Jerry Coakley
Jerry Coakley
Professor of Finance, University of Essex
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The integration of property and financial markets
J Coakley
Environment and planning A 26 (5), 697-713, 1994
Current account solvency and the Feldstein--Horioka puzzle
J Coakley, F Kulasi, R Smith
The Economic Journal 106 (436), 620-627, 1996
The Feldstein–Horioka puzzle and capital mobility: a review
J Coakley, F Kulasi, R Smith
International Journal of Finance & Economics 3 (2), 169-188, 1998
Unobserved heterogeneity in panel time series models
J Coakley, AM Fuertes, R Smith
Computational Statistics & Data Analysis 50 (9), 2361-2380, 2006
Is the Feldstein–Horioka puzzle history?
J Coakley, AM Fuertes, F Spagnolo
The Manchester School 72 (5), 569-590, 2004
New panel unit root tests of PPP
J Coakley, AM Fuertes
Economics Letters 57 (1), 17-22, 1997
Cointegration of long span saving and investment
J Coakley, F Kulasi
Economics Letters 54 (1), 1-6, 1997
Saving, investment, and capital mobility in LDCs
J Coakley, F Hasan, R Smith
Review of International Economics 7 (4), 632-640, 1999
A principal components approach to cross-section dependence in panels
J Coakley, AM Fuertes, R Smith
Post‐IPO operating performance, venture capital and the bubble years
J Coakley, L Hadass, A Wood
Journal of Business Finance & Accounting 34 (9‐10), 1423-1446, 2007
Valuation ratios and price deviations from fundamentals
J Coakley, AM Fuertes
Journal of Banking & Finance 30 (8), 2325-2346, 2006
Purchasing power parity and the theory of general relativity: the first tests
J Coakley, RP Flood, AM Fuertes, MP Taylor
Journal of International Money and Finance 24 (2), 293-316, 2005
UK IPO underpricing and venture capitalists
J Coakley, L Hadass, A Wood
The European Journal of Finance 15 (4), 421-435, 2009
Bidder CEO and other executive compensation in UK M&As
J Coakley, S Iliopoulou
European Financial Management 12 (4), 609-631, 2006
Nonparametric cointegration analysis of real exchange rates
J Coakley, AM Fuertes
Applied Financial Economics 11 (1), 1-8, 2001
Small sample properties of panel time-series estimators with I (1) errors
AM Fuertes, J Coakley, R Smith
Birkbeck College Discussion Paper, 2001
Numerical issues in threshold autoregressive modeling of time series
J Coakley, AM Fuertes, MT Pérez
Journal of Economic Dynamics and Control 27 (11-12), 2219-2242, 2003
The Feldstein-Horioka puzzle is not as bad as you think
J Coakley, AM Fuertes, F Spagnolo
Birkbeck College, Department of Economics, 2001
Post-IPO operating performance, venture capitalists and market timing
J Coakley, L Hadass, A Wood
Essex Finance Centre Discussion Paper, 2004
Earnings management and IPO anomalies in China
Z Shen, J Coakley, N Instefjord
Review of Quantitative Finance and Accounting 42 (1), 69-93, 2014
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