Details about Charles Sutcliffe

Access statistics for papers by Charles Sutcliffe.

Last updated 2013-04-12. Update your information in the RePEc Author Service.

Short-id: psu64

Working Papers

2009

1. Back to the Future: A Long Term Solution to the Occupational Pensions Crisis
   ICMA Centre Discussion Papers in Finance, Henley Business School, Reading University
2. Over the Moon or Sick as a Parrot? The Effect's of Football Results on a Club's Share Price
   ICMA Centre Discussion Papers in Finance, Henley Business School, Reading University
   See also Journal Article in Applied Economics (2012)
3. Valuing Medieval Annuities: Were Corrodies Underpriced?
   ICMA Centre Discussion Papers in Finance, Henley Business School, Reading University
   See also Journal Article in Explorations in Economic History (2010)

2007

4. Better cross hedges with composite hedging? Hedging equity portfoloios using financial and commodity features
   ICMA Centre Discussion Papers in Finance, Henley Business School, Reading University
5. Should Defined Benefit Pension Schemes be Career Average or Final Salary?
   ICMA Centre Discussion Papers in Finance, Henley Business School, Reading University View citations (1)

2005

6. A False Perception? The relative riskiness of AIM and listed Stocks
   ICMA Centre Discussion Papers in Finance, Henley Business School, Reading University
7. Joined-Up Pensions Policy in the UK: An Asset-Libility Model for Simultaneously Determining the Asset Allocation and Contribution Rate
   ICMA Centre Discussion Papers in Finance, Henley Business School, Reading University
   See also Journal Article in Economic Analysis (2007)
8. Merging Schemes: An Ecomomic Analysis of Defined Benefit Pension Scheme Merger Criteria
   ICMA Centre Discussion Papers in Finance, Henley Business School, Reading University

2002

9. Market Regulation in a Dynamic Environment
   FMG Special Papers, Financial Markets Group

2001

10. Scheduled Announcements and Volatility Patterns: The Effects of Monetary Policy Committee Announcements on LIBOR and Short Sterling Futures and Options
    Working Papers, University of Southampton - Department of Accounting and Management Science View citations (1)

2000

11. Black-Scholes Versus Neural Networks in Pricing FTSE 100 Options
    Working Papers, University of Southampton - Department of Accounting and Management Science

1999

12. Is the Forward Rate for the Greek Drachma Unbiased? A VECM Analysis with both Overlapping and Non-Overlapping Data
    Working Papers, University of Southampton - Department of Accounting and Management Science View citations (1)
13. The Application of Operations Research Techniques to Financial Markets
    Working Papers, University of Southampton - Department of Accounting and Management Science

1996

14. The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options
    Working Papers, University of Southampton - Department of Accounting and Management Science

1995

15. The Performance of Covered Calls and Protective Puts
    Working Papers, University of Southampton - Department of Accounting and Management Science

1994

16. Loan Loss Provision by International Banks: Estimation, Determinants and Evidence
    Working Papers, University of Southampton - Department of Accounting and Management Science

1993

17. The Dual Listing of Stock Index Futures: Arbitrage, Spread Arbitrage and Currency Risk
    Working Papers, University of Southampton - Department of Accounting and Management Science View citations (3)

Journal Articles

2012

1. Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures
   European Journal of Finance, 2012, 18, (6), 575-595
2. Over the moon or sick as a parrot? The effects of football results on a club's share price
   Applied Economics, 2012, 44, (26), 3435-3452
   See also Working Paper (2009)

2010

3. Valuing medieval annuities: Were corrodies underpriced?
   Explorations in Economic History, 2010, 47, (2), 142-157
   See also Working Paper (2009)

2007

4. Joined-Up Pensions Policy in the UK: An Asset-Liability Model for Simultaneously Determining the Asset Allocation and Contribution Rate
   Economic Analysis, 2007, 40, (3-4), 87-118
   See also Working Paper (2005)

2005

5. The cult of the equity for pension funds: should it get the boot?
   Journal of Pension Economics and Finance, 2005, 4, (01), 57-85 View citations (1)

2001

6. The Effect of Futures Market Volume on Spot Market Volatility
   Journal of Business Finance & Accounting, 2001, 28, (7&8), 799-819 View citations (8)

2000

7. Market Maker Performance: The Search for Fair Weather Market Makers
   Journal of Financial Services Research, 2000, 17, (3), 259-276 View citations (2)
8. The Proof of the Pudding: The Effects of Increased Trade Transparency in the London Stock Exchange
   Journal of Business Finance & Accounting, 2000, 27, (7&8), 887-909
9. The performance of covered calls
   European Journal of Finance, 2000, 6, (1), 1-17

1997

10. Book Reviews
    Accounting and Business Research, 1997, 28, (1), 83-88

1996

11. Trade Transparency and the London Stock Exchange
    European Financial Management, 1996, 2, (3), 355-365 View citations (8)

1994

12. Estimation Methods in Portfolio Selection and the Effectiveness of Short Sales Restrictions: UK Evidence
    Management Science, 1994, 40, (4), 516-534 View citations (5)

1986

13. Designing secondary school catchment areas using goal programming
    Environment and Planning A, 1986, 18, (5), 661-675 View citations (1)

1983

14. Injection Leakages, Trade Repercussions and the Regional Income Multiplier: An Extension
    Scottish Journal of Political Economy, 1983, 30, (3), 275-86 View citations (1)

1982

15. Keynesian Income Multipliers with First and Second Round Effects: An Application to Tourist Expenditure
    Oxford Bulletin of Economics and Statistics, 1982, 44, (4), 321-38 View citations (4)

1978

16. The First Round of the Keynesian Regional Income Multiplier
    Scottish Journal of Political Economy, 1978, 25, (2), 177-86 View citations (1)