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David Alan Peel · Study
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Author
David Alan Peel
102 works
· latest 2024
· 13 institutions
cluster: provisional
ORCID 0000-0001-5281-2041
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75
Citations
7,305
Works here
102
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Most cited in this library
Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles
2001 · 1,004 citations
Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation
1997 · 750 citations
Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals
2000 · 455 citations
The Economics of Exchange Rates
2004 · 435 citations
Exchange Rate Theory: Chaotic Models of Foreign Exchange Markets.
1994 · 312 citations
Works
60 shown
Fourth Order Preferences in Rank Dependent Utility
SSRN Electronic Journal
·
2024
·
2 authors
·
preprint
·
Open access
1
citations
On the predictions of cumulative prospect theory for third and fourth order risk preferences
Theory and Decision
·
2022
·
3 authors
·
Open access
6
citations
Higher order risk attitudes: new model insights and heterogeneity of preferences
Experimental Economics
·
2022
·
3 authors
·
Open access
7
citations
On the contribution of the Markowitz model of utility to explain risky choice in experimental research
Journal of Economic Behavior & Organization
·
2018
·
3 authors
·
Open access
13
citations
On the persistence and dynamics of Big 4 real audit fees: Evidence from the UK
Journal of Business Finance & Accounting
·
2018
·
3 authors
·
Open access
27
citations
TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES
International Economic Review
·
2017
·
3 authors
·
Open access
49
citations
Wagering on more than one outcome in an event in Cumulative Prospect Theory and Rank Dependent Utility
Economics Letters
·
2017
·
1 author
·
Open access
6
citations
On the Positive Expected Utility of Combination Wagers
Decision Analysis
·
2016
·
3 authors
·
Open access
1
citations
Loss Aversion and Ruinous Optimal Wagering in the Markowitz Model of Non-Expected Utility
RePEc: Research Papers in Economics
·
2016
·
1 author
·
Open access
0
citations
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun
The Journal of Real Estate Finance and Economics
·
2015
·
6 authors
·
Open access
155
citations
Macroeconomic Analysis: Essays in macroeconomics and econometrics
·
2015
·
3 authors
·
book
54
citations
Higher-Order Risk Preferences, Constant Relative Risk Aversion and the Optimal Portfolio Allocation
SSRN Electronic Journal
·
2015
·
4 authors
·
preprint
·
Open access
49
citations
Self-build in the UK and Netherlands: mainstreaming self-development to address housing shortages?
Urban Planning and Transport Research
·
2014
·
3 authors
·
Open access
32
citations
Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets
Economics Letters
·
2013
·
1 author
7
citations
AN EXPLANATION OF OPTIMAL EACH-WAY BETS BASED ON NON-EXPECTED UTILITY THEORY
The Journal of Gambling Business and Economics
·
2013
·
1 author
2
citations
Further Analysis of the Markowitz Model of Utility with a small degree of probability distortion
The Journal of Gambling Business and Economics
·
2013
·
1 author
1
citations
Subjective Skewness of Return as an Explanation of the Optimal Choice between Gambles in Cumulative Prospect Theory
The Journal of Gambling Business and Economics
·
2013
·
1 author
1
citations
AN EMPIRICAL ANALYSIS OF CHOICES BETWEEN GAMBLES OF CHILDREN AND ADULTS IN CHINA
The Journal of Gambling Business and Economics
·
2013
·
3 authors
0
citations
Planning in an environment without growth: invited essay for the Raad voor de leefomgeving en infrastructuur(Rli), the Netherlands
UvA-DARE (University of Amsterdam)
·
2012
·
4 authors
·
report
·
Open access
7
citations
On the potential for observational equivalence in experiments on risky choice when a power value function is assumed
Economics Letters
·
2011
·
2 authors
1
citations
Are Analysts' Loss Functions Asymmetric?
Journal of Forecasting
·
2011
·
3 authors
·
Open access
48
citations
Further examples of the impact of skewness on the expected utility of a risk-averse agent
Applied Economics Letters
·
2011
·
1 author
4
citations
Real exchange rates and time-varying trade costs
Journal of International Money and Finance
·
2011
·
3 authors
19
citations
On lottery sales, jackpot sizes and irrationality: A cautionary note
Economics Letters
·
2010
·
1 author
·
Open access
9
citations
Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion
Journal of money credit and banking
·
2009
·
3 authors
22
citations
The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory
Economics Letters
·
2009
·
2 authors
·
Open access
4
citations
A More General Non‐expected Utility Model as an Explanation of Gambling Outcomes for Individuals and Markets
Economica
·
2008
·
1 author
·
Open access
16
citations
Skewness as an explanation of gambling in cumulative prospect theory
Applied Economics
·
2008
·
2 authors
·
Open access
7
citations
On skewness of return and buying more than one ticket in a lottery
Applied Economics Letters
·
2008
·
1 author
·
Open access
0
citations
Bounded cumulative prospect theory: some implications for gambling outcomes
Applied Economics
·
2007
·
2 authors
·
Open access
7
citations
The Markowitz model of utility supplemented with a small degree of probability distortion as an explanation of outcomes of Allais experiments over large and small payoffs and gambling on unlikely outcomes
Applied Economics
·
2007
·
2 authors
·
Open access
4
citations
In search of a small city's élan vital : Inverness: towards progressive change?
Town Planning Review
·
2007
·
2 authors
7
citations
Betting on odds on favorites as an optimal choice in cumulative prospect theory
RePEc: Research Papers in Economics
·
2007
·
1 author
3
citations
Gambling and nonexpected utility: the perils of the power function
Applied Economics Letters
·
2007
·
1 author
4
citations
The Land Use Planning System in Scotland – But Not as we Know it?
Scottish Affairs
·
2006
·
2 authors
7
citations
The relationship between expected utility and higher moments for distributions captured by the Gram–Charlier class
Finance research letters
·
2006
·
2 authors
4
citations
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment
Journal of Applied Econometrics
·
2006
·
2 authors
21
citations
The Twisting Paths to Planning Reform in Scotland
International Planning Studies
·
2006
·
2 authors
13
citations
Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004
Studies in Nonlinear Dynamics and Econometrics
·
2006
·
3 authors
20
citations
A New Analysis of the Determinants of the Real Dollar-Sterling Exchange Rate: 1871-1994
Journal of money credit and banking
·
2006
·
2 authors
·
Open access
45
citations
Shaping and designing model policies for land use planning
Land Use Policy
·
2005
·
2 authors
15
citations
Development plans, lesson-drawing and model policies in Scotland
International Planning Studies
·
2005
·
2 authors
17
citations
Smooth Transition Models and Arbitrage Consistency
Economica
·
2005
·
2 authors
·
Open access
18
citations
Cumulative prospect theory and gambling
RePEc: Research Papers in Economics
·
2005
·
1 author
·
preprint
·
Open access
6
citations
Utility and the Skewness of Return in Gambling
The Geneva Risk and Insurance Review
·
2004
·
2 authors
15
citations
The Economics of Exchange Rates
The Economic Journal
·
2004
·
1 author
·
Open access
435
citations
Nonlinear Purchasing Power Parity under the Gold Standard
Southern Economic Journal
·
2004
·
2 authors
20
citations
The utility of gambling and the favourite-longshot bias
European Journal of Finance
·
2004
·
2 authors
10
citations
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS*
Oxford Bulletin of Economics and Statistics
·
2003
·
3 authors
·
Open access
49
citations
Optimal Discretionary Monetary Policy in a Model of Asymmetric Central Bank Preferences
The Economic Journal
·
2003
·
2 authors
·
Open access
206
citations
The Time Series Properties of Financial Ratios: Lev Revisited
Journal of Business Finance & Accounting
·
2003
·
3 authors
·
Open access
35
citations
Purchasing power parity over two centuries: trends and nonlinearity
Applied Economics
·
2003
·
2 authors
37
citations
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach
International Review of Economics & Finance
·
2003
·
3 authors
54
citations
Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997
Journal of money credit and banking
·
2003
·
3 authors
·
Open access
37
citations
Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes
Economics Letters
·
2002
·
2 authors
17
citations
Skewness as an explanation of gambling by locally risk averse agents
Applied Economics Letters
·
2002
·
2 authors
15
citations
Advanced Macroeconomics: A Primer
·
2002
·
2 authors
56
citations
Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture
Journal of money credit and banking
·
2002
·
2 authors
·
Open access
99
citations
Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles
International Economic Review
·
2001
·
3 authors
·
Open access
1,004
citations
Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles
RePEc: Research Papers in Economics
·
2001
·
3 authors
·
preprint
21
citations