Chris Godfrey

University of Manchester - Alliance Manchester Business School

Lecturer in Finance

Booth Street West

Manchester, M15 6PB

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

671

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (5)

1.

Women on Boards and Corporate Social Irresponsibility: Evidence From a Granger Style Reverse Causality Minimisation Procedure

Forthcoming in European Journal of Finance, Previous version circulated as Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 20-4
Number of pages: 50 Posted: 08 Feb 2020 Last Revised: 19 Oct 2020
University of Manchester - Alliance Manchester Business School, Smurfit Graduate Business School, University College Dublin, University of Essex and Alliance Manchester Business School, University of Manchester
Downloads 270 (161,504)
Citation 4

Abstract:

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corporate scandals, diversity, endogeneity, reverse causality, women on boards

2.

The Negative Credit Risk Premium Puzzle: A Limits to Arbitrage Story

Number of pages: 47 Posted: 17 Sep 2015
Chris Godfrey and Chris Brooks
University of Manchester - Alliance Manchester Business School and University of Bristol - School of Economics, Finance and Management
Downloads 177 (239,191)
Citation 2

Abstract:

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behavioural finance, relative distress, credit risk premium puzzle, asset pricing, limits to arbitrage

3.

The Interactions between Size, Book-to-Market and Momentum in the UK

Number of pages: 48 Posted: 23 Jan 2018
Chris Godfrey
University of Manchester - Alliance Manchester Business School
Downloads 122 (321,341)

Abstract:

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asset pricing, size premium, book to market premium, momentum, interactions

4.

Teaching the Bloomberg Financial Information System Using Online Videos: An Action Research Study

Number of pages: 43 Posted: 11 Mar 2020
Chris Godfrey
University of Manchester - Alliance Manchester Business School
Downloads 73 (444,284)

Abstract:

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Bloomberg, action research, asynchronous video, active learning, simulation

5.

Assessing the Use of Gold as a Zero-Beta Asset in Empirical Asset Pricing: Application to the Us Equity Market

Number of pages: 40 Posted: 20 Jan 2022
Ulster University, The Lancashire School of Business & Enterprise, University of Manchester - Alliance Manchester Business School and Brunel University London - Brunel Business School
Downloads 29 (647,449)

Abstract:

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Risk-free Rate, Gold return, Empirical Asset Pricing, Factor Model, Asset pricing models, Zero beta, US