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1

The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives

Akyildirim, Erdinc, Corbet, Shaen, Katsiampa, Paraskevi, Kellard, Neil, Sensoy, Ahmet

Journal:

Finance Research Letters

Year:

2019

Language:

english

File:

PDF, 1.41 MB

english, 2019

2

The Prebisch-Singer Hypothesis: Four Centuries of Evidence

Harvey, David I, Kellard, Neil M, Madsen, Jakob B, Wohar, Mark E

Journal:

Review of Economics and Statistics

Year:

2010

Language:

english

File:

PDF, 106 KB

english, 2010

3

Banks and financial markets in times of uncertainty

Coakley, Jerry, Girardone, Claudia, Kellard, Neil

Journal:

European Journal of Finance

Year:

2020

File:

PDF, 876 KB

2020

4

Long memory and structural breaks in commodity futures markets

Jerry Coakley, Jian Dollery, Neil Kellard

Journal:

Journal of Futures Markets

Year:

2011

Language:

english

File:

PDF, 2.75 MB

english, 2011

5

The relative efficiency of commodity futures markets

Kellard, Neil, Newbold, Paul, Rayner, Tony, Ennew, Christine

Journal:

Journal of Futures Markets

Year:

1999

Language:

english

File:

PDF, 203 KB

english, 1999

6

Night trading and market quality: Evidence from Chinese and US precious metal futures markets

Jiang, Ying, Kellard, Neil, Liu, Xiaoquan

Journal:

Journal of Futures Markets

Year:

2020

File:

PDF, 1.45 MB

2020

7

Foreign exchange, fractional cointegration and the implied–realized volatility relation

Neil Kellard, Christian Dunis, Nicholas Sarantis

Journal:

Journal of Banking & Finance

Year:

2010

Language:

english

File:

PDF, 240 KB

english, 2010

8

Does the forward premium puzzle disappear over the horizon?

Snaith, Stuart, Coakley, Jerry, Kellard, Neil

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 829 KB

english, 2013

9

Forecasting EUR–USD implied volatility: The case of intraday data

Dunis, Christian, Kellard, Neil M., Snaith, Stuart

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 1.06 MB

english, 2013

10

Bubbling over! The behaviour of oil futures along the yield curve

Tsvetanov, Daniel, Coakley, Jerry, Kellard, Neil

Journal:

Journal of Empirical Finance

Year:

2015

Language:

english

File:

PDF, 2.80 MB

english, 2015

11

THE PURCHASING POWER PARITY PERSISTENCE PUZZLE: EVIDENCE FROM BLACK MARKET REAL EXCHANGE RATES

MARIO CERRATO, NEIL KELLARD, NICHOLAS SARANTIS

Journal:

The Manchester School

Year:

2008

Language:

english

File:

PDF, 117 KB

english, 2008

12

On the prevalence of trends in primary commodity prices

Neil Kellard, Mark E. Wohar

Journal:

Journal of Development Economics

Year:

2006

Language:

english

File:

PDF, 272 KB

english, 2006

13

Business and Management Impact Assessment in Research Excellence Framework 2014: Analysis and Reflection

Kellard, Neil M., Śliwa, Martyna

Journal:

British Journal of Management

Year:

2016

Language:

english

File:

PDF, 421 KB

english, 2016

14

Corporate Environmental Proactivity: Evidence from the European Union's Emissions Trading System

Andreou, Panayiotis C., Kellard, Neil M.

Journal:

British Journal of Management

Year:

2020

File:

PDF, 331 KB

2020

15

Trade openness, export diversification, and political regimes

Makhlouf, Yousef, Kellard, Neil M., Vinogradov, Dmitri

Journal:

Economics Letters

Year:

2015

Language:

english

File:

PDF, 322 KB

english, 2015

16

Child mortality, commodity price volatility and the resource curse

Makhlouf, Yousef, Kellard, Neil M., Vinogradov, Dmitri

Journal:

Social Science & Medicine

Year:

2017

Language:

english

File:

PDF, 959 KB

english, 2017

17

Is the dollar/ECU exchange rate a random walk?

Newbold, Paul, Rayner, Toni, Kellard, Neil, Ennew, Christine

Journal:

Applied Financial Economics

Year:

1998

Language:

english

File:

PDF, 255 KB

english, 1998

18

Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day

Harvey, David I., Kellard, Neil M., Madsen, Jakob B., Wohar, Mark E.

Journal:

World Development

Year:

2016

Language:

english

File:

PDF, 685 KB

english, 2016

19

Can exchange rate volatility explain persistence in the forward premium?

Neil Kellard, Nicholas Sarantis

Journal:

Journal of Empirical Finance

Year:

2008

Language:

english

File:

PDF, 247 KB

english, 2008

20

Spurious long memory, uncommon breaks and the implied–realized volatility puzzle

Kellard, Neil M., Jiang, Ying, Wohar, Mark

Journal:

Journal of International Money and Finance

Year:

2015

Language:

english

File:

PDF, 696 KB

english, 2015

21

Predicting the Equity Premium with Dividend Ratios: Reconciling the Evidence

Kellard, Neil, Nankervis, John, Papadimitriou, Fotios I.

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 308 KB

english, 2008

22

Close Connections: Hedge Funds, Brokers and the Emergence of a Consensus Trade

Simon, Jan, Millo, Yuval, Kellard, Neil, Engel, Ofer

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 265 KB

english, 2012

23

Erratum to 'The Prebisch-Singer Hypothesis: Four Centuries of Evidence' (Review of Economics and Statistics, 2010, 92, 367-377)

Harvey, David I., Kellard, Neil, Madsen, Jakob B., Wohar, Mark E.

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 143 KB

english, 2012

24

Close Communications: Hedge Funds, Brokers and the Emergence of Herding

Kellard, Neil, Millo, Yuval, Simon, Jan, Engel, Ofer

Journal:

British Journal of Management

Year:

2016

Language:

english

File:

PDF, 741 KB

english, 2016

25

Open outcry versus electronic trading: Tests of market efficiency on crude palm oil futures

Snaith, Stuart, Kellard, Neil M., Ahmad, Norzalina

Journal:

Journal of Futures Markets

Year:

2018

Language:

english

File:

PDF, 1.24 MB

english, 2018

26

Long-Run Drift, Co-Movement and Persistence in Real Wheat and Maize Prices

Paul Newbold, Tony Rayner, Neil Kellard

Journal:

Journal of Agricultural Economics

Year:

2000

Language:

english

File:

PDF, 894 KB

english, 2000

27

On the robustness of cointegration tests when assessing market efficiency

Journal:

Finance Research Letters

Year:

2006

Language:

english

File:

PDF, 109 KB

english, 2006

28

FINANCEâINEQUALITY NEXUS: THE LONG AND THE SHORT OF IT

Makhlouf, Yousef, Kellard, Neil M., Vinogradov, Dmitri V.

Journal:

Economic Inquiry

Year:

2020

File:

PDF, 251 KB

2020

29

Commodity futures returns: more memory than you might think!

Coakley, Jerry, Kellard, Neil, Wang, Jian

Journal:

European Journal of Finance

Year:

2015

Language:

english

File:

PDF, 1.53 MB

english, 2015

30

Two puzzles in the analysis of foreign exchange market efficiency

Newbold, Paul, Wohar, Mark E., Rayner, Tony, Kellard, Neil, Ennew, Christine

Journal:

International Review of Financial Analysis

Year:

1998

Language:

english

File:

PDF, 963 KB

english, 1998

31

Evaluating currency market efficiency: are cointegration tests appropriate?

Kellard, Neil, Newbold, Paul, Rayner, Tony

Journal:

Applied Financial Economics

Year:

2001

Language:

english

File:

PDF, 354 KB

english, 2001

32

Introduction to the JTSA John Nankervis Memorial Issue

Kellard, Neil, Osborn, Denise, Coakley, Jerry

Journal:

Journal of Time Series Analysis

Year:

2015

Language:

english

File:

PDF, 31 KB

english, 2015

33

Is news related to GDP growth a risk factor for commodity futures returns?

Tsvetanov, Daniel, Coakley, Jerry, Kellard, Neil

Journal:

Quantitative Finance

Year:

2016

Language:

english

File:

PDF, 447 KB

english, 2016

34

Special issue of the Journal of Empirical Finance Guest Editors' introduction

Kellard, Neil, Taylor, A.M. Robert

Journal:

Journal of Empirical Finance

Year:

2016

Language:

english

File:

PDF, 278 KB

english, 2016

35

The role of long memory in hedging effectiveness

Jerry Coakley, Jian Dollery, Neil Kellard

Journal:

Computational Statistics & Data Analysis

Year:

2008

Language:

english

File:

PDF, 163 KB

english, 2008

36

Predicting the equity premium with dividend ratios: Reconciling the evidence

Neil M. Kellard, John C. Nankervis, Fotios I. Papadimitriou

Journal:

Journal of Empirical Finance

Year:

2010

Language:

english

File:

PDF, 1005 KB

english, 2010

37

Evaluating Commodity Market Efficiency: Are Cointegration Tests Appropriate?

Journal:

Journal of Agricultural Economics

Year:

2002

Language:

english

File:

PDF, 197 KB

english, 2002

38

The PPP debate: Price matters!

Jerry Coakley, Neil Kellard, Stuart Snaith

Journal:

Economics Letters

Year:

2005

Language:

english

File:

PDF, 77 KB

english, 2005

39

Risk, Financial Stability and FDI

Kellard, Neil M., Kontonikas, Alexandros, Lamla, Michael J., Maiani, Stefano, Wood, Geoffrey

Journal:

Journal of International Money and Finance

Year:

2020

File:

PDF, 816 KB

2020

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