Stephen Thomas

University of Southampton - School of Management

Professor of Financial Markets

Highfield

Southampton S017 1BJ, Hampshire SO17 1BJ

United Kingdom

SCHOLARLY PAPERS

8

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CITATIONS
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11

Scholarly Papers (8)

1.

A Robust Estimation of the Relation between Stock Returns, Size, Dividend Yield and Payout Ratio

EFMA 2002 London Meetings
Number of pages: 24 Posted: 20 Jun 2002
Ian D. McManus, Owain Ap Gwilym and Stephen Thomas
University of Southampton - School of Management, Bangor Business School and University of Southampton - School of Management
Downloads 1,887 (7,896)

Abstract:

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2.

Fractional Versus Decimal Pricing: Evidence from the UK Long Gilt Futures Market

EFMA 2003 Helsinki Meetings
Number of pages: 35 Posted: 19 Apr 2003
Owain Ap Gwilym, Ian D. McManus and Stephen Thomas
Bangor Business School, University of Southampton - School of Management and University of Southampton - School of Management
Downloads 161 (182,933)

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Decimalisation, Tick size, Price clustering, Bid-ask spreads, Trade size

3.

Direct Evidence of Non-Trading on the London Stock Exchange

Journal of Business Finance & Accounting, Vol. 29, pp. 29-53, 2002
Number of pages: 25 Posted: 25 Apr 2002
Andrew Clare, Gareth Morgan and Stephen Thomas
City University London - Sir John Cass Business School, York University - Schulich School of Business and University of Southampton - School of Management
Downloads 30 (464,518)
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4.

The Role of Payout Ratio in the Relationship between Stock Returns and Dividend Yield

Journal of Business Finance & Accounting, Vol. 31, No. 9-10, pp. 1355-1387, November 2004
Number of pages: 34 Posted: 29 Nov 2004
Ian D. McManus, Owain Ap Gwilym and Stephen Thomas
University of Southampton - School of Management, Bangor Business School and University of Southampton - School of Management
Downloads 21 (512,834)
Citation 1
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returns, asset pricing, payout ratio, dividend yield, earnings

5.

Systematic Differences in the Determinants of Foreign Currency Sovereign Ratings by Rating Agency

University of Southampton Working Paper No. 00-153
Posted: 06 Sep 2001
Lourdes Trevino and Stephen Thomas
Universidad Autónoma de Nuevo León (UANL) and University of Southampton - School of Management

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6.

Local vs. Foreign Currency Ratings: What Determines Sovereign Transfer Risk?

University of Southampton Working Paper No. 00-160
Posted: 06 Sep 2001
Lourdes Trevino and Stephen Thomas
Universidad Autónoma de Nuevo León (UANL) and University of Southampton - School of Management

Abstract:

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7.

The Statistical Determinants of Local Currency Sovereign Ratings

University of Southampton Working Paper No. 00-158
Posted: 06 Sep 2001
Lourdes Trevino and Stephen Thomas
Universidad Autónoma de Nuevo León (UANL) and University of Southampton - School of Management

Abstract:

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Credit ratings, rating agencies, local currency, sovereign risk

8.

The Intraday Behavior of Bid-Ask Spreads, Returns, and Volatility for Ftse-100 Stock Index Options

J. OF DERIVATIVES, Summer 1997
Posted: 31 Jul 1997
Owain Ap Gwilym, Mike Buckle and Stephen Thomas
Bangor Business School, University of Wales, Swansea - School of Business and Economics and University of Southampton - School of Management

Abstract:

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