Details about Charles W. Ward

Access statistics for papers by Charles W. Ward.

Last updated 2009-07-31. Update your information in the RePEc Author Service.

Short-id: pwa301

Working Papers

2007

1. The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance
   ICMA Centre Discussion Papers in Finance, Henley Business School, Reading University

2006

2. Back from Beyond the Bid-Ask Spread: Perspectives on Liquidity
   Real Estate & Planning Working Papers, Henley Business School, Reading University

2005

3. Explaining Deviations From NAV In UK Property Companies: Rationality And Sentimentality
   Real Estate & Planning Working Papers, Henley Business School, Reading University

2004

4. Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect
   ICMA Centre Discussion Papers in Finance, Henley Business School, Reading University View citations

2002

5. Valuing and Pricing Retail Leases with Renewal and Overage Options
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Journal Article in The Journal of Real Estate Finance and Economics (2003)

Journal Articles

2008

1. A re-examination of the index effect: Gambling on additions to and deletions from the S&P 500's [`]gold seal'
   Research in International Business and Finance, 2008, 22, (3), 325-350

2007

2. Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets
   Real Estate Economics, 2007, 35, (4), 599-622

2004

3. Introduction
   Real Estate Economics, 2004, 32, (2), 181-182
4. Real Estate Rental Payments: Application of Stock-Inventory Modeling
   The Journal of Real Estate Finance and Economics, 2004, 28, (2_3), 273-292 View citations

2003

5. Continental Shift? An Analysis of Convergence Trends in European Real Estate Equities
   Journal of Real Estate Research, 2003, 25, (1), 1-22
6. Timing and the Holding Periods of Institutional Real Estate
   Real Estate Economics, 2003, 31, (2), 205-222 View citations
7. Valuing and Pricing Retail Leases with Renewal and Overage Options
   The Journal of Real Estate Finance and Economics, 2003, 26, (2-3), 223-40 View citations
   See also Working Paper (2002)

1999

8. Investor Sentiment and Noise Traders: Discount to Net Asset Value in Listed Property Companies in the U.K
   Journal of Real Estate Research, 1999, 18, (2), 291-312 View citations

1997

9. Factoring abelian groups and tiling binary spaces
   Pure Mathematics and Applications, 1997, 8, (1), 111-115

1990

10. The October 1987 stock market crash: An exploratory analysis of share price models
    Journal of Banking & Finance, 1990, 14, (2-3), 273-289

1989

11. The Reconciliation of the Smith's and Jarrow and Rudd's Option Sensitivity Formulae: A Teaching Note
    The Financial Review, 1989, 24, (3), 507-10

1981

12. The British investor's gains from international portfolio investment
    Journal of Banking & Finance, 1981, 5, (2), 155-165

1980

13. Stochastic Dominance and the Performance of U.K. Unit Trusts
    Journal of Financial and Quantitative Analysis, 1980, 15, (02), 323-330

1979

14. Bid Behaviour and the Determination of UK Treasury Bill Rates, 1970-1976
    Oxford Bulletin of Economics and Statistics, 1979, 41, (3), 215-26

1978

15. An Index of the U.K. Commercial Property Market
    Applied Economics, 1978, 10, (3), 251-62

1976

16. Regulation, Risk and Performance of U.K. Clearing Banks 1965-75
    Journal of Industrial Economics, 1976, 25, (2), 143-59