Richard Priestley

Norwegian Business School

Professor

Nydalsveien

37

N-0442 Oslo, 0283

Norway

SCHOLARLY PAPERS

25

DOWNLOADS
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SSRN RANKINGS

Top 4,082

in Total Papers Downloads

8,243

CITATIONS
Rank 2,656

SSRN RANKINGS

Top 2,656

in Total Papers Citations

211

Scholarly Papers (25)

1.
Downloads 975 ( 18,253)
Citation 41

Time-Varying Risk Premia and the Output Gap

EFA 2007 Ljubljana Meetings Paper
Number of pages: 39 Posted: 26 Sep 2006
Ilan Cooper and Richard Priestley
BI Norwegian Business School and Norwegian Business School
Downloads 587 (36,821)
Citation 41

Abstract:

return predictability, risk premia, output gap

Time Varying Risk Premia and the Output Gap

Review of Financial Studies, Forthcoming
Number of pages: 48 Posted: 04 May 2008
Ilan Cooper and Richard Priestley
BI Norwegian Business School and Norwegian Business School
Downloads 388 (62,221)
Citation 41

Abstract:

return predictability, risk premia, output gap

2.

EMU and European Stock Market Integration

Number of pages: 30 Posted: 04 Oct 2001
EUROBANK ERGASIAS S.A., Norwegian Business School and University of Piraeus - Department of Banking and Financial Management
Downloads 817 (23,241)
Citation 90

Abstract:

Keywords: CAPM, Integration of Stock Markets, European Monetary Union.

3.
Downloads 774 ( 25,692)
Citation 4

Performance Persistence of Individual Investors

Number of pages: 38 Posted: 02 Aug 2007 Last Revised: 16 Feb 2009
Limei Che, Oyvind Norli and Richard Priestley
BI Norwegian Business School, BI Norwegian Business School - Department of Financial Economics and Norwegian Business School
Downloads 645 (32,485)
Citation 4

Abstract:

individual investors, stock market, performance persistence

Performance Persistence of Individual Investors

Number of pages: 38 Posted: 25 Mar 2008 Last Revised: 16 Feb 2009
Limei Che, Oyvind Norli and Richard Priestley
BI Norwegian Business School, BI Norwegian Business School - Department of Financial Economics and Norwegian Business School
Downloads 129 (188,218)
Citation 4

Abstract:

Individual investors, performance, persistence

4.

Dividend Smoothing and Predictability

Number of pages: 56 Posted: 12 Oct 2008 Last Revised: 16 Mar 2011
Long Chen, Zhi Da and Richard Priestley
Cheung Kong Graduate School of Business, University of Notre Dame - Mendoza College of Business and Norwegian Business School
Downloads 707 (27,479)
Citation 19

Abstract:

Dividend-price ratio, earning-price ratio, dividend growth, earnings growth, predictability, dividend smoothing

5.

Corporate Governance and Real Investment Decisions

EFA 2007 Ljubljana Meetings Paper
Number of pages: 30 Posted: 16 Mar 2006
Øyvind Bøhren, Ilan Cooper and Richard Priestley
BI Norwegian Business School - Department of Finance, BI Norwegian Business School and Norwegian Business School
Downloads 646 (28,929)
Citation 1

Abstract:

real investment, corporate governance, financial constraints, underinvestment

6.

Linear and Nonlinear Exchange Rate Exposure and the Price of Exchange Rate Risk

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 48 Posted: 19 Mar 2002
Bernt Arne Ødegaard and Richard Priestley
University of Stavanger and Norwegian Business School
Downloads 518 (42,411)
Citation 2

Abstract:

Currency exposure, depreciation regime, appreciation regime, nonlinear exposure, exchange rate price of risk

The Impact of Globalization on the Equity Cost of Capital

Number of pages: 42 Posted: 23 Feb 2003
EUROBANK ERGASIAS S.A., Norwegian Business School and University of Piraeus - Department of Banking and Financial Management
Downloads 453 (51,510)
Citation 19

Abstract:

Globalization, Cost of Equity, Convergence, Integration

The Impact of Globalization on the Equity Cost of Capital

CEPR Discussion Paper No. 4346
Number of pages: 47 Posted: 06 May 2004
EUROBANK ERGASIAS S.A., Norwegian Business School and University of Piraeus - Department of Banking and Financial Management
Downloads 20 (467,631)
Citation 19
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Abstract:

Globalization, cost of equity, convergence, integration

8.

Exchange Rate Regimes and Exchange Rate Exposures

Norwegian School of Management Working Paper
Number of pages: 26 Posted: 12 May 2001
Richard Priestley and Bernt Arne Ødegaard
Norwegian Business School and University of Stavanger
Downloads 334 (73,588)
Citation 4

Abstract:

9.

Real Investment, Risk and Risk Dynamics

AFA 2009 San Francisco Meetings Paper
Number of pages: 46 Posted: 25 Mar 2008 Last Revised: 12 Jun 2009
Ilan Cooper and Richard Priestley
BI Norwegian Business School and Norwegian Business School
Downloads 322 (72,143)
Citation 7

Abstract:

Real Investment, Systematic Risk, Real Options, Mispricing, Tobin's q

10.

Stock Prices, Returns and Dividend Yields

Number of pages: 54 Posted: 26 Jan 2011
Dimitrios Malliaropulos and Richard Priestley
University of Piraeus - Department of Banking and Financial Management and Norwegian Business School
Downloads 321 (70,675)
Citation 1

Abstract:

Dividend-Price Ratio, Stock Returns, Predictability, Capital Gains, Dividend Yield

11.

Dividend Growth, Cash Flow and Discount Rate News

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 45 Posted: 01 Nov 2011
Ian Garrett and Richard Priestley
Manchester Business School and Norwegian Business School
Downloads 280 (81,067)

Abstract:

dividend growth, predictability, cash flow news, discount rate news

12.

The Duration of Equity Ownership

EFA 2005 Moscow Meetings
Number of pages: 33 Posted: 09 Mar 2005
Øyvind Bøhren, Richard Priestley and Bernt Arne Ødegaard
BI Norwegian Business School - Department of Finance, Norwegian Business School and University of Stavanger
Downloads 261 (89,549)
Citation 1

Abstract:

Corporate Governance, short-termism, Ownership Duration, Patient Owners, Impatience, Economic Performance

13.

Real Investment, Economic Efficiency and Managerial Entrenchment

Number of pages: 32 Posted: 01 Dec 2009 Last Revised: 12 Jun 2011
Øyvind Bøhren, Ilan Cooper and Richard Priestley
BI Norwegian Business School - Department of Finance, BI Norwegian Business School and Norwegian Business School
Downloads 245 (97,217)

Abstract:

14.

Long Swings in the Dollar and the Exchange Rate Exposure of Stock Returns

Number of pages: 38 Posted: 01 Sep 2003
Bernt Arne Ødegaard and Richard Priestley
University of Stavanger and Norwegian Business School
Downloads 185 (134,001)
Citation 1

Abstract:

Stock return regimes, industry currency exposure

15.

Labor Income, Relative Wealth Concerns, and the Cross-section of Stock Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, AFA 2009 San Francisco Meetings Paper, EFA 2008 Athens Meetings Paper
Number of pages: 46 Posted: 05 Mar 2008 Last Revised: 17 Mar 2015
Juan-Pedro Gomez, Richard Priestley and Fernando Zapatero
IE Business School, Norwegian Business School and University of Southern California - Marshall School of Business
Downloads 163 (125,473)

Abstract:

Labor income risk, relative wealth concerns, local risk hedging, negative risk premium

The Cross-Section of Industry Investment Returns

Number of pages: 41 Posted: 17 Mar 2012 Last Revised: 22 Mar 2013
Ilan Cooper and Richard Priestley
BI Norwegian Business School and Norwegian Business School
Downloads 87 (249,881)

Abstract:

Real Investment, Systematic Risk, Mispricing, q-theory, Investment Returns, Cost of Capital, Private Firms, Public Firms

The Expected Returns and Valuations of Private and Public Firms

Number of pages: 50 Posted: 10 Mar 2013 Last Revised: 19 Mar 2013
Ilan Cooper and Richard Priestley
BI Norwegian Business School and Norwegian Business School
Downloads 69 (287,421)

Abstract:

Real Investment, Systematic Risk, Mispricing, q-theory, Investment Returns, Cost of Capital, Private Firms, Public Firms

17.

The Impact of EMU on the Equity Cost of Capital

Journal of International Money and Finance, Forthcoming
Number of pages: 40 Posted: 15 Dec 2006
Norwegian Business School, University of Piraeus - Department of Banking and Financial Management and EUROBANK ERGASIAS S.A.
Downloads 136 (176,723)
Citation 20

Abstract:

Asset Allocation, Convergence, Cost of Equity, EMU, Industrial Sectors, Integration

18.

Management Compensation and Market Timing under Portfolio Constraints

Journal of Economic Dynamics and Control, Vol. 36, No. 10, 2012
Number of pages: 41 Posted: 25 Mar 2008 Last Revised: 17 Mar 2015
Vikas Agarwal, Juan-Pedro Gomez and Richard Priestley
Georgia State University, IE Business School and Norwegian Business School
Downloads 49 (319,066)

Abstract:

Market Timing, Incentive Fee, Benchmarking, Portfolio Constraints

19.

Foreign Portfolio Flows and the Trading Environment

Number of pages: 58 Posted: 22 Mar 2012
Kjell Jorgensen and Richard Priestley
BI Norwegian Business School - Department of Financial Economics and Norwegian Business School
Downloads 41 (339,525)

Abstract:

Foreign Investment, Portfolio Flows, Cost of Equity Capital, Market Liquidity

20.

Seasonality, Stock Returns and the Macroeconomy

The Economic Journal, Vol. 107, Issue 445, pp. 1742-1750, 1997
Number of pages: 9 Posted: 28 Jan 2012
Richard Priestley
Norwegian Business School
Downloads 2 (544,851)
Citation 1
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Abstract:

21.

A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes

Number of pages: 70 Posted: 22 Apr 2016 Last Revised: 05 May 2017
Ilan Cooper, Andreea Mitrache and Richard Priestley
BI Norwegian Business School, Toulouse Business School and Norwegian Business School
Downloads 0 (64,008)

Abstract:

Value, momentum, global macroeconomic risk, market integration

22.

The Factor Structure of Time-Varying Discount Rates

Number of pages: 77 Posted: 27 Nov 2015 Last Revised: 27 Jul 2017
Victoria Atanasov, Ilan Cooper, Richard Priestley and Junhua Zhong
University of Mannheim, BI Norwegian Business School, Norwegian Business School and Dongbei University of Finance and Economics
Downloads 0 (177,745)

Abstract:

Discount rates, risk factors, term structure of equity risk premium

23.

Time-Varying Risk Premiums and the Output Gap

The Review of Financial Studies, Vol. 22, Issue 7, pp. 2601-2633, 2009
Posted: 22 Jun 2009
Ilan Cooper and Richard Priestley
BI Norwegian Business School and Norwegian Business School

Abstract:

E44, G12, G14

24.

Implications of Keeping up with the Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence

Implications of Keeping-up-with-the-Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence Juan-Pedro Gómez, Richard Priestley and Fernando Zapatero The Journal of Finance Vol. 64, No. 6 (Dec., 2009), pp. 2703-2737,
Posted: 03 Feb 2009 Last Revised: 17 Mar 2015
Juan-Pedro Gomez, Richard Priestley and Fernando Zapatero
IE Business School, Norwegian Business School and University of Southern California - Marshall School of Business

Abstract:

Keeping up with the Joneses, restricted market participation, international asset pricing, local risk, global risk

25.

Dividend Behavior and Dividend Signaling

Journal of Financial and Quantitative Analysis, Vol. 35, Issue 2, June 2000
Posted: 16 Aug 2000
Richard Priestley and Ian Garrett
Norwegian Business School and Manchester Business School

Abstract: