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Professor David Peel

Professor Emeritus

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  1. 2007
  2. 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 Journal/Magazine › Journal article

  3. 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 Journal/Magazine › Journal article › peer-review

  4. 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 Journal/Magazine › Journal article › peer-review

  5. 2008
  6. 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 Journal/Magazine › Journal article › peer-review

  7. 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 Journal/Magazine › Journal article › peer-review

  8. 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/ISSN › Chapter

  9. 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 Journal/Magazine › Journal article › peer-review

  10. 2009
  11. 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 Journal/Magazine › Journal article › peer-review

  12. 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

  13. Published

    Economics of Betting Markets

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

    Research output: Book/Report/Proceedings › Book

  14. 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

  15. 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 Journal/Magazine › Journal article › peer-review

  16. 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 Journal/Magazine › Journal article › peer-review

  17. 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 Journal/Magazine › Journal article › peer-review

  18. 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 Journal/Magazine › Journal article › peer-review

  19. 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/ISSN › Chapter

  20. 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 Journal/Magazine › Journal article

  21. 2010
  22. 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 Journal/Magazine › Journal article › peer-review

  23. 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 Journal/Magazine › Journal article › peer-review

  24. 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 Journal/Magazine › Journal article › peer-review

  25. 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 Journal/Magazine › Journal article

  26. 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 Journal/Magazine › Journal article › peer-review

  27. 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 Journal/Magazine › Journal article › peer-review

  28. 2011
  29. 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 Journal/Magazine › Journal article › peer-review

  30. 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 Journal/Magazine › Journal article › peer-review

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