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Professor David Peel

Professor

  1. 2021
  2. Published

    On the Contribution of the Markowitz Model of Utility to Explain Risky Choice in Experimental Research

    Georgalos, K., Paya, I. & Peel, D. A., 1/02/2021, In: Journal of Economic Behavior and Organization. 182, p. 527-543 17 p.

    Research output: Contribution to journalJournal articlepeer-review

  3. 2020
  4. Published

    On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences

    Paya, I., Peel, D. & Georgalos, K., 3/04/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  5. 2019
  6. Published

    Advanced Macroeconomics: A Primer

    Minford, P. & Peel, D., 2/05/2019, 2nd ed. ed. Cheltenham: Edward Elgar Publishing. 502 p.

    Research output: Book/Report/ProceedingsBook

  7. Published

    Flexible distribution functions, higher-order preferences and optimal portfolio allocation

    Niguez, T-M., Paya, I., Peel, D. A. & Perote, J., 1/04/2019, In: Quantitative Finance. 19, 4, p. 699-703 5 p.

    Research output: Contribution to journalJournal articlepeer-review

  8. Published

    Pre-Decision Side-Bet Sequences

    Kaivanto, K. K. & Peel, D. A., 16/03/2019, In: Economics Bulletin. 39, 1, p. 533-539 7 p.

    Research output: Contribution to journalJournal articlepeer-review

  9. 2018
  10. Published

    Modeling Changes in U.S. Monetary Policy with a Time-Varying Nonlinear Taylor Rule

    Nguyen, A., Pavlidis, E. & Peel, D. A., 12/2018, In: Studies in Nonlinear Dynamics and Econometrics. 22, 5, 16 p., 20170092.

    Research output: Contribution to journalJournal articlepeer-review

  11. Published

    A nonlinear analysis of the real exchange rate-consumption relationship

    Pavlidis, E., Paya, I. & Peel, D. A., 10/2018, In: Macroeconomic Dynamics. 22, 7, p. 1825-1843 19 p.

    Research output: Contribution to journalJournal articlepeer-review

  12. Published

    Consistency of two major data sources for exchange rates in the interwar period and further evidence on the behaviour of exchange rates during hyperinflations

    Peel, D. A. & Spiru, A. M., 10/2018, In: International Journal of Finance and Economics. 23, 4, p. 442-455 14 p.

    Research output: Contribution to journalJournal articlepeer-review

  13. Published

    Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market

    Pavlidis, E., Paya, I. & Peel, D. A., 1/08/2018, In: Journal of Money, Credit and Banking. 50, 5, p. 833-856 24 p.

    Research output: Contribution to journalJournal articlepeer-review

  14. Published

    On the Persistence and Dynamics of Big 4 Real Audit Fees: Evidence from the UK

    Kacer, M., Peel, D. A., Peel, M. J. & Wilson, N., 05/2018, In: Journal of Business Finance and Accounting. 45, 5-6, p. 714-727 14 p.

    Research output: Contribution to journalJournal articlepeer-review

  15. Published

    An Explanation of Each-Way Wagers in Three Models Of Risky Choice

    Peel, D. A., 02/2018, In: Applied Economics. 50, 22, p. 2431-2438 8 p.

    Research output: Contribution to journalJournal articlepeer-review

  16. 2017
  17. Published

    Testing for speculative bubbles using spot and forward prices

    Pavlidis, E., Paya, I. & Peel, D. A., 11/2017, In: International Economic Review. 58, 4, p. 1191-1226 36 p.

    Research output: Contribution to journalJournal articlepeer-review

  18. Published

    Exuberance in the U.K. Regional Housing Markets

    Pavlidis, E., Paya, I., Peel, D. A. & Yusupova, A. Y., 05/2017, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  19. Published

    Wagering on more than one outcome in an event in Cumulative Prospect Theory and Rank Dependent Utility

    Peel, D. A., 05/2017, In: Economics Letters. 154, p. 45-47 3 p.

    Research output: Contribution to journalJournal articlepeer-review

  20. Published

    Pre-Decision Side-Bet Sequences

    Kaivanto, K. K. & Peel, D. A., 04/2017, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  21. Published

    Loss aversion and ruinous optimal wagers in cumulative prospect theory

    Peel, D. A. & Law, D., 22/02/2017, In: Economics Bulletin. 37, 1, p. 352-360 9 p.

    Research output: Contribution to journalJournal articlepeer-review

  22. Published

    New empirical evidence on the Tote-SP anomaly and its implications for models of risky choice in gambling markets

    Peel, D. A., Simmons, R. & Buraimo, B., 2017, The Economics of Sports Betting. Rodriguez, P., Humphreys, B. R. & Simmons, R. (eds.). Cheltenham: Edward Elgar, p. 92-104 13 p. 6. (New Horizons in the Economics of Sport).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  23. 2016
  24. Published

    Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K.

    Peel, D. A. & Promponas, P., 12/2016, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  25. Published

    Episodes of exuberance in housing markets: in search of the smoking gun

    Pavlidis, E., Yusupova, A., Paya, I., Peel, D., Martínez-García, E., Mack, A. & Grossman, V., 11/2016, In: Journal of Real Estate Finance and Economics. 53, 4, p. 419-449 31 p.

    Research output: Contribution to journalJournal articlepeer-review

  26. Published

    Pure higher-order effects in the portfolio choice model

    Niguez, T-M., Paya, I. & Peel, D. A., 11/2016, In: Finance Research Letters. 19, p. 255-260 6 p.

    Research output: Contribution to journalJournal articlepeer-review

  27. Published

    Modeling changes in U.S. monetary policy

    Nguyen, A., Pavlidis, E. & Peel, D. A., 09/2016, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  28. Published

    On the positive expected utility of combination wagers

    Buraimo, B., Peel, D. & Simmons, R., 09/2016, In: Decision Analysis. 13, 3, p. 209-212 4 p.

    Research output: Contribution to journalJournal articlepeer-review

  29. Published

    Loss Aversion and Ruinous Optimal Wagering in the Markowitz Model of Non-Expected Utility

    Peel, D. A. & Law, D., 14/04/2016, In: Economics Bulletin. 36, 2, p. 688-695 8 p.

    Research output: Contribution to journalJournal articlepeer-review

  30. 2015
  31. Published

    Testing for linear and nonlinear Granger Causality in the real exchange rate-consumption relation

    Pavlidis, E., Paya, I. & Peel, D., 07/2015, In: Economics Letters. 132, p. 13-17 5 p.

    Research output: Contribution to journalJournal articlepeer-review

  32. 2014
  33. Published

    Episodes of exuberance in housing markets: in search of the smoking gun

    Pavlidis, E., Yusupova, A., Paya, I., Peel, D., Martinez-Garcia, E., Mack, A. & Crossman, V., 2014, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series; vol. 2014, no. 9).

    Research output: Working paper

  34. 2013
  35. Published

    An example of an optimal forecast exhibiting decreasing bias with increasing forecast horizon

    Aretz, K. & Peel, D., 10/2013, In: Bulletin of Economic Research. 65, 4, p. 362-371 10 p.

    Research output: Contribution to journalJournal articlepeer-review

  36. Published

    Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets

    Peel, D., 06/2013, In: Economics Letters. 119, 3, p. 264-267 4 p.

    Research output: Contribution to journalJournal articlepeer-review

  37. Published

    Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study

    Pavlidis, E., Paya, I. & Peel, D., 02/2013, In: Studies in Nonlinear Dynamics and Econometrics. 17, 3, p. 297-312 16 p.

    Research output: Contribution to journalJournal articlepeer-review

  38. Published

    Higher-order moments in the theory of diversification and portfolio composition

    Niguez, T-M., Paya, I., Peel, D. & Perote, J., 2013, Lancaster: Lancaster University, Department of Economics, 26 p. (Economics Working Paper Series; vol. 2013, no. 3).

    Research output: Working paper

  39. Published

    Nonlinear dynamics in economics and finance and unit root testing

    Pavlidis, E., Paya, I., Peel, D. & Siriopoulos, C., 2013, In: European Journal of Finance. 19, 6, p. 572-588 17 p.

    Research output: Contribution to journalJournal article

  40. 2012
  41. Published

    Are analysts' loss functions asymmetric?

    Peel, D., Pope, P. F. & Clatworthy, M., 12/2012, In: Journal of Forecasting. 31, 8, p. 736-756 21 p.

    Research output: Contribution to journalJournal articlepeer-review

  42. Published

    On the potential for observational equivalence in experiments on risky choice when a power utility function is assumed

    Peel, D. & Zhang, J., 07/2012, In: Economics Letters. 116, 1, p. 8-10 3 p.

    Research output: Contribution to journalJournal articlepeer-review

  43. Published

    On the stability of the constant relative risk aversion (CRRA) under high degrees of uncertainty

    Niguez, T-M., Paya, I., Peel, D. & Perote, J., 05/2012, In: Economics Letters. 115, 2, p. 244-248 5 p.

    Research output: Contribution to journalJournal articlepeer-review

  44. Published

    Forecast evaluation of nonlinear models: the case of long-span real exchange rates

    Pavlidis, E., Paya, I. & Peel, D., 2012, In: Journal of Forecasting. 31, 7, p. 580-595 16 p.

    Research output: Contribution to journalJournal articlepeer-review

  45. 2011
  46. Published

    The Impact of ECB and FED announcements on the Euro interest rates

    Monticini, A., Peel, D. & Vaciago, G., 11/2011, In: Economics Letters. 113, 2, p. 139-142 4 p.

    Research output: Contribution to journalJournal articlepeer-review

  47. Published

    Systematic sampling of nonlinear models: evidence on speed of adjustment in index futures markets

    Paya, I. & Peel, D., 02/2011, In: Journal of Futures Markets. 31, 2, p. 192-203 12 p.

    Research output: Contribution to journalJournal articlepeer-review

  48. Published

    Real Exchange Rates and Time-Varying Trade Costs

    Pavlidis, E., Paya, I. & Peel, D., 2011, In: Journal of International Money and Finance. 30, 6, p. 1157-1179 23 p.

    Research output: Contribution to journalJournal articlepeer-review

  49. 2010
  50. Published

    On lottery sales, jackpot sizes and irrationality: A cautionary note

    Peel, D., 12/2010, In: Economics Letters. 109, 3, p. 161-163 3 p.

    Research output: Contribution to journalJournal articlepeer-review

  51. Published

    Habit and long memory in UK lottery sale

    McHale, I. & Peel, D., 10/2010, In: Economics Letters. 109, 1, p. 7-10 4 p.

    Research output: Contribution to journalJournal articlepeer-review

  52. Published

    Inflation dynamics in the US: global but not local mean reversion

    Paya, I., Nobay, A. & Peel, D., 2010, In: Journal of Money, Credit and Banking. 42, 1, p. 135-150 16 p.

    Research output: Contribution to journalJournal articlepeer-review

  53. Published

    Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form

    Pavlidis, E., Paya, I. & Peel, D., 2010, In: Studies in Nonlinear Dynamics and Econometrics. 14, 3, p. 1-38 38 p.

    Research output: Contribution to journalJournal articlepeer-review

  54. Published

    Spreads vs professional forecasters as predictors of future output change

    Aretz, K. & Peel, D., 2010, In: Journal of Forecasting. 29, 6, p. 517-522 6 p.

    Research output: Contribution to journalJournal articlepeer-review

  55. Published

    The forward premium puzzle in the interwar period and deviations from covered interest parity

    Paya, I., Peel, D. & Spiru, A. M., 2010, In: Economics Letters. 108, 1, p. 55-57 3 p.

    Research output: Contribution to journalJournal article

  56. 2009
  57. Published

    A more general non-expected utility model as an explanation of gambling outcomes for individuals and markets

    Peel, D. & Law, D., 2009, In: Economica. 76, 302, p. 251-263 13 p.

    Research output: Contribution to journalJournal articlepeer-review

  58. Published

    Bubbles in House Prices and their Impact on Consumption: Evidence for the US

    Pavlidis, E., Paya, I., Peel, D. & Spiru, A. M., 2009, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  59. Published

    Economics of Betting Markets

    Peel, D., 2009, London and New York: Routledge.

    Research output: Book/Report/ProceedingsBook

  60. Published

    ESTAR model with multiple fixed points. Testing and Estimation

    Venetis, I. A., Paya, I. & Peel, D., 2009, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  61. Published

    Linkages between Shanghai and Hong Kong stock indices

    Paya, I., Zhang, S. & Peel, D., 2009, In: Applied Financial Economics. 19, 23, p. 1847-1857 11 p.

    Research output: Contribution to journalJournal articlepeer-review

  62. Published

    On skewness of return and buying more than one ticket in a lottery

    Peel, D. & Law, D., 2009, In: Applied Economics Letters. 16, 10, p. 1350-4851 3502 p.

    Research output: Contribution to journalJournal articlepeer-review

  63. Published

    Testing for central bank independence and inflation using the wild bootstrap

    Peel, D. & Monticini, A., 2009, In: Economics Bulletin. 29, 3, p. 1602-1607 6 p.

    Research output: Contribution to journalJournal articlepeer-review

  64. Published

    The central bank inflation bias in the presence of asymmetric preferences and non-normal shocks

    Peel, D. & Christodoulakis, G., 2009, In: Economics Bulletin. 29, 3, p. 1608-1620 13 p.

    Research output: Contribution to journalJournal articlepeer-review

  65. Published

    The econometrics of exchange rates

    Pavlidis, E., Paya, I. & Peel, D., 2009, The Handbook of Econometrics Vol. 2: Applied econometrics . Mills, T. C. & Patterson, K. (eds.). London: Palgrave, p. 1025-1083 59 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  66. Published

    The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory

    Peel, D. & Zhang, J., 2009, In: Economics Letters. 105, 3, p. 326-329 4 p.

    Research output: Contribution to journalJournal article

  67. 2008
  68. Published

    Bounded cumulative prospect theory: some implications for gambling outcomes

    Peel, D., Cain, M. & Law, D., 2008, In: Applied Economics. 40, 1, p. 5-15 11 p.

    Research output: Contribution to journalJournal articlepeer-review

  69. Published

    Subjective skewness of return as an explanation of the optimal choice between gambles in cumulative prospect theory

    Peel, D. & Law, D., 2008, In: Journal of Gambling Business and Economics. 2, 2, p. 97-107 11 p.

    Research output: Contribution to journalJournal articlepeer-review

  70. Published

    Testing significance of variables in regression analysis when there is non-normality or heteroskedasticity. The wild bootstrap and the generalized lambda distribution

    Paya, I., Pavlidis, E. & Peel, D., 2008, Advances in Doctoral Research in Management Vol. 2. Singapore: World Scientific Publishing

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  71. Published

    The Markowitz model of utility supplemented with a small degree of probablility distortion as an explanation of outcomes of allais experiments over large and small payoffs and gambling on unlikely outcomes

    Peel, D., Zhang, J. & Law, D., 2008, In: Applied Economics. 40, 1, p. 17-26 10 p.

    Research output: Contribution to journalJournal articlepeer-review

  72. 2007
  73. Published

    Some implications of a quartic loss function

    Aretz, K. & Peel, D., 20/08/2007, In: Economics Bulletin. 7, 13, p. 1-7 7 p.

    Research output: Contribution to journalJournal articlepeer-review

  74. Published

    Betting on odds on favorites as an optimal choice in cumulative prospect theory

    Peel, D. & Law, D., 2007, In: Economics Bulletin. 4, 26, p. 1-10 10 p.

    Research output: Contribution to journalJournal articlepeer-review

  75. Published

    Deterministic impulse response in a nonlinear model: an analytical expression

    Venetis, I. A., Paya, I. & Peel, D., 2007, In: Economics Letters. 95, 3, p. 315-319 5 p.

    Research output: Contribution to journalJournal article

  76. Published

    Evaluating the properties of analysts' forecasts: a bootstrap approach

    Clatworthy, M. A., Peel, D. & Pope, P. F., 2007, In: British Accounting Review. 39, 1, p. 3-13 11 p.

    Research output: Contribution to journalJournal articlepeer-review

  77. Published

    Gambling and nonexpected utility: the perils of the power function

    Law, D. & Peel, D., 2007, In: Applied Economics Letters. 14, 2, p. 79-82 4 p.

    Research output: Contribution to journalJournal articlepeer-review

  78. Published

    Habit, aggregation and long memory: evidence from television audience data

    Byers, D., Peel, D. A. & Thomas, D. A., 2007, In: Applied Economics. 39, 3, p. 321-327 7 p.

    Research output: Contribution to journalJournal articlepeer-review

  79. Published

    Implementing the wild bootstrap using a two-point distribution

    Davidson, J., Monticini, A. & Peel, D., 2007, In: Economics Letters. 93, 3, p. 309-315 7 p.

    Research output: Contribution to journalJournal article

  80. Published

    On the equality of real interest rates across borders in integrated capital markets

    Minford, P. & Peel, D., 2007, In: Open Economies Review. 18, 1, p. 119-125 7 p.

    Research output: Contribution to journalJournal articlepeer-review

  81. Published

    On the relationship between nominal exchange rates and domestic and foreign prices

    Paya, I. & Peel, D. A., 2007, In: Applied Financial Economics. 17, 2, p. 105 - 117 13 p.

    Research output: Contribution to journalJournal articlepeer-review

  82. Published

    Simulating stock returns under switching regimes- a new test of market efficiency

    Meenagh, D., Minford, P. & Peel, D., 2007, In: Economics Letters. 94, 2, p. 235-239 5 p.

    Research output: Contribution to journalJournal article

  83. Published

    The long memory model of political support: some further results

    Byers, D., Davidson, J. & Peel, D., 2007, In: Applied Economics. 39, 20, p. 2547-2552 6 p.

    Research output: Contribution to journalJournal articlepeer-review

  84. 2006
  85. Published

    A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994

    Peel, D. & Paya, I., 2006, In: Journal of Money, Credit and Banking. 38, 8, p. 1971-1990 20 p.

    Research output: Contribution to journalJournal articlepeer-review

  86. Published

    Are analysts’ loss functions asymmetric?

    Clatworthy, M. A., Peel, D. & Pope, P. F., 2006, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  87. Published

    Expected stock returns, aggregate consumption and wealth: some further empirical evidence

    Ioannides, C., Peel, D. & Matthews, K., 2006, In: Journal of Macroeconomics. 28, 2, p. 439-445 7 p.

    Research output: Contribution to journalJournal articlepeer-review

  88. Published

    On the speed of adjustment in ESTAR models when allowance is made for bias in estimation

    Paya, I. & Peel, D., 2006, In: Economics Letters. 90, 2, p. 272-277 6 p.

    Research output: Contribution to journalJournal article

  89. Published

    Support for Governments and leaders: fractional cointegration analysis of poll evidence from the UK, 1960-2004

    Davidson, J., Peel, D. & Byers, D., 2006, In: Studies in Nonlinear Dynamics and Econometrics. 10, 1, p. Article 3

    Research output: Contribution to journalJournal articlepeer-review

  90. Published

    Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment

    Paya, I. & Peel, D., 2006, In: Journal of Applied Econometrics. 21, 5, p. 655-668 14 p.

    Research output: Contribution to journalJournal articlepeer-review

  91. Published

    The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class

    Peel, D. & Christodoulakis, G., 2006, In: Finance Research Letters. 3, 4, p. 273-276 4 p.

    Research output: Contribution to journalJournal articlepeer-review

  92. 2005
  93. Published

    Are analysts' loss functions asymmetric?

    Clatworthy, M. A., Peel, D. & Pope, P. F., 2005, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  94. Published

    Cumulative prospect theory and gambling

    Cain, M., Law, D. & Peel, D., 2005, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  95. Published

    Ex ante real returns in forward market speculation in the interwar period: evidence and prediction

    Paya, I. & Peel, D., 2005, New Trends in Macroeconomics. Berlin: Springer, p. 125-146 22 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  96. Published

    Habit, aggregation and long memory: evidence from television audience data

    Byers, D., Peel, D. & Thomas, D. A., 2005, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  97. Published

    Non-linearity in stock index returns: the volatility and serial correlation relationship

    Venetis, I. A. & Peel, D., 2005, In: Economic Modelling. 22, 1, p. 1-19 19 p.

    Research output: Contribution to journalJournal articlepeer-review

  98. Published

    Smooth transition models and arbitrage consistency

    Peel, D. & Venetis, I. A., 2005, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  99. Published

    Smooth transition models and arbitrage consistency

    Peel, D. & Venetis, I. A., 2005, In: Economica. 72, 3, p. 413-430 18 p.

    Research output: Contribution to journalJournal articlepeer-review

  100. Published

    Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap

    Ioannides, C. & Peel, D., 2005, In: Economics Letters. 87, 2, p. 221-226 6 p.

    Research output: Contribution to journalJournal articlepeer-review

  101. Published

    Testing for market efficiency in gambling markets: some observations and new statistical tests based on a bootstrap method

    Paya, I., Peel, D., Law, D. & Peirson, J., 2005, Information Efficiency in Financial and Betting Markets. Cambridge: Cambridge University Press, p. 346-365 20 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  102. Published

    The long memory model of political support: some further results

    Byers, D., Davidson, J. & Peel, D., 2005, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  103. Published

    The process followed by PPP data: on the properties of linearity tests

    Paya, I. & Peel, D., 2005, In: Applied Economics. 37, 21, p. 2515-2522 8 p.

    Research output: Contribution to journalJournal articlepeer-review

  104. Published

    The term spread and real economic activity in the US inter-war period

    Paya, I., Matthews, K. & Peel, D., 2005, In: Journal of Macroeconomics. 27, 2, p. 331-343 13 p.

    Research output: Contribution to journalJournal articlepeer-review

  105. 2004
  106. Published

    Alan Walters and the demand for money: an empirical retrospective

    Matthews, K., Peel, D. & Paya, I., 2004, Money Matters. Essays in Honour of Sir Alan Walters. Cheltenham: Edward Elgar

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  107. Published

    Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting

    Paya, I. & Peel, D., 2004, In: Journal of Forecasting. 23, 5, p. 373-384 12 p.

    Research output: Contribution to journalJournal articlepeer-review

  108. Published

    Nonlinear purchasing power parity under the gold standard

    Peel, D. & Paya, I., 2004, In: Southern Economic Journal. 71, 2, p. 302-313 12 p.

    Research output: Contribution to journalJournal articlepeer-review

  109. Published

    The utility of gambling and the favourite long-shot bias

    Peel, D., 2004, In: European Journal of Finance. 10, 5, p. 370-390 21 p.

    Research output: Contribution to journalJournal articlepeer-review

  110. Published

    Utility and the skewness of return in gambling

    Cain, M. & Peel, D., 2004, In: Geneva Papers on Risk and Insurance Theory. 29, 2, p. 145-163 19 p.

    Research output: Contribution to journalJournal articlepeer-review

  111. 2003
  112. Published

    Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS

    Paya, I., Venetis, I. & Peel, D., 09/2003, In: Oxford Bulletin of Economics and Statistics. 65, 4, p. 421-437 17 p.

    Research output: Contribution to journalJournal articlepeer-review

  113. Published

    Optimal discretionary monetary policy in a model of asymmetric central bank preferences.

    Nobay, A. R. & Peel, D., 07/2003, In: Economic Journal. 113, 489, p. 657-665 9 p.

    Research output: Contribution to journalJournal articlepeer-review

  114. Published

    Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes

    Peel, D. & Ioannides, C., 2003, In: Economics Letters. 78, 2, p. 147-152 6 p.

    Research output: Contribution to journalJournal article

  115. Published

    Nonlinear equilibrium correction in U.S. real money balances, 1869 - 1997

    Taylor, M. P., Peel, D. & Sarno, L., 2003, In: Journal of Money, Credit and Banking. 35, 5, p. 787-799 13 p.

    Research output: Contribution to journalJournal articlepeer-review

  116. Published

    PPP adjustment speeds in high frequency data when equilibrium real exchange rates is proxied by a time trend

    Peel, D. & Paya, I., 2003, In: Manchester School. 71, p. 39-53 15 p.

    Research output: Contribution to journalJournal article

  117. Published

    The favourite-longshot bias and the Gabriel and Marsden anomaly: an explanation based on utility theory

    Cain, M., Peel, D. & Law, D., 2003, The Economics of Gambling. London and New York: Routledge, p. 2-13 12 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  118. Published

    The favourite-longshot bias, bookmaker margins and insider trading in a variety of betting markets

    Cain, M., Law, D. & Peel, D., 2003, In: Bulletin of Economic Research. 55, 3, p. 263-273 11 p.

    Research output: Contribution to journalJournal articlepeer-review

  119. Published

    The Time Series Properties of Financial Ratios: Lev Revisited

    Ioannides, C., Peel, D. & Peel, M. J., 2003, In: Journal of Business Finance and Accounting. 30, 5-6, p. 699-714 16 p.

    Research output: Contribution to journalJournal articlepeer-review

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