Neil Kellard

University of Essex - Essex Business School

Professor

Wivenhoe Park

Colchester CO4 3SQ

United Kingdom

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 39,164

SSRN RANKINGS

Top 39,164

in Total Papers Downloads

1,561

SSRN CITATIONS
Rank 37,291

SSRN RANKINGS

Top 37,291

in Total Papers Citations

18

CROSSREF CITATIONS

3

Scholarly Papers (12)

1.

Predicting the Equity Premium with Dividend Ratios: Reconciling the Evidence

A revised version appears in the Journal of Empirical Finance, Vol. 17, No. 4, 2010
Number of pages: 33 Posted: 19 Feb 2009 Last Revised: 04 Nov 2014
University of Essex - Essex Business School, University of Essex - Department of Accounting, Finance & Management and Business School, University of Aberdeen
Downloads 813 (38,609)
Citation 2

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Equity Premium, Stock Return Predictability, Dividend Ratios, Out-of-Sample Prediction

2.

Close Connections: Hedge Funds, Brokers and the Emergence of a Consensus Trade

Number of pages: 33 Posted: 22 May 2012 Last Revised: 05 Jun 2012
Jan Simon, Yuval Millo, Neil Kellard and Ofer Engel
Simon Fraser University (SFU) - Beedie School of Business, London School of Economics & Political Science (LSE) - Accounting Department, University of Essex - Essex Business School and London School of Economics & Political Science (LSE) - Department of Management
Downloads 213 (182,611)
Citation 3

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hedge funds, decision making, sociology of financial markets, social networks

3.

Foreign Exchange, Fractional Cointegration and the Implied-Realized Volatility Relation

Number of pages: 30 Posted: 06 Mar 2007 Last Revised: 26 Mar 2008
University of Essex - Essex Business School, John Moores University - Business School and London Metropolitan University - Department of Economics, Finance and International Business (EFIB)
Downloads 170 (223,245)
Citation 5

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market efficiency, traded volatility, narrow band least squares, fractional cointegration, bootstrap

4.

Erratum to 'The Prebisch-Singer Hypothesis: Four Centuries of Evidence' (Review of Economics and Statistics, 2010, 92, 367-377)

Number of pages: 5 Posted: 31 Jan 2013
University of Nottingham - School of Economics, University of Essex - Essex Business School, Monash University and University of Nebraska at Omaha
Downloads 158 (237,518)
Citation 12

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5.

Explaining Bias in the Foreign Exchange Market: The Case of Traded Volatility and Fractional Cointegration

Number of pages: 36 Posted: 14 May 2004
Neil Kellard and Nicholas Sarantis
University of Essex - Essex Business School and London Metropolitan University - Department of Economics, Finance and International Business (EFIB)
Downloads 153 (243,813)

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market efficiency, traded volatility, fractional cointegration, Monte Carlo simulation, risk premium

Finance-Inequality Nexus: the long and the short of it

WP Nº 19-002, Working Papers in Responsible Banking & Finance, University of St Andrews, Forthcoming
Number of pages: 39 Posted: 29 Nov 2018
Nottingham Business School, University of Essex - Essex Business School and University of Glasgow - Adam Smith Business School
Downloads 27 (618,406)

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Income Distribution, Income Inequality, Financial Development, Education

Finance‐Inequality Nexus: The Long and the Short of it

Economic Inquiry, Vol. 58, Issue 4, pp. 1977-1994, 2020
Number of pages: 18 Posted: 06 Oct 2020
Nottingham Business School, University of Essex - Essex Business School and University of Glasgow - Adam Smith Business School
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7.

Credit Default Swap Spreads: Funding Liquidity Matters!

Essex Finance Centre Working Paper Series No. 23321, University of Essex, Essex Business School
Number of pages: 40 Posted: 28 Nov 2018
Chiara Banti, Neil Kellard and Radu-Dragomir Manac
University of Essex, University of Essex - Essex Business School and University of Essex
Downloads 13 (701,504)

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CDS Spreads, CDS Small Bang, Funding Liquidity

8.

How does standardization affect OTC markets? Evidence from the Small Bang reform in the CDS market

Number of pages: 49 Posted: 16 Aug 2021
Radu-Dragomir Manac, Chiara Banti and Neil Kellard
University of Essex, University of Essex and University of Essex - Essex Business School
Downloads 11 (717,204)

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9.

The Purchasing Power Parity Persistence Puzzle: Evidence from Black Market Real Exchange Rates

Manchester School, Vol. 76, Issue 4, pp. 405-423, July 2008
Number of pages: 19 Posted: 16 Jun 2008
Mario Cerrato, Neil Kellard and Nicholas Sarantis
London Metropolitan University - Department of Economics, Finance and International Business (EFIB), University of Essex - Essex Business School and London Metropolitan University - Department of Economics, Finance and International Business (EFIB)
Downloads 2 (789,543)
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10.

Close Communications: Hedge Funds, Brokers and the Emergence of Herding

British Journal of Management, Vol. 28, Issue 1, pp. 84-101, 2017
Number of pages: 18 Posted: 21 Jan 2017
University of Essex - Essex Business School, School of Management, University of Leicester, Simon Fraser University (SFU) - Beedie School of Business and London School of Economics & Political Science (LSE) - Department of Management
Downloads 1 (801,088)
Citation 2
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11.

Corporate Environmental Proactivity: Evidence from the European Union’s Emissions Trading System

Forthcoming in British Journal of Management
Posted: 28 May 2019
Panayiotis C. Andreou and Neil Kellard
Cyprus University of Technology and University of Essex - Essex Business School

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Environmental policy, Proactiveness, EU ETS, Greenhouse gas emissions, Firm performance

12.

Business and Management Impact Assessment in Research Excellence Framework 2014: Analysis and Reflection

British Journal of Management, Vol. 27, Issue 4, pp. 693-711, 2016
Number of pages: 19 Posted: 21 Oct 2016
Neil Kellard and Martyna Śliwa
University of Essex - Essex Business School and University of Essex - Essex Business School
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Other Papers (1)

Total Downloads: 70
1.

Foreign Exchange, Fractional Cointegration and the Implied-Realised Volatility Relation

Number of pages: 26 Posted: 04 Mar 2005
University of Essex - Essex Business School, John Moores University - Business School and London Metropolitan University - Department of Economics, Finance and International Business (EFIB)
Downloads 70

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market efficiency, traded volatility, fractional cointegration