George Bulkley

University of Bristol

Professor of Financial Economics

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

524

SSRN CITATIONS

3

CROSSREF CITATIONS

4

Scholarly Papers (7)

1.

Structural Breaks, Parameter Uncertainty and Term Structure Puzzles

George Bulkley, and Paolo Giordani “Structural Breaks, Parameter Uncertainty, and Term Structure Puzzles” Journal of Financial Economics, 2011, 102, 222-232.
Number of pages: 41 Posted: 29 Dec 2010 Last Revised: 20 May 2019
George Bulkley and Paolo Giordani
University of Bristol and Norwegian Business School
Downloads 133 (239,891)

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Change-Point, Learning, Expectations Hypothesis

2.

Revisiting the Expectations Hypothesis of the Term Structure of Interest Rates

Xfi Centre For Finance & Investment Working Paper No. 08/02
Number of pages: 24 Posted: 27 Aug 2008
University of Bristol, University of Bristol and University of Essex
Downloads 99 (296,582)
Citation 2

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Expectations hypothesis of the term structure of interest rates, Forward yields, Yield spreads, Campbell and Shiller tests, Vector autoregression

3.

Behavioral Biases and the Expectations Hypothesis of the Term Structure of Interest Rates

University of Exeter Business School Working Paper No. 11/06
Number of pages: 31 Posted: 17 Nov 2011 Last Revised: 04 Sep 2013
University of Bristol, University of Bristol and University of Essex
Downloads 95 (304,542)
Citation 1

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Behavioral bias, Expectations hypothesis of the term structure of interest rates, Representativeness, Law of small numbers, Conservatism

4.

Overconfidence and the Rational Expectations Model of the Term Structure of Interest Rates

Number of pages: 27 Posted: 03 Sep 2013
University of Bristol, University of Bristol and University of Essex
Downloads 89 (317,384)
Citation 1

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Rational expectations hypothesis, Term structure of interest rates, Behavioural bias

5.

Finite Sample Biases in Tests of the Rational Expectations Hypothesis in the Bond Market

Number of pages: 22 Posted: 19 Oct 2004
George Bulkley and Richard D. F. Harris
University of Bristol and University of Bristol
Downloads 74 (354,329)

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Rational Expectations Hypothesis, Term Structure of Interest Rates, Finite Sample Bias, Monte Carlo Simulation

6.

Does the Precision of News Affect Market Underreaction? Evidence from Returns Following Two Classes of Profit Warnings

European Financial Management, Vol. 11, No. 5, pp. 603-624, November 2005
Number of pages: 22 Posted: 08 Dec 2005
George Bulkley and Renata Herrerias
University of Bristol and Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration
Downloads 34 (497,574)
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7.

Can the Cross-Sectional Variation in Expected Stock Returns Explain Momentum?

Posted: 29 Dec 2010
George Bulkley
University of Bristol

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