Andrew Vivian

Loughborough University

The Business School

Ashby Road

Loughborough LE11 3TU

Great Britain

SCHOLARLY PAPERS

10

DOWNLOADS
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994

SSRN CITATIONS
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SSRN RANKINGS

Top 44,451

in Total Papers Citations

8

CROSSREF CITATIONS

6

Scholarly Papers (10)

1.

Forecasting Returns: New European Evidence

Number of pages: 42 Posted: 07 Nov 2012
Steven J. Jordan, Andrew Vivian and Mark E. Wohar
Econometric Solutions, Loughborough University and University of Nebraska at Omaha
Downloads 311 (108,046)
Citation 3

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Return forecasting, Fundamental ratios, Macro variables, Technical indicators, Europe, Emerging markets

2.

Predictability and Underreaction in Industry-Level Returns: Evidence from Commodity Markets

Number of pages: 47 Posted: 16 Feb 2012 Last Revised: 12 Sep 2013
Board of Governors of the Federal Reserve System, Loughborough University and University of Nebraska at Omaha
Downloads 273 (124,080)
Citation 1

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Asset pricing, Commodity markets, Equity markets, Industry-level returns, Information and market efficiency, Predictability, Underreaction

3.

The Equity Premium: 100 Years of Empirical Evidence from the UK

Number of pages: 51 Posted: 05 Aug 2005 Last Revised: 22 Mar 2011
Andrew Vivian
Loughborough University
Downloads 249 (136,493)
Citation 3

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Equity Premium, Expected Returns, Dividend Growth Predictability

4.

Economically-Linked Economies and Forecasting Chinese Stock Returns

Number of pages: 21 Posted: 07 Nov 2012
Steven J. Jordan, Mark E. Wohar and Andrew Vivian
Econometric Solutions, University of Nebraska at Omaha and Loughborough University
Downloads 100 (292,411)

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China, forecast, import, export, macroeconomics, forecast combinations

5.

Financial Data Science: The Birth of a New Financial Research Paradigm Complementing Econometrics?

The European Journal of Finance, Forthcoming
Number of pages: 21 Posted: 14 May 2020
University of Reading - ICMA Centre, Smurfit Graduate Business School, University College Dublin, University of Stirling, Loughborough University and University of Liverpool Management School
Downloads 39 (471,156)
Citation 2

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Big Data, Econometrics, Financial Data Science, Statistical Relevance, Statistical Significance Levels

6.

The UK Equity Premium: 1901-2004

Journal of Business Finance & Accounting, Vol. 34, No. 9-10, pp. 1496-1527, November/December 2007
Number of pages: 32 Posted: 11 Dec 2007
Andrew Vivian
Loughborough University
Downloads 21 (567,468)
Citation 1
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7.

Changes in the Relationship between Short‐Term Interest Rate, Inflation and Growth: Evidence from the UK, 1820–2014

Bulletin of Economic Research, Vol. 71, Issue 4, pp. 616-640, 2019
Number of pages: 25 Posted: 05 May 2020
Erdenebat Bataa, Andrew Vivian and Mark E. Wohar
National University of Mongolia - Department of Economics, Loughborough University and University of Nebraska at Omaha
Downloads 1 (715,802)
Citation 1
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inflation, growth, short term interest rate, structural breaks, VAR

8.

What Drives Commodity Returns? Market, Sector or Idiosyncratic Factors?

Oxford Bulletin of Economics and Statistics, Vol. 82, Issue 2, pp. 311-330, 2020
Number of pages: 20 Posted: 02 Jun 2020
Jun Ma, Andrew Vivian and Mark E. Wohar
Northeastern University - Department of Economics, Loughborough University and University of Nebraska at Omaha
Downloads 0 (733,861)
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9.

The Aggregate Earnings-Return Relationship: A Global Perspective

Posted: 23 Jun 2011
Andrew Vivian and Xiaoquan Jiang
Loughborough University and Florida International University (FIU) - Department of Finance

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global aggregate earnings-return relation, ERC, return decomposition

10.

Technical Indicators and Realized Volatility: What is the Source of Predictability?

Number of pages: 29
Ioannis Souropanis and Andrew Vivian
University of Groningen and Loughborough University
Downloads 0

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Realized Volatility, Technical Indicators, Volatility Forecasting, Wavelet Decomposition, Asymmetric Effects