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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 Downloads View citations (7)

2013

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

2009

  1. 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 Downloads View citations (10)
    Also in MPRA Paper, University Library of Munich, Germany (2009) Downloads 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) Downloads View citations (10) (2009)

2007

  1. 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 Downloads
    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) Downloads View citations (5) (2008)

2005

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

1999

  1. 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) Downloads 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 Downloads View citations (4)

2016

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

2015

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

2014

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

2013

  1. ASSET PRICING WITH INVESTOR SENTIMENT: EVIDENCE FROM CHINESE STOCK MARKETS
    Manchester School, 2013, 81, (1), 1-32 Downloads View citations (8)
  2. 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

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

2011

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

2010

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

2009

  1. 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 Downloads 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) Downloads View citations (10) (2009)

2008

  1. Financial reform in emerging markets
    The European Journal of Finance, 2008, 14, (7), 541-544 Downloads
  2. 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 Downloads View citations (1)
  3. TAXES AND CAPITAL STRUCTURE: A STUDY OF EUROPEAN COMPANIES
    Manchester School, 2008, 76, (s1), 85-115 Downloads View citations (12)
  4. The euro: Did the markets cheer or jeer?
    Journal of Policy Modeling, 2008, 30, (3), 431-446 Downloads View citations (3)
  5. 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 Downloads 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) Downloads (2007)

2007

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

2006

  1. Finance for small enterprise growth and poverty reduction in developing countries
    Journal of International Development, 2006, 18, (7), 1017-1030 Downloads View citations (12)
  2. Financial sector reforms and stochastic policy simulations: A flow of funds model for India
    Journal of Policy Modeling, 2006, 28, (3), 319-333 Downloads View citations (6)

2005

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

2004

  1. 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 Downloads View citations (15)

2003

  1. Corporate Financial Structures in Indiaâ€
    South Asia Economic Journal, 2003, 4, (2), 245-273 Downloads
  2. Flow of funds: implications for research on financial sector development and the real economy
    Journal of International Development, 2003, 15, (8), 1015-1036 Downloads View citations (7)

2002

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

2001

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

2000

  1. 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 Downloads View citations (34)
  2. 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 Downloads View citations (11)

1998

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

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

1994

  1. 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

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

1991

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

1990

  1. 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

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

1988

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

1987

  1. 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

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

1984

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

1983

  1. Insulating countries against fluctuations in domestic production and exports: An analysis of Compensatory Financing schemes
    Journal of Development Economics, 1983, 12, (3), 303-325 Downloads View citations (2)

1982

  1. 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

  1. Insecurity, food financing and the IMF
    Food Policy, 1981, 6, (3), 135-146 Downloads

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 Downloads View citations (9)

Edited books

2011

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

2005

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

1999

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

Chapters

2011

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

2005

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