Details about Robert Simon Hudson

Access statistics for papers by Robert Simon Hudson.

Last updated 2013-05-06. Update your information in the RePEc Author Service.

Short-id: phu153

Working Papers

2012

1. Rationalizing the Value Premium under Economic Fundamentals in an Emerging Market
   Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales)

2011

2. Should the joint provision of credit insurance with unsecured lending be prohibited? An examination of the UK payment protection insurance market
   Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales)
3. The price, quality and distribution of mortgage payment protection insurance: A hedonic pricing approach
   Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales)

2006

4. Interest Rate Clustering in UK Financial Services Markets
   Working Papers, Centre for Competition Policy, University of East Anglia
   See also Journal Article in Journal of Banking & Finance (2008)

Journal Articles

2013

1. A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations
   International Review of Financial Analysis, 2013, 26, (C), 1-17
2. Price impact of block trades in the Saudi stock market
   Journal of International Financial Markets, Institutions and Money, 2013, 23, (C), 322-341

2012

3. Can market frictions really explain the price impact asymmetry of block trades? Evidence from the Saudi Stock Market
   Emerging Markets Review, 2012, 13, (2), 202-209

2011

4. Do national soccer results really impact on the stock market?
   Applied Economics, 2011, 43, (26), 3709-3717

2010

5. Stock return predictability despite low autocorrelation
   Economics Letters, 2010, 108, (1), 101-103
6. Technical trading rules and calendar anomalies -- Are they the same phenomena?
   Economics Letters, 2010, 106, (2), 128-130
7. The influence of time, seasonality and market state on momentum: insights from the Australian stock market
   Applied Financial Economics, 2010, 20, (20), 1547-1563

2008

8. Comparative performance of UK mutual building societies and stock retail banks: further evidence
   Accounting and Finance, 2008, 48, (2), 319-336 View citations (2)
9. Has regulation killed off the defined benefit scheme as a cost effective tool for human resource management?
   Journal of Financial Regulation and Compliance, 2008, 16, (3), 220-229
10. Interest rate clustering in UK financial services markets
    Journal of Banking & Finance, 2008, 32, (7), 1393-1403 View citations (1)
    See also Working Paper (2006)
11. Trading Frictions and Market Structure: An Empirical Analysis
    Journal of Business Finance & Accounting, 2008, 35, (3-4), 563-579

2007

12. Mortality projections and unisex pricing of annuities in the UK
    Journal of Financial Regulation and Compliance, 2007, 15, (2), 166-179 View citations (2)

2006

13. As time goes by: An investigation of how asset allocation varies with investor age
    Economics Letters, 2006, 91, (2), 210-214
14. The mortality risk of pensions – methods of control and policy implications for the UK
    Journal of Financial Regulation and Compliance, 2006, 14, (4), 363-374

2005

15. A study of the initial returns and the aftermarket performance of initial public offerings of demutualized building societies in the UK
    Applied Economics Letters, 2005, 12, (7), 403-409
16. Consumer debt in the UK: Attitudes and implications
    Journal of Financial Regulation and Compliance, 2005, 13, (2), 132-141 View citations (1)
17. Informed choice: consumer preferences for information on pensions
    Journal of Financial Regulation and Compliance, 2005, 13, (3), 260-267
18. Pre-holiday effects: International evidence on the decline and reversal of a stock market anomaly
    Journal of International Money and Finance, 2005, 24, (8), 1226-1236 View citations (2)
19. Should actions speak louder than words? Individuals' attitudes and behavior in asset allocation choices
    Economics Letters, 2005, 89, (1), 107-111
20. The predictive ability and profitability of technical trading rules: does company size matter?
    Economics Letters, 2005, 86, (1), 21-27 View citations (1)

2004

21. Back to the future: an empirical investigation into the validity of stock index models over time
    Applied Financial Economics, 2004, 14, (3), 209-214
22. Intra Day Bid-Ask Spreads, Trading Volume and Volatility: Recent Empirical Evidence from the London Stock Exchange
    Journal of Business Finance & Accounting, 2004, 31, (5-6), 647-676 View citations (4)

2003

23. Economic impact of national sporting success: evidence from the London stock exchange
    Applied Economics Letters, 2003, 10, (12), 783-785 View citations (11)
24. Trading frequency and the compass rose
    Applied Economics Letters, 2003, 10, (8), 511-517 View citations (1)

2002

25. Why investors should be cautious of the academic approach to testing for stock market anomalies
    Applied Financial Economics, 2002, 12, (9), 681-686 View citations (2)

2001

26. The risk and return of UK equities following price innovations: a case of market inefficiency?
    Applied Financial Economics, 2001, 11, (2), 187-196 View citations (1)

2000

27. Tick size and the compass rose: further insights
    Economics Letters, 2000, 68, (2), 119-125 View citations (4)

1998

28. Share prices under Tory and Labour governments in the UK since 1945
    Applied Financial Economics, 1998, 8, (4), 389-400 View citations (1)

1996

29. A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994
    Journal of Banking & Finance, 1996, 20, (6), 1121-1132 View citations (14)