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

36

DOWNLOADS
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Top 13,647

in Total Papers Downloads

6,772

SSRN CITATIONS
Rank 21,464

SSRN RANKINGS

Top 21,464

in Total Papers Citations

45

CROSSREF CITATIONS

15

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 892 (50,547)
Citation 2

Abstract:

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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
Bayes Business School, City, University of London and University of Essex - Essex Business School
Downloads 577 (89,159)
Citation 2

Abstract:

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Behavioral finance, underreaction-overreaction, threshold autoregression

3.

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 500 (106,564)
Citation 3

Abstract:

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4.

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 481 (111,602)
Citation 1

Abstract:

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Behavioral finance, trading-based comovement, index funds

5.

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 450 (120,741)
Citation 1

Abstract:

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New issues puzzle, prospect theory; corruption hypothesis

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
Bayes Business School, City, University of London, University of Essex - Essex Business School and Birkbeck College
Downloads 361 (155,231)
Citation 16

Abstract:

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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 346 (162,571)
Citation 1

Abstract:

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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
Bayes Business School, City, University of London, University of Essex - Essex Business School and Birkbeck College
Downloads 328 (172,175)
Citation 20

Abstract:

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

9.
Downloads 324 (174,397)
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 204 (275,174)

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 120 (430,783)
Citation 7

Abstract:

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entrepreneurial finance; crowdfunding platforms; overfunding

10.

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, Bayes Business School, City, University of London and Xiamen University
Downloads 274 (207,643)
Citation 1

Abstract:

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IPO, Media Tone, Investor Sentiment, China

11.

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 263 (216,332)
Citation 1

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Risk-neutral skewness, value premium, option market anomalies

12.

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 263 (216,332)

Abstract:

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

Corporate governance with crowd investors in innovative entrepreneurial finance: Nominee structure and coinvestment in equity crowdfunding

Essex Finance Centre, University of Essex. Working Paper No 81: 10-2022
Number of pages: 52 Posted: 08 Feb 2022 Last Revised: 01 Jan 2023
University of Essex - Essex Business School, Florida Atlantic University, Audencia Business School and University of Bergamo
Downloads 150 (361,075)

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Crowdfunding; Platforms; Digital finance; Innovative entrepreneurial finance.

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 95 (514,252)

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Entrepreneurial finance; corporate governance, nominee account.

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

Studies in Nonlinear Dynamics and Econometrics, Vol. 5, 2002
Number of pages: 39 Posted: 13 Nov 2001 Last Revised: 27 Nov 2023
Ana-Maria Fuertes, Jerry Coakley and Gylfi Zoega
Bayes Business School, City, University of London, University of Essex - Essex Business School and University of Iceland
Downloads 162 (338,365)
Citation 4

Abstract:

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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
Bayes 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

15.
Downloads 160 (341,979)
Citation 4

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 97 (503,569)

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 63 (652,281)
Citation 3

Abstract:

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

16.

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 154 (353,139)
Citation 2

Abstract:

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Behavioral finance, trading-based comovement, index funds

17.

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
Bayes Business School, City, University of London and University of Essex - Essex Business School
Downloads 148 (364,730)

Abstract:

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Behavioral finance, underreaction-overreaction, threshold autoregression

18.

Media tone, prospect theory and investor demand for IPOs

Number of pages: 56 Posted: 28 Nov 2021
Jiaxing You, Jerry Coakley, Ana-Maria Fuertes and Zhe Shen
Xiamen University, University of Essex - Essex Business School, Bayes Business School, City, University of London and Xiamen University
Downloads 139 (383,377)

Abstract:

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IPO, Media pessimism, Institutional demand, Prospect theory, China

19.

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 139 (383,377)

Abstract:

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

20.

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 115 (442,883)

Abstract:

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

21.

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 111 (454,814)

Abstract:

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

22.

Syndicated Equity Crowdfunding and the Collective Action Problem

European Corporate Governance Institute – Finance Working Paper No. 955/2024
Number of pages: 59 Posted: 31 Jan 2024 Last Revised: 11 Feb 2024
University of Essex - Essex Business School, Florida Atlantic University, Audencia Business School and University of Bergamo
Downloads 76 (579,965)

Abstract:

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Crowdfunding, Platform, Angel, Digital finance, Lead investor, Governance

23.

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 76 (579,965)
Citation 1

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

24.

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 63 (641,030)

Abstract:

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Equity crowdfunding, founder team, human capital, signalling

25.

Misvaluation and UK Mergers 1985-2002

Number of pages: 38 Posted: 01 Apr 2005 Last Revised: 03 Feb 2023
Jerry Coakley, Lei Fu and Hardy M. Thomas
University of Essex - Essex Business School, University of Essex and University of Essex
Downloads 52 (702,020)

Abstract:

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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 46 (739,951)

Abstract:

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

27.

Responses to COVID-19: The Role of Digital Equity and Government Loan Schemes

Number of pages: 42 Posted: 09 May 2024
University of Essex - Essex Business School, University of Essex - Essex Business School, University of Essex - Essex Business School and University of Bergamo
Downloads 27 (1,006,217)

Abstract:

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Equity crowdfunding, COVID-19, Digital finance, Seed firms

28.

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

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Entrepreneurial finance, SECO, Valuation gains

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
Bayes 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
Bayes Business School, City, University of London and University of Essex - Essex Business School

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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
Bayes 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
Bayes 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
Bayes Business School, City, University of London and University of Essex - Essex Business School

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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
Bayes Business School, City, University of London and University of Essex - Essex Business School

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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
Bayes 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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