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Charles M. S. Sutcliffe

23 works· latest 2022· 5 institutionscluster: provisionalORCID 0000-0003-0187-487X

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Citations1,407

Works here23

Most cited in this library

The Role of Customer Awareness in Promoting Firm Sustainability and Sustainable Supply Chain Management2019 · 185 citations
Optimal vs naïve diversification in cryptocurrencies2018 · 123 citations
The Weekend Effect In Uk Stock Market Returns1988 · 105 citations
Socially responsible investment portfolios: Does the optimization process matter?2017 · 99 citations
Black–Scholes versus artificial neural networks in pricing FTSE 100 options2004 · 82 citations

Works

23 shown

The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19

European Journal of Finance·2022·6 authors·Open access

60citations

The Role of Customer Awareness in Promoting Firm Sustainability and Sustainable Supply Chain Management

International Journal of Production Economics·2019·4 authors·Open access

185citations

Horses for Courses: Mean-Variance for Asset Allocation and 1/N for Stock Selection

European Journal of Operational Research·2019·2 authors·Open access

59citations

Harmful diversification: Evidence from alternative investments

The British Accounting Review·2018·3 authors·Open access

65citations

Optimal vs naïve diversification in cryptocurrencies

Economics Letters·2018·3 authors·Open access

123citations

Stock Index Futures

Routledge eBooks

Socially responsible investment portfolios: Does the optimization process matter?

The British Accounting Review·2017·3 authors·Open access

99citations

Asset Liability Modelling and Pension Schemes: The Application of Robust Optimization to USS

European Journal of Finance·2014·2 authors·Open access

49citations

What determines the out-of-home placement of children in the USA?

Children and Youth Services Review·2012·2 authors

45citations

The cult of the equity for pension funds: should it get the boot?

Journal of Pensions Economics and Finance·2005·1 author·Open access

28citations

Black–Scholes versus artificial neural networks in pricing FTSE 100 options

Intelligent systems in accounting, finance and management/Intelligent systems in accounting, finance & management·2004·2 authors·Open access

82citations

Applying Operations Research Techniques to Financial Markets

INFORMS Journal on Applied Analytics·2003·2 authors

35citations

The Effect of Futures Market Volume on Spot Market Volatility

Journal of Business Finance &amp Accounting·2001·2 authors

58citations

Banks and Bad Debts: Accounting for Loan Losses in International Banking

Lancaster EPrints (Lancaster University)·1995·4 authors·report

48citations

The Effects of Trade Transparency in the London Stock Exchange: A Summary

SSRN Electronic Journal·1995·1 author·preprint·Open access

36citations

QUANTITATIVE NON‐FINANCIAL INFORMATION AND INCOME MEASURES: THE CASE OF LONG TERM CONTRACTS

Journal of Business Finance &amp Accounting·1994·2 authors

24citations

Stock Index Futures: Theories and International Evidence.

The Journal of Finance·1994·2 authors

72citations

Information, volatility, volume and maturity: an investigation of stock index futures

ePrints Soton (University of Southampton)·1991·1 author·book

40citations

The pricing decision: Economic theory and business practice

The British Accounting Review·1988·1 author·other

23citations

The Weekend Effect In Uk Stock Market Returns

Journal of Business Finance &amp Accounting·1988·1 author

105citations

KEYNESIAN INCOME MULTIPLIERS WITH FIRST AND SECOND ROUND EFFECTS: AN APPLICATION TO TOURIST EXPENDITURE

Oxford Bulletin of Economics and Statistics·1982·2 authors

36citations

Inflation and Prisoner’s Dilemmas

Journal of Post Keynesian Economics·1982·1 author

21citations