Andrew Clare
Andrew Clare
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Cited by
Cited by
The overreaction hypothesis and the UK stockmarket
A Clare, S Thomas
Journal of Business Finance and Accounting 22, 961-961, 1995
Macroeconomic Factors, the APT and the UK Stockmarket
AD Clare, SH Thomas
Journal of Business Finance & Accounting 21 (3), 309-330, 1994
Securitization and bank performance
B Casu, A Clare, A Sarkisyan, S Thomas
Journal of money, credit and banking 45 (8), 1617-1658, 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
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
Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies
B Casu, A Clare, A Sarkisyan, S Thomas
Contemporary Issues in Financial Institutions and Markets, 5-24, 2015
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
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
The integration and efficiency of international bond markets
AD Clare, M Maras, SH Thomas
Journal of Business Finance & Accounting 22 (2), 313-322, 1995
An analysis of seasonality in the UK equity market
AD Clare, Z Psaradakis, SH Thomas
The Economic Journal 105 (429), 398-409, 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
Assessing the impact of macroeconomic news announcements on securities prices under different monetary policy regimes
A Clare, R Courtenay
Bank of England, 2001
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
An analysis of the relationship between international bond markets
A Clare, I Lekkos
Bank of England working paper, 2000
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
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
Calculating the probability of failure of the Norwegian banking sector
A Clare, R Priestley
Journal of Multinational Financial Management 12 (1), 21-40, 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
Risk factors in the Malaysian stock market
AD Clare, R Priestley
Pacific-Basin Finance Journal 6 (1-2), 103-114, 1998
What can we learn about monetary policy transparency from financial market data?
A Clare, R Courtenay
Bundesbank Series 1 Discussion Paper, 2001
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