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Professor David Peel

Professor Emeritus

  1. Published

    The Optimal Use of Information, Collective Bargaining and the Disclosure Debate

    Peel, D. & Pope, P., 1982, Financial Information and Industrial Relations . Maunders, K. (ed.). Hull: Barmarick Publications

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

  2. Published

    New Classical Macroeconomics

    Peel, D., 1989, Current issues in macroeconomics. Greenaway, D. (ed.). London: Macmillan, p. 45-67 23 p. (Current Issues in Economics; vol. 2).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  3. Published

    Rational Expectations and the New Macroeconomics

    Peel, D., 1990, New Thinking in Economics. J. R. S. (ed.). Aldershot: Edward Elgar Publishing, p. 72-87 16 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  4. Published

    Testing for Market Efficiency in the Exchange Market

    Peel, D., 1994, Risk and Uncertainty in Economics : Essays in Honour of J.L. Ford. Dickinson, D. G., Driscoll, M. & Sen, S. (eds.). Aldershot: Edward Elgar, p. 147-163 17 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  5. Published

    Non-Linear Dependence in Unemployment, Output and Inflation - Empirical Evidence for the UK

    Peel, D. & Speight, A., 1995, The Natural Rate of Unemployment: Reflections of Twenty Five Years of the Hypothesis. Cross, R. (ed.). Cambridge: Cambridge University Press, p. 231-255 25 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  6. Published

    Exchange Rate Dynamics and Monetary Reforms: Theory and Evidence from Britain's Return to Gold

    Peel, D., Micheal, P. & Nobay, A. R., 1996, Modern Perspectives on The Gold Standard. Bayoumi, T., Eichengreen, B. & Taylor, M. (eds.). Cambridge: Cambridge University Press, p. 341-366 26 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  7. Published

    Advertising and Aggregate Consumption

    Peel, D., 1975, Advertising and Economic Behaviour . Cowling, K. (ed.). London: Macmillan

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  8. Published

    The Kinked Demand Curve - the Demand for Labour Reconsidered

    Peel, D., 1973, In: Recherches Economiques de Louvain. p. 267-274 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    Some Empirical Results on 'the Rationality' of Expectations Derived from Survey Data

    Peel, D. & Walters, K., 09/1984, In: Empirical Economics. 9, 3, p. 151-163 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. Published

    Hysteresis and Cyclical Variability in Real Wages, Output and Unemployment: Empirical Evidence from Non-Linear Methods for the United States

    Peel, D. & Speight, A., 1994, In: International Journal of Systems Science . 25, 5, p. 934-965 32 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  11. Published

    Nonlinearities in East European Black Market Exchange Rates

    Peel, D. & Speight, A., 01/1997, In: International Journal of Finance and Economics. 2, 1, p. 39-57 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  12. Published

    Predicting Corporate Failure - Some Results for the U.K. Corporate Sector

    Peel, M. J., Peel, D. & Pope, P., 1986, In: Omega: The International Journal of Management Science. 14, 1, p. 5-12 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  13. 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 Journal/MagazineJournal articlepeer-review

  14. 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

  15. 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 Journal/MagazineJournal articlepeer-review

  16. 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 Journal/MagazineJournal articlepeer-review

  17. 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 Journal/MagazineJournal articlepeer-review

  18. 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 Journal/MagazineJournal articlepeer-review

  19. 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

  20. 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 Journal/MagazineJournal articlepeer-review

  21. Published

    On skew preference or non-skew preference of a CPT DM revealed in lottery choices with three payoffs

    Peel, D. & Zhang, J., 29/02/2024, In: Economics Letters. 235, 111549.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  22. Published

    Information disclosure to employees and rational expectations: a game theoretical perspective - a comment

    Pope, P. F. & Peel, D., 10/1997, In: Journal of Business Finance and Accounting. 24, 9, p. 1433-1435 3 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  23. Published

    Volatility and the big bang factor - has the big bang made UK stock prices more volatile?

    Pope, P. F., Peel, D. & Yadav, P. K., 2000, Double Takes (reprinted). Chichester: John Wiley and Sons Ltd, p. 231-235 5 p.

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

  24. Published

    Deregulation and UK stock market volatility

    Pope, P. F., Yadav, P. K. & Peel, D., 1993, In: Journal of Business Finance and Accounting. 20, 3, p. 359-372 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  25. Published

    Volatility and the big bang factor - has the big bang made UK stock prices more volatile?

    Pope, P. F., Yadav, P. K. & Peel, D., 1990, In: Professional Investor. p. 20-22 3 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  26. Published

    Information, prices and efficiency in a fixed-odds betting market

    Pope, P. F. & Peel, D., 1989, In: Economica. 56, 223, p. 323-341 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  27. Published

    Forward foreign exchange rates and risk premia - a reappraisal

    Pope, P. F. & Peel, D., 1991, In: Journal of International Money and Finance. 10, 3, p. 443-456 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  28. Published

    Insider Trading: Some Evidence on Market Efficiency and Directors' Share Dealings in Great Britain

    Pope, P., Morris, R. & Peel, D., 06/1990, In: Journal of Business Finance and Accounting. 17, 3, p. 359-380 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  29. Published

    Some empirical evidence on the time series properties of four UK Asset Prices

    Raeburn, E., Lane, J. & Peel, D., 1995, In: Economica. 63, 251, p. 405-426 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  30. Published

    Nonlinear mean-reversion in real exchange rates: toward a solution to the purchasing power parity puzzles

    Sarno, L., Peel, D. & Taylor, M. P., 2001, In: International Economic Review. 42, 4, p. 1015-1042 28 p.

    Research output: Contribution to Journal/MagazineJournal article

  31. Published

    Nonlinear hyperinflationary exchange rate dynamics: the Polish Zloty 1988-1990

    Speight, A. & Peel, D., 1999, Money and Macroeconomic Policy. Cheltenham: Edward Elgar, p. 175-198 24 p.

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

  32. 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 Journal/MagazineJournal articlepeer-review

  33. Published

    The slope of the yield curve and real economic activity: tracing the transmission mechanism

    Taylor, M. P. & Peel, D., 1998, In: Economics Letters. 58, 2, p. 165-174 10 p.

    Research output: Contribution to Journal/MagazineJournal article

  34. Published

    Periodically collapsing stock price bubbles: a robust test

    Taylor, M. P. & Peel, D., 1998, In: Economics Letters. 61, 2, p. 221-228 8 p.

    Research output: Contribution to Journal/MagazineJournal article

  35. Published

    Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals

    Taylor, M. P. & Peel, D., 2000, In: Journal of International Money and Finance. p. 33-53 21 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  36. 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 Journal/MagazineJournal articlepeer-review

  37. 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 Journal/MagazineJournal article

  38. 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

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