J. Coutts

发表

Friday the thirteenth and the Financial Times Industrial Ordinary Shares Index 1935-94

J. Coutts, 1999 .

Misspecification testing and robust estimation of the market model: estimating betas for the FT-SE industry baskets

T. Mills, J. Coutts, Terence C. Mills, 1996 .

The anomalies that aren't there: the weekend, January and pre-holiday effects on the all gold index on the Johannesburg Stock Exchange 1987-1997

A. Coutts, J. Coutts, Mohamed A. Sheikh, 2002 .

Trading rules and stock returns: some preliminary short run evidence from the Hang Seng 1985-1997

Kwong-C. Cheung, J. Andrew Coutts, J. Coutts, 2000 .

Time series and cross-section parameter stability in the market model: the implications for event studies

T. Mills, Jennifer Roberts, J. Coutts, 1997 .

Testing cumulative prediction errors in event study methodology

Terence C. Mills, Jennifer Roberts, J. Andrew Coutts, 1995 .

The market model and the event study method: A synthesis of the econometric criticisms

T. Mills, Jennifer Roberts, J. Coutts, 1994 .

The January effect and monthly seasonality in the All Gold Index on the Johannesburg Stock Exchange 1987-1997

J. Coutts, Mohamed A. Sheikh, 2000 .

The weekend effect, the Stock Exchange Account and the Financial Times Industrial Ordinary Shares Index: 1987-1994

J. Coutts, Peter A. Hayes, 1999 .

Security price anomalies in the London International Stock Exchange: a 60 year perspective

Z. Arsad, J. Coutts, 1997 .

Calendar effects in the London Stock Exchange FT-SE indices

T. Mills, J. Coutts, 1995 .

Trading rules and stock returns: some further short run evidence from the Hang Seng 1997–2008

J. Coutts, 2010 .

The January effect and monthly seasonality in the Hang Seng index: 1985-97

J. Coutts, K. Cheung, 1999 .

MANAGEMENT BUYOUT ANNOUNCEMENTS AND SECURITIES RETURNS: A UK STUDY 1984–1989

C. Mallin, B. Saadouni, J. Coutts, 1992 .

The trading month anomaly in the Financial Times Industrial Ordinary Shares Index: 1935–1994

Z. Arsad, J. Coutts, 1997 .

The weekend effect, good news, bad news and the Financial Times Industrial Ordinary Shares Index: 1935-94

Z. Arsad, J. Coutts, 1996 .

Misspecification of the market model: the implications for event studies

T. Mills, Jennifer Roberts, J. Coutts, 1995 .