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Details about Robert Simon Hudson

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Workplace:Business School, University of Hull, (more information at EDIRC)

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Last updated 2019-06-23. Update your information in the RePEc Author Service.

Short-id: phu153


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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) Downloads
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2014)

2012

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

2011

  1. 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) Downloads View citations (1)
  2. The price, quality and distribution of mortgage payment protection insurance: A hedonic pricing approach
    Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales) Downloads

2006

  1. Interest Rate Clustering in UK Financial Services Markets
    Working Papers, Centre for Competition Policy, University of East Anglia Downloads
    See also Journal Article in Journal of Banking & Finance (2008)

Journal Articles

2019

  1. High‐frequency trading from an evolutionary perspective: Financial markets as adaptive systems
    International Journal of Finance & Economics, 2019, 24, (2), 943-962 Downloads
  2. 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 Downloads

2018

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

2017

  1. 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 Downloads View citations (2)
  2. Sampling frequency and the performance of different types of technical trading rules
    Finance Research Letters, 2017, 22, (C), 136-139 Downloads View citations (6)
  3. Stock liquidity and SMEs’ likelihood of bankruptcy: Evidence from the US market
    Research in International Business and Finance, 2017, 42, (C), 1383-1393 Downloads
  4. Stock predictability and preceding stock price changes – evidence from central and eastern european markets
    Economics Bulletin, 2017, 37, (2), 733-740 Downloads

2016

  1. 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 Downloads
  2. Investor sentiment and local bias in extreme circumstances: The case of the Blitz
    Research in International Business and Finance, 2016, 36, (C), 340-350 Downloads View citations (3)
  3. Reviewing the hedge funds literature I: Hedge funds and hedge funds' managerial characteristics
    International Review of Financial Analysis, 2016, 48, (C), 85-97 Downloads View citations (1)
  4. Reviewing the hedge funds literature II: Hedge funds' returns and risk management characteristics
    International Review of Financial Analysis, 2016, 48, (C), 55-66 Downloads View citations (1)
  5. 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 Downloads View citations (4)

2015

  1. 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 Downloads View citations (6)
  2. 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 Downloads View citations (5)
  3. 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 Downloads View citations (6)
  4. Identification of house price bubbles using user cost in a state space model
    Applied Economics, 2015, 47, (56), 6088-6101 Downloads View citations (1)
  5. Informed Trading and Market Structure
    European Financial Management, 2015, 21, (1), 148-177 Downloads
  6. 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 Downloads
  7. The benefits of combining seasonal anomalies and technical trading rules
    Finance Research Letters, 2015, 14, (C), 36-44 Downloads View citations (3)
  8. 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 Downloads View citations (7)
  9. Which heuristics can aid financial-decision-making?
    International Review of Financial Analysis, 2015, 42, (C), 199-210 Downloads

2014

  1. Adapting financial rationality: Is a new paradigm emerging?
    CRITICAL PERSPECTIVES ON ACCOUNTING, 2014, 25, (8), 724-742 Downloads View citations (4)
  2. Do Lenders Cross-Subsidise Loans by Selling Payment Protection Insurance?
    International Journal of the Economics of Business, 2014, 21, (1), 121-138 Downloads View citations (1)
  3. 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 Downloads View citations (12)
  4. 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 Downloads View citations (1)
  5. THE IMPLICATIONS OF TRADER COGNITIVE ABILITIES ON STOCK MARKET PROPERTIES
    Intelligent Systems in Accounting, Finance and Management, 2014, 21, (1), 1-18 Downloads View citations (2)
  6. The implications of high-frequency trading on market efficiency and price discovery
    Applied Economics Letters, 2014, 21, (16), 1148-1151 Downloads View citations (3)
  7. 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 Downloads View citations (4)
    See also Working Paper (2013)

2013

  1. 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 Downloads View citations (12)
  2. 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 Downloads View citations (26)
  3. 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 Downloads View citations (1)
  4. How people evaluate defined contribution, annuity-based pension arrangements: A behavioral exploration
    Journal of Economic Psychology, 2013, 34, (C), 256-269 Downloads View citations (2)
  5. How prior realized outcomes affect portfolio decisions
    Review of Quantitative Finance and Accounting, 2013, 41, (4), 611-629 Downloads View citations (5)
  6. New Evidence of Technical Trading Profitability
    Economics Bulletin, 2013, 33, (4), 2493-2503 Downloads View citations (1)
  7. Price impact of block trades in the Saudi stock market
    Journal of International Financial Markets, Institutions and Money, 2013, 23, (C), 322-341 Downloads View citations (4)

2012

  1. 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 Downloads View citations (4)

2011

  1. Do national soccer results really impact on the stock market?
    Applied Economics, 2011, 43, (26), 3709-3717 Downloads View citations (6)

2010

  1. Stock return predictability despite low autocorrelation
    Economics Letters, 2010, 108, (1), 101-103 Downloads View citations (7)
  2. Technical trading rules and calendar anomalies -- Are they the same phenomena?
    Economics Letters, 2010, 106, (2), 128-130 Downloads View citations (8)
  3. The influence of time, seasonality and market state on momentum: insights from the Australian stock market
    Applied Financial Economics, 2010, 20, (20), 1547-1563 Downloads View citations (4)

2008

  1. Comparative performance of UK mutual building societies and stock retail banks: further evidence
    Accounting and Finance, 2008, 48, (2), 319-336 Downloads View citations (3)
  2. 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 Downloads
  3. Interest rate clustering in UK financial services markets
    Journal of Banking & Finance, 2008, 32, (7), 1393-1403 Downloads View citations (12)
    See also Working Paper (2006)
  4. Trading Frictions and Market Structure: An Empirical Analysis
    Journal of Business Finance & Accounting, 2008, 35, (3-4), 563-579 Downloads View citations (3)

2007

  1. Mortality projections and unisex pricing of annuities in the UK
    Journal of Financial Regulation and Compliance, 2007, 15, (2), 166-179 Downloads View citations (2)

2006

  1. As time goes by: An investigation of how asset allocation varies with investor age
    Economics Letters, 2006, 91, (2), 210-214 Downloads View citations (2)

2005

  1. 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 Downloads
  2. 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 Downloads View citations (22)
  3. Should actions speak louder than words? Individuals' attitudes and behavior in asset allocation choices
    Economics Letters, 2005, 89, (1), 107-111 Downloads View citations (1)
  4. The predictive ability and profitability of technical trading rules: does company size matter?
    Economics Letters, 2005, 86, (1), 21-27 Downloads View citations (6)

2004

  1. Back to the future: an empirical investigation into the validity of stock index models over time
    Applied Financial Economics, 2004, 14, (3), 209-214 Downloads
  2. 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 Downloads View citations (12)

2003

  1. Economic impact of national sporting success: evidence from the London stock exchange
    Applied Economics Letters, 2003, 10, (12), 783-785 Downloads View citations (35)
  2. Trading frequency and the compass rose
    Applied Economics Letters, 2003, 10, (8), 511-517 Downloads View citations (1)

2002

  1. Why investors should be cautious of the academic approach to testing for stock market anomalies
    Applied Financial Economics, 2002, 12, (9), 681-686 Downloads View citations (7)

2001

  1. The risk and return of UK equities following price innovations: a case of market inefficiency?
    Applied Financial Economics, 2001, 11, (2), 187-196 Downloads View citations (4)

2000

  1. Tick size and the compass rose: further insights
    Economics Letters, 2000, 68, (2), 119-125 Downloads View citations (6)

1998

  1. Share prices under Tory and Labour governments in the UK since 1945
    Applied Financial Economics, 1998, 8, (4), 389-400 Downloads View citations (7)

1997

  1. Long-Term Care: The New Risks of Old Age
    Challenge, 1997, 40, (3), 103-115 Downloads View citations (1)

1996

  1. 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 Downloads View citations (51)

Editor

  1. Review of Behavioral Finance
    Emerald Group Publishing
 
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