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Stephen H. Thomas

25 works· latest 2021· 5 institutionscluster: provisionalORCID 0009-0002-1747-4619

h-index23

i1024

Citations1,548

Works here25

Most cited in this library

THE OVERREACTION HYPOTHESIS AND THE UK STOCKMARKET1995 · 137 citations
MACROECONOMIC FACTORS, THE APT AND THE UK STOCKMARKET1994 · 125 citations
Modelling sovereign credit ratings: Neural networks versus ordered probit2005 · 114 citations
The Effect of Bond Rating Changes and New Ratings on UK Stock Returns1997 · 111 citations
Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies2011 · 96 citations

Works

25 shown

Temporal Reframing Elicitations Can Improve the Emergency Savings Intentions of Gig Workers

SSRN Electronic Journal·2021·3 authors·preprint·Open access

1citations

The trend is our friend: Risk parity, momentum and trend following in global asset allocation

Journal of Behavioral and Experimental Finance·2016·4 authors

49citations

Breaking into the blackbox: Trend following, stop losses and the frequency of trading – The case of the S&P500

Journal of Asset Management·2013·4 authors

38citations

Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies

European Journal of Finance·2011·4 authors

96citations

Price and Momentum as Robust Tactical Approaches to Global Equity Investing

The Journal of Investing·2010·4 authors·Open access

43citations

The role of private information in return volatility, bid–ask spreads and price levels in the foreign exchange market

Journal of International Financial Markets Institutions and Money

The Use of Credit Ratings in Investment Management in the U.S. and Europe

The Journal of Fixed Income·2007·3 authors·Open access

88citations

International Evidence on the Payout Ratio, Earnings, Dividends, and Returns

Financial Analysts Journal·2006·4 authors

44citations

Modelling sovereign credit ratings: Neural networks versus ordered probit

Expert Systems with Applications·2005·3 authors

114citations

Modelling the purchase dynamics of insurance customers using Markov chains

ePrints Soton (University of Southampton)·2005·4 authors·book

17citations

The Role of Payout Ratio in the Relationship Between Stock Returns and Dividend Yield

Journal of Business Finance &amp Accounting·2004·3 authors·Open access

38citations

Dividend Stability, Dividend Yield and Stock Returns: UK Evidence

Journal of Business Finance &amp Accounting·2000·2 authors·Open access

46citations

Price clustering and bid-ask spreads in international bond futures

Journal of International Financial Markets Institutions and Money·1998·3 authors

52citations

Extreme price clustering in the London equity index futures and options markets

Journal of Banking & Finance·1998·3 authors

87citations

Reports of beta's death are premature: Evidence from the UK

Journal of Banking & Finance·1998·3 authors

58citations

The bid-ask spread on stock index options: An ordered probit analysis

Journal of Futures Markets·1998·3 authors

38citations

Taxes, dividend yields and returns in the UK equity market

Journal of Banking & Finance·1998·1 author

51citations

The Effect of Bond Rating Changes and New Ratings on UK Stock Returns

Journal of Business Finance &amp Accounting·1997·3 authors

111citations

Stock returns and inflation: a macro analysis

Applied Financial Economics·1997·3 authors

29citations

THE OVERREACTION HYPOTHESIS AND THE UK STOCKMARKET

Journal of Business Finance &amp Accounting·1995·2 authors

137citations

THE INTEGRATION AND EFFICIENCY OF INTERNATIONAL BOND MARKETS

Journal of Business Finance &amp Accounting·1995·3 authors

82citations

An Analysis of Seasonality in the U.K. Equity Market

The Economic Journal·1995·3 authors

54citations

MACROECONOMIC FACTORS, THE APT AND THE UK STOCKMARKET

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

125citations

Is the Gilt-Equity Yield Ratio Useful for Predicting UK Stock Returns?

The Economic Journal·1994·3 authors

87citations