Peter Smith
Names
| first: |
Peter |
| middle: |
N |
| last: |
Smith |
Identifer
Contact
| homepage: |
http://www-users.york.ac.uk/~pns2/ |
|
| phone: |
01904 323765 |
| postal address: |
Department of Economics and Related Studies University of York Heslington York YO10 5DD United Kingdom |
Affiliations
-
Australian National University
/ Crawford School of Public Policy
/ Centre for Applied Macroeconomic Analysis (CAMA) (weight: 50%)
-
University of York
/ Department of Economics and Related Studies (weight: 50%)
Research profile
author of:
- Predicting the Long-Term Unemployed: A primer for the Commonwealth Employment Service (RePEc:auu:dpaper:285)
by Chapman, B.J. & Smith, P.N. - Men, Women and the Hiring Function (RePEc:bla:ecorec:v:76:y:2000:i:235:p:374-385)
by Karen Mumford & Peter N. Smith - Asset Pricing with Observable Stochastic Discount Factors (RePEc:bla:jecsur:v:16:y:2002:i:3:p:397-446)
by Peter Smith & Michael Wickens - GAUSS 3.2 and COUNT 2.0 (RePEc:bla:jecsur:v:9:y:1995:i:1:p:89-101)
by Smith, Jeremy & Smith, Peter N - Current Account Movements, Wealth Effects and the Determination of the Real Exchange Rate (RePEc:bla:manch2:v:55:y:1987:i:4:p:353-77)
by Smith, Peter N - The Gender Earnings Gap In Britain: Including The Workplace (RePEc:bla:manchs:v:75:y:2007:i:6:p:653-672)
by Karen Mumford & Peter N. Smith - Equity Returns and the Business Cycle: the Role of Supply and Demand Shocks (RePEc:bla:manchs:v:81:y:2013:i::p:100-124)
by Alfonso Mendoza Velázquez & Peter N. Smith - Peer Salaries and Gender Differences in Job Satisfaction in the Workplace (RePEc:bla:manchs:v:83:y:2015:i:3:p:307-313)
by Karen Mumford & Peter N. Smith - A Two-Sector Analysis of the UK Labour Market (RePEc:bla:obuest:v:49:y:1987:i:1:p:79-102)
by Holly, Sean & Smith, Peter - The Hiring Function Reconsidered: on Closing the Circle (RePEc:bla:obuest:v:61:y:1999:i:3:p:343-364)
by Karen Mumford & Peter N. Smith - Job Reallocation, Employment Change And Average Job Tenure: Theory And Workplace Evidence From Australia (RePEc:bla:scotjp:v:51:y:2004:i:3:p:402-421)
by Karen Mumford & Peter N. Smith - The Hiring Function Reconsidered: On Closing the Circle (RePEc:cep:cepdps:dp0359)
by Karen Mumford & P Smith - Job Reallocation: Theory and Workplace Evidence (RePEc:cep:cepdps:dp0360)
by Karen Mumford & P Smith - What do the Fama-French Factors Add to C-CAPM? (RePEc:ces:ceswps:_4197)
by Pongrapeeporn Abhakorn & Peter N. Smith & Michael Wickens & Michael R. Wickens - Macroeconomic Sources of FOREX Risk (RePEc:cpr:ceprdp:3148)
by Wickens, Michael R. & Smith, Peter N - An Empirical Investigation into the Causes of the Failure of the Monetary Model of the Exchange Rate (RePEc:cpr:ceprdp:7)
by Smith, Peter N & Wickens, Michael R. - The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks (RePEc:cpr:ceprdp:7227)
by Wickens, Michael R. & Smith, Peter N & Sorensen, Steffen - The UK Economy in the Long Expansion and its Aftermath (RePEc:cup:cbooks:9781107147591)
by None - The UK Economy in the Long Expansion and its Aftermath (RePEc:cup:cbooks:9781316602058)
by None - Comparative Properties of Models of the UK Economy (RePEc:cup:nierev:v:145:y:1993:i::p:87-107_8)
by Church, K.B. & Mitchell, P.R. & Smith, P.N. & Wallis, K.F. - Comparative Properties of Models of the UK Economy (RePEc:cup:nierev:v:153:y:1995:i::p:59-72_5)
by Church, K.B. & Mitchell, P.R. & Smith, P.N. & Wallis, K.F. - The Public-Private Sector Wage Differential: Gender, Workplaces and Family Friendliness (RePEc:dun:dpaper:202)
by Monojit Chatterji & Karen Mumford & Peter N Smith - Unemployment, Vacancies and the Long-term Unemployed (RePEc:ecj:econjl:v:98:y:1988:i:393:p:1071-91)
by Budd, Alan & Levine, Paul & Smith, Peter - The trend is our friend: Risk parity, momentum and trend following in global asset allocation (RePEc:eee:beexfi:v:9:y:2016:i:c:p:63-80)
by Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen - The gains from optimal control in a small econometric model of the UK (RePEc:eee:dyncon:v:12:y:1988:i:1:p:13-18)
by Levine, Paul & Smith, Peter - Targeting inflation: Comparative control exercises on models of the UK economy (RePEc:eee:ecmode:v:13:y:1996:i:2:p:169-184)
by Church, Keith B. & Mitchell, Peter R. & Smith, Peter N. & Wallis, Kenneth F. - Comparing global economic models (RePEc:eee:ecmode:v:15:y:1998:i:1:p:1-48)
by Mitchell, Peter R. & Sault, Joanne E. & Smith, Peter N. & Wallis, Kenneth F. - Output price determination and the business cycle (RePEc:eee:ecmode:v:17:y:2000:i:1:p:49-69)
by Smith, Peter N. - The London Business School econometric model : Some recent developments (RePEc:eee:ecmode:v:6:y:1989:i:3:p:243-351)
by Dinenis, Elias & Holly, Sean & Levine, Paul & Smith, Peter - Wage dispersion and inflation : Evidence from U.K. manufacturing industries (RePEc:eee:ecolet:v:37:y:1991:i:4:p:357-362)
by Smith, Peter N. & Thomas, Stephen H. - Long-term unemployment and the shifting U-V curve : A multi-country study (RePEc:eee:eecrev:v:31:y:1987:i:1-2:p:296-305)
by Budd, Alan & Levine, Paul & Smith, Peter - Interrelated factor demands for manufacturing: A dynamic translog cost function approach (RePEc:eee:eecrev:v:33:y:1989:i:1:p:111-126)
by Holly, Sean & Smith, Peter - Modelling risk premia in international asset markets (RePEc:eee:eecrev:v:37:y:1993:i:1:p:159-176)
by Smith, Peter N. - What do the Fama–French factors add to C-CAPM? (RePEc:eee:empfin:v:22:y:2013:i:c:p:113-127)
by Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R. - Trend following, risk parity and momentum in commodity futures (RePEc:eee:finana:v:31:y:2014:i:c:p:1-12)
by Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen - UK stock returns and robust tests of mean variance efficiency (RePEc:eee:jbfina:v:21:y:1997:i:5:p:641-660)
by Clare, A. D. & Smith, P. N. & Thomas, S. H. - Macroeconomic modelling and policy implications: In honour of Pertti Kukkonen : S. Honkapohja and M. Ingberg, eds, (North-Holland, Amsterdam, 1993) Pp. xvi + 218, ISBN 0 444 89626 0, US $93.0/Dfl. 175 (RePEc:eee:poleco:v:10:y:1994:i:4:p:805-806)
by Smith, Peter N. - Can stochastic discount factor models explain the cross-section of equity returns? (RePEc:eee:revfin:v:28:y:2016:i:c:p:56-68)
by Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R. - The Asymmetric Effect Of The Business Cycle On The Relation Between Stock Market Returns And Their Volatility (RePEc:een:camaaa:2006-05)
by P.N. Smith & S. Sorensen & M.R. Wickens - Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks (RePEc:een:camaaa:2013-22)
by Alfonso Mendoza Velázquez & Peter N. Smith - What do the Fama-French factors add to CCAPM? (RePEc:een:camaaa:2013-23)
by Pongrapeeporn Abhakorn & Peter N. Smith & Michael R.Wickens - The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation (RePEc:een:camaaa:2013-24)
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas - European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk? (RePEc:een:camaaa:2014-08)
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas - Absolute momentum, sustainable withdrawal rates and glidepath investing in US retirement portfolios from 1925 (RePEc:een:camaaa:2019-31)
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas - Analysis of systematic risk around firm-specific news in an emerging market using high frequency data (RePEc:een:camaaa:2021-35)
by Shabir A A Saleem & Peter N Smith & Abdullah Yalaman - Modelling Rsik Premia in International Asset Markets (RePEc:fth:aunaec:221)
by Smith, P.N. - The equity premium and the business cycle: the role of demand and supply shocks (RePEc:ijf:ijfiec:v:15:y:2010:i:2:p:134-152)
by Peter N. Smith & Steffen Sorensen & Michael Wickens - Workplaces, Low Pay and the Gender Earnings Gap in Britain (RePEc:iza:izadps:dp10453)
by Butcher, Tim & Mumford, Karen A. & Smith, Peter N. - Job Tenure in Britain: Employee Characteristics Versus Workplace Effects (RePEc:iza:izadps:dp1085)
by Mumford, Karen A. & Smith, Peter N. - The Gender Earnings Gap in Britain (RePEc:iza:izadps:dp1109)
by Mumford, Karen A. & Smith, Peter N. - Assessing the Importance of Male and Female Part-Time Work for the Gender Earnings Gap in Britain (RePEc:iza:izadps:dp2981)
by Mumford, Karen A. & Smith, Peter N. - The Public-Private Sector Gender Wage Differential: Evidence from Matched Employee-Workplace Data (RePEc:iza:izadps:dp3158)
by Chatterji, Monojit & Mumford, Karen A. & Smith, Peter N. - Peer Salaries and Employee Satisfaction in the Workplace (RePEc:iza:izadps:dp6673)
by Mumford, Karen A. & Smith, Peter N. - An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate (RePEc:jae:japmet:v:1:y:1986:i:2:p:143-62)
by Smith, P N & Wickens, M R - Discussion of the Fisher Effect Puzzle: A Case of Non-Linear Relationship (RePEc:kap:openec:v:21:y:2010:i:1:p:105-108)
by Peter Smith - IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany (RePEc:mmf:mmfc04:62)
by Marco Rummer & Andreas Oehler & Peter N. Smith - Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium (RePEc:mmf:mmfc04:76)
by Peter Smith & Steffen Sorensen & Michael R. Wickens - The asymmetric effect of the business cycle on the relation between stock market returns and their volatility (RePEc:mmf:mmfc05:47)
by Peter N Smith & S Sorensen & M R Wickens - What determines the part-time and gender earnings gaps in Britain: evidence from the workplace (RePEc:oup:oxecpp:v:61:y:2009:i:suppl_1:p:i56-i75)
by Karen Mumford & Peter N. Smith - Econometric Evaluation of Consumers' Expenditure Equations (RePEc:oup:oxford:v:10:y:1994:i:2:p:71-85)
by Church, Keith B & Smith, Peter N & Wallis, Kenneth F - Determinants of current job tenure: a cross country comparison (RePEc:ozl:journl:v:6:y:2003:i:3:p:435-451)
by Karen Mumford & Peter N. Smith - Breaking into the blackbox: Trend following, stop losses and the frequency of trading – The case of the S&P500 (RePEc:pal:assmgt:v:14:y:2013:i:3:d:10.1057_jam.2013.11)
by Andrew Clare & James Seaton & Peter N Smith & Stephen Thomas - The New Consensus in Monetary Policy: Is the NKM fit for the purpose of inflation targeting? (RePEc:san:cdmacp:0610)
by Peter N. Smith & Mike Wickens - Global macroeconomic shocks, time-varying covariances and tests of the international CAPM (RePEc:taf:apeclt:v:3:y:1996:i:2:p:109-113)
by Andrew Clare & Raymond O'Brien & Peter Smith & Stephen Thomas - The public-private sector gender wage differential in Britain: evidence from matched employee-workplace data (RePEc:taf:applec:v:43:y:2011:i:26:p:3819-3833)
by Monojit Chatterji & Karen Mumford & Peter Smith - Choques transitorios y de largo plazo en el PIB mexicano: un modelo de vectores autorregresivos estructurales con Stata (RePEc:tsj:spchap:aecss-05)
by Alfonso Mendoza Velázquez & Peter N. Smith - Can sustainable withdrawal rates be enhanced by trend following? (RePEc:wly:ijfiec:v:26:y:2021:i:1:p:27-41)
by Andrew D. Clare & James Seaton & Peter N. Smith & Stephen H. Thomas - Can stochastic discount factor models explain the cross‐section of equity returns? (RePEc:wly:revfec:v:28:y:2016:i:1:p:56-68)
by Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens - Job Reallocation and Average Job Tenure: Theory and Workplace Evidence From Australia (RePEc:yor:yorken:00/01)
by Karen Mumford & Peter N. Smith - Job Tenure in Australia and Britain: Individual Versus Workplace effects (RePEc:yor:yorken:00/16)
by Karen Mumford & Peter N. Smith - Portfolio return autocorrelation and non-synchronous trading in UK equities (RePEc:yor:yorken:00/46)
by G.S Morgan & Peter N. Smith & S.H. Thomas - Asset Pricing with Observable Stochastic Discount Factors (RePEc:yor:yorken:02/03)
by Peter N Smith & Michael R Wickens - Macroeconomic Sources of Equity Risk (RePEc:yor:yorken:03/13)
by P N Smith & S Sorensen & M R Wickens - An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors (RePEc:yor:yorken:03/14)
by P N Smith & S Sorensen & M R Wickens - The Gender Earnings Gap in Britain (RePEc:yor:yorken:04/05)
by Karen Mumford & Peter N Smith - Job Tenure in Britain: Employee Characteristics Versus Workplace Effects (RePEc:yor:yorken:04/06)
by Karen Mumford & Peter N Smith - The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04) (RePEc:yor:yorken:07/11)
by Peter N Smith & Steffen Sorensen & Mike Wickens - A Cross Section of Equity Returns: The No-Arbitrage Test (RePEc:yor:yorken:11/23)
by Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens - Consumption, Size and Book-to-Market Ratio in Equity Returns (RePEc:yor:yorken:11/24)
by Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens - BREAKING INTO THE BLACKBOX: Trend Following, Stop Losses, and the Frequency of Trading: the case of the S&P500 (RePEc:yor:yorken:12/11)
by Andrew Clare & James Seaton & Peter N Smith & Stephen Thomas - The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation (RePEc:yor:yorken:12/25)
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas - Trend Following, Risk Parity and Momentum in Commodity Futures (RePEc:yor:yorken:12/28)
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas - Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks (RePEc:yor:yorken:12/36)
by Alfonso Mendoza-Velazquez & Peter N. Smith - Durable Consumption, Long-Run Risk and The Equity Premium (RePEc:yor:yorken:12/37)
by Na Guo & Peter N. Smith - European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk? (RePEc:yor:yorken:14/02)
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas - When Growth Beats Value: Removing Tail Risk From Global Equity Momentum Strategies (RePEc:yor:yorken:14/09)
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas - Size Matters: Tail Risk, Momentum and Trend Following in International Equity Portfolios (RePEc:yor:yorken:15/06)
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas - Carry and Trend Following Returns in the Foreign Exchange Market (RePEc:yor:yorken:15/07)
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas - Reducing sequence risk using trend following investment strategies and the CAPE (RePEc:yor:yorken:16/11)
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas - Decumulation, Sequencing Risk and the Safe Withdrawal Rate: Why the 4% Withdrawal Rule leaves Money on the Table (RePEc:yor:yorken:17/06)
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas - The Gender Earnings Gap in British Workplaces: A Knowledge Exchange Report (RePEc:yor:yorken:19/10)
by Tim Butcher & Karen Mumford & Peter N. Smith - The Rehabilitation of Glidepath Investing (RePEc:yor:yorken:19/17)
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas - How to better align the U.K.’s corporate tax structure with national objectives (RePEc:yor:yorken:20/02)
by Peter Spencer & Peter Smith & Paulo Santos Monteiro - Analysis of Systematic Risk around Firm-specific News in an Emerging Market using High Frequency Data (RePEc:yor:yorken:20/09)
by Shabir A.A. Saleem & Peter N. Smith & Abdullah Yalaman - Predicting UK Stock Returns and Robust Tests of Mean Variance Efficiency (RePEc:yor:yorken:96/22)
by Andrew Clare & Peter N Smith & Stephen Thomas - The Hiring Function Reconsidered: On Closing The Circle (RePEc:yor:yorken:96/45)
by Karen Mumford & Peter N. Smith - Job Reallocation and Average Job Tenure: Theory and Workplace Evidence from Australia (RePEc:yor:yorken:96/46)
by Karen Mumford & Peter N. Smith - Men, Women and the Hiring Function (RePEc:yor:yorken:99/16)
by Karen Mumford & Peter N Smith - IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany (RePEc:zbw:bamfin:26)
by Oehler, Andreas & Rummer, Marco & Smith, Peter N. - The Existence and Effectiveness of Price Support Activities in Germany: A Note (RePEc:zbw:bamfin:30)
by Oehler, Andreas & Rummer, Marco & Smith, Peter N.