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Details about Ian Tonks

E-mail:
Homepage:http://people.bath.ac.uk/it237/
Phone:441225384842
Postal address:School of Management, University of Bath, Bath, BA2 7AY United Kingdom
Workplace:School of Management, University of Bath, (more information at EDIRC)

Access statistics for papers by Ian Tonks.

Last updated 2014-11-01. Update your information in the RePEc Author Service.

Short-id: pto98


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Working Papers

2014

  1. Institutional investor portfolio allocation, quantitative easing and the global financial crisis
    Bank of England working papers, Bank of England Downloads

2010

  1. Decentralized Investment Management: Evidence from the Pension Fund Industry
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads

    See also Journal Article in Journal of Finance (2013)
  2. Executive Pay and Performance in the UK
    FMG Discussion Papers, Financial Markets Group Downloads
  3. Why does mutual fund performance not persist? The impact and interaction of fund flows and manager changes
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)

2009

  1. The Value and Risk of Defined Contribution Pension Schemes: International Evidence
    Bristol Economics Discussion Papers, Department of Economics, University of Bristol, UK Downloads
    See also Journal Article in Journal of Risk & Insurance (2013)

2007

  1. Return Persistence and Fund Flows in the Worst Performing Mutual Funds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)

2005

  1. Executive Pay and Performance in the UK 1994-2002
    The Centre for Market and Public Organisation, Department of Economics, University of Bristol, UK Downloads

2004

  1. (UBS Pensions series 22) Performance of Personal Pension Schemes in the UK
    FMG Discussion Papers, Financial Markets Group Downloads
  2. Opening and Closing the Market: Evidence from the London Stock Exchange
    FMG Discussion Papers, Financial Markets Group Downloads View citations (4)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2004) Downloads

    See also Journal Article in Journal of Financial and Quantitative Analysis (2005)
  3. Performance of personal pension schemes in the UK
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (4)
  4. Trading Costs of Institutional Investors in Auction and Dealer Markets
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh Downloads
  5. UK Annuity Rates And Pension Replacement Ratios 1957-2002
    Royal Economic Society Annual Conference 2004, Royal Economic Society Downloads View citations (2)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) Downloads

2003

  1. (UBS Pensions series 8) UK Annuity Rates and Pension Replacement Ratios 1957 - 2002
    FMG Discussion Papers, Financial Markets Group Downloads

2002

  1. (UBS Pensions Series 1) Performance Persistence of Pension Fund Managers
    FMG Discussion Papers, Financial Markets Group Downloads
  2. Annuity Prices, Money's Worth and Replacement Ratios: UK experience 1972 - 2002
    The Centre for Market and Public Organisation, Department of Economics, University of Bristol, UK Downloads View citations (2)
  3. Daily Closing Inside Spreads and Trading Volumes around Earnings Announcements
    FMG Discussion Papers, Financial Markets Group Downloads View citations (3)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) Downloads View citations (2)

    See also Journal Article in Journal of Business Finance & Accounting (2002)
  4. Mommentum in the UK Stock Market
    FMG Discussion Papers, Financial Markets Group Downloads
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) Downloads

    See also Journal Article in Journal of Multinational Financial Management (2003)
  5. Performance Persistence of Pension Fund Managers
    Royal Economic Society Annual Conference 2002, Royal Economic Society Downloads View citations (4)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) Downloads

    See also Journal Article in The Journal of Business (2005)
  6. The Behaviour of UK Annuity Prices from 1972 to the Present
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) Downloads View citations (1)

2000

  1. The Profitability of Block Trades Auction and Dealer Markets
    FMG Discussion Papers, Financial Markets Group Downloads

1999

  1. Stock Price Around the Trades of Corporate Insider on the London Stock Exchange
    FMG Discussion Papers, Financial Markets Group Downloads View citations (1)
  2. Time Series Volatility Commodity Futures Prices
    FMG Discussion Papers, Financial Markets Group Downloads View citations (3)

1998

  1. The Profitability of Block Trades in Auction and Dealer Markets
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh Downloads

1996

  1. Excessive Dispersion of US Stock Prices: A Regression Test of Cross-Sectional Volatility
    FMG Discussion Papers, Financial Markets Group Downloads
  2. The Equivalence of Screen Based Continuous-Auction and Dealer Markets
    FMG Special Papers, Financial Markets Group Downloads
  3. Utilising Time Series Methods to Assess Information and Inventory Effects in a Dealer Market in Illiquid Stocks
    FMG Discussion Papers, Financial Markets Group Downloads View citations (1)

1993

  1. UK Directors Trading: The Impact of Dealings in Smaller Firms
    FMG Discussion Papers, Financial Markets Group Downloads View citations (9)
    See also Journal Article in Economic Journal (1994)

1981

  1. Bayesian Learning and the Optimal Investment Decision of the Firm
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
    See also Journal Article in Economic Journal (1983)

Journal Articles

2013

  1. Decentralized Investment Management: Evidence from the Pension Fund Industry
    Journal of Finance, 2013, 68, (3), 1133-1178 Downloads View citations (3)
    See also Working Paper (2010)
  2. Pension Funding Constraints and Corporate Expenditures
    Oxford Bulletin of Economics and Statistics, 2013, 75, (2), 235-258 Downloads View citations (1)
  3. The Value and Risk of Defined Contribution Pension Schemes: International Evidence
    Journal of Risk & Insurance, 2013, 80, (1), 95-119 Downloads
    See also Working Paper (2009)

2012

  1. Executive Pay and Performance: Did Bankers’ Bonuses Cause the Crisis?
    International Review of Finance, 2012, 12, (1), 89-122 Downloads View citations (2)

2010

  1. "Discussion of" To Trade or Not To Trade: The Strategic Trading of Insiders around News Announcements
    Journal of Business Finance & Accounting, 2010, 37, (3-4), 408-421 Downloads

2009

  1. Alternative risk-based levies in the pension protection fund for multi-employee schemes
    Journal of Pension Economics and Finance, 2009, 8, (04), 451-483 Downloads

2005

  1. Opening and Closing the Market: Evidence from the London Stock Exchange
    Journal of Financial and Quantitative Analysis, 2005, 40, (04), 779-801 Downloads View citations (11)
    See also Working Paper (2004)
  2. Performance Persistence of Pension-Fund Managers
    The Journal of Business, 2005, 78, (5), 1917-1942 Downloads View citations (12)
    See also Working Paper (2002)

2004

  1. U.K. Annuity Rates, Money's Worth and Pension Replacement Ratios 1957-2002
    The Geneva Papers on Risk and Insurance, 2004, 29, (3), 371-393 Downloads View citations (1)
    Also in The Geneva Papers on Risk and Insurance - Issues and Practice, 2004, 29, (3), 371-393 (2004) Downloads
  2. UK annuity price series, 1957 2002
    Financial History Review, 2004, 11, (02), 165-196 Downloads View citations (2)

2003

  1. A theoretical analysis of institutional investors' trading costs in auction and dealer markets
    Economic Journal, 2003, 113, (489), 576-597 Downloads View citations (3)
  2. Momentum in the UK stock market
    Journal of Multinational Financial Management, 2003, 13, (1), 43-70 Downloads View citations (16)
    See also Working Paper (2002)

2002

  1. Accounting standards and analysts' forecasts: the impact of FRS3 on analysts' ability to forecast EPS
    Journal of Accounting and Public Policy, 2002, 21, (3), 193-217 Downloads View citations (3)
  2. Daily Closing Inside Spreads and Trading Volumes Around Earnings Announcements
    Journal of Business Finance & Accounting, 2002, 29, (9&10), 1149-1179 Downloads View citations (2)
    See also Working Paper (2002)
  3. Short-run Returns around the Trades of Corporate Insiders on the London Stock Exchange
    European Financial Management, 2002, 8, (1), 7-30 Downloads View citations (34)

2000

  1. Re‐assessing the long‐term underperformance of UK Initial Public Offerings
    European Financial Management, 2000, 6, (3), 319-342 Downloads View citations (3)

1998

  1. Post-IPO Directors' Sales and Reissuing Activity: An Empirical Test of IPO Signalling Models
    Journal of Business Finance & Accounting, 1998, 25, (9-10), 1037-1079 Downloads View citations (4)
  2. Testing for asymmetric information and inventory control effects in market maker behaviour on the London Stock Exchange
    Journal of Empirical Finance, 1998, 5, (1), 1-25 Downloads View citations (9)

1997

  1. Detecting Information from Directors' Trades: Signal Definition and Variable Size Effects
    Journal of Business Finance & Accounting, 1997, 24, (3), 309-342 Downloads View citations (16)

1995

  1. Determinants of Price Quote Revisions on the London Stock Exchange
    Economic Journal, 1995, 105, (428), 77-94 Downloads View citations (11)

1994

  1. UK Directors' Trading: The Impact of Dealings in Smaller Firms
    Economic Journal, 1994, 104, (422), 37-53 Downloads View citations (12)
    See also Working Paper (1993)

1993

  1. A cross-sectional variance bounds test
    Economics Letters, 1993, 42, (4), 373-377 Downloads

1992

  1. Asset price variability in a rational expectations equilibrium
    European Economic Review, 1992, 36, (7), 1367-1377 Downloads View citations (2)
  2. Trading Rules and Excess Volatility
    Journal of Financial and Quantitative Analysis, 1992, 27, (03), 365-382 Downloads View citations (2)

1991

  1. Cross-sectional Volatility on the U.K. Stock Market
    The Manchester School of Economic & Social Studies, 1991, 59, 72-80 View citations (1)

1990

  1. Asset Price Variability under Asymmetric Information
    Economic Journal, 1990, 100, (400), 67-77 Downloads View citations (1)
  2. Take-overs: Unlocking corporate value
    European Management Journal, 1990, 8, (1), 126-129 Downloads

1989

  1. Are U.K. Stock Prices Excessively Volatile? Trading Rules and Variance Bounds Tests
    Economic Journal, 1989, 99, (398), 1083-98 Downloads View citations (14)
  2. The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control
    The Review of Economics and Statistics, 1989, 71, (2), 332-36 Downloads View citations (67)

1986

  1. The demand for information and the diffusion of a new product
    International Journal of Industrial Organization, 1986, 4, (4), 397-408 Downloads View citations (1)

1984

  1. A Bayesian Approach to the Production of Information with a Linear Utility Function
    Review of Economic Studies, 1984, 51, (3), 521-27 Downloads View citations (1)

1983

  1. Bayesian Learning and the Optimal Investment Decision of the Firm
    Economic Journal, 1983, 93, (369a), 87-98 Downloads View citations (7)
    See also Working Paper (1981)

Books

2008

  1. Annuity Markets
    OUP Catalogue, Oxford University Press View citations (19)
 
Page updated 2014-12-17