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Regulatory Uncertainty and Share Price Volatility: the English and Welsh Water Industry’s Periodic Price Review
10 references·1 citing·39 second hop
Regulatory Uncertainty and Share Price Volatility: the English and Welsh Water Industry’s Periodic Price Review (2000)Regulatory Uncertainty and Share Price Vo…The Theory of Economic Regulation (2021)The Theory of Economic Regula…Forecasting, structural time series models and the kalman filter (2002)Forecasting, structural time …The Regulation of the United Kingdom Electricity Industry: An Event Study of Price-Capping Measures (1998)The Regulation of the United …Quasi-maximum likelihood estimation of stochastic volatility models (1994)Quasi-maximum likelihood esti…Using Stock Price Data to Measure the Effects of Regulation: The Interstate Commerce Act and the Railroad Industry (1989)Using Stock Price Data to Mea…Commitment and Fairness in a Dynamic Regulatory Relationship (1987)Commitment and Fairness in a …Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Measuring the Effects of Regulation with Stock Price Data (1985)Measuring the Effects of Regu…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Toward a More General Theory of Regulation (1976)Toward a More General Theory …Political and Regulatory Risk: Beta Sensitivity in U.K. Electricity Distribution* (2001)Political and Regulatory Risk…Using daily stock returns (1985)Regulation of privatised public utilities in the UK: performance and governance (1999)Implementing and interpreting event studies of regulatory changes (2001)Using Stock Price Information to Regulate Firms (2002)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Measuring security price performance (1980)USING DUMMY VARIABLES IN THE EVENT METHODOLOGY (1988)The Adjustment of Stock Prices to New Information (2003)Regulating Infrastructure: The Impact on Risk and Investment (2006)Cross-sectional variation in the economic consequences of international accounting harmonization: The case of mandatory IFRS adoption in the UK (2007)Reexamination of the perfectness concept for equilibrium points in extensive games (1975)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Optimal contracts and competitive markets with costly state verification (1979)Economic Theories of the Firm: Past, Present, and Future (1988)Government Intervention in Production and Incentives Theory: A Review of Recent Contributions (1988)Delegation as Commitment: The Case of Income Tax Audits (1989)Using Financial Data to Measure Effects of Regulation (1981)A study of cartel stability: the Joint Executive Committee, 1880–1886 (1989)The REIT Modernization Act of 1999 (2004)Regulation of natural monopolies (2005)Market discipline, regulation and banking effectiveness: Do measures matter? (2021)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)ARCH modeling in finance (1992)Estimating stochastic volatility diffusion using conditional moments of integrated volatility (2002)Univariate and multivariate stochastic volatility models: estimation and diagnostics (2003)Estimation methods for stochastic volatility models: a survey (2004)The Regulation of Entry (2000)The great reversals: the politics of financial development in the twentieth century (2003)Testing Theories of American Politics: Elites, Interest Groups, and Average Citizens (2014)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)The Kriged Kalman filter (1998)Statistical Modeling of the Individual: Rationale and Application of Multivariate Stationary Time Series Analysis (2005)Investing in Our Young People (2010)A Theory of Competition Among Pressure Groups for Political Influence (1983)World Investment Report (2017)
this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 2021The Theory of Economic Regulation5,483 cited
  • 1976Toward a More General Theory of Regulation4,771 cited
  • 1985Measuring the Effects of Regulation with Stock Price Data481 cited
  • 2002Forecasting, structural time series models and the kalman filter398 cited
  • 1994Quasi-maximum likelihood estimation of stochastic volatility models313 cited
  • 1987Commitment and Fairness in a Dynamic Regulatory Relationship144 cited
  • 1989Using Stock Price Data to Measure the Effects of Regulation: The Interstate Commerce Act and the Railroad Industry68 cited
  • 1998The Regulation of the United Kingdom Electricity Industry: An Event Study of Price-Capping Measures63 cited

Cited by

  • 2001Political and Regulatory Risk: Beta Sensitivity in U.K. Electricity Distribution*35 cited

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