Details about Robert Simon Hudson

Access statistics for papers by Robert Simon Hudson.

Last updated 2025-03-14. Update your information in the RePEc Author Service.

Short-id: phu153

Working Papers

2013

1. The Influence of Product Age on Pricing Decisions: An examination of bank deposit interest rate setting
   Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales)
   See also Journal Article The influence of product age on pricing decisions: An examination of bank deposit interest rate setting, Journal of International Financial Markets, Institutions and Money, Elsevier (2014) View citations (8) (2014)

2012

2. Rationalizing the Value Premium under Economic Fundamentals in an Emerging Market
   Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales)

2011

3. Should the joint provision of credit insurance with unsecured lending be prohibited? An examination of the UK payment protection insurance market
   Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales) View citations (1)
   Also in Working Paper series, University of East Anglia, Centre for Competition Policy (CCP), Centre for Competition Policy, University of East Anglia, Norwich, UK. (2009) View citations (1)
4. The price, quality and distribution of mortgage payment protection insurance: A hedonic pricing approach
   Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales) View citations (2)
   See also Journal Article The price, quality and distribution of mortgage payment protection insurance: A hedonic pricing approach, The British Accounting Review, Elsevier (2017) View citations (2) (2017)

2006

5. Interest Rate Clustering in UK Financial Services Markets
   Working Papers, Centre for Competition Policy, University of East Anglia
   Also in Working Paper series, University of East Anglia, Centre for Competition Policy (CCP), Centre for Competition Policy, University of East Anglia, Norwich, UK. (2006) View citations (3)
   See also Journal Article Interest rate clustering in UK financial services markets, Journal of Banking & Finance, Elsevier (2008) View citations (16) (2008)

Journal Articles

2024

1. Automated Machine Learning and Asset Pricing
   Risks, 2024, 12, (9), 1-12
2. Better ways to test for herding
   International Journal of Finance & Economics, 2024, 29, (1), 790-818
3. Responding to incentives or gaming the system? How UK business academics respond to the Academic Journal Guide
   Research Policy, 2024, 53, (9)

2023

4. Managerial overconfidence and corporate cash holdings: Evidence from primary and secondary data
   Research in International Business and Finance, 2023, 65, (C) View citations (5)
5. Modelling credit and investment decisions based on AI algorithmic behavioral pathways
   Technological Forecasting and Social Change, 2023, 191, (C) View citations (2)
6. Testing for herding using different return definitions: a comparison between simple and logarithmic returns
   Economics Bulletin, 2023, 43, (2), 1070 - 1080
7. The implications of liquidity ratios: Evidence from Pakistan stock exchange limited
   The Quarterly Review of Economics and Finance, 2023, 87, (C), 235-243

2022

8. How female directors help firms to attain optimal cash holdings
   International Review of Financial Analysis, 2022, 80, (C) View citations (11)
9. Naval disasters, world war two and the British stock market
   Research in International Business and Finance, 2022, 59, (C) View citations (18)

2021

10. Economic policy uncertainty and cross-border mergers and acquisitions
    International Review of Financial Analysis, 2021, 78, (C) View citations (7)
11. Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk
    The European Journal of Finance, 2021, 27, (13), 1326-1349 View citations (2)
12. Stock liquidity and return distribution: Evidence from the London Stock Exchange
    Finance Research Letters, 2021, 39, (C) View citations (3)
13. Technical trading and cryptocurrencies
    Annals of Operations Research, 2021, 297, (1), 191-220 View citations (20)

2020

14. Market frictions and the geographical location of global stock exchanges. Evidence from the S&P Global Index
    Journal of Economic Studies, 2020, 48, (2), 354-366
15. Personal routes into behavioural finance
    Review of Behavioral Finance, 2020, 12, (1), 1-9 View citations (2)
16. Political uncertainty and sentiment: Evidence from the impact of Brexit on financial markets
    European Economic Review, 2020, 129, (C) View citations (9)
17. The cross-market efficiency of the Italian derivatives market
    Review of Accounting and Finance, 2020, 19, (2), 109-133
18. The time‐varying performance of UK analyst recommendation revisions: Do market conditions matter?
    Financial Markets, Institutions & Instruments, 2020, 29, (2), 65-89

2019

19. High‐frequency trading from an evolutionary perspective: Financial markets as adaptive systems
    International Journal of Finance & Economics, 2019, 24, (2), 943-962 View citations (3)
20. Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies
    Research in International Business and Finance, 2019, 47, (C), 78-101 View citations (9)

2018

21. Test of recent advances in extracting information from option prices
    International Review of Financial Analysis, 2018, 56, (C), 292-302

2017

22. Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models
    Empirical Economics, 2017, 53, (2), 617-640 View citations (7)
23. Sampling frequency and the performance of different types of technical trading rules
    Finance Research Letters, 2017, 22, (C), 136-139 View citations (12)
24. Stock liquidity and SMEs’ likelihood of bankruptcy: Evidence from the US market
    Research in International Business and Finance, 2017, 42, (C), 1383-1393 View citations (3)
25. Stock predictability and preceding stock price changes – evidence from central and eastern european markets
    Economics Bulletin, 2017, 37, (2), 733-740
26. The price, quality and distribution of mortgage payment protection insurance: A hedonic pricing approach
    The British Accounting Review, 2017, 49, (2), 242-255 View citations (2)
    See also Working Paper The price, quality and distribution of mortgage payment protection insurance: A hedonic pricing approach, Working Papers (2011) View citations (2) (2011)

2016

27. Dispelling the myth of a value premium: contrary evidence of Malaysian crony capitalism
    International Journal of Banking, Accounting and Finance, 2016, 7, (1), 1-33
28. How to get the most from a business intelligence application during the post implementation phase? Deep structure transformation at a U.K. retail bank
    European Journal of Information Systems, 2016, 25, (1), 29-46 View citations (2)
29. Investor sentiment and local bias in extreme circumstances: The case of the Blitz
    Research in International Business and Finance, 2016, 36, (C), 340-350 View citations (6)
30. Reviewing the hedge funds literature I: Hedge funds and hedge funds' managerial characteristics
    International Review of Financial Analysis, 2016, 48, (C), 85-97 View citations (5)
31. Reviewing the hedge funds literature II: Hedge funds' returns and risk management characteristics
    International Review of Financial Analysis, 2016, 48, (C), 55-66 View citations (9)
32. The effect of size on the failure probabilities of SMEs: An empirical study on the US market using discrete hazard model
    International Review of Financial Analysis, 2016, 43, (C), 135-145 View citations (23)

2015

33. Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns
    International Review of Financial Analysis, 2015, 38, (C), 151-162 View citations (22)
34. Do the disposition and house money effects coexist? A reconciliation of two behavioral biases using individual investor-level data
    Journal of International Financial Markets, Institutions and Money, 2015, 34, (C), 55-68 View citations (11)
35. How exactly do markets adapt? Evidence from the moving average rule in three developed markets
    Journal of International Financial Markets, Institutions and Money, 2015, 38, (C), 127-147 View citations (19)
36. Identification of house price bubbles using user cost in a state space model
    Applied Economics, 2015, 47, (56), 6088-6101 View citations (1)
37. Informed Trading and Market Structure
    European Financial Management, 2015, 21, (1), 148-177 View citations (1)
38. Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis
    Journal of International Financial Markets, Institutions and Money, 2015, 37, (C), 85-98 View citations (6)
39. The benefits of combining seasonal anomalies and technical trading rules
    Finance Research Letters, 2015, 14, (C), 36-44 View citations (3)
40. War and stock markets: The effect of World War Two on the British stock market
    International Review of Financial Analysis, 2015, 40, (C), 166-177 View citations (66)
41. Which heuristics can aid financial-decision-making?
    International Review of Financial Analysis, 2015, 42, (C), 199-210 View citations (8)

2014

42. Adapting financial rationality: Is a new paradigm emerging?
    CRITICAL PERSPECTIVES ON ACCOUNTING, 2014, 25, (8), 724-742 View citations (9)
43. Do Lenders Cross-Subsidise Loans by Selling Payment Protection Insurance?
    International Journal of the Economics of Business, 2014, 21, (1), 121-138 View citations (5)
44. Does high frequency trading affect technical analysis and market efficiency? And if so, how?
    Journal of International Financial Markets, Institutions and Money, 2014, 28, (C), 131-157 View citations (25)
45. New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming
    Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 299-316 View citations (1)
46. THE IMPLICATIONS OF TRADER COGNITIVE ABILITIES ON STOCK MARKET PROPERTIES
    Intelligent Systems in Accounting, Finance and Management, 2014, 21, (1), 1-18 View citations (3)
47. The implications of high-frequency trading on market efficiency and price discovery
    Applied Economics Letters, 2014, 21, (16), 1148-1151 View citations (7)
48. The influence of product age on pricing decisions: An examination of bank deposit interest rate setting
    Journal of International Financial Markets, Institutions and Money, 2014, 31, (C), 216-230 View citations (8)
    See also Working Paper The Influence of Product Age on Pricing Decisions: An examination of bank deposit interest rate setting, Working Papers (2013) (2013)

2013

49. A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations
    International Review of Financial Analysis, 2013, 26, (C), 1-17 View citations (24)
50. Efficient or adaptive markets? Evidence from major stock markets using very long run historic data
    International Review of Financial Analysis, 2013, 28, (C), 130-142 View citations (64)
51. Herd behaviour experimental testing in laboratory artificial stock market settings. Behavioural foundations of stylised facts of financial returns
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (19), 4351-4372 View citations (2)
52. How people evaluate defined contribution, annuity-based pension arrangements: A behavioral exploration
    Journal of Economic Psychology, 2013, 34, (C), 256-269 View citations (4)
53. How prior realized outcomes affect portfolio decisions
    Review of Quantitative Finance and Accounting, 2013, 41, (4), 611-629 View citations (10)
54. New Evidence of Technical Trading Profitability
    Economics Bulletin, 2013, 33, (4), 2493-2503 View citations (2)
55. Price impact of block trades in the Saudi stock market
    Journal of International Financial Markets, Institutions and Money, 2013, 23, (C), 322-341 View citations (9)

2012

56. Can market frictions really explain the price impact asymmetry of block trades? Evidence from the Saudi Stock Market
    Emerging Markets Review, 2012, 13, (2), 202-209 View citations (7)

2011

57. Do national soccer results really impact on the stock market?
    Applied Economics, 2011, 43, (26), 3709-3717 View citations (14)

2010

58. Stock return predictability despite low autocorrelation
    Economics Letters, 2010, 108, (1), 101-103 View citations (9)
59. Technical trading rules and calendar anomalies -- Are they the same phenomena?
    Economics Letters, 2010, 106, (2), 128-130 View citations (10)
60. The influence of time, seasonality and market state on momentum: insights from the Australian stock market
    Applied Financial Economics, 2010, 20, (20), 1547-1563 View citations (6)

2009

61. “Equity Returns at the Turn of the Month”: Further Confirmation and Insights
    Financial Analysts Journal, 2009, 65, (4), 14-16

2008

62. Comparative performance of UK mutual building societies and stock retail banks: further evidence
    Accounting and Finance, 2008, 48, (2), 319-336 View citations (5)
63. Has regulation killed off the defined benefit scheme as a cost effective tool for human resource management?
    Journal of Financial Regulation and Compliance, 2008, 16, (3), 220-229 View citations (1)
64. Interest rate clustering in UK financial services markets
    Journal of Banking & Finance, 2008, 32, (7), 1393-1403 View citations (16)
    See also Working Paper Interest Rate Clustering in UK Financial Services Markets, Working Papers (2006) (2006)
65. Trading Frictions and Market Structure: An Empirical Analysis
    Journal of Business Finance & Accounting, 2008, 35, (3‐4), 563-579 View citations (3)

2007

66. Longevity risk: A new global market?
    Journal of Risk Management in Financial Institutions, 2007, 1, (1), 74-89
67. Mortality projections and unisex pricing of annuities in the UK
    Journal of Financial Regulation and Compliance, 2007, 15, (2), 166-179 View citations (4)

2006

68. As time goes by: An investigation of how asset allocation varies with investor age
    Economics Letters, 2006, 91, (2), 210-214 View citations (3)
69. Electronic trading platforms and the cost-effective distribution of open market option (OMO) pension annuities
    International Journal of Information Management, 2006, 26, (3), 187-195 View citations (1)
70. The mortality risk of pensions – methods of control and policy implications for the UK
    Journal of Financial Regulation and Compliance, 2006, 14, (4), 363-374

2005

71. A study of the initial returns and the aftermarket performance of initial public offerings of demutualized building societies in the UK
    Applied Economics Letters, 2005, 12, (7), 403-409
72. Consumer debt in the UK: Attitudes and implications
    Journal of Financial Regulation and Compliance, 2005, 13, (2), 132-141 View citations (1)
73. Informed choice: consumer preferences for information on pensions
    Journal of Financial Regulation and Compliance, 2005, 13, (3), 260-267
74. Pre-holiday effects: International evidence on the decline and reversal of a stock market anomaly
    Journal of International Money and Finance, 2005, 24, (8), 1226-1236 View citations (31)
75. Should actions speak louder than words? Individuals' attitudes and behavior in asset allocation choices
    Economics Letters, 2005, 89, (1), 107-111 View citations (1)
76. The predictive ability and profitability of technical trading rules: does company size matter?
    Economics Letters, 2005, 86, (1), 21-27 View citations (7)

2004

77. Back to the future: an empirical investigation into the validity of stock index models over time
    Applied Financial Economics, 2004, 14, (3), 209-214
78. Intra Day Bid‐Ask Spreads, Trading Volume and Volatility: Recent Empirical Evidence from the London Stock Exchange
    Journal of Business Finance & Accounting, 2004, 31, (5‐6), 647-676 View citations (24)

2003

79. Economic impact of national sporting success: evidence from the London stock exchange
    Applied Economics Letters, 2003, 10, (12), 783-785 View citations (60)
80. The impact of regulatory change on retail financial product distribution in the UK
    Journal of Financial Regulation and Compliance, 2003, 11, (1), 71-80 View citations (1)
81. Trading frequency and the compass rose
    Applied Economics Letters, 2003, 10, (8), 511-517 View citations (2)

2002

82. Non‐executive directors and the Higgs consultation paper, ‘Review of the role and effectiveness of non‐executive directors’
    Journal of Financial Regulation and Compliance, 2002, 10, (4), 361-371
83. Why investors should be cautious of the academic approach to testing for stock market anomalies
    Applied Financial Economics, 2002, 12, (9), 681-686 View citations (7)

2001

84. The risk and return of UK equities following price innovations: a case of market inefficiency?
    Applied Financial Economics, 2001, 11, (2), 187-196 View citations (5)

2000

85. Tick size and the compass rose: further insights
    Economics Letters, 2000, 68, (2), 119-125 View citations (8)

1998

86. Share prices under Tory and Labour governments in the UK since 1945
    Applied Financial Economics, 1998, 8, (4), 389-400 View citations (8)

1997

87. Long-Term Care: The New Risks of Old Age
    Challenge, 1997, 40, (3), 103-115 View citations (3)

1996

88. A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994
    Journal of Banking & Finance, 1996, 20, (6), 1121-1132 View citations (86)
89. On the Risk of Stocks in the Long Run: A Resolution to the Debate?
    Financial Analysts Journal, 1996, 52, (5), 57-62
90. THE FUTURE OF COMPLIANCE IN RETAIL FINANCIAL SERVICES
    Journal of Financial Regulation and Compliance, 1996, 4, (3), 215-226

Chapters

2013

1. The Mis-selling of Payments Protection Insurance in Mortgage and Unsecured Lending Markets
   Palgrave Macmillan View citations (1)

Editor

1. Review of Behavioral Finance
   Emerald Group Publishing Limited