Robert Hudson

Hull University Business School (HUBS)

Hull, HU6 7RX

United Kingdom

SCHOLARLY PAPERS

20

DOWNLOADS
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10,403

SSRN CITATIONS
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SSRN RANKINGS

Top 32,730

in Total Papers Citations

2

CROSSREF CITATIONS

16

Scholarly Papers (20)

1.

Calculating and Comparing Security Returns is Harder than you Think: A Comparison between Logarithmic and Simple Returns

Number of pages: 33 Posted: 07 Feb 2010 Last Revised: 25 Feb 2013
Robert Hudson and Andros Gregoriou
Hull University Business School (HUBS) and University of Brighton
Downloads 8,550 (584)
Citation 6

Abstract:

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Stocks, Logarithmic Returns, Simple Returns, Risk, Return

2.

Short Term Overreaction, Underreaction and Momentum in Equity Markets

Number of pages: 45 Posted: 10 Jul 2008 Last Revised: 14 Jul 2008
Robert Hudson and Christina V. Atanasova
Hull University Business School (HUBS) and Simon Fraser University
Downloads 540 (50,214)

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Equities, Overreaction, Underreaction, Trend Following

3.

Short Term Predictability, Volume and Microstructure Effects in Stock Prices

Number of pages: 59 Posted: 11 Jul 2008
Kevin Keasey, Robert Hudson and Shima Amini
University of Leeds - Division of Accounting and Finance, Hull University Business School (HUBS) and University of Leeds
Downloads 406 (71,542)

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Predictability, Overreaction, Underreaction, Market efficiency, Momentum, Volume, Microstructure

4.

Trading Frictions and Market Structure: An Empirical Analysis

Journal of Business Finance & Accounting, Vol. 35, No. 3-4, pp. 563-579, 2008
Number of pages: 28 Posted: 06 Oct 2010
University of Liverpool Management School, University of Strathclyde - Department of Accounting and Finance, Hull University Business School (HUBS) and University of Leeds - Division of Accounting and Finance
Downloads 181 (166,364)

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SETS, SEAQ, Trading Friction, Market Structure

Should the Joint Provision of Credit Insurance with Unsecured Lending Be Prohibited? An Examination of the UK Payment Protection Insurance Market

ESRC Centre for Competition Policy Working Paper No. 09-8
Number of pages: 41 Posted: 17 Oct 2009
John Kevin Ashton and Robert Hudson
Bangor Business School and Hull University Business School (HUBS)
Downloads 108 (252,779)

Abstract:

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Credit, Insurance, Lending, pricing

Should the Joint Provision of Credit Insurance with Unsecured Lending Be Prohibited? An Examination of the UK Payment Protection Insurance Market

Bangor Business School Working Paper No. 11/008
Number of pages: 37 Posted: 16 Jan 2012
John Kevin Ashton and Robert Hudson
Bangor Business School and Hull University Business School (HUBS)
Downloads 46 (409,600)
Citation 2

Abstract:

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interest rate setting, universal banking, insurance premium setting, credit insurance, add-on goods, joint pricing

6.

Interest Rate Clustering in UK Financial Services Markets

CCP Working Paper No. 06-14
Number of pages: 36 Posted: 18 Oct 2006
John Kevin Ashton and Robert Hudson
Bangor Business School and Hull University Business School (HUBS)
Downloads 97 (270,427)
Citation 3

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Interest rate setting, mortgages, deposits, limited recall

7.

How Prior Realized Outcomes Affect Portfolio Decisions

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 36 Posted: 22 Feb 2013 Last Revised: 25 Feb 2013
Newcastle University Business School, Hull University Business School (HUBS), University of Leeds - Division of Accounting and Finance, Tsinghua University - School of Economics & Management and Independent
Downloads 90 (283,809)
Citation 1

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prior realized outcomes, stock characteristics, portfolio composition

8.

The Price, Quality and Distribution of Mortgage Payment Protection Insurance: A Hedonic Pricing Approach

Bangor Business School Working Paper No. 11/011
Number of pages: 26 Posted: 16 Jan 2012
John Kevin Ashton and Robert Hudson
Bangor Business School and Hull University Business School (HUBS)
Downloads 78 (309,670)
Citation 1

Abstract:

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mortgage payment protection insurance, mortgage credit insurance, insurance premium setting, joint pricing, banks, other depository institutions, micro finance institutions, mortgages

9.

Large Price Changes and Pervasive Non-Linearity in Financial Markets: Implications and Interpretations

Leeds University Business School Working Paper No. 18-03
Number of pages: 47 Posted: 24 Mar 2017
Shima Amini, Robert Hudson, Jian Wang and Andrew Urquhart
University of Leeds, Hull University Business School (HUBS), University of Hull and ICMA Centre, Henley Business School
Downloads 70 (329,357)

Abstract:

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Stock Return; Predictability; Large Price Changes; Autocorrelation; Non-linearity; Technical Trading

10.

Technical Analysis and Cryptocurrencies

Annals of Operations Research, Forthcoming
Number of pages: 33 Posted: 03 Jun 2019 Last Revised: 09 Sep 2019
Robert Hudson and Andrew Urquhart
Hull University Business School (HUBS) and ICMA Centre, Henley Business School
Downloads 63 (348,130)

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Technical Analysis, Cryptocurrencies, Bitcoin, Data-Snooping, Market Efficiency

11.

Modelling the Efficiency of Equity Markets: Asymmetric Response to Price Innovations

Number of pages: 20 Posted: 25 Feb 2005 Last Revised: 16 Aug 2008
Robert Hudson and Christina V. Atanasova
Hull University Business School (HUBS) and Simon Fraser University
Downloads 58 (362,656)

Abstract:

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Equities, Asymmetric response, GARCH

12.

Cryptocurrencies Meet Inflation Theory

Number of pages: 26 Posted: 11 Sep 2018
Hull University Business School (HUBS), Hull University Business School (HUBS), Hull University Business School (HUBS) and Hull University Business School (HUBS)
Downloads 47 (398,632)

Abstract:

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Cryptocurrencies, Inflation, Inflation uncertainty, Volatility, GARCH

13.

An Empirical Study of the Cross Market Efficiency of the Index Options Market: A Case Study from the Italian Derivatives Market

Forthcoming, Review of Accounting and Finance
Number of pages: 36 Posted: 25 Jan 2018 Last Revised: 27 Apr 2018
Izidin El Kalak and Robert Hudson
Cardiff Business School and Hull University Business School (HUBS)
Downloads 42 (416,908)

Abstract:

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cross-market efficiency; index options market; no-arbitrage conditions; financial crisis

14.

Intra Day Bid-Ask Spreads, Trading Volume and Volatility: Recent Empirical Evidence from the London Stock Exchange

Journal of Business Finance & Accounting, Vol. 31, No. 5-6, pp. 647-676, June 2004
Number of pages: 30 Posted: 12 Jul 2004
Kevin Keasey, Charlie X. Cai and Robert Hudson
University of Leeds - Division of Accounting and Finance, University of Liverpool Management School and Hull University Business School (HUBS)
Downloads 24 (499,044)
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15.

Comparative Performance of UK Mutual Building Societies and Stock Retail Banks: Further Evidence

Accounting & Finance, Vol. 48, No. 2, pp. 319-336, June 2008
Number of pages: 18 Posted: 13 May 2008
Radha K. Shiwakoti, Kevin Keasey and Robert Hudson
University of Kent - Canterbury Business School, University of Leeds - Division of Accounting and Finance and Hull University Business School (HUBS)
Downloads 3 (630,133)
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16.

Stock Liquidity and SMEs’ Likelihood of Bankruptcy: Evidence from the US Market

Research in International Business and Finance 42 (2017) 1383–1393
Posted: 25 Jan 2018
Cardiff Business School, Aston Business School, Hull University Business School (HUBS) and University of Hull

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Market liquidity; Liquidity measures; Bankruptcy; Hazard model

17.

Reviewing the Hedge Funds Literature I: Hedge Funds and Hedge Funds' Managerial Characteristics

International Review of Financial Analysis, Vol. 48, No. 85-97, 2016
Posted: 21 Jan 2018
Izidin El Kalak, Alcino Azevedo and Robert Hudson
Cardiff Business School, Aston Business School and Hull University Business School (HUBS)

Abstract:

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Hedge Funds, Hedge Funds Characteristics, Hedge Funds Managers, Managerial Characteristics

18.

Reviewing the Hedge Funds Literature II: Hedge Funds' Returns and Risk Management Characteristics

International Review of Financial Analysis, Vol. 48, No. 55-60, 2016
Posted: 21 Jan 2018
Izidin El Kalak, Alcino Azevedo and Robert Hudson
Cardiff Business School, Aston Business School and Hull University Business School (HUBS)

Abstract:

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Hedge Funds, Return Characteristics, Risk Management Characteristics

19.

Dispelling the Myth of a Value Premium: Contrary Evidence of Malaysian Crony Capitalism

Ebrahim, M-S., Hudson, R., Iqbal, A. and Shah MohdRasid, M.E. (2016) ‘Dispelling the myth of a value premium: Contrary evidence of Malaysian crony capitalism’, International Journal of Banking, Accounting and Finance, Vol. 7 (1), 1-33
Posted: 06 Dec 2017
Durham Business School, Hull University Business School (HUBS), University of Kent, Canterbury and International Centre for Education in Islamic Finance (INCEIF)

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Asset Pricing, Growth Stocks, Multifactor Models, Value Premium, Value Stocks, Malaysia

20.

The Effect of Size on the Failure Probabilities of SMEs: An Empirical Study on the US Market Using Discrete Hazard Model

International Review of Financial Analysis, Vol. 43, No. 1, 2016
Posted: 31 Aug 2016
Izidin El Kalak and Robert Hudson
Cardiff Business School and Hull University Business School (HUBS)

Abstract:

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SMEs; Bankruptcy; Size; Discrete-time duration-dependent hazard model