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

14

DOWNLOADS

414

CITATIONS
Rank 21,473

SSRN RANKINGS

Top 21,473

in Total Papers Citations

21

Scholarly Papers (14)

1.

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, Lecturer in Accounting, Lecturer of Accounting & Finance and Loughborough University - Business School
Downloads 90 (280,072)

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

2.

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 79 (303,380)
Citation 5

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

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: 31 May 2017
Paul Docherty, Yizhe Dong, Xiaojing Song and Mark J. Tippett
Monash University, University of Edinburgh Business School, Lecturer of Accounting & Finance and Loughborough University - Business School
Downloads 69 (327,546)
Citation 1

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

4.

Stochastic Depreciation and Optimal Consumption-Investment Decisions

Journal of Business Finance & Accounting, Vol. 29, pp. 273-286, 2002
Number of pages: 14 Posted: 25 Apr 2002
Huw Rhys and Mark J. Tippett
University of Wales, Aberystwyth - School of Management and Business and Loughborough University - Business School
Downloads 30 (461,116)
Citation 1
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5.

A Modified 'Square Root' Process for Determining the Value of the Option to (Dis)Invest

Journal of Business Finance & Accounting, Vol. 31, No. 9-10, pp. 1449-1481, November 2004
Number of pages: 34 Posted: 29 Nov 2004
Paul J. M. Klumpes and Mark J. Tippett
Nottingham Trent University and Loughborough University - Business School
Downloads 29 (465,869)
Citation 2
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6.

Binomial Basis for Linear Information Dynamics: Real Options, Dividends and the Valuation of Equity

Accounting and Finance, Vol. 45, No. 3, pp. 323-350, November 2005
Number of pages: 28 Posted: 26 Nov 2005
David J. Ashton, Chen Lim, Mark J. Tippett and Brian Wright
University of Bristol - Department of Economics, University of Exeter Business School, Loughborough University - Business School and University of Exeter Business School
Downloads 27 (475,904)
Citation 2
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7.

The Distributional Properties of the Debt to Equity Ratio: Some Implications for Empirical Research

Abacus, Vol. 43, No. 2, pp. 111-135, June 2007
Number of pages: 25 Posted: 24 May 2007
Ali Ataullah, Andrew Higson and Mark J. Tippett
Loughborough University - Business School, Loughborough University and Loughborough University - Business School
Downloads 26 (481,163)
Citation 2
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8.

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 20 (514,680)

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

9.

Double Entry Bookkeeping and the Distributional Properties of a Firm's Financial Ratios

Journal of Business Finance & Accounting, Vol. 31, No. 5-6, pp. 583-606, June 2004
Number of pages: 24 Posted: 12 Jul 2004
David J. Ashton, Paul V. Dunmore and Mark J. Tippett
University of Bristol - Department of Economics, affiliation not provided to SSRN and Loughborough University - Business School
Downloads 16 (537,769)
Citation 8
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10.

Real (Adaptation) Options and the Valuation of Equity: Some Empirical Evidence

Abacus, Vol. 42, No. 2, pp. 236-265, June 2006
Number of pages: 30 Posted: 12 Jun 2006
Ali Ataullah, Andrew Higson and Mark J. Tippett
Loughborough University - Business School, Loughborough University and Loughborough University - Business School
Downloads 14 (549,638)
Citation 1
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11.

Mean Reversion and the Distribution of United Kingdom Stock Index Returns

Journal of Business Finance & Accounting, Vol. 33, No. 9-10, pp. 1586-1609, November/December 2006
Number of pages: 24 Posted: 07 Dec 2006
David J. Ashton and Mark J. Tippett
University of Bristol - Department of Economics and Loughborough University - Business School
Downloads 10 (573,886)
Citation 7
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12.

Capital Project Analysis When Cash Flows Evolve as a Continuous Time Branching Process

Abacus, Vol. 45, Issue 1, pp. 44-65, March 2009
Number of pages: 22 Posted: 27 Apr 2009
Ian Davidson, Yoshikatsu Shinozawa and Mark J. Tippett
Loughborough University - Business School, Loughborough University - Business School and Loughborough University - Business School
Downloads 3 (620,272)
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13.

Constructing Asset Pricing Models with Specific Factor Loadings

Abacus, Vol. 48, Issue 2, pp. 199-213, 2012
Number of pages: 15 Posted: 03 Jun 2012
Ian Davidson, Qian Guo, Xiaojing Song and Mark J. Tippett
University of Sussex, London School of Economics & Political Science (LSE), affiliation not provided to SSRN and Loughborough University - Business School
Downloads 1 (642,869)
Citation 2
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Accruals quality, Average return, Beta, Capital asset pricing model, Inefficient portfolio, Market‐to‐book ratio, Size

14.

Non‐Linear Equity Valuation: An Empirical Analysis

Abacus, Vol. 51, Issue 1, pp. 86-115, 2015
Number of pages: 30 Posted: 07 Mar 2015
Brock University, McMaster University, Brock University - Accounting and Loughborough University - Business School
Downloads 0 (661,060)
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Adaptation value, Book value, Earnings, Non‐linear equity valuation, Recursion value