Neil Kellard

University of Essex - Essex Business School

Professor

Wivenhoe Park

Colchester CO4 3SQ

United Kingdom

SCHOLARLY PAPERS

11

DOWNLOADS
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Top 36,027

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1,415

SSRN CITATIONS
Rank 41,481

SSRN RANKINGS

Top 41,481

in Total Papers Citations

14

CROSSREF CITATIONS

2

Scholarly Papers (11)

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 709 (39,842)
Citation 1

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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 204 (166,633)
Citation 2

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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 165 (201,315)
Citation 3

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

4.

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 151 (216,981)

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

5.

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 149 (219,326)
Citation 8

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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 25 (563,357)

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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 9 (654,399)

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CDS Spreads, CDS Small Bang, Funding Liquidity

8.

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 (709,477)
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9.

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 (721,784)
Citation 1
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10.

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

11.

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: 68
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 68

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market efficiency, traded volatility, fractional cointegration