Details about Christopher J. Green

Access statistics for papers by Christopher J. Green.

Last updated 2013-02-07. Update your information in the RePEc Author Service.

Short-id: pgr113

Working Papers

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
   See also Journal Article in European Journal of Finance (2008)

2005

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

1999

4. 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)

Journal Articles

2013

1. ASSET PRICING WITH INVESTOR SENTIMENT: EVIDENCE FROM CHINESE STOCK MARKETS
   Manchester School, 2013, 81, (1), 1-32

2012

2. Asymmetries, causality and correlation between FTSE100 spot and futures: A DCC-TGARCH-M analysis
   International Review of Financial Analysis, 2012, 24, (C), 26-37
3. Industry and country factors in emerging market returns: Did the Asian crisis make a difference?
   Emerging Markets Review, 2012, 13, (4), 559-580

2011

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

2010

5. International diversification strategies: Revisited from the risk perspective
   Journal of Banking & Finance, 2010, 34, (1), 236-245 View citations (6)

2009

6. 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

2008

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

2007

12. Leverage and business groups: Evidence from Indian firms
    Journal of Economics and Business, 2007, 59, (5), 443-465 View citations (9)

2006

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

2005

15. Other financial institutions' portfolio behaviour and policy implications: A study of India
    International Economic Journal, 2005, 19, (4), 543-562
16. Pecking order or trade-off hypothesis? Evidence on the capital structure of Chinese companies
    Applied Economics, 2005, 37, (19), 2179-2189 View citations (7)
17. Portfolio Behaviour in a Flow of Funds Model for the Household Sector in India
    The Journal of Development Studies, 2005, 41, (4), 675-702 View citations (1)

2003

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

2002

19. Finance and development: an overview of the issues
    Journal of International Development, 2002, 14, (2), 207-209 View citations (5)
20. 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 View citations (9)

2001

21. Demand uncertainty and the capital-labour ratio in Poland
    Emerging Markets Review, 2001, 2, (2), 184-197 View citations (1)
22. Poland: a successful transition to budget sustainability?
    Emerging Markets Review, 2001, 2, (2), 161-183 View citations (9)

2000

23. 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 View citations (12)
24. 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 View citations (3)

1998

25. 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
26. Banks as Interest Rate Managers
    Journal of Financial Services Research, 1998, 14, (3), 189-208 View citations (11)
27. 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

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

1994

29. 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 (1)

1993

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

1991

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

1990

32. 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

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

1988

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

1987

36. 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

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

1984

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

1983

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

1982

40. 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

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

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
   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 View citations (18)
   See also Book (2001)