Keith P. Anderson

The York Management School

Lecturer in Finance

York YO10 5DD

United Kingdom

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 7,701

SSRN RANKINGS

Top 7,701

in Total Papers Downloads

8,327

SSRN CITATIONS
Rank 19,154

SSRN RANKINGS

Top 19,154

in Total Papers Citations

21

CROSSREF CITATIONS

33

Scholarly Papers (13)

1.
Downloads 2,916 ( 6,075)
Citation 16

The Long-Term Price-Earnings Ratio

Number of pages: 31 Posted: 08 Jun 2005
Keith P. Anderson and Chris Brooks
The York Management School and University of Bristol - School of Economics, Finance and Management
Downloads 2,892 (6,042)

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price-earning ratios, value investing, arbitrage strategy, UK stock market, value premium

The Long-Term Price-Earnings Ratio

Journal of Business Finance & Accounting, Vol. 33, No. 7-8, pp. 1063-1086, September/October 2006
Number of pages: 24 Posted: 03 Oct 2006
Keith P. Anderson and Chris Brooks
The York Management School and University of Bristol - School of Economics, Finance and Management
Downloads 24 (682,527)
Citation 3

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2.

Decomposing the Price-Earnings Ratio

Number of pages: 20 Posted: 09 Jun 2005
Keith P. Anderson and Chris Brooks
The York Management School and University of Bristol - School of Economics, Finance and Management
Downloads 1,826 (12,867)
Citation 3

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Price-earnings ratio, value investing, the value premium, trading strategy, UK stock returns

3.

Extreme Returns from Extreme Value Stocks: Enhancing the Value Premium

Number of pages: 21 Posted: 09 Jun 2005
Keith P. Anderson and Chris Brooks
The York Management School and University of Bristol - School of Economics, Finance and Management
Downloads 1,485 (17,763)
Citation 2

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Value premium, price-earnings ratio, price-earnings ratio, UK stock returns

4.

Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector‘

Number of pages: 29 Posted: 03 Nov 2005 Last Revised: 26 Jan 2010
Keith P. Anderson, Chris Brooks and Apostolos Katsaris
The York Management School, University of Bristol - School of Economics, Finance and Management and CdR Capital Ltd
Downloads 465 (86,388)
Citation 7

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Stock market bubbles, fundamental values, dividends, regime switching, speculative bubble tests

5.

Does Community and Environmental Responsibility Affect Firm Risk? Evidence from UK Panel Data 1994-2006

Number of pages: 34 Posted: 18 Aug 2009 Last Revised: 07 Jul 2010
A. Salama, Keith P. Anderson and Steve Toms
University of Newcastle - Business School, The York Management School and University of Leeds - Faculty of Business
Downloads 276 (153,359)
Citation 5

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Corporate social responsibility, ethical investing, beta, financial risk

6.

Speculative Bubbles and the Cross-Sectional Variation in Stock Returns

Number of pages: 27 Posted: 16 Nov 2012 Last Revised: 03 Nov 2013
Keith P. Anderson and Chris Brooks
The York Management School and University of Bristol - School of Economics, Finance and Management
Downloads 247 (171,276)
Citation 1

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speculative bubbles, asset pricing, stock returns, CAPM, cross-sectional variation

7.

Glamour, Value and Anchoring on the Changing P/E

Number of pages: 68 Posted: 15 Nov 2015
Keith P. Anderson and Tomasz Zastawniak
The York Management School and University of York (UK)
Downloads 233 (181,172)

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glamour shares, value shares, P/E, Merton model, behavioural finance, anchoring

8.

Issues in Hedge Fund Index Engineering: A Comparison and Demonstration

Number of pages: 54 Posted: 19 Nov 2015
University of York - The York Management School, The York Management School and University of Leeds - Division of Management
Downloads 211 (198,937)

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hedge funds, indices, indexes, due diligence, classification, construction methodology, performance, benchmarks

9.

Hedge Fund Performance Attribution at Strategy Level Under Different Market Conditions

Number of pages: 46 Posted: 18 Nov 2015
University of York - The York Management School, The York Management School and University of Leeds - Division of Management
Downloads 183 (225,986)
Citation 1

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hedge funds, performance, statistical factors, multi-factor models, risk exposures, alpha and beta returns

10.

Testing for Periodically Collapsing Rational Speculative Bubbles in US REITs

Number of pages: 21 Posted: 01 Aug 2010
Keith P. Anderson, Chris Brooks and Sotiris Tsolacos
The York Management School, University of Bristol - School of Economics, Finance and Management and University of Reading - Centre for Spatial and Real Estate Economics (CSpREE)
Downloads 183 (225,986)
Citation 5

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REITs, periodic partially collapsing speculative bubbles, direct bubble tests, probability of collapse, trading signals

11.

Recent Advances in Explaining Hedge Fund Returns: Implicit Factors and Exposures

Number of pages: 32 Posted: 18 Nov 2015
University of York - The York Management School, The York Management School and University of Leeds - Division of Management
Downloads 144 (275,816)

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hedge fund performance; implicit factors; statistical factors; linear and non-linear multi-factor models; alpha and beta returns

12.

Recent Advances in Hedge Funds' Performance Attribution: Performance Persistence and Fundamental Factors

International Review of Financial Analysis, Forthcoming
Number of pages: 50 Posted: 18 Nov 2015
University of York - The York Management School, The York Management School and University of Leeds - Division of Management
Downloads 102 (353,676)
Citation 1

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hedge funds, performance persistence, fundamental factors, risk exposures

13.

Piotroski’s Fscore Under Varying Economic Conditions

Number of pages: 63 Posted: 09 Jul 2021
Keith P. Anderson, Anup Chowdhury and Moshfique Uddin
The York Management School, Leeds Beckett University and University of Leeds - Faculty of Business
Downloads 56 (493,361)

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