Mark J. Tippett

Loughborough University - Business School

Ashby Road

Loughborough

Nottingham NG1 4BU, LE11 3TU

Great Britain

University of Exeter Business School

Streatham Court

Xfi Building, Rennes Dr.

Exeter, EX4 4JH

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

420

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Cost Efficiency of the Chinese Banking Sector: A Comparison of Stochastic Frontier Analysis and Data Envelopment Analysis

Number of pages: 39 Posted: 05 Jan 2015
Yizhe Dong, Robert Hamilton and Mark J. Tippett
University of Edinburgh Business School, Loughborough University - Business School and Loughborough University - Business School
Downloads 131 (408,349)
Citation 2

Abstract:

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Cost efficiency; Stochastic frontier analysis; Data envelope analysis; Chinese banking

2.

Negative Real Interest Rates

Number of pages: 40 Posted: 07 Dec 2014 Last Revised: 17 May 2017
Jing Chen, Diandian Ma, Xiaojing Song and Mark J. Tippett
Cardiff University - School of Mathematics, University of Auckland Business School, Lecturer of Accounting & Finance and Loughborough University - Business School
Downloads 127 (418,076)

Abstract:

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Fokker-Planck equation, General equilibrium, Mean reversion, Real interest rate

3.

The Feller Diffusion, Filter Rules and Abnormal Stock Returns

European Journal of Finance (Forthcoming)
Number of pages: 26 Posted: 17 Mar 2017 Last Revised: 29 Jul 2019
Paul Docherty, Yizhe Dong, Xiaojing Song and Mark J. Tippett
The Brattle Group, University of Edinburgh Business School, Lecturer of Accounting & Finance and Loughborough University - Business School
Downloads 109 (468,779)

Abstract:

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Feller Diffusion, Fokker-Planck Equation, Geometric Brownian Motion, Logarithmic Return

4.

Subtle Is the Lord, but Malicious He Is Not: The Calculation of Abnormal Stock Returns in Applied Research

Number of pages: 48 Posted: 13 Nov 2018
Adrian Melia, Xiaojing Song and Mark J. Tippett
University of Newcastle (Australia), Lecturer of Accounting & Finance and Loughborough University - Business School
Downloads 53 (707,137)

Abstract:

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Abnormal Return; Feller Diffusion; Geometric Brownian Motion; Logarithmic Return

5.

Accumulated (Integrated) Interest and the Square Root Process

Accounting Research Journal, 32(4), 678-691. doi:10.1108/arj-09-2017-0152, The University of Auckland Business School Research Paper Series
Posted: 26 Jan 2022
University of Auckland Business School, Lecturer of Accounting & Finance, Loughborough University - Business School and Victoria University of Wellington - Te Herenga Waka

Abstract:

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Interest rate, Feller diffusion, Square root process, Uhlenbeck and Ornstein (O-U) process

Other Papers (1)

Total Downloads: 67
1.

Earnings Momentum, Adaptation Value and Nonlinearities in the Valuation of Chinese Equity Stocks

Abacus (Forthcoming)
Number of pages: 39 Posted: 10 Jul 2015 Last Revised: 17 Oct 2020
University of Edinburgh Business School, Victoria University of Wellington - Te Herenga Waka - School of Accounting and Commercial Law, University of Auckland Business School and Loughborough University - Business School
Downloads 67 (918,409)

Abstract:

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book value; earnings; momentum; principal component; real option