EconPapers    
Economics at your fingertips  
 

Details about Christopher J. Green

Workplace:Department of Economics, Loughborough University, (more information at EDIRC)

Access statistics for papers by Christopher J. Green.

Last updated 2014-04-02. Update your information in the RePEc Author Service.

Short-id: pgr113


Jump to Journal Articles Books Chapters

Working Papers

2013

  1. Born in the USA? Contagious investor sentiment and UK equity returns
    Discussion Paper Series, Department of Economics, Loughborough University Downloads

2007

  1. The impact of tax policy on corporate debt in a developing economy: A study of unquoted Indian companies
    Discussion Paper Series, Department of Economics, Loughborough University Downloads
    See also Journal Article in The European Journal of Finance (2008)

2005

  1. An Analysis of the Impacts of Non-Synchronous Trading On
    Finance, EconWPA Downloads View citations (2)
  2. The Impact of the Suspension of Opening and Closing Call
    Finance, EconWPA Downloads
    Also in Finance, EconWPA (2004) Downloads

1999

  1. Are Polish firms risk-averting or risk-loving?: evidence on demand uncertainty and the capital-labour ratio in a transition economy
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) Downloads

Journal Articles

2013

  1. ASSET PRICING WITH INVESTOR SENTIMENT: EVIDENCE FROM CHINESE STOCK MARKETS
    Manchester School, 2013, 81, (1), 1-32 Downloads View citations (1)
  2. TRANSACTIONS COSTS, INDEX ARBITRAGE AND NON‐LINEAR DYNAMICS BETWEEN FTSE100 SPOT AND FUTURES: A THRESHOLD COINTEGRATION ANALYSIS
    International Journal of Finance & Economics, 2013, 18, (2), 175-187

2012

  1. Asymmetries, causality and correlation between FTSE100 spot and futures: A DCC-TGARCH-M analysis
    International Review of Financial Analysis, 2012, 24, (C), 26-37 Downloads View citations (1)
  2. Dividend policy and business groups: Evidence from Indian firms
    International Review of Economics & Finance, 2012, 21, (1), 42-56 Downloads View citations (3)
  3. Industry and country factors in emerging market returns: Did the Asian crisis make a difference?
    Emerging Markets Review, 2012, 13, (4), 559-580 Downloads

2011

  1. Determinants of cross-sectional stock return variations in emerging markets
    Empirical Economics, 2011, 41, (1), 81-102 Downloads

2010

  1. International diversification strategies: Revisited from the risk perspective
    Journal of Banking & Finance, 2010, 34, (1), 236-245 Downloads View citations (11)

2009

  1. The impact of the suspension of opening and closing call auctions: evidence from the National Stock Exchange of India
    International Journal of Banking, Accounting and Finance, 2009, 1, (3), 257-284 Downloads

2008

  1. Financial reform in emerging markets
    The European Journal of Finance, 2008, 14, (7), 541-544 Downloads
  2. Flow of funds and the impact of financial controls on bank portfolio behaviour: a study of India
    The European Journal of Finance, 2008, 14, (7), 641-661 Downloads
  3. TAXES AND CAPITAL STRUCTURE: A STUDY OF EUROPEAN COMPANIES
    Manchester School, 2008, 76, (S1), 85-115 Downloads View citations (5)
  4. The euro: Did the markets cheer or jeer?
    Journal of Policy Modeling, 2008, 30, (3), 431-446 Downloads View citations (1)
  5. The impact of tax policy on corporate debt in a developing economy: a study of unquoted Indian companies
    The European Journal of Finance, 2008, 14, (7), 583-607 Downloads View citations (2)
    See also Working Paper (2007)

2007

  1. Leverage and business groups: Evidence from Indian firms
    Journal of Economics and Business, 2007, 59, (5), 443-465 Downloads View citations (11)

2006

  1. Finance for small enterprise growth and poverty reduction in developing countries
    Journal of International Development, 2006, 18, (7), 1017-1030 Downloads View citations (2)
  2. Financial sector reforms and stochastic policy simulations: A flow of funds model for India
    Journal of Policy Modeling, 2006, 28, (3), 319-333 Downloads View citations (2)

2005

  1. Other financial institutions' portfolio behaviour and policy implications: A study of India
    International Economic Journal, 2005, 19, (4), 543-562 Downloads
  2. Pecking order or trade-off hypothesis? Evidence on the capital structure of Chinese companies
    Applied Economics, 2005, 37, (19), 2179-2189 Downloads View citations (9)
  3. Portfolio Behaviour in a Flow of Funds Model for the Household Sector in India
    Journal of Development Studies, 2005, 41, (4), 675-702 Downloads View citations (1)

2003

  1. Flow of funds: implications for research on financial sector development and the real economy
    Journal of International Development, 2003, 15, (8), 1015-1036 Downloads View citations (4)

2002

  1. Finance and development: an overview of the issues
    Journal of International Development, 2002, 14, (2), 207-209 Downloads View citations (5)
  2. Human Capital and Financial Development in Economic Growth: New Evidence Using the Translog Production Function
    International Journal of Finance & Economics, 2002, 7, (2), 123-40 Downloads View citations (11)

2001

  1. Demand uncertainty and the capital-labour ratio in Poland
    Emerging Markets Review, 2001, 2, (2), 184-197 Downloads View citations (3)
  2. Poland: a successful transition to budget sustainability?
    Emerging Markets Review, 2001, 2, (2), 161-183 Downloads View citations (10)

2000

  1. Regulatory lessons for emerging stock markets from a century of evidence on transactions costs and share price volatility in the London Stock Exchange
    Journal of Banking & Finance, 2000, 24, (4), 577-601 Downloads View citations (17)
  2. Unified Tests of Causality and Cost of Carry: The Pricing of the French Stock Index Futures Contract
    International Journal of Finance & Economics, 2000, 5, (2), 121-40 Downloads View citations (5)

1998

  1. Assessing the Impact on Food Security of Alternative Compensatory Financing Schemes: A Simulation Approach with an Application to India
    World Development, 1998, 26, (7), 1251-1265 Downloads View citations (1)
  2. Banks as Interest Rate Managers
    Journal of Financial Services Research, 1998, 14, (3), 189-208 Downloads View citations (11)
  3. Modelling the Macroeconomic Policy Framework for an Emerging Market Economy
    The Manchester School of Economic & Social Studies, 1998, 66, (3), 302-30 View citations (1)

1995

  1. Market Imperfections and the Capital Asset Pricing Model: Some Results from Aggregate UK Data
    Oxford Economic Papers, 1995, 47, (3), 453-70 Downloads

1994

  1. U.K. Companies' Short-Term Financial Decisions: Evidence from Company Accounts Data
    The Manchester School of Economic & Social Studies, 1994, 62, (4), 395-411 View citations (2)

1993

  1. The potency of stabilization policy in developing economies: Kenya, Tanzania, and Uganda
    Journal of Policy Modeling, 1993, 15, (4), 427-462 Downloads View citations (3)

1991

  1. 'Quick' Methods of Estimating the Price of Government Bonds
    Oxford Bulletin of Economics and Statistics, 1991, 53, (3), 295-311

1990

  1. Asset Demands and Asset Prices in the U.K.: Is There a Risk Premium
    The Manchester School of Economic & Social Studies, 1990, 58, (3), 211-28 View citations (3)

1989

  1. Model comparison when the endogenous variable is uncertain: An application of non-nested testing procedures
    Economics Letters, 1989, 31, (4), 349-354 Downloads
  2. Multicollinearity and Measurement Error in Econometric Financial Modelling
    The Manchester School of Economic & Social Studies, 1989, 57, (4), 357-69 View citations (3)

1988

  1. Capital asset pricing under alternative policy regimes
    Economic Modelling, 1988, 5, (2), 133-144 Downloads

1987

  1. Money Market Arbitrage and Commercial Banks' Base Rate Adjustments in the United Kingdom
    Bulletin of Economic Research, 1987, 39, (4), 273-96 View citations (2)

1985

  1. Permanent Income, Budget Constraints and Overshooting in Simple Aggregate Models
    The Manchester School of Economic & Social Studies, 1985, 53, (3), 231-40

1984

  1. Preliminary results from a five-sector flow of funds model of the United Kingdom, 1972-77
    Economic Modelling, 1984, 1, (3), 304-326 Downloads

1983

  1. Insulating countries against fluctuations in domestic production and exports: An analysis of Compensatory Financing schemes
    Journal of Development Economics, 1983, 12, (3), 303-325 Downloads View citations (1)

1982

  1. The Transmission Mechanism of Monetary Policy in Two Large-Scale Models of the UK Economy
    Oxford Bulletin of Economics and Statistics, 1982, 44, (1), 15-29 View citations (1)

1981

  1. Insecurity, food financing and the IMF
    Food Policy, 1981, 6, (3), 135-146 Downloads

Books

2001

  1. Company Financing, Captial Structure, and Ownership: A Survey, and Implications for Developing Economies
    SUERF Studies, SUERF - The European Money and Finance Forum Downloads
    See also Chapter (2001)

Chapters

2001

  1. Company Financing, Capital Structure, and Ownership: A Survey, and Implications for Developing Economies
    SUERF - The European Money and Finance Forum Downloads View citations (18)
    See also Book (2001)
 
Page updated 2014-07-26