Details about Clinton Watkins

Access statistics for papers by Clinton Watkins.

Last updated 2024-01-09. Update your information in the RePEc Author Service.

Short-id: pwa618

Working Papers

2021

1. The Changing Role of Foreign Investors in Tokyo Stock Price Formation
   Discussion Papers, Graduate School of Economics, Kobe University View citations (2)
   See also Journal Article The changing role of foreign investors in Tokyo stock price formation, Pacific-Basin Finance Journal, Elsevier (2021) View citations (1) (2021)

2019

2. Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
   Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
3. Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
   Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
   See also Journal Article Size, Internationalization, and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan, Sustainability, MDPI (2019) View citations (1) (2019)

2018

4. Who Influences the Fundamental Value of Commodity Futures in Japan?
   Discussion Papers, Graduate School of Economics, Kobe University
   See also Journal Article Who influences the fundamental value of commodity futures in Japan?, International Review of Financial Analysis, Elsevier (2020) View citations (1) (2020)

2017

5. Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York
   Discussion Papers, Graduate School of Economics, Kobe University View citations (1)
   Also in Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) (2017) View citations (1)
   See also Journal Article Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York, Journal of Commodity Markets, Elsevier (2018) View citations (8) (2018)

2003

6. Pricing of Non-ferrous Metals Futures on the London Metal Exchange
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (2)
   See also Journal Article Pricing of non-ferrous metals futures on the London Metal Exchange, Applied Financial Economics, Taylor & Francis Journals (2006) View citations (24) (2006)

2002

7. Volatility of a Market Index and its Components: An Application to Commodity Markets
   Computing in Economics and Finance 2002, Society for Computational Economics View citations (1)

Journal Articles

2022

1. Causality between Arbitrage and Liquidity in Platinum Futures
   JRFM, 2022, 15, (12), 1-17
2. Does firm-level productivity predict stock returns?
   Pacific-Basin Finance Journal, 2022, 72, (C)

2021

3. The changing role of foreign investors in Tokyo stock price formation
   Pacific-Basin Finance Journal, 2021, 67, (C) View citations (1)
   See also Working Paper The Changing Role of Foreign Investors in Tokyo Stock Price Formation, Discussion Papers (2021) View citations (2) (2021)

2020

4. Who influences the fundamental value of commodity futures in Japan?
   International Review of Financial Analysis, 2020, 67, (C) View citations (1)
   See also Working Paper Who Influences the Fundamental Value of Commodity Futures in Japan?, Discussion Papers (2018) (2018)

2019

5. Size, Internationalization, and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan
   Sustainability, 2019, 11, (5), 1-12 View citations (1)
   See also Working Paper Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan, Econometric Institute Research Papers (2019) View citations (2) (2019)

2018

6. Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York
   Journal of Commodity Markets, 2018, 11, (C), 59-71 View citations (8)
   See also Working Paper Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York, Discussion Papers (2017) View citations (1) (2017)

2008

7. How has volatility in metals markets changed?
   Mathematics and Computers in Simulation (MATCOM), 2008, 78, (2), 237-249 View citations (32)

2006

8. Pricing of non-ferrous metals futures on the London Metal Exchange
   Applied Financial Economics, 2006, 16, (12), 853-880 View citations (24)
   See also Working Paper Pricing of Non-ferrous Metals Futures on the London Metal Exchange, CIRJE F-Series (2003) View citations (2) (2003)

2005

9. Related commodity markets and conditional correlations
   Mathematics and Computers in Simulation (MATCOM), 2005, 68, (5), 567-579 View citations (2)

2004

10. Econometric modelling of non‐ferrous metal prices
    Journal of Economic Surveys, 2004, 18, (5), 651-701 View citations (40)

2002

11. Cointegration analysis of metals futures
    Mathematics and Computers in Simulation (MATCOM), 2002, 59, (1), 207-221 View citations (10)

1997

12. The term structure of interest rates and economic activity: An empirical critique
    Mathematics and Computers in Simulation (MATCOM), 1997, 43, (3), 487-493 View citations (1)

Chapters

2008

1. Using financial market information in monetary policy: some examples from New Zealand
   A chapter in Financial market developments and their implications for monetary policy, 2008, vol. 39, pp 142-166 View citations (1)