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• New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods

  Blake, D., Caulfield, T., Ioannidis, C. & Tonks, I., 1 Jun 2017, In: Journal of Financial and Quantitative Analysis. 52, 03, p. 1279-1299 21 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review
  22 Citations (Scopus)

• Realised variance forecasting under Box-Cox transformations

  Taylor, N., Oct 2017, In: International Journal of Forecasting. 33, 4, p. 770-785 16 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access

  File
  20 Citations (Scopus)

  356 Downloads (Pure)

• Cohort mortality risk or adverse selection in annuity markets?

  Cannon, E. S. & Tonks, I., Sept 2016, In: Journal of Public Economics. 141, p. 68-81 14 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access

  File
  6 Citations (Scopus)

  726 Downloads (Pure)

• Long memory and multifractality: A joint test

  Goddard, J. & Onali, E., 1 Jun 2016, In: Physica A: Statistical Mechanics and its Applications. 451, p. 288-294 7 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access
  2 Citations (Scopus)

• The Effect of the Reforms to Compulsion on Annuity Demand

  Cannon, E., Tonks, I. & Yuille, R., 1 Aug 2016, In: National Institute Economic Review. 237, 1, p. R47-R54 8 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access

  File
  6 Citations (Scopus)

  625 Downloads (Pure)

• Price efficiency in the Dutch Annuity Market

  Cannon, E. S., Stevens, R. & Tonks, I. P., 1 Jan 2015, In: Journal of Pension Economics and Finance. 14, 1, p. 1-18 18 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review
  8 Citations (Scopus)

• Improved inference in the evaluation of mutual fund performance using panel bootstrap methods

  Blake, D., Caulfield, T., Ioannidis, C. & Tonks, I., 1 Dec 2014, In: Journal of Econometrics. 183, 2, p. 202-210

  Research output: Contribution to journal › Article (Academic Journal) › peer-review
  14 Citations (Scopus)

• Pre-adoption market reaction to IFRS 9: A cross-country event-study

  Onali, E. & Ginesti, G., 1 Nov 2014, In: Journal of Accounting and Public Policy. 33, 6, p. 628-637 10 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access
  37 Citations (Scopus)

• Self-affinity in financial asset returns

  Goddard, J. & Onali, E., 2012, In: International Review of Financial Analysis. 24, p. 1-11 11 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access
  5 Citations (Scopus)

• Short and long memory in stock returns data

  Goddard, J. & Onali, E., Oct 2012, In: Economics Letters. 117, 1, p. 253-255 3 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review
  12 Citations (Scopus)

• Are European equity markets efficient? New evidence from fractal analysis

  Onali, E. & Goddard, J., Apr 2011, In: International Review of Financial Analysis. 20, 2, p. 59-67 9 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access
  55 Citations (Scopus)

• Unifractality and multifractality in the Italian stock market

  Onali, E. & Goddard, J., Sept 2009, In: International Review of Financial Analysis. 18, 4, p. 154-163 10 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review
  63 Citations (Scopus)