaign Success and Venture Failure

British Journal of Management, Vol. 0, 1–20 (2021) DOI: 10.1111/1467-8551.12494 (Open Access)
Number of pages: 36 Posted: 22 Apr 2021
University of Essex - Essex Business School, Audencia Business School and University of Essex - Essex Business School
Downloads 8 (727,075)

Abstract:

Loading...

Equity crowdfunding, founder team, human capital, signalling

28.

Does Volatility Improve UK Earnings Forecasts?

Journal of Business Finance & Accounting, Vol. 36, Issue 9-10, pp. 1148-1179, November/December 2009
Number of pages: 32 Posted: 11 Nov 2009
Nikola Petrovic, Stuart Manson and Jerry Coakley
affiliation not provided to SSRN, University of Essex and University of Essex - Essex Business School
Downloads 2 (775,900)
  • Add to Cart

Abstract:

Loading...

29.

Seasoned equity crowdfunded offerings

Journal of Corporate Finance, Forthcoming. https://doi.org/10.1016/j.jcorpfin.2020.101880 (Open access)
Posted: 11 May 2021
University of Essex - Essex Business School, Audencia Business School and University of Essex - Essex Business School

Abstract:

Loading...

Entrepreneurial finance, SECO, Valuation gains

30.

Changes in Non‐Current Assets and in Property, Plant and Equipment and Future Stock Returns: The UK Evidence

Journal of Business Finance & Accounting, Vol. 43, Issue 9-10, pp. 1142-1196, 2016
Number of pages: 55 Posted: 10 Nov 2016
Nikola Petrovic, Stuart Manson and Jerry Coakley
Universidad San Francisco de Quito (USFQ), University of Essex and University of Essex - Essex Business School
Downloads 0 (804,439)
Citation 1
  • Add to Cart

Abstract:

Loading...

non‐current operating assets, property, plant and equipment, liquidity, investments, operating leverage, mispricing, future returns

31.

Generalized Variance‐Ratio Tests in the Presence of Statistical Dependence

Journal of Time Series Analysis, Vol. 36, Issue 5, pp. 687-705, 2015
Number of pages: 19 Posted: 28 Jul 2015
University of Essex - Department of Accounting, Finance & Management, Abu Dhabi University - College of Business Administration and University of Essex - Essex Business School
Downloads 0 (804,439)
  • Add to Cart

Abstract:

Loading...

Variance‐ratio statistic, non‐MDS process, Monte Carlo

32.

Testing for Sign and Amplitude Asymmetries Using Threshold Autoregressions

Journal of Economic Dynamics and Control, Vol. 30, No. 4, pp. 623-654, 2006, Cass Business School Research Paper
Posted: 30 Mar 2006
Ana-Maria Fuertes and Jerry Coakley
Cass Business School, City University of London and University of Essex - Essex Business School

Abstract:

Loading...

Regime-switching, LR test, Bootstrap, Subsampling, Monte Carlo

33.

Valuation Ratios and Price Deviations from Fundamentals

Journal of Banking and Finance, Vol. 30, 2006, Cass Business School Research Paper
Posted: 30 Mar 2006
Ana-Maria Fuertes and Jerry Coakley
Cass Business School, City University of London and University of Essex - Essex Business School

Abstract:

Loading...

Fundamentals, Behavioral finance, Investor sentiment, Threshold autoregression

34.

Numerical Issues in Threshold Autoregressive Modeling of Time Series

Journal of Economic Dynamic and Control, Vol. 27, pp. 2219-2242, 2003, Cass Business School Research Paper
Posted: 18 Jul 2003
Cass Business School, City University of London, University of Essex - Essex Business School and Universidad de Valladolid - Departmento de Matematica Aplicada

Abstract:

Loading...

Band-TAR, QR factorization, Givens rotations, Rational interpolation

35.

Asymmetric Dynamics in UK Real Interest Rates

Applied Financial Economics, Vol. 12, pp. 379-387, June 2002, Cass Business School Research Paper
Posted: 18 Jun 2003
Ana-Maria Fuertes and Jerry Coakley
Cass Business School, City University of London and University of Essex - Essex Business School

Abstract:

Loading...

Fisher effect, inflation targeting, persistence, threshold autoregression

36.

Short-Run Real Exchange Rate Dynamics

The Manchester School, Vol. 68, Issue 4, June 2000, Cass Business School Research Paper
Posted: 12 Jan 2001
Ana-Maria Fuertes and Jerry Coakley
Cass Business School, City University of London and University of Essex - Essex Business School

Abstract:

Loading...

37.

Is There a Base Currency Effect in Long Run PPP?

International Journal of Finance and Economic, Vol. 5, No. 4, October 2000, Cass Business School Research Paper
Posted: 22 Nov 2000
Ana-Maria Fuertes and Jerry Coakley
Cass Business School, City University of London and University of Essex - Essex Business School

Abstract:

Loading...

real exchange rates, panel unit root tests, cross sectional dependence, nonlinearities

38.

Bootstap Lr Tests of Sign and Amplitude Asymmetry

Birkbeck College Working Paper No. 5/00, Cass Business School Research Paper
Posted: 21 Apr 2000
Ana-Maria Fuertes and Jerry Coakley
Cass Business School, City University of London and University of Essex - Essex Business School

Abstract:

Loading...

threshold autoregression, level asymmetries, Monte Carlo

39.

Saving, Investment and Capital Mobility in Ldcs

Review of International Economics, January 29, 1998
Posted: 16 Feb 1998
Jerry Coakley, Farida Hasan and Ron Smith
University of Essex - Essex Business School, Primark Decision Economics and Birkbeck College

Abstract:

Loading...