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Andrew Clare

SSRN Author Rank: 667 by Downloads and 9,754 by Citations

 Professor of Asset Management
 

City University London - Sir John Cass Business School


 106 Bunhill Row
 London, EC1Y 8TZ
 United Kingdom
 email address

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. Andrew Clare's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
25,565
Total
Citations
44
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Clare, Andrew
City University London - Sir John Cass Business School
Seaton, James
City University London - Sir John Cass Business School
Smith, Peter N.
University of York - Department of Economics and Related Studies
Thomas, Steve
City University London - Sir John Cass Business School
Posted:
08 Aug 12
Last Revised:
27 Aug 15
9,221
(328)
 

2.  
Thomas, Steve
City University London - Sir John Cass Business School
Clare, Andrew
City University London - Sir John Cass Business School
Seaton, James
City University London - Sir John Cass Business School
Smith, Peter N.
University of York - Department of Economics and Related Studies
Posted:
09 Aug 12
Last Revised:
17 Jan 13
1,401
(7,121)
 

3.  
Brooks, Chris
University of Reading - ICMA Centre
Clare, Andrew
City University London - Sir John Cass Business School
Motson, Nick
City University London - Sir John Cass Business School
Posted:
19 Nov 07
1,377
(8,870)
2

4.  
Thomas, Steve
City University London - Sir John Cass Business School
Seaton, James
City University London - Sir John Cass Business School
Clare, Andrew
City University London - Sir John Cass Business School
Smith, Peter N.
University of York - Department of Economics and Related Studies
Posted:
08 Aug 12
1,079
(11,379)
 

5.  
A Comparison of Extreme Value Theory Approaches for Determining Value at Risk | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Empirical Finance, Forthcoming, Cass Business School Research Paper
Number of Pages in PDF File: 20
Brooks, Chris
University of Reading - ICMA Centre
Clare, Andrew
City University London - Sir John Cass Business School
Dalle Molle, John W.
Independent
Persand, Gita
University of Bristol - Department of Economics
Posted:
05 Dec 04
1,042
(14,095)
9

6.  
Clare, Andrew
City University London - Sir John Cass Business School
Motson, Nick
City University London - Sir John Cass Business School
Thomas, Steve
City University London - Sir John Cass Business School
Posted:
01 Apr 13
967
(13,671)
 

7.  
Clare, Andrew
City University London - Sir John Cass Business School
Seaton, James
City University London - Sir John Cass Business School
Smith, Peter N.
University of York - Department of Economics and Related Studies
Thomas, Steve
City University London - Sir John Cass Business School
Posted:
15 May 14
787
(19,190)
 

8.  
Sarkisyan, Anna
University of Essex - Essex Business School
Casu, Barbara
City University London - Sir John Cass Business School
Clare, Andrew
City University London - Sir John Cass Business School
Thomas, Steve
City University London - Sir John Cass Business School
Posted:
20 Oct 09
Last Revised:
28 Oct 09
638
(26,347)
5

9.   Incl. Electronic Paper
Clare, Andrew
City University London - Sir John Cass Business School
Seaton, James
City University London - Sir John Cass Business School
Smith, Peter N.
University of York - Department of Economics and Related Studies
Thomas, Steve
City University London - Sir John Cass Business School
Posted:
17 Dec 13
Last Revised:
24 Jan 14
549
(37,069)
 

10.  
Thomas, Steve
City University London - Sir John Cass Business School
Clare, Andrew
City University London - Sir John Cass Business School
Motson, Nick
City University London - Sir John Cass Business School
Posted:
01 Apr 13
Last Revised:
02 Apr 13
545
(31,312)
 

11.  
Clare, Andrew
City University London - Sir John Cass Business School
Nitzsche, Dirk
City University London - Sir John Cass Business School
Motson, Nick
City University London - Sir John Cass Business School
Posted:
14 Jul 15
531
(23,343)
 

12.  
Clare, Andrew
City University London - Sir John Cass Business School
Seaton, James
City University London - Sir John Cass Business School
Smith, Peter N.
University of York - Department of Economics and Related Studies
Thomas, Steve
City University London - Sir John Cass Business School
Posted:
22 Jul 15
501
(24,079)
 

13.  
An Analysis of the Relationship Between International Bond Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Bank of England Working Paper No. 123, Cass Business School Research Paper
Number of Pages in PDF File: 36
Clare, Andrew
City University London - Sir John Cass Business School
Lekkos, Ilias
Bank of England
Posted:
27 Jan 01
478
(41,449)
5

14.  
Clare, Andrew
City University London - Sir John Cass Business School
Motson, Nick
City University London - Sir John Cass Business School
Payne, Richard
City University London - Sir John Cass Business School
Thomas, Steve
City University London - Sir John Cass Business School
Posted:
17 Nov 14
418
(34,171)
 

15.  
Clare, Andrew
City University London - Sir John Cass Business School
Motson, Nick
City University London - Sir John Cass Business School
Posted:
15 Jul 08
Last Revised:
27 Aug 08
408
(49,062)
 

16.  
Multi-Asset Class Mutual Funds: Can They Time the Market? Evidence from the US, UK and Canada | Show Abstract | Download This Paper | Open PDF in Browser |
Clare, Andrew D., O'Sullivan, Niall , Sherman , Meadhbh and Thomas, Steve H., Multi-Asset Class Mutual Funds: Can They Time the Market? Evidence from the US, UK and Canada, Research in International Business and Finance, (2015 Forthcoming).
Number of Pages in PDF File: 25
Clare, Andrew
City University London - Sir John Cass Business School
O'Sullivan, Niall
University College Cork
Sherman , Meadhbh
University College Cork
Thomas, Steve
City University London - Sir John Cass Business School
Posted:
04 Apr 15
379
(43,851)
 

17.  
Sarkisyan, Anna
University of Essex - Essex Business School
Casu, Barbara
City University London - Sir John Cass Business School
Clare, Andrew
City University London - Sir John Cass Business School
Thomas, Steve
City University London - Sir John Cass Business School
Posted:
12 May 10
332
(64,063)
 

18.  
Clare, Andrew
City University London - Sir John Cass Business School
Cuthbertson, Keith
City University London - Sir John Cass Business School
Nitzsche, Dirk
City University London - Sir John Cass Business School
Posted:
12 Jan 09
321
(62,591)
2

19.  
The Information in UK Company Profit Warnings | Show Abstract | Download This Paper | Open PDF in Browser |
Bank of England Quarterly Bulletin, Spring 2001, Cass Business School Research Paper
Number of Pages in PDF File: 6
Clare, Andrew
City University London - Sir John Cass Business School
Posted:
26 Jul 05
257
(73,083)
3

20.  
Clare, Andrew
City University London - Sir John Cass Business School
Schmidlin, Nicolas
Sir John Cass Business School
Posted:
10 Mar 14
226
(79,694)
 

21.  
Financial Market Reactions to Interest Rate Announcements and Macroeconomic Data Releases | Show Abstract | Download This Paper | Open PDF in Browser |
Bank of England Quarterly Bulletin, August 2000, Cass Business School Research Paper
Number of Pages in PDF File: 8
Clare, Andrew
City University London - Sir John Cass Business School
Courtenay, Roger
Vizor Investment Management, London
Posted:
03 Aug 05
190
(121,121)
1

22.  
Moss, Alex
University of Reading - Henley Business School
Clare, Andrew
City University London - Sir John Cass Business School
Thomas, Steve
City University London - Sir John Cass Business School
Seaton, James
City University London - Sir John Cass Business School
Posted:
08 Jun 15
188
(51,482)
 

23.  
A Comparison of Long Bond Yields in the United Kingdom, the United States, and Germany | Show Abstract | Download This Paper | Open PDF in Browser |
Bank of England Quarterly Bulletin, February 2000, Cass Business School Research Paper
Number of Pages in PDF File: 9
Brooke, Martin
Bank of England - International Economic Analysis Division
Clare, Andrew
City University London - Sir John Cass Business School
Lekkos, Ilias
Bank of England
Posted:
02 Aug 05
167
(122,850)
3

24.  
Mason, Andrew
University of Surrey - Surrey Business School
Agyei-Ampomah, Sam
Cranfield University - School of Management
Clare, Andrew
City University London - Sir John Cass Business School
Thomas, Steve
City University London - Sir John Cass Business School
Posted:
01 Jun 15
149
(115,558)
 

25.  
Saleh, Nashwa
City University London - Sir John Cass Business School
Casu, Barbara
City University London - Sir John Cass Business School
Clare, Andrew
City University London - Sir John Cass Business School
Posted:
06 Feb 12
Last Revised:
30 Jan 13
122
(164,416)
 

26.  
Clare, Andrew
City University London - Sir John Cass Business School
Seaton, James
City University London - Sir John Cass Business School
Smith, Peter N.
University of York - Department of Economics and Related Studies
Thomas, Steve
City University London - Sir John Cass Business School
Posted:
07 Nov 14
118
(138,948)
 

27.  
Brigden, Andrew
City University London - Sir John Cass Business School
Dhar, Shamik
City University London - Sir John Cass Business School
Clare, Andrew
City University London - Sir John Cass Business School
Posted:
06 Mar 08
113
(183,430)
 

28.  
Clare, Andrew
City University London - Sir John Cass Business School
O'Sullivan, Niall
University College Cork
Sherman , Meadhbh
University College Cork
Posted:
24 May 13
Last Revised:
02 May 14
109
(179,953)
 

29.  
Caiazza, Stefano
Università degli Studi di Roma Tor Vergata - Dipartimento di Economia e Finanza
Clare, Andrew
City University London - Sir John Cass Business School
Pozzolo, Alberto F.
Università del Molise - Dipartimento di Economia, Società e Istituzioni
Posted:
06 Nov 10
46
(304,141)
3

30.  
Clare, Andrew
City University London - Sir John Cass Business School
O'Sullivan, Niall
University College Cork
Sherman , Meadhbh
University College Cork
Posted:
21 Apr 15
37
(233,028)
 

31.  
Brooks, Chris
University of Reading - ICMA Centre
Clare, Andrew
City University London - Sir John Cass Business School
Persand, Gita
University of Bristol - Department of Economics
Posted:
29 Dec 02
30
(367,904)
1

32.  
Direct Evidence of Non-trading on the London Stock Exchange | Show Abstract | Add to Cart |
Journal of Business Finance & Accounting, Vol. 29, pp. 29-53, 2002
Number of Pages in PDF File: 25
Clare, Andrew
City University London - Sir John Cass Business School
Morgan, Gareth
York University - Schulich School of Business
Thomas, Stephen
University of Southampton - School of Management
Posted:
25 Apr 02
30
(367,904)
2

33.  
Moss, Alex
University of Reading - Henley Business School
Clare, Andrew
City University London - Sir John Cass Business School
Thomas, Steve
City University London - Sir John Cass Business School
Seaton, James
City University London - Sir John Cass Business School
Posted:
25 Sep 15
2
(339,511)
 

34.  
Clare, Andrew
City University London - Sir John Cass Business School
Posted:
10 Sep 16
0
(71,334)
 

35.  
Clare, Andrew
City University London - Sir John Cass Business School
Courtenay, Roger
Vizor Investment Management, London
Posted:
08 Jun 16
0
(503,901)
7

36.  
Clare, Andrew
City University London - Sir John Cass Business School
Seaton, James
City University London - Sir John Cass Business School
Smith, Peter N.
University of York - Department of Economics and Related Studies
Thomas, Steve
City University London - Sir John Cass Business School
Posted:
16 Apr 16
Last Revised:
23 Sep 16
0
(194,462)
 

37.  
Clare, Andrew
City University London - Sir John Cass Business School
Motson, Nick
City University London - Sir John Cass Business School
Posted:
05 Feb 16
0
(380,140)
1

38.  
Casu, Barbara
City University London - Sir John Cass Business School
Clare, Andrew
City University London - Sir John Cass Business School
Sarkisyan, Anna
University of Essex - Essex Business School
Thomas, Steve
City University London - Sir John Cass Business School
Posted:
06 Feb 10
 

39.  
Clare, Andrew
City University London - Sir John Cass Business School
Motson, Nick
City University London - Sir John Cass Business School
Posted:
27 Nov 08
Last Revised:
08 Oct 09
 

40.  
An Extreme Value Theory Approach to Calculating Minimum Capital Risk Requirements | Show Abstract |
Journal of Risk Finance, Vol. 3, No. 2, pp. 22-33, 2002, Cass Business School Research Paper
Brooks, Chris
University of Reading - ICMA Centre
Clare, Andrew
City University London - Sir John Cass Business School
Persand, Gita
University of Bristol - Department of Economics
Posted:
04 Dec 04
 

41.  
A Word of Caution on Calculating Market-based Minimum Capital Risk Requirements | Show Abstract |
Journal of Banking and Finance, Vol. 14, No. 10, pp. 1557-1574, 2000, Cass Business School Research Paper
Brooks, Chris
University of Reading - ICMA Centre
Clare, Andrew
City University London - Sir John Cass Business School
Persand, Gita
University of Bristol - Department of Economics
Posted:
04 Dec 04
 


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