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Richard Priestley · Study
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Author
Richard Priestley
23 works
· latest 2020
· 4 institutions
cluster: provisional
Works
23 shown
A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes
Journal of Financial and Quantitative Analysis
·
2020
·
3 authors
45
citations
Consumption Fluctuations and Expected Returns
The Journal of Finance
·
2019
·
3 authors
·
Open access
85
citations
Dividend Smoothing and Predictability
Management Science
·
2012
·
3 authors
·
Open access
195
citations
The World Business Cycle and Expected Returns
European Finance Review
·
2012
·
2 authors
·
Open access
51
citations
Real investment and risk dynamics
Journal of Financial Economics
·
2011
·
2 authors
·
Open access
139
citations
Implications of Keeping‐Up‐with‐the‐Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence
The Journal of Finance
·
2009
·
3 authors
·
Open access
47
citations
Time-Varying Risk Premiums and the Output Gap
Review of Financial Studies
·
2008
·
2 authors
501
citations
Linear and nonlinear exchange rate exposure
Journal of International Money and Finance
·
2007
·
2 authors
77
citations
The impact of EMU on the equity cost of capital
Journal of International Money and Finance
·
2007
·
3 authors
60
citations
EMU and European Stock Market Integration*
The Journal of Business
·
2006
·
3 authors
379
citations
Time-Varying Risk Premia and the Output Gap
SSRN Electronic Journal
·
2006
·
2 authors
·
preprint
·
Open access
66
citations
Corporate Governance and Real Investment Decisions
SSRN Electronic Journal
·
2006
·
3 authors
·
preprint
·
Open access
24
citations
Expected returns, risk and the integration of international bond markets
Journal of International Money and Finance
·
2003
·
2 authors
·
Open access
155
citations
Calculating the probability of failure of the Norwegian banking sector
Journal of Multinational Financial Management
·
2002
·
2 authors
31
citations
Emu and European Stock Market Integration
SSRN Electronic Journal
·
2001
·
3 authors
·
preprint
·
Open access
161
citations
Dividend Behavior and Dividend Signaling
Journal of Financial and Quantitative Analysis
·
2000
·
2 authors
93
citations
Mean reversion in Southeast Asian stock markets
Journal of Empirical Finance
·
1999
·
2 authors
72
citations
Macroeconomic variables as common pervasive risk factors and the empirical content of the arbitrage pricing theory
Journal of Empirical Finance
·
1998
·
3 authors
95
citations
Reports of beta's death are premature: Evidence from the UK
Journal of Banking & Finance
·
1998
·
3 authors
58
citations
Risk factors in the Malaysian stock market
Pacific-Basin Finance Journal
·
1998
·
2 authors
39
citations
The effects of stock index futures trading on stock index volatility: An analysis of the asymmetric response of volatility to news
Journal of Futures Markets
·
1998
·
3 authors
175
citations
Technical analysis, trading volume and market efficiency: evidence from an emerging market
Applied Financial Economics
·
1997
·
4 authors
55
citations
The arbitrage pricing theory, macroeconomic and financial factors, and expectations generating processes
Journal of Banking & Finance
·
1996
·
1 author
95
citations