Details about Christopher J. Green

Workplace:

Economics Group, Business School, Loughborough University, (more information at EDIRC)

Access statistics for papers by Christopher J. Green.

Last updated 2019-10-22. Update your information in the RePEc Author Service.

Short-id: pgr113

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Working Papers

2014

1. Stock market predictability: Non-synchronous trading or inefficient markets? Evidence from the National Stock Exchange of India
   MPRA Paper, University Library of Munich, Germany View citations (7)

2013

2. Born in the USA? Contagious investor sentiment and UK equity returns
   Discussion Paper Series, Department of Economics, Loughborough University View citations (2)

2009

3. The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India
   MPRA Paper, University Library of Munich, Germany View citations (10)
   Also in MPRA Paper, University Library of Munich, Germany (2009) View citations (10)
   See also Journal Article 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, Inderscience Enterprises Ltd (2009) View citations (10) (2009)

2007

4. 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 The impact of tax policy on corporate debt in a developing economy: a study of unquoted Indian companies, The European Journal of Finance, Taylor & Francis Journals (2008) View citations (5) (2008)

2005

5. An Analysis of the Impacts of Non-Synchronous Trading On
   Finance, University Library of Munich, Germany View citations (2)
6. The Impact of the Suspension of Opening and Closing Call
   Finance, University Library of Munich, Germany View citations (5)
   Also in Finance, University Library of Munich, Germany (2004)

1999

7. 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) View citations (1)

Journal Articles

2019

1. Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs
   Journal of Futures Markets, 2019, 39, (10), 1269-1300 View citations (4)

2016

2. Overnight interbank markets and the determination of the interbank rate: A selective survey
   International Review of Financial Analysis, 2016, 44, (C), 149-161 View citations (9)

2015

3. Is investor sentiment contagious? International sentiment and UK equity returns
   Journal of Behavioral and Experimental Finance, 2015, 5, (C), 46-59 View citations (29)

2014

4. Stock market predictability
   Studies in Economics and Finance, 2014, 31, (4), 354-370 View citations (7)

2013

5. ASSET PRICING WITH INVESTOR SENTIMENT: EVIDENCE FROM CHINESE STOCK MARKETS
   Manchester School, 2013, 81, (1), 1-32 View citations (8)
6. TRANSACTIONS COSTS, INDEX ARBITRAGE AND NON‐LINEAR DYNAMICS BETWEEN FTSE100 SPOT AND FUTURES: A THRESHOLD COINTEGRATION ANALYSIS
   International Journal of Finance & Economics, 2013, 18, (2), 175-187 View citations (2)

2012

7. Asymmetries, causality and correlation between FTSE100 spot and futures: A DCC-TGARCH-M analysis
   International Review of Financial Analysis, 2012, 24, (C), 26-37 View citations (15)
8. Dividend policy and business groups: Evidence from Indian firms
   International Review of Economics & Finance, 2012, 21, (1), 42-56 View citations (17)
9. Industry and country factors in emerging market returns: Did the Asian crisis make a difference?
   Emerging Markets Review, 2012, 13, (4), 559-580 View citations (9)

2011

10. Determinants of cross-sectional stock return variations in emerging markets
    Empirical Economics, 2011, 41, (1), 81-102 View citations (3)

2010

11. International diversification strategies: Revisited from the risk perspective
    Journal of Banking & Finance, 2010, 34, (1), 236-245 View citations (41)

2009

12. 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 View citations (10)
    See also Working Paper The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India, MPRA Paper (2009) View citations (10) (2009)

2008

13. Financial reform in emerging markets
    The European Journal of Finance, 2008, 14, (7), 541-544
14. Flow of funds and the impact of financial controls on bank portfolio behaviour: a study of India
    The European Journal of Finance, 2008, 14, (7), 641-661 View citations (1)
15. TAXES AND CAPITAL STRUCTURE: A STUDY OF EUROPEAN COMPANIES
    Manchester School, 2008, 76, (s1), 85-115 View citations (12)
16. The euro: Did the markets cheer or jeer?
    Journal of Policy Modeling, 2008, 30, (3), 431-446 View citations (3)
17. The impact of tax policy on corporate debt in a developing economy: a study of unquoted Indian companies
    The European Journal of Finance, 2008, 14, (7), 583-607 View citations (5)
    See also Working Paper The impact of tax policy on corporate debt in a developing economy: A study of unquoted Indian companies, Discussion Paper Series (2007) (2007)

2007

18. Leverage and business groups: Evidence from Indian firms
    Journal of Economics and Business, 2007, 59, (5), 443-465 View citations (34)

2006

19. Finance for small enterprise growth and poverty reduction in developing countries
    Journal of International Development, 2006, 18, (7), 1017-1030 View citations (12)
20. 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 (6)

2005

21. Other financial institutions' portfolio behaviour and policy implications: A study of India
    International Economic Journal, 2005, 19, (4), 543-562 View citations (1)
22. Pecking order or trade-off hypothesis? Evidence on the capital structure of Chinese companies
    Applied Economics, 2005, 37, (19), 2179-2189 View citations (45)
23. Portfolio Behaviour in a Flow of Funds Model for the Household Sector in India
    Journal of Development Studies, 2005, 41, (4), 675-702 View citations (5)

2004

24. The Efficiency of Foreign and Domestic Banks in Central and Eastern Europe: Evidence on Economies of Scale and Scope
    Journal of Emerging Market Finance, 2004, 3, (2), 175-205 View citations (15)

2003

25. Corporate Financial Structures in Indiaâ€
    South Asia Economic Journal, 2003, 4, (2), 245-273
26. 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 (7)

2002

27. Finance and development: an overview of the issues
    Journal of International Development, 2002, 14, (2), 207-209 View citations (8)
28. 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 (43)

2001

29. Demand uncertainty and the capital-labour ratio in Poland
    Emerging Markets Review, 2001, 2, (2), 184-197 View citations (2)
30. Poland: a successful transition to budget sustainability?
    Emerging Markets Review, 2001, 2, (2), 161-183 View citations (15)

2000

31. 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 (34)
32. 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 (11)

1998

33. 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 View citations (1)
34. Banks as Interest Rate Managers
    Journal of Financial Services Research, 1998, 14, (3), 189-208 View citations (12)
35. 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

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

1994

37. 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 (7)

1993

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

1991

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

1990

40. 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 (5)

1989

41. Model comparison when the endogenous variable is uncertain: An application of non-nested testing procedures
    Economics Letters, 1989, 31, (4), 349-354
42. Multicollinearity and Measurement Error in Econometric Financial Modelling
    The Manchester School of Economic & Social Studies, 1989, 57, (4), 357-69 View citations (5)

1988

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

1987

44. Money Market Arbitrage and Commercial Banks' Base Rate Adjustments in the United Kingdom
    Bulletin of Economic Research, 1987, 39, (4), 273-96 View citations (3)

1985

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

1984

46. Preliminary results from a five-sector flow of funds model of the United Kingdom, 1972-77
    Economic Modelling, 1984, 1, (3), 304-326 View citations (2)

1983

47. 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 (2)

1982

48. 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

49. 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 View citations (9)

Edited books

2011

1. The Financial Crisis and the Regulation of Finance
   Books, Edward Elgar Publishing View citations (14)

2005

2. Finance and Development
   Books, Edward Elgar Publishing View citations (37)

1999

3. Economic Performance and Financial Sector Reform in Central and Eastern Europe
   Books, Edward Elgar Publishing View citations (15)

Chapters

2011

1. Introduction
   Chapter 1 in The Financial Crisis and the Regulation of Finance, 2011
2. ‘The Day the Music Died’: The Financial Tsunami of 2007–09
   Chapter 2 in The Financial Crisis and the Regulation of Finance, 2011 View citations (1)

2005

3. Company Financial Structure: A Survey and Implications for Developing Economies
   Chapter 12 in Finance and Development, 2005 View citations (1)
4. Flow of Funds: The Relationship between Finance and the Macroeconomy
   Chapter 3 in Finance and Development, 2005
5. How Does Finance Contribute to the Development Process and Poverty Reduction?
   Chapter 1 in Finance and Development, 2005 View citations (1)
6. Stock Market Development: What Have We Learned?
   Chapter 4 in Finance and Development, 2005