Jerry Coakley
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Jerry |
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Coakley |
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Affiliations
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University of Essex
/ Essex Business School
Research profile
author of:
- Unobserved Heterogeneity in Panel Time Series Models (RePEc:bbk:bbkefp:0403)
by Jerry Coakley & Ana-Maria Fuertes & Ron Smith - Saving, Investment and Capital Mobility in LDCs (RePEc:bbk:bbkewp:9610)
by Jerry Coakley & Farida Kulasa & Ron Smith - Bidder CEO and Other Executive Compensation in UK M&As (RePEc:bla:eufman:v:12:y:2006:i:4:p:609-631)
by Jerry Coakley & Stavroula Iliopoulou - Post‐IPO Operating Performance, Venture Capital and the Bubble Years (RePEc:bla:jbfnac:v:34:y:2007:i:9-10:p:1423-1446)
by Jerry Coakley & Leon Hadass & Andrew Wood - Does Volatility Improve UK Earnings Forecasts? (RePEc:bla:jbfnac:v:36:y:2009:i:9-10:p:1148-1179)
by Nikola Petrovic & Stuart Manson & Jerry Coakley - Changes in Non-current Assets and in Property, Plant and Equipment and Future Stock Returns: The UK Evidence (RePEc:bla:jbfnac:v:43:y:2016:i:9-10:p:1142-1196)
by Nikola Petrovic & Stuart Manson & Jerry Coakley - Introduction to the JTSA John Nankervis Memorial Issue (RePEc:bla:jtsera:v:36:y:2015:i:5:p:601-602)
by Neil Kellard & Denise Osborn & Jerry Coakley & Neil Kellard & Denise Osborn & Jerry Coakley - Generalized Variance-Ratio Tests in the Presence of Statistical Dependence (RePEc:bla:jtsera:v:36:y:2015:i:5:p:687-705)
by Neil Kellard & Denise Osborn & Jerry Coakley & John C. Nankervis & Periklis Kougoulis & Jerry Coakley - Short‐run Real Exchange Rate Dynamics (RePEc:bla:manchs:v:68:y:2000:i:4:p:461-475)
by Jerry Coakley & Ana M. Fuertes - A Non‐Linear Analysis of Excess Foreign Exchange Returns (RePEc:bla:manchs:v:69:y:2001:i:6:p:623-642)
by Jerry Coakley & Ana‐Maria Fuertes - Is the Feldstein–Horioka Puzzle History? (RePEc:bla:manchs:v:72:y:2004:i:5:p:569-590)
by Jerry Coakley & Ana‐Maria Fuertes & Fabio Spagnolo - Saving, Investment, and Capital Mobility in LDCs (RePEc:bla:reviec:v:7:y:1999:i:4:p:632-40)
by Coakley, Jerry & Hasan, Farida & Smith, Ron - Markov-Switching GARCH Modelling of Value-at-Risk (RePEc:bpj:sndecm:v:12:y:2008:i:3:n:7)
by Sajjad Rasoul & Coakley Jerry & Nankervis John C - Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective (RePEc:bpj:sndecm:v:5:y:2001:i:3:n:2)
by Coakley Jerry & Fuertes Ana-María & Zoega Gylfi - A Principal Components Approach to Cross-Section Dependence in Panels (RePEc:cpd:pd2002:b5-3)
by Jerry Coakley & Ana-Maria Fuertes & Ron Smith - Evaluating The Persistence And Structuralist Theories Of Unemployment (RePEc:cpr:ceprdp:2438)
by Zoega, Gylfi & Coakley, Jerry & Fuertes, Ana-Maria - Current Account Solvency and the Feldstein-Horioka Puzzle (RePEc:ecj:econjl:v:106:y:1996:i:436:p:620-27)
by Coakley, Jerry & Kulasi, Farida & Smith, Ron - The School’s Out effect: A new seasonal anomaly! (RePEc:eee:bracre:v:44:y:2012:i:3:p:133-143)
by Coakley, Jerry & Kuo, Jing-Ming & Wood, Andrew - Earnings management using classification shifting of revenues (RePEc:eee:bracre:v:50:y:2018:i:3:p:291-305)
by Malikov, Kamran & Manson, Stuart & Coakley, Jerry - Prospect theory and IPO returns in China (RePEc:eee:corfin:v:48:y:2018:i:c:p:726-751)
by Wang, Zhiqiang & Su, Bingbai & Coakley, Jerry & Shen, Zhe - Seasoned equity crowdfunded offerings (RePEc:eee:corfin:v:77:y:2022:i:c:s0929119920303242)
by Coakley, Jerry & Lazos, Aristogenis & Liñares-Zegarra, José M. - Unobserved heterogeneity in panel time series models (RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380)
by Coakley, Jerry & Fuertes, Ana-Maria & Smith, Ron - The role of long memory in hedging effectiveness (RePEc:eee:csdana:v:52:y:2008:i:6:p:3075-3082)
by Coakley, Jerry & Dollery, Jian & Kellard, Neil - Numerical issues in threshold autoregressive modeling of time series (RePEc:eee:dyncon:v:27:y:2003:i:11-12:p:2219-2242)
by Coakley, Jerry & Fuertes, Ana-Maria & Perez, Maria-Teresa - Numerical issues in threshold autoregressive modeling of time series (RePEc:eee:dyncon:v:27:y:2003:i:11:p:2219-2242)
by Coakley, Jerry & Fuertes, Ana-Marı́a & Pérez, Marı́a-Teresa - Testing for sign and amplitude asymmetries using threshold autoregressions (RePEc:eee:dyncon:v:30:y:2006:i:4:p:623-654)
by Coakley, Jerry & Fuertes, Ana-Maria - Cointegration of long span saving and investment (RePEc:eee:ecolet:v:54:y:1997:i:1:p:1-6)
by Coakley, Jerry & Kulasi, Farida - New panel unit root tests of PPP (RePEc:eee:ecolet:v:57:y:1997:i:1:p:17-22)
by Coakley, Jerry & Fuertes, Ana Maria - The PPP debate: Price matters! (RePEc:eee:ecolet:v:88:y:2005:i:2:p:209-213)
by Coakley, Jerry & Kellard, Neil & Snaith, Stuart - Bubbling over! The behaviour of oil futures along the yield curve (RePEc:eee:empfin:v:38:y:2016:i:pb:p:516-533)
by Tsvetanov, Daniel & Coakley, Jerry & Kellard, Neil - How profitable are FX technical trading rules? (RePEc:eee:finana:v:45:y:2016:i:c:p:273-282)
by Coakley, Jerry & Marzano, Michele & Nankervis, John - FX technical trading rules can be profitable sometimes! (RePEc:eee:finana:v:49:y:2017:i:c:p:113-127)
by Zarrabi, Nima & Snaith, Stuart & Coakley, Jerry - Serial SEOs and capital structure (RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301824)
by Stamou, Sofia C. & Huang, Winifred & Coakley, Jerry - Index tracking and beta arbitrage effects in comovement (RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002812)
by Liao, Yixin & Coakley, Jerry & Kellard, Neil - Valuation ratios and price deviations from fundamentals (RePEc:eee:jbfina:v:30:y:2006:i:8:p:2325-2346)
by Coakley, Jerry & Fuertes, Ana-Maria - Does the forward premium puzzle disappear over the horizon? (RePEc:eee:jbfina:v:37:y:2013:i:9:p:3681-3693)
by Snaith, Stuart & Coakley, Jerry & Kellard, Neil - Purchasing power parity and the theory of general relativity: the first tests (RePEc:eee:jimfin:v:24:y:2005:i:2:p:293-316)
by Coakley, Jerry & Flood, Robert P. & Fuertes, Ana M. & Taylor, Mark P. - Border costs and real exchange rate dynamics in Europe (RePEc:eee:jpolmo:v:23:y:2001:i:6:p:669-676)
by Coakley, Jerry & Fuertes, Ana-Maria - Investor participation and underpricing in lottery-allocated Chinese IPOs (RePEc:eee:pacfin:v:25:y:2013:i:c:p:294-314)
by Shen, Zhe & Coakley, Jerry & Instefjord, Norvald - Corporate governance with crowd investors in innovative entrepreneurial finance: Nominee structure and coinvestment in equity crowdfunding (RePEc:esy:uefcwp:33709)
by Coakley, Jerry & Cumming, Douglas & Lazos, Aristogenis & Vismara, Silvio - Comovement and FTSE 100 index changes (RePEc:ids:ijbeaf:v:4:y:2014:i:2:p:93-112)
by Jerry Coakley & Periklis Kougoulis & John C. Nankervis - The Feldstein-Horioka Puzzle and Capital Mobility: A Review (RePEc:ijf:ijfiec:v:3:y:1998:i:2:p:169-88)
by Coakley, Jerry & Kulasi, Farida & Smith, Ron - Is There a Base Currency Effect in Long-Run PPP? (RePEc:ijf:ijfiec:v:5:y:2000:i:4:p:253-63)
by Coakley, Jerry & Fuertes, Ana-Marie - A new interpretation of the exchange rate-yield differential nexus (RePEc:ijf:ijfiec:v:9:y:2004:i:3:p:201-218)
by Jerry Coakley & Ana-Maria Fuertes & Andrew Wood - Strategic entrepreneurial choice between competing crowdfunding platforms (RePEc:kap:jtecht:v:47:y:2022:i:6:d:10.1007_s10961-021-09891-0)
by Jerry Coakley & Aristogenis Lazos & Jose Liñares-Zegarra - Earnings management and IPO anomalies in China (RePEc:kap:rqfnac:v:42:y:2014:i:1:p:69-93)
by Zhe Shen & Jerry Coakley & Norvald Instefjord - The Feldstein-Horioka puzzle is not as bad as you think (RePEc:mmf:mmfc03:17)
by Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo - A new interpretation of the real exchange rate - yield differential nexus (RePEc:mmf:mmfc03:32)
by Ana-Maria Fuertes & Jerry Coakley & Andrew Wood - Comovement and FTSE 100 Index Changes (RePEc:mmf:mmfc04:11)
by Jerry Coakley & Periklis Kougoulis - Testing for Long Run Relative PPP in Europe (RePEc:mmf:mmfc04:34)
by Jerry Coakley & Stuart Snaith - New Developments in Equity Crowdfunding: A Review (RePEc:now:jnlrcf:114.00000008)
by Jerry Coakley & Aristogenis Lazos - The Integration of Property and Financial Markets (RePEc:sae:envira:v:26:y:1994:i:5:p:697-713)
by J Coakley - A Numerical Algorithm For The Efficient Estimation Of Band-Tar Models (RePEc:sce:scecf0:140)
by Ana-Maria Fuertes & Maria-Teresa Perez & Jerry Coakley - Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach (RePEc:sce:scecf1:140)
by Jerry Coakley, Ana-Maria Fuertes, Ron Smith - Small sample properties of panel time-series estimators with I(1) errors (RePEc:sce:scecf1:191)
by Jerry Coakley, Ana-Maria Fuertes, Ron Smith - Bootstrap LR Tests for Sign and Amplitude Asymmetries (RePEc:sce:scecf1:262)
by Jerry Coakley; Ana-Maria Fuertes - Exchange Rate Overshooting and the Forward Premium Puzzle (RePEc:sce:scecf2:145)
by Jerry Coakley & Ana-Maria Fuertes - An MTAR Test for Stock Market Bubbles (RePEc:sce:scecf2:298)
by Jerry Coakley & Ana-Maria Fuertes - A New Interpretation of the Exchange Rate - Yield Differential Nexus (RePEc:sce:scecf3:160)
by Andrew Wood & Jerry Coakley & Ana-Maria Fuertes - The overvaluation of PPP in Europe? (RePEc:sce:scecf4:285)
by Stuart Snaith & Jerry Coakley - Generalized variance ratio tests in the presence of statistical dependence (RePEc:sce:scecfa:180)
by Periklis Kougoulis & John C. Nankervis & Jerry Coakley - Threshold Autoregressive Models of the Commodities Futures Basis (RePEc:sce:scecfa:323)
by Alfonso Gutierrez & Jerry Coakley & Neil Kellard - The Forward Premium Anomaly at Long Horizons (RePEc:sce:scecfa:474)
by Stuart Snaith & Neil Kellard & Jerry Coakley - Long Memory and Structural Breaks in Commodity Futures Basis and Market (RePEc:sce:scecfa:523)
by Jerry Coakley & Jian Dollery & Neil Kellard - Unknown item RePEc:taf:apfiec:v:11:y:2001:i:1:p:1-8 (article)
- Unknown item RePEc:taf:apfiec:v:12:y:2002:i:6:p:379-387 (article)
- Unknown item RePEc:taf:apfiec:v:15:y:2005:i:11:p:745-752 (article)
- Unknown item RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:63-71 (article)
- Unknown item RePEc:taf:apfiec:v:18:y:2007:i:3:p:173-184 (article)
- Unknown item RePEc:taf:apfiec:v:18:y:2008:i:14:p:1111-1120 (article)
- Unknown item RePEc:taf:apfiec:v:18:y:2008:i:16:p:1277-1287 (article)
- Unknown item RePEc:taf:apfiec:v:20:y:2010:i:20:p:1565-1575 (article)
- Unknown item RePEc:taf:apfiec:v:20:y:2010:i:3:p:201-211 (article)
- UK IPO underpricing and venture capitalists (RePEc:taf:eurjfi:v:15:y:2009:i:4:p:421-435)
by Jerry Coakley & Leon Hadass & Andrew Wood - Investor sentiment and value and growth stock index options (RePEc:taf:eurjfi:v:20:y:2014:i:12:p:1211-1229)
by Jerry Coakley & George Dotsis & Xiaoquan Liu & Jia Zhai - The European sovereign debt market: from integration to segmentation (RePEc:taf:eurjfi:v:21:y:2015:i:2:p:111-128)
by Andrea Cipollini & Jerry Coakley & Hyunchul Lee - A pricing kernel approach to valuing options on interest rate futures (RePEc:taf:eurjfi:v:21:y:2015:i:2:p:93-110)
by Xiaoquan Liu & Jing-Ming Kuo & Jerry Coakley - Commodity futures returns: more memory than you might think! (RePEc:taf:eurjfi:v:22:y:2016:i:14:p:1457-1483)
by Jerry Coakley & Neil Kellard & Jian Wang - The impact of mispricing and growth on UK M&As (RePEc:taf:eurjfi:v:23:y:2017:i:13:p:1219-1237)
by Jerry Coakley & Heba Gazzaz & Hardy Thomas - Credit default swaps and the UK 2008–09 short sales ban (RePEc:taf:eurjfi:v:25:y:2019:i:14:p:1328-1349)
by Jerry Coakley & Boonlert Jitmaneeroj & Andrew Wood - The effect of the interest coverage covenants on classification shifting of revenues (RePEc:taf:eurjfi:v:25:y:2019:i:16:p:1572-1590)
by Kamran Malikov & Jerry Coakley & Stuart Manson - Banks and financial markets in times of uncertainty (RePEc:taf:eurjfi:v:26:y:2020:i:10:p:893-896)
by Jerry Coakley & Claudia Girardone & Neil Kellard - Exchange rate forecasting using economic models and technical trading rules (RePEc:taf:eurjfi:v:28:y:2022:i:10:p:997-1018)
by Nima Zarrabi & Stuart Snaith & Jerry Coakley - P2P lending and outside entrepreneurial finance (RePEc:taf:eurjfi:v:29:y:2023:i:13:p:1520-1537)
by Jerry Coakley & Winifred Huang - Is news related to GDP growth a risk factor for commodity futures returns? (RePEc:taf:quantf:v:16:y:2016:i:12:p:1887-1899)
by Daniel Tsvetanov & Jerry Coakley & Neil Kellard - The S&P 500 index inclusion effect: Evidence from the options market (RePEc:wly:ijfiec:v:29:y:2024:i:1:p:1157-1171)
by Jerry Coakley & George Dotsis & Apostolos Kourtis & Dimitris Psychoyios - Long memory and structural breaks in commodity futures markets (RePEc:wly:jfutmk:v:31:y:2011:i:11:p:1076-1113)
by Jerry Coakley & Jian Dollery & Neil Kellard - Enfranchising the crowd: Nominee account equity crowdfunding (RePEc:zbw:cfswop:664)
by Coakley, Jerry & Cumming, Douglas J. & Lazos, Aristogenis & Vismara, Silvio