Macroeconomic Factors, the APT and the UK Stockmarket AD Clare, SH Thomas Journal of Business Finance & Accounting 21 (3), 309-330, 1994 | 264 | 1994 |
The overreaction hypothesis and the UK stockmarket. A Clare, S Thomas Journal of Business Finance & Accounting 22 (7), 1995 | 259 | 1995 |
Securitization and bank performance B Casu, A Clare, A Sarkisyan, S Thomas Journal of money, credit and banking 45 (8), 1617-1658, 2013 | 217 | 2013 |
The effect of bond rating changes and new ratings on UK stock returns MJ Barron, AD Clare, SH Thomas Journal of Business Finance & Accounting 24 (3), 497-509, 1997 | 197 | 1997 |
A comparison of extreme value theory approaches for determining value at risk C Brooks, AD Clare, JW Dalle Molle, G Persand Journal of empirical finance 12 (2), 339-352, 2005 | 172 | 2005 |
Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies B Casu, A Clare, A Sarkisyan, S Thomas The European Journal of Finance 17 (9-10), 769-788, 2011 | 143 | 2011 |
Extreme price clustering in the London equity index futures and options markets O Ap Gwilym, A Clare, S Thomas Journal of Banking & Finance 22 (9), 1193-1206, 1998 | 131 | 1998 |
Is the gilt-equity yield ratio useful for predicting UK stock returns? AD Clare, SH Thomas, MR Wickens The Economic Journal 104 (423), 303-315, 1994 | 131 | 1994 |
THE INTEGRATION AND EFFICIENCY OF INTERNATIONAL BOND MARKETS. AD Clare, M Maras, SH Thomas Journal of Business Finance & Accounting 22 (2), 1995 | 104 | 1995 |
An analysis of seasonality in the UK equity market AD Clare, Z Psaradakis, SH Thomas The Economic Journal 105 (429), 398-409, 1995 | 100 | 1995 |
Reports of beta's death are premature: Evidence from the UK AD Clare, R Priestley, SH Thomas Journal of Banking & Finance 22 (9), 1207-1229, 1998 | 91 | 1998 |
Assessing the impact of macroeconomic news announcements on securities prices under different monetary policy regimes A Clare, R Courtenay Bank of England, 2001 | 84 | 2001 |
Central bank digital currencies: An agenda for future research AH Elsayed, MA Nasir Research in International Business and Finance 62, 101736, 2022 | 76 | 2022 |
The impact of settlement procedures on day‐of‐the‐week effects: evidence from the Kuala Lumpur stock exchange AD Clare, MSB Ibrahim, SH Thomas Journal of Business Finance & Accounting 25 (3‐4), 401-418, 1998 | 72 | 1998 |
The trend is our friend: Risk parity, momentum and trend following in global asset allocation A Clare, J Seaton, PN Smith, S Thomas Journal of Behavioral and Experimental Finance 9, 63-80, 2016 | 70 | 2016 |
An analysis of the relationship between international bond markets A Clare, I Lekkos Bank of England working paper, 2000 | 69 | 2000 |
A word of caution on calculating market-based minimum capital risk requirements C Brooks, AD Clare, G Persand Journal of banking & finance 24 (10), 1557-1574, 2000 | 63 | 2000 |
Calculating the probability of failure of the Norwegian banking sector A Clare, R Priestley Journal of Multinational Financial Management 12 (1), 21-40, 2002 | 58 | 2002 |
Price clustering and bid-ask spreads in international bond futures O Ap Gwilym, A Clare, S Thomas Journal of International Financial Markets, Institutions and Money 8 (3-4 …, 1998 | 55 | 1998 |
Risk factors in the Malaysian stock market AD Clare, R Priestley Pacific-Basin Finance Journal 6 (1-2), 103-114, 1998 | 54 | 1998 |