Charles Sutcliffe

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Identifer

Contact

Affiliations

• University of Reading / Henley Business School / ICMA Centre for Financial Markets
  • EDIRC entry
  • location:

Research profile

author of:

• Trade Transparency and the London Stock Exchange (RePEc:bla:eufman:v:2:y:1996:i:3:p:355-365)
  by John Board & Charles Sutcliffe
• The Proof of the Pudding: The Effects of Increased Trade Transparency in the London Stock Exchange (RePEc:bla:jbfnac:v:27:y:2000:i:7-8:p:887-909)
  by John Board & Charles Sutcliffe
• The Effect of Futures Market Volume on Spot Market Volatility (RePEc:bla:jbfnac:v:28:y:2001:i:7-8:p:799-819)
  by John Board & Gleb Sandmann & Charles Sutcliffe
• Keynesian Income Multipliers with First and Second Round Effects: An Application to Tourist Expenditure (RePEc:bla:obuest:v:44:y:1982:i:4:p:321-38)
  by Sinclair, M Thea & Sutcliffe, Charles M S
• The First Round of the Keynesian Regional Income Multiplier (RePEc:bla:scotjp:v:25:y:1978:i:2:p:177-86)
  by Sinclair, M Thea & Sutcliffe, Charles M S
• Injection Leakages, Trade Repercussions and the Regional Income Multiplier: An Extension (RePEc:bla:scotjp:v:30:y:1983:i:3:p:275-86)
  by Sinclair, M Thea & Sutcliffe, Charles M S
• Merging Schemes: An Economic Analysis of Defined Benefit Pension Scheme Merger Criteria (RePEc:cup:anacsi:v:1:y:2006:i:02:p:203-220_00)
  by Sutcliffe, C. M. S.
• Pension Scheme Asset Allocation with Taxation Arbitrage, Risk Sharing and Default Insurance (RePEc:cup:bracjl:v:10:y:2004:i:05:p:1111-1131_00)
  by Sutcliffe, C. M. S.
• The cult of the equity for pension funds: should it get the boot? (RePEc:cup:jpenef:v:4:y:2005:i:01:p:57-85_00)
  by Sutcliffe, Charles
• Socially responsible investment portfolios: Does the optimization process matter? (RePEc:eee:bracre:v:50:y:2018:i:4:p:379-401)
  by Oikonomou, Ioannis & Platanakis, Emmanouil & Sutcliffe, Charles
• Harmful diversification: Evidence from alternative investments (RePEc:eee:bracre:v:51:y:2019:i:1:p:1-23)
  by Platanakis, Emmanouil & Sakkas, Athanasios & Sutcliffe, Charles
• Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach (RePEc:eee:bracre:v:53:y:2021:i:5:s0890838921000263)
  by Newton, David & Platanakis, Emmanouil & Stafylas, Dimitrios & Sutcliffe, Charles & Ye, Xiaoxia
• Optimal vs naïve diversification in cryptocurrencies (RePEc:eee:ecolet:v:171:y:2018:i:c:p:93-96)
  by Platanakis, Emmanouil & Sutcliffe, Charles & Urquhart, Andrew
• Horses for courses: Mean-variance for asset allocation and 1/N for stock selection (RePEc:eee:ejores:v:288:y:2021:i:1:p:302-317)
  by Platanakis, Emmanouil & Sutcliffe, Charles & Ye, Xiaoxia
• Valuing medieval annuities: Were corrodies underpriced? (RePEc:eee:exehis:v:47:y:2010:i:2:p:142-157)
  by Bell, Adrian & Sutcliffe, Charles
• Trading death: The implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios (RePEc:eee:finana:v:38:y:2015:i:c:p:163-174)
  by Sutcliffe, Charles
• Pension scheme redesign and wealth redistribution between the members and sponsor: The USS rule change in October 2011 (RePEc:eee:insuma:v:69:y:2016:i:c:p:14-28)
  by Platanakis, Emmanouil & Sutcliffe, Charles
• The role of customer awareness in promoting firm sustainability and sustainable supply chain management (RePEc:eee:proeco:v:217:y:2019:i:c:p:88-96)
  by Gong, Mengfeng & Gao, Yuan & Koh, Lenny & Sutcliffe, Charles & Cullen, John
• Why are pension schemes frozen, and how does a freeze affect the Employer's risk? (RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400385x)
  by Zhao, Zucheng & Sutcliffe, Charles
• Unknown item RePEc:eme:jfrc00:eb024901 (article)
• Inventory‐based stock market transparency rules (RePEc:eme:jfrcpp:eb024901)
  by John Board & Charles Sutcliffe
• Market Regulation in a Dynamic Environment (RePEc:fmg:fmgsps:sp144)
  by Stephen Wells & Charles Sutcliffe & John Board
• Black-Scholes Versus Neural Networks in Pricing FTSE 100 Options (RePEc:fth:sotoam:00-156)
  by Bennell, J. & Sutcliffe, C.
• Scheduled Announcements and Volatility Patterns: The Effects of Monetary Policy Committee Announcements on LIBOR and Short Sterling Futures and Options (RePEc:fth:sotoam:01-177)
  by Sun, P. & Sutcliffe, C.
• The Performance of Covered Calls and Protective Puts (RePEc:fth:sotoam:105)
  by Board, J. & Sutcliffe, C.
• The Dual Listing of Stock Index Futures: Arbitrage, Spread Arbitrage and Currency Risk (RePEc:fth:sotoam:93-76)
  by Board, J. & Sutcliffe, C.
• Loan Loss Provision by International Banks: Estimation, Determinants and Evidence (RePEc:fth:sotoam:94-90)
  by Beattie, V. & Casson, P. & Dale, R. & McKenzie, G. & Sutcliffe, C. & Turner, M.
• The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options (RePEc:fth:sotoam:96-126)
  by Board, J. & Sutcliffe, C.
• The Application of Operations Research Techniques to Financial Markets (RePEc:fth:sotoam:99-147)
  by Board, J. & Sutcliffe, C. & Ziemba, W.
• Is the Forward Rate for the Greek Drachma Unbiased? A VECM Analysis with both Overlapping and Non-Overlapping Data (RePEc:fth:sotoam:99-151)
  by Zacharatos, N. & Sutcliffe, C.
• Over the Moon or Sick as a Parrot? The Effects of Football Results on a Club's Share Price (RePEc:hal:journl:hal-00709557)
  by Adrian Bell & Chris Brooks & David Matthews & Charles Sutcliffe
• Joined-Up Pensions Policy in the UK: An Asset-Liability Model for Simultaneously Determining the Asset Allocation and Contribution Rate (RePEc:ibg:eajour:v:40:y:2007:i:3-4:p:87-118)
  by John Board & Charles Sutcliffe
• Applying Operations Research Techniques to Financial Markets (RePEc:inm:orinte:v:33:y:2003:i:2:p:12-24)
  by John Board & Charles Sutcliffe & William T. Ziemba
• Estimation Methods in Portfolio Selection and the Effectiveness of Short Sales Restrictions: UK Evidence (RePEc:inm:ormnsc:v:40:y:1994:i:4:p:516-534)
  by John L. G. Board & Charles M. S. Sutcliffe
• Market Maker Performance: The Search for Fair Weather Market Makers (RePEc:kap:jfsres:v:17:y:2000:i:3:p:259-276)
  by John Board & Charles Sutcliffe & Anne Vila
• Inflation and Prisoner's Dilemmas (RePEc:mes:postke:v:4:y:1982:i:4:p:574-585)
  by Charles Sutcliffe
• Risk and Trading on London’s Alternative Investment Market: The Stock Market for Smaller and Growing Companies (RePEc:pal:palbok:978-1-137-36130-1)
  by John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells
• Finance and Occupational Pensions (RePEc:pal:palbok:978-1-349-94863-5)
  by Charles Sutcliffe
• Transparency and Fragmentation (RePEc:pal:palbok:978-1-4039-0707-3)
  by John Board & Charles Sutcliffe & Stephen Wells
• Introduction (RePEc:pal:palchp:978-1-137-36130-1_1)
  by John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells
• Regression Analyses with Multiple Variables (RePEc:pal:palchp:978-1-137-36130-1_10)
  by John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells
• Market-Switching Stocks (RePEc:pal:palchp:978-1-137-36130-1_11)
  by John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells
• GARCH Analysis of Switchers (RePEc:pal:palchp:978-1-137-36130-1_12)
  by John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells
• Conclusions (RePEc:pal:palchp:978-1-137-36130-1_13)
  by John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells
• Activities (RePEc:pal:palchp:978-1-137-36130-1_2)
  by John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells
• Interviews (RePEc:pal:palchp:978-1-137-36130-1_3)
  by John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells
• Literature Review (RePEc:pal:palchp:978-1-137-36130-1_4)
  by John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells
• Empirical Analysis (RePEc:pal:palchp:978-1-137-36130-1_5)
  by John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells
• Preliminary Data Analysis (RePEc:pal:palchp:978-1-137-36130-1_6)
  by John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells
• Volatility Estimation (RePEc:pal:palchp:978-1-137-36130-1_7)
  by John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells
• Basic Analysis of Relative Volatility (RePEc:pal:palchp:978-1-137-36130-1_8)
  by John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells
• Relative Risk Allowing for Size, Age or Liquidity (RePEc:pal:palchp:978-1-137-36130-1_9)
  by John Board & Alfonso Dufour & Yusuf Hartavi & Charles Sutcliffe & Stephen Wells
• Introduction to Pension Schemes (RePEc:pal:palchp:978-1-349-94863-5_1)
  by Charles Sutcliffe
• Selected Pension Scheme Topics (RePEc:pal:palchp:978-1-349-94863-5_2)
  by Charles Sutcliffe
• Investment by Pension Funds (RePEc:pal:palchp:978-1-349-94863-5_3)
  by Charles Sutcliffe
• Corporate Finance and Pension Schemes (RePEc:pal:palchp:978-1-349-94863-5_4)
  by Charles Sutcliffe
• Annuities (RePEc:pal:palchp:978-1-349-94863-5_5)
  by Charles Sutcliffe
• Executive Summary and Policy Implications (RePEc:pal:palchp:978-1-4039-0707-3_1)
  by John Board & Charles Sutcliffe & Stephen Wells
• A New Regulatory Framework (RePEc:pal:palchp:978-1-4039-0707-3_10)
  by John Board & Charles Sutcliffe & Stephen Wells
• Introduction and Overview (RePEc:pal:palchp:978-1-4039-0707-3_2)
  by John Board & Charles Sutcliffe & Stephen Wells
• The Recognised Investment Exchanges (RePEc:pal:palchp:978-1-4039-0707-3_3)
  by John Board & Charles Sutcliffe & Stephen Wells
• Fragmentation and Consolidation (RePEc:pal:palchp:978-1-4039-0707-3_4)
  by John Board & Charles Sutcliffe & Stephen Wells
• Policy Responses to Fragmentation (RePEc:pal:palchp:978-1-4039-0707-3_6)
  by John Board & Charles Sutcliffe & Stephen Wells
• Theory and Results on Transparency (RePEc:pal:palchp:978-1-4039-0707-3_7)
  by John Board & Charles Sutcliffe & Stephen Wells
• The Regulation of Transparency (RePEc:pal:palchp:978-1-4039-0707-3_8)
  by John Board & Charles Sutcliffe & Stephen Wells
• Over the Counter (OTC) Markets (RePEc:pal:palchp:978-1-4039-0707-3_9)
  by John Board & Charles Sutcliffe & Stephen Wells
• Merging Schemes: An Ecomomic Analysis of Defined Benefit Pension Scheme Merger Criteria (RePEc:rdg:icmadp:icma-dp2005-09)
  by Charles Sutcliffe
• Joined-Up Pensions Policy in the UK: An Asset-Libility Model for Simultaneously Determining the Asset Allocation and Contribution Rate (RePEc:rdg:icmadp:icma-dp2005-11)
  by John Board & Charles Sutcliffe
• A False Perception? The relative riskiness of AIM and listed Stocks (RePEc:rdg:icmadp:icma-dp2006-01)
  by John Board & Alfonso Dufour & Charles Sutcliffe & Stephen Wells
• Better cross hedges with composite hedging? Hedging equity portfoloios using financial and commodity features (RePEc:rdg:icmadp:icma-dp2007-04)
  by Fei Chen & Charles Sutcliffe
• Should Defined Benefit Pension Schemes be Career Average or Final Salary? (RePEc:rdg:icmadp:icma-dp2007-06)
  by Charles Sutcliffe
• Valuing Medieval Annuities: Were Corrodies Underpriced? (RePEc:rdg:icmadp:icma-dp2007-15)
  by Adrian Bell & Charles Sutcliffe
• Over the Moon or Sick as a Parrot? The Effect's of Football Results on a Club's Share Price (RePEc:rdg:icmadp:icma-dp2009-08)
  by Adrian Bell & Chris Brooks & David Matthews & Charles Sutcliffe
• Back to the Future: A Long Term Solution to the Occupational Pensions Crisis (RePEc:rdg:icmadp:icma-dp2009-13)
  by Charles Sutcliffe
• Trading Death: The Implications of Annuity Replication for the Annuity Puzzle, Arbitrage, Speculation and Portfolios (RePEc:rdg:icmadp:icma-dp2013-06)
  by Charles Sutcliffe
• Pension Scheme Redesign and Wealth Redistribution Between the Members and Sponsor: The USS Rule Change in October 2011 (RePEc:rdg:icmadp:icma-dp2015-05)
  by Emmanouil Platanakis & Charles Sutcliffe
• Should Portfolio Model Inputs Be Estimated Using One or Two Economic Regimes? (RePEc:rdg:icmadp:icma-dp2017-07)
  by Emmanouil Platanakis & Athanasios Sakkas & Charles Sutcliffe
• Pension Schemes, Taxation and Stakeholder Wealth: The USS Rule Changes (RePEc:rdg:icmadp:icma-dp2017-08)
  by Emmanouil Platanakis & Charles Sutcliffe
• Harmful Diversification: Evidence from Alternative Investments (RePEc:rdg:icmadp:icma-dp2017-09)
  by Emmanouil Platanakis & Athanasios Sakkas & Charles Sutcliffe
• Designing Secondary School Catchment Areas Using Goal Programming (RePEc:sae:envira:v:18:y:1986:i:5:p:661-675)
  by C M S Sutcliffe & J L G Board
• Cryptocurrency Portfolios Using Heuristics (RePEc:spr:lnopch:978-3-031-29050-3_7)
  by Emmanouil Platanakis & Charles Sutcliffe
• Book Reviews (RePEc:taf:acctbr:v:28:y:1997:i:1:p:83-88)
  by Rob Gray & David Alexander & Brian Rutherford & Geoffrey Whittington & Charles Sutcliffe
• The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models (RePEc:taf:apeclt:v:26:y:2019:i:6:p:516-521)
  by Emmanouil Platanakis & Athanasios Sakkas & Charles Sutcliffe
• Over the moon or sick as a parrot? The effects of football results on a club's share price (RePEc:taf:applec:44:y:2012:i:26:p:3435-3452)
  by Adrian R. Bell & Chris Brooks & David Matthews & Charles Sutcliffe
• What determines the asset allocation of defined benefit pension funds? (RePEc:taf:applec:v:53:y:2021:i:36:p:4178-4191)
  by Zucheng Zhao & Charles Sutcliffe
• Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures (RePEc:taf:eurjfi:v:18:y:2012:i:6:p:575-595)
  by Fei Chen & Charles Sutcliffe
• Asset–liability modelling and pension schemes: the application of robust optimization to USS (RePEc:taf:eurjfi:v:23:y:2017:i:4:p:324-352)
  by Emmanouil Platanakis & Charles Sutcliffe
• The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19 (RePEc:taf:eurjfi:v:29:y:2023:i:7:p:800-825)
  by Xinyu Huang & Weihao Han & David Newton & Emmanouil Platanakis & Dimitrios Stafylas & Charles Sutcliffe
• The performance of covered calls (RePEc:taf:eurjfi:v:6:y:2000:i:1:p:1-17)
  by J. Board & C. Sutcliffe & E. Patrinos
• Asset–liability models and the Chinese basic pension fund (RePEc:taf:repsxx:v:9:y:2021:i:2:p:186-216)
  by Zucheng Zhao & Charles Sutcliffe
• Black–Scholes versus artificial neural networks in pricing FTSE 100 options (RePEc:wly:isacfm:v:12:y:2004:i:4:p:243-260)
  by Julia Bennell & Charles Sutcliffe
• Pricing And Hedging Short Sterling Options Using Neural Networks (RePEc:wly:isacfm:v:19:y:2012:i:2:p:128-149)
  by Fei Chen & Charles Sutcliffe
• The dual listing of stock index futures: Arbitrage, spread arbitrage, and currency risk (RePEc:wly:jfutmk:v:16:y:1996:i:1:p:29-54)
  by John Board & Charles Sutcliffe
• Options trading when the underlying market is not transparent (RePEc:wly:jfutmk:v:18:y:1998:i:2:p:225-242)
  by John Board & Charles Sutcliffe
• Scheduled announcements and volatility patterns: The effects of monetary policy committee announcements on LIBOR and short sterling futures and options (RePEc:wly:jfutmk:v:23:y:2003:i:8:p:773-797)
  by Peng Sun & Charles Sutcliffe