Jerry Coakley

University of Essex - Essex Business School

Professor

Wivenhoe Park

Colchester, CO4 3SQ

United Kingdom

http://www.essex.ac.uk/afm/staff/coakley.shtm

SCHOLARLY PAPERS

36

DOWNLOADS
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Top 9,739

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4,893

SSRN CITATIONS
Rank 13,512

SSRN RANKINGS

Top 13,512

in Total Papers Citations

19

CROSSREF CITATIONS

49

Scholarly Papers (36)

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 767 (32,585)
Citation 1

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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 542 (51,647)
Citation 2

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Behavioral finance, underreaction-overreaction, threshold autoregression

3.

Comovement and Changes to the Ftse 100 Index

EFMA 2004 Basel Meetings Paper; Essex Finance Centre Discussion Paper No. 04/13
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 443 (66,408)
Citation 1

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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 385 (78,509)

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New issues puzzle, prospect theory; corruption hypothesis

5.

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 333 (92,755)
Citation 8

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Monte Carlo, response surface, spurious regression, PPP

6.

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 322 (96,241)
Citation 2

Abstract:

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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 295 (105,954)

Abstract:

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Irrational investors, Long-run underperformance

8.

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 238 (132,493)

Abstract:

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

9.

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 226 (139,374)
Citation 17

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

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 219 (143,683)

Abstract:

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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 187 (166,440)

Abstract:

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IPO, Media Tone, Investor Sentiment, China

12.

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 119 (241,611)

Abstract:

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Behavioral finance, underreaction-overreaction, threshold autoregression

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 119 (242,658)
Citation 2

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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:

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Asymmetries, structural breaks, hysteresis, threshold autoregression

14.

Comovement and Ftse 100 Index Changes

EFMA 2004 BASEL MEETINGS; Essex Finance Centre Discussion Paper No. 04/13
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 116 (246,237)
Citation 1

Abstract:

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Behavioral finance, trading-based comovement, index funds

15.

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 108 (258,937)

Abstract:

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

16.

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 85 (302,952)

Abstract:

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

17.

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 85 (302,952)

Abstract:

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

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 58 (378,911)

Abstract:

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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 26 (517,370)

Abstract:

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

19.
Downloads 80 (314,273)
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 42 (437,817)
Citation 1

Abstract:

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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 38 (455,257)
Citation 3

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entrepreneurial finance; crowdfunding platforms; overfunding

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 51 (396,356)
Citation 1

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

21.

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 (513,773)
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22.

Is the Feldstein-Horioka Puzzle History?

Manchester School, Vol. 72, No. 5, pp. 569-590, September 2004
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 (519,538)
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23.

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 (537,292)
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24.

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 12 (587,126)

Abstract:

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

25.

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 8 (613,401)

Abstract:

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

26.

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 (658,005)
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27.

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 (687,149)
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non‐current operating assets, property, plant and equipment, liquidity, investments, operating leverage, mispricing, future returns

28.

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 (687,149)
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Variance‐ratio statistic, non‐MDS process, Monte Carlo

29.

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:

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

30.

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:

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Fundamentals, Behavioral finance, Investor sentiment, Threshold autoregression

31.

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

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

32.

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

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Fisher effect, inflation targeting, persistence, threshold autoregression

33.

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:

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34.

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:

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

35.

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

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threshold autoregression, level asymmetries, Monte Carlo

36.

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

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