Keith P. Anderson

The York Management School

Lecturer in Finance

York YO10 5DD

United Kingdom

  • The York Management School

SCHOLARLY PAPERS

13

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8,368

SSRN CITATIONS
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SSRN RANKINGS

Top 19,154

in Total Papers Citations

21

CROSSREF CITATIONS

33

Scholarly Papers (13)

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1.

The Long-Term Price-Earnings Ratio

Downloads 2,917 ( 6,169)
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 2,893 (6,152)

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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 (690,843)
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 1,835 (12,957)
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 1,494 (17,804)
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 (87,430)
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 (155,111)
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 248 (172,543)
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 234 (182,484)

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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
Dimitrios Stafylas, Keith P. Anderson and Muhammad Moshfique Uddin
University of York - The York Management School, The York Management School and University of Leeds - Division of Management
Downloads 219 (194,421)

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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
Dimitrios Stafylas, Keith P. Anderson and Muhammad Moshfique Uddin
University of York - The York Management School, The York Management School and University of Leeds - Division of Management
Downloads 189 (222,237)
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 184 (227,421)
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
Dimitrios Stafylas, Keith P. Anderson and Muhammad Moshfique Uddin
University of York - The York Management School, The York Management School and University of Leeds - Division of Management
Downloads 145 (277,242)

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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
Dimitrios Stafylas, Keith P. Anderson and Muhammad Moshfique Uddin
University of York - The York Management School, The York Management School and University of Leeds - Division of Management
Downloads 102 (357,524)
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 60 (482,915)

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