2023
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1. |
Møller, Stig; Priestley, Richard. The Role of the Discount Rate in Investment and Employment Decisions. Journal of Financial and Quantitative Analysis 2023 ;Volume 58.(2) p. 914-938 BI
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2020
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2. |
Cooper, Ilan; Mitrache, Andreea; Priestley, Richard. A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes. Journal of Financial and Quantitative Analysis 2020 p. - BI
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2019
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3. |
Atanasov, Victoria; Møller, Stig; Priestley, Richard. Consumption Fluctuations and Expected Returns. Journal of Finance 2019 p. 1-37 BI
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2016
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4. |
Cooper, Ilan; Priestley, Richard. The expected returns and valuations of private and public firms. Journal of Financial Economics 2016 ;Volume 120.(1) p. 41-57 BI
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5. |
Gomez, Juan Pedro; Priestley, Richard; Zapatero, Fernando. Labor Income, Relative Wealth Concerns and the Cross Section of Stock Returns. Journal of Financial and Quantitative Analysis 2016 ;Volume 51.(4) p. 1111-1133 BI
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2013
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6. |
Cooper, Ilan; Priestley, Richard. The World Business Cycle and Expected Returns. Review of Finance 2013 ;Volume 17.(3) p. 1029-1064 BI
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2012
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7. |
Agarwal, Vikas; Gómez, Juan-Pedro; Priestley, Richard. Management compensation and market timing under portfolio constraints. Journal of Economic Dynamics and Control 2012 ;Volume 36.(10) p. 1600-1625 BI
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8. |
Chen, Long; Da, Zhi; Priestley, Richard. Dividend Smoothing and Predictability. Management science 2012 ;Volume 58.(10) p. 1834-1853 BI
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9. |
Garrett, I.; Priestley, Richard. Dividend Growth, Cash Flow and Discount Rate News. Journal of Financial and Quantitative Analysis 2012 ;Volume 47.(5) p. 1003-1028 BI
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2011
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10. |
Cooper, Ilan; Priestley, Richard. Real Investment and Risk Dynamics. Journal of Financial Economics 2011 ;Volume 101.(1) p. 182-205 BI
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2009
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11. |
Gómez, Juan-Pedro; Priestley, Richard; Zapatero, Fernando. Implications of Keeping-Up-with-the-Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence. Journal of Finance 2009 ;Volume 64.(6) p. 2703-273 BI
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12. |
Priestley, Richard; Cooper, Ilan. Time-Varying Risk Premiums and the Output Gap. The Review of financial studies 2009 ;Volume 22.(7) p. 2801-2833 BI
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2007
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13. |
Hardouvelis, G.A.; Malliaropulos, D.; Priestley, Richard. The impact of the EMU on the equity cost of capital. Journal of International Money and Finance 2007 ;Volume 26.(2) p. 305-327 BI
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14. |
Priestley, Richard; Ødegaard, Bernt Arne. Linear and Nonlinear exchange rate exposure. Journal of International Money and Finance 2007 ;Volume 26. p. 1016-1037 BI
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2006
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15. |
Hardouvelis, G.A.; Malliaropulos, D.; Priestley, Richard. EMU and European stock market integration. The journal of business 2006 ;Volume 79.(1) p. 365-392 BI
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2004
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16. |
Barr, David G.; Priestley, Richard. Expected returns, risk, and the integration of international bond markets. Journal of International Money and Finance 2004 ;Volume 23.(1) p. 71-97 BI
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17. |
Priestley, Richard; Ødegaard, Bernt Arne. Exchange rate regimes and the price of exchange rate risk. Economics Letters 2004 ;Volume 82. p. 181-188 BI
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2002
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18. |
Priestley, Richard. Calculating the Probability of Failure of the Norwegian Banking Sector. Journal of Multinational Financial Management 2002 ;Volume 12.(1) p. 21-40 BI
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2001
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19. |
Priestley, Richard. Time-varying persistence in expected returns. Journal of Banking & Finance 2001 ;Volume 25.(7) p. 1271-1286 BI
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2000
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20. |
Antoniou, A.; Barr, D.G.; Priestley, Richard. Abnormal Stock Returns and Public Policy: The Case of the UK Privatised Electricity and Water Utilities. International Journal of Finance and Economics 2000 ;Volume 5. p. 93-106 BI
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21. |
Clare, A.D.; Oozer, M.C.; Priestley, Richard; Thomas, S.H.. Modeling the Risk Premium on Eurodollar Bonds. Journal of Fixed Income 2000 ;Volume 9.(March) p. 61-73 BI
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22. |
Garrett, I.; Priestley, Richard. Dividend Behaviour and Dividend Signaling. Journal of Financial and Quantitative Analysis 2000 ;Volume 35.(2) p. 173-189 BI
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23. |
Miffre, J.; Priestley, Richard. Sources of Systematic Risk in Futures and Spot Markets: A Study of Market Integration. Journal of Business Finance & Accounting 2000 ;Volume 27.(7/8) p. 933-952 BI
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1999
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24. |
Priestley, Richard; Malliaropulos, D.. Mean Reversion in S.E. Asian Stock Markets. Journal of Empirical Finance 1999 ;Volume 6.(4) p. 355-384 BI
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1998
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25. |
Clare, Andrew; Priestley, Richard. Evidence in support of the CAPM from three South East Asian stock markets. Ekonomia 1998 ;Volume 2.(2) p. 145-154 BI
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26. |
Priestley, Richard; Antoniou, A.; Garrett, I.. Calculating the Equity Cost of Capital Using the APT: The Impact of the ERM. Journal of International Money and Finance 1998 ;Volume 17.(6) p. 949-966 BI
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27. |
Priestley, Richard; Antoniou, A.; Garrett, I.. Macroeconomic Variables as Common Pervaise Risk Factors and the Empirical Content of the Arbitrage Pricing Theory. Journal of Empirical Finance 1998 ;Volume 5.(3) p. 221-240 BI
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28. |
Priestley, Richard; Antoniou, A.; Holmes, P.. The Effects of Stock Index Futures Trading on Stock Index Volatility: An Analysis of the Asymmetric Response of Volatility to News. Journal of futures markets 1998 ;Volume 18.(2) p. 151-166 BI
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29. |
Priestley, Richard; Clare, A.. Risk Factors in the Malaysian Stock Market. Pacific-Basin Finance Journal 1998 ;Volume 6.(1-2) p. 103-114 BI
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30. |
Priestley, Richard; Clare, A.; Thomas, S.. Reports of Beta's Death are Premature: Evidence from the UK. Journal of Banking & Finance 1998 ;Volume 22.(9) p. 1207-1229 BI
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