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Professor David Peel

Professor Emeritus

  1. 2003
  2. 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

  3. 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 Journal/MagazineJournal articlepeer-review

  4. 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 Journal/MagazineJournal articlepeer-review

  5. 2002
  6. Published

    Advanced Macroeconomics: A Primer

    Minford, A. P. L. & Peel, D., 2002, Cheltenham: Edward Elgar. 548 p.

    Research output: Book/Report/ProceedingsBook

  7. Published

    Covered interest rate arbitrage in the interwar period and the Keynes-Einzig conjecture

    Peel, D. & Taylor, M. P., 2002, In: Journal of Money, Credit and Banking. 34, 1, p. 51-75 25 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Published

    Insider trading, herding behaviour and market plungers in the British horse-race betting market

    Law, D. & Peel, D., 2002, In: Economica. 69, 274, p. 327-338 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. 2001
  10. Published

    The Incidence of Insider Trading in Betting Markets and the Gabriel and Marsden Anomaly

    Law, D., Cain, M. & Peel, D., 03/2001, In: Manchester School. 69, 2, p. 197-207 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  11. 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

  12. Published

    The relationship between two indicators of insider trading in british racetrack betting

    Law, D., Cain, M. & Peel, D., 2001, In: Economica. 68, 1269, p. 97-104 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  13. 2000
  14. Published

    Testing for statistical and market efficiency when forecast errors are non-normal: the NFL betting market revisted

    Cain, M., Law, D. & Peel, D., 12/2000, In: Journal of Forecasting. 19, 7, p. 575-586 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  15. Published

    The dynamics of aggregate political popularity: evidence from eight countries

    Byers, J. D., Davidson, J. & Peel, D., 03/2000, In: Electoral Studies. 19, 1, p. 49-62 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  16. 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

  17. Published

    Non-linear dynamics of inflation in high inflation economies

    Byers, D. & Peel, D., 2000, In: Manchester School. 68, 3, p. 23-37 15 p.

    Research output: Contribution to Journal/MagazineJournal article

  18. Published

    Optimal monetary policy with a nonlinear Philips curve

    Nobay, A. R. & Peel, D., 2000, In: Economics Letters. 67, 2, p. 159-164 6 p.

    Research output: Contribution to Journal/MagazineJournal article

  19. Published

    The favourite-longshot bias and market efficiency in UK football betting

    Law, D., Cain, M. & Peel, D., 2000, In: Scottish Journal of Political Economy. 47, 1, p. 25-36 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  20. 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

  21. 1999
  22. Published

    Nonlinear adjustment towards long-run money demand: an empirical investigation

    Nobay, A. R., Michael, P. & Peel, D., 1999, Nonlinear Time Series Analysis of Economic and Financial Data. Dordrecht: Kluwer Academic Publishers, p. 179-190 12 p.

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

  23. 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

  24. 1998
  25. Published

    A non-linear error correction mechanism based on the bilinear model

    Davidson, D. & Peel, D., 1998, In: Economics Letters. 58, 2, p. 165-170 6 p.

    Research output: Contribution to Journal/MagazineJournal article

  26. Published

    A note on some properties of the ESTAR Model

    Chappell, D. & Peel, D., 1998, In: Economics Letters. 60, 3, p. 311-315 5 p.

    Research output: Contribution to Journal/MagazineJournal article

  27. Published

    Modelling business cycle nonlinearity in conditional mean and conditional variance: some international evidence

    Peel, D. & Speight, A., 1998, In: Economica. 65, 258, p. 211-229 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  28. 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

  29. Published

    Rationality testing under asymmetric loss

    Batchelor, R. & Peel, D., 1998, In: Economics Letters. 61, 1, p. 49-54 6 p.

    Research output: Contribution to Journal/MagazineJournal article

  30. 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

  31. 1997
  32. 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

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