Ian Tonks

University of Bristol

Professor in Finance

Department of Finance and Accounting

15-19 Tyndalls Park Road

Bristol, BS8 1PQ

United Kingdom

SCHOLARLY PAPERS

32

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Scholarly Papers (32)

1.
Downloads 3,889 ( 3,277)

Non-Standard Errors

Number of pages: 56 Posted: 23 Nov 2021 Last Revised: 29 Nov 2021
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Michael Razen, Utz Weitzel, David Abad, Menachem (Meni) Abudy, Tobias Adrian, Yacine Ait-Sahalia, Olivier Akmansoy, Jamie Alcock, Vitali Alexeev, Arash Aloosh, Livia Amato, Diego Amaya, James Angel, Amadeus Bach, Edwin Baidoo, Gaetan Bakalli, Andrea Barbon, Oksana Bashchenko, Parampreet Christopher Bindra, Geir Hoidal Bjonnes, Jeff Black, Bernard S. Black, Santiago Bohorquez, Oleg Bondarenko, Charles S. Bos, Ciril Bosch-Rosa, Elie Bouri, Christian T. Brownlees, Anna Calamia, Viet Nga Cao, Gunther Capelle-Blancard, Laura Capera, Massimiliano Caporin, Allen Carrion, Tolga Caskurlu, Bidisha Chakrabarty, Mikhail Chernov, William M. Cheung, Ludwig B. Chincarini, Tarun Chordia, Sheung Chi Chow, Benjamin Clapham, Jean-Edouard Colliard, Carole Comerton-Forde, Edward Curran, Thong Dao, Wale Dare, Ryan J. Davies, Riccardo De Blasis, Gianluca De Nard, Fany Declerck, Oleg Deev, Hans Degryse, Solomon Deku, Christophe Desagre, Mathijs A. Van Dijk, Chukwuma Dim, Thomas Dimpfl, Yun Jiang Dong, Philip Drummond, Tom Dudda, Ariadna Dumitrescu, Teodor Dyakov, Anne Haubo Dyhrberg, Michał Dzieliński, Asli Eksi, Izidin El Kalak, Saskia ter Ellen, Nicolas Eugster, Martin D.D. Evans, Michael Farrell, Ester Félez-Viñas, Gerardo Ferrara, El Mehdi FERROUHI, Andrea Flori, Jonathan Fluharty-Jaidee, Sean Foley, Kingsley Y. L. Fong, Thierry Foucault, Tatiana Franus, Francesco A. Franzoni, Bart Frijns, Michael Frömmel, Servanna Fu, Sascha Füllbrunn, Baoqing Gan, Thomas Gehrig, Dirk Gerritsen, Javier Gil-Bazo, Lawrence R. Glosten, Thomas Gomez, Arseny Gorbenko, Ufuk Güçbilmez, Joachim Grammig, Vincent Gregoire, Björn Hagströmer, Julien Hambuckers, Erik Hapnes, Jeffrey H. Harris, Lawrence Harris, Simon Hartmann, Jean-Baptiste Hasse, Nikolaus Hautsch, Xuezhong He, Davidson Heath, Simon Hediger, Terrence Hendershott, Ann Marie Hibbert, Erik Hjalmarsson, Seth A. Hoelscher, Peter Hoffmann, Craig W. Holden, Alex R. Horenstein, Wenqian Huang, Da Huang, Christophe Hurlin, Alexey Ivashchenko, Subramanian R. Iyer, Hossein Jahanshahloo, Naji Jalkh, Charles M. Jones, Simon Jurkatis, Petri Jylha, Andreas Kaeck, Gabriel Kaiser, Arzé Karam, Egle Karmaziene, Bernhard Kassner, Markku Kaustia, Ekaterina Kazak, Fearghal Kearney, Vincent van Kervel, Saad Khan, Marta Khomyn, Tony Klein, Olga Klein, Alexander Klos, Michael Koetter, Jan Pieter Krahnen, Aleksey Kolokolov, Robert A. Korajczyk, Roman Kozhan, Amy Kwan, Quentin Lajaunie, FY Eric C Lam, Marie Lambert, Hugues Langlois, Jens Lausen, Tobias Lauter, Markus Leippold, Vladimir Levin, Yijie Li, (Michael) Hui Li, Chee Yoong Liew, Thomas Lindner, Oliver B. Linton, Jiacheng Liu, Anqi Liu, Guillermo Llorente, Matthijs Lof, Ariel Lohr, Francis A. Longstaff, Alejandro Lopez-Lira, Shawn Mankad, Nicola Mano, Alexis Marchal, Charles Martineau, Francesco Mazzola, Debrah Meloso, Roxana Mihet, Vijay Mohan, Sophie Moinas, David Moore, Liangyi Mu, Dmitriy Muravyev, Dermot Murphy, Gabor Neszveda, Christian Neumeier, Ulf Nielsson, Mahendrarajah Nimalendran, Sven Nolte, Lars L. Norden, Peter O'Neill, Khaled Obaid, Bernt Arne Ødegaard, Per Östberg, Marcus Painter, Stefan Palan, Imon Palit, Andreas Park, Roberto Pascual, Paolo Pasquariello, Lubos Pastor, Vinay Patel, Andrew J. Patton, Neil D. Pearson, Loriana Pelizzon, Matthias Pelster, Christophe Pérignon, Cameron Pfiffer, Richard Philip, Tomáš Plíhal, Puneet Prakash, Oliver-Alexander Press, Tina Prodromou, Tālis J. Putniņš, Gaurav Raizada, David A. Rakowski, Angelo Ranaldo, Luca Regis, Stefan Reitz, Thomas Renault, Rex Wang Renjie, Roberto Renò, Steven Riddiough, Kalle Rinne, Paul Rintamäki, Ryan Riordan, Thomas Rittmannsberger, Iñaki Rodríguez-Longarela, Dominik Rösch, Lavinia Rognone, Brian Roseman, Ioanid Rosu, Saurabh Roy, Nicolas Rudolf, Stephen Rush, Khaladdin Rzayev, Aleksandra Rzeźnik, Anthony Sanford, Harikumar Sankaran, Asani Sarkar, Lucio Sarno, O. Scaillet, Stefan Scharnowski, Klaus Reiner Schenk-Hoppé, Andrea Schertler, Michael Schneider, Florian Schroeder, Norman Schürhoff, Philipp Schuster, Marco A. Schwarz, Mark S. Seasholes, Norman Seeger, Or Shachar, Andriy Shkilko, Jessica Shui, Mario Sikic, Giorgia Simion, Lee A. Smales, Paul Söderlind, Elvira Sojli, Konstantin Sokolov, Laima Spokeviciute, Denitsa Stefanova, Marti G. Subrahmanyam, Sebastian Neusüss, Barnabas Szaszi, Oleksandr Talavera, Yuehua Tang, Nicholas Taylor, Wing Wah Tham, Erik Theissen, Julian Thimme, Ian Tonks, Hai Tran, Luca Trapin, Anders B. Trolle, Giorgio Valente, Robert A. Van Ness, Aurelio Vasquez, Thanos Verousis, Patrick Verwijmeren, Anders Vilhelmsson, Grigory Vilkov, Vladimir Vladimirov, Sebastian Vogel, Stefan Voigt, Wolf Wagner, Thomas Walther, Patrick Weiss, Michel van der Wel, Ingrid M. Werner, P. Joakim Westerholm, Christian Westheide, Evert Wipplinger, Michael Wolf, Christian C. P. Wolff, Leonard Wolk, Wing Keung Wong, Jan Wrampelmeyer, Shuo Xia, Dacheng Xiu, Ke Xu, Caihong Xu, Pradeep K. Yadav, José Yagüe, Cheng Yan, Antti Yang, Woongsun Yoo, Wenjia Yu, Shihao Yu, Bart Z. Yueshen, Darya Yuferova, Marcin Zamojski, Abalfazl Zareei, Stefan Zeisberger, S. Sarah Zhang, Xiaoyu Zhang, Zhuo Zhong, Z. Ivy Zhou, Chen Zhou, Xingyu Sonya Zhu, Marius Zoican, Remco C. J. Zwinkels, Jian Chen, Teodor Duevski, Ge Gao, Roland Gemayel, Dudley Gilder, Paul Kuhle, Emiliano Pagnotta, Michele Pelli, Jantje Sönksen, Lu Zhang, Konrad Ilczuk, Dimitar Bogoev, Ya Qian, Hans C. Wika, Yihe Yu, Lu Zhao, Michael Mi, Li Bao, Andreea Vaduva, Prokopczuk Prokopczuk, Alejandro Avetikian and Zhen-Xing Wu
Vrije Universiteit Amsterdam, Stockholm School of Economics - Department of Economics, University of Innsbruck - Department of Economics, University of Innsbruck, Stockholm School of Economics - Department of Economics, University of Innsbruck, University of Innsbruck, VU University Amsterdam, Universidad de Alicante, Bar-Ilan University - Graduate School of Business Administration, International Monetary Fund (IMF), Princeton University - Department of Economics, CNRS, University of Oxford, University of Technology Sydney, Neoma Business School, University of Chicago - Booth School of Business, Wilfrid Laurier University, Georgetown University - Department of Finance, University of Mannheim, Tennessee Technological University, Auburn University, University of St. Gallen, Swiss Finance Institute - HEC Lausanne, University of Innsbruck, BI Norwegian Business School, University of Memphis, Northwestern University, Universidad EAFIT, University of Illinois at Chicago - Department of Finance, VU University Amsterdam, Technische Universität Berlin, Lebanese American University, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Toulouse Business School - TBS Education, Monash University, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Padua - Department of Statistical Sciences, University of Memphis - Fogelman College of Business and Economics, University of Amsterdam Business School, Saint Louis University - Richard A. Chaifetz School of Business, UCLA Anderson, Waseda University, University of San Francisco, Emory University - Department of Finance, Australian National University (ANU), Goethe University Frankfurt Faculty of Economics and Business Administration, HEC Paris - Finance Department, University of Melbourne - Department of Finance, Macquarie University - Faculty of Business and Economics, Nottingham Trent University, University of Liège - HEC Liège, Babson College - Finance Division, Lum University Giuseppe Degennaro, University of Zurich - Department of Banking and Finance, Universite de Toulouse 1 Capitole, Masaryk University, KU Leuven - Faculty of Business and Economics (FEB), Nottingham Trent University - Nottingham Business School, Catholic University of Louvain (UCL) - Louvain Finance (LFIN), Erasmus University Rotterdam (EUR), Frankfurt School of Finance & Management, University of Hohenheim, Queen's University (Canada), Queen's School of Business, Students, Monash University, Technische Universität Dresden, ESADE Business School, EDHEC Business School, The University of Sydney - Discipline of Finance, Stockholm Business School, Stockholm University, Salisbury University - Perdue School of Business, Cardiff Business School, Norges Bank, University of Queensland - Business School, Georgetown University - Department of Economics, University of Virginia - Darden School of Business, University of Technology Sydney, Bank of England, Ibn Tofail University, Politecnico di Milano, affiliation not provided to SSRN, Macquarie University, University of New South Wales - School of Banking and Finance, HEC Paris - Finance Department, City, University of London - Bayes Business School, Universita della Svizzera italiana (USI Lugano), Open University of the Netherlands - School of Management, Ghent University - Department of Financial Economics, University of Essex, Radboud University Nijmegen - Institute for Management Research, University of Technology Sydney, University of Vienna, Utrecht University - School of Economics, Universitat Pompeu Fabra, Columbia University, Utrecht University, Monash University - Department of Banking and Finance, University of Glasgow - Adam Smith Business School, University of Tuebingen, HEC Montreal - Department of Finance, Stockholm University - Stockholm Business School, University of Liège - HEC Liège, Aalto University, American University - Department of Finance and Real Estate, University of Southern California - Marshall School of Business - Finance and Business Economics Department, Vienna University of Economics and Business, Aix-Marseille University - Aix-Marseille School of Economics, University of Vienna - Department of Statistics and Operations Research, Xi'an Jiaotong-Liverpool University (XJTLU), University of Utah - David Eccles School of Business, University of Zurich - Department of Banking and Finance, University of California, Berkeley - Haas School of Business, West Virginia University - Department of Finance, University of Gothenburg - Centre for Finance, Missouri State University - College of Business, European Central Bank (ECB), Indiana University - Kelley School of Business - Department of Finance, University of Miami - School of Business Administration - Department of Economics, Bank for International Settlements, University of Utah - David Eccles School of Business, University of Orleans, Vrije Universiteit Amsterdam, University of New Mexico, Cardiff University, Saint Joseph University, Columbia University, Bank of England, Aalto University, University of Sussex, Universite du Luxembourg, Durham University, Vrije Universiteit Amsterdam, Ludwig-Maximilians-Universität München, Aalto University, University of Manchester, Queen's University Belfast - Queen's Management School, Pontifical Catholic University of Chile, Queen's University - Smith School of Business, University of Technology Sydney (UTS), Queen's University Belfast - Queen's Management School, University of Warwick - Warwick Business School, University of Kiel - Institute for Quantitative Business and Economics Research (QBER), Halle Institute for Economic Research, Goethe University Frankfurt, University of Manchester - Manchester Business School, Northwestern University - Kellogg School of Management, University of Warwick - Warwick Business School, University of Sydney Business School, Université Paris Dauphine, Hong Kong Institute for Monetary and Financial Research, University of Liège - HEC Liège, HEC Paris - Finance Department, Goethe University Frankfurt - Faculty of Economics and Business Administration, Leibniz University Hannover, University of Zurich, Universite du Luxembourg, S&P Global Ratings, La Trobe University, UCSI University, Malaysia, Vienna University of Economics and Business, University of Cambridge, Purdue University, The University of Sydney, Universidad Autonoma de Madrid, Aalto University, Arizona State University (ASU) - Finance Department, University of California, Los Angeles (UCLA) - Finance Area, University of Florida - Department of Finance, Insurance and Real Estate, Cornell University, Swiss Finance Institute - USI Lugano, EPFL, University of Toronto - Rotman School of Management and UTSC Management, Erasmus University Rotterdam (EUR), Toulouse Business School - TBS Education, Swiss Finance Institute - HEC Lausanne, RMIT University, Universite de Toulouse 1 Capitole, Loyola Marymount University, Queen's University Belfast, Michigan State University - Department of Finance, University of Illinois at Chicago, John von Neumann University, Justus Liebig University Giessen, Copenhagen Business School, University of Florida - Department of Finance, Insurance and Real Estate, Radboud University, Stockholm University - Stockholm Business School, Financial Conduct Authority, California State University-East Bay, University of Stavanger, University of Zurich - Department of Banking and Finance, Saint Louis University - Department of Finance, University of Graz, RMIT University - Blockchain Innovation Hub, University of Toronto at Mississauga, Universidad de las Islas Baleares, University of Michigan, Stephen M. Ross School of Business, University of Chicago - Booth School of Business, University of Technology Sydney (UTS), Duke University - Department of Economics, University of Illinois at Urbana-Champaign - Department of Finance, Goethe University Frankfurt - Faculty of Economics and Business Administration, Paderborn University, HEC Paris - Finance Department, University of Oregon - Department of Finance, University of Sydney Business School, Masaryk University - Faculty of Economics and Administration, Missouri State University, Copenhagen Business School, The University of Wollongong, University of Technology Sydney (UTS), Indian Institute of Management, Ahmedabad, University of Texas at Arlington, University of St. Gallen, University of Turin, University of Kiel, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Verona - Department of Economics, University of Toronto, Universite du Luxembourg - Department of Finance, Aalto University, Queen's University - Smith School of Business, University of Innsbruck, Stockholm University - Stockholm Business School, State University of New York at Buffalo - School of Management, University of Manchester - Alliance Manchester Business School, Oklahoma State University - Department of Finance, HEC Paris - Finance Department, University of Massachusetts Amherst, University of Lausanne, Bowling Green State University - Department of Finance, University of Edinburgh, York University, University of Maryland, New Mexico State University, Federal Reserve Bank of New York, University of Cambridge - Judge Business School, Swiss Finance Institute - University of Geneva, University of Mannheim, University of Manchester - Department of Economics, University of Graz, Deutsche Bundesbank, Macquarie University, Swiss Finance Institute - HEC Lausanne, University of Stuttgart, Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE), Arizona State University (ASU), Vrije Universiteit Amsterdam, Federal Reserve Bank of New York, Wilfrid Laurier University - Lazaridis School of Business and Economics, Federal Housing Finance Agency, University of Zurich, Vienna University of Economics and Business, University of Western Australia, University of St. Gallen, UNSW Australia Business School, School of Banking and Finance, University of Memphis - Fogelman College of Business and Economics, Cardiff University, Universite du Luxembourg, New York University (NYU) - Leonard N. Stern School of Business, Aalto University, Eötvös Loránd University, University of Birmingham, University of Florida - Department of Finance, University of Bristol - School of Economics, Finance and Management, University of New South Wales (UNSW), University of Mannheim - Finance Area, Karlsruhe Institute of Technology, University of Bristol, Loyola Marymount University - Department of Finance, University of Bologna, Copenhagen Business School, Hong Kong Institute for Monetary and Financial Research (HKIMR), University of Mississippi - Department of Finance, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, University of Essex, Erasmus University Rotterdam (EUR), Lund University - Department of Economics, Frankfurt School of Finance & Management, University of Amsterdam Business School, Erasmus University Rotterdam (EUR), University of Copenhagen, Erasmus University Rotterdam (EUR), Utrecht University - School of Economics, Vienna Graduate School of Finance (VGSF), Erasmus University Rotterdam, The Ohio State University - Fisher College of Business, University of Sydney Business School, University of Vienna - Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, University of Zurich - Department of Economics, University of Luxembourg, Vrije Universiteit Amsterdam, Auburn University, Vrije Universiteit Amsterdam, School of Business and Economics, Halle Institute for Economic Research, University of Chicago - Booth School of Business, University of Victoria, Stockholm University - Stockholm Business School, University of Oklahoma Price College of Business, University of Murcia, University of Essex - Essex Business School, Erasmus University Rotterdam, Central Michigan University, Aalto University, Vrije Universiteit Amsterdam, INSEAD - Finance, Norwegian School of Economics (NHH) - Department of Finance, University of Gothenburg, Centre for Finance, Stockholm University, Radboud University, Institute for Management Research, University of Manchester - Alliance Manchester Business School, Vrije Universiteit Amsterdam, University of Melbourne - Department of Finance, University of Wollongong - School of Accounting, Economics & Finance, Erasmus University Rotterdam (EUR), Bank for International Settlements (BIS), University of Toronto at Mississauga - Department of Management, VU University Amsterdam - Department of Finance and Financial Sector Management, Queen's University, HEC Paris, University of Birmingham, King's College London, Cardiff University, Universidad Autonoma de Madrid, Singapore Management University, University of Zurich - Department of Banking and Finance, University of Tübingen, University of Luxembourg, affiliation not provided to SSRN, EDF Energy, United Kingdom, Aalto University, Norges Bank, University at Buffalo, SUNY, Southwestern University of Finance and Economics (SWUFE), The University of Sydney, University of Toulouse Capitole, UC3M, Leibniz University Hannover, Pontifical Catholic University of Chile and Zhongnan University of Economics and Law - School of Finance
Downloads 3,889 (3,347)

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non-standard errors, multi-analyst approach, liquidity

2.

How to Open and Close the Market: Lessons from the London Stock Exchange

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 58 Posted: 12 May 2002
Andrew Ellul, Hyun Song Shin and Ian Tonks
Indiana University - Kelley School of Business - Department of Finance, Bank for International Settlements (BIS) and University of Bristol
Downloads 683 (49,797)
Citation 3

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Call markets; Dealership markets; Opening and Closing Markets; International

3.

Executive Pay and Performance: Did Bankers’ Bonuses Cause the Crisis?

Number of pages: 43 Posted: 20 Apr 2011
University of Bath - Department of Social and Policy Sciences, University of Reading and University of Bristol
Downloads 642 (54,000)
Citation 5

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Executive compensation, pay and performance, incentives

4.

Bid-Ask Spreads Around Earnings Announcements

EFA 2000 London Meeting
Number of pages: 35 Posted: 07 Jan 2001
University of Bristol - Department of Accounting and Finance, University of Bristol - Department of Economics and University of Bristol
Downloads 522 (70,115)
Citation 3

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5.

Institutional Investor Portfolio Allocation, Quantitative Easing and the Global Financial Crisis

Bank of England Working Paper No. 510
Number of pages: 49 Posted: 13 Sep 2014
Michael Joyce, Zhuoshi Liu and Ian Tonks
Bank of England - Monetary Analysis, Bank of England - Monetary Analysis and University of Bristol
Downloads 487 (76,307)

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Institutional investors, asset allocation, quantitative easing, portfolio balance channel, financial crisis

6.

Why Does Mutual Fund Performance Not Persist? The Impact and Interaction of Fund Flows and Manager Changes

Paris December 2010 Finance Meeting EUROFIDAI - AFFI
Number of pages: 44 Posted: 22 Oct 2010 Last Revised: 24 Jun 2020
University of Hamburg, City, University of London, Justus-Liebig-University Giessen and University of Bristol
Downloads 486 (76,491)
Citation 9

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Mutual Funds, Performance Persistence, Fund Flows, Manager Turnover

New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods

Number of pages: 44 Posted: 21 Oct 2015
City, University of London, University College London, University of Bath-Department of Economics and University of Bristol
Downloads 294 (134,453)
Citation 2

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mutual funds, unit trusts, open ended investment companies, performance measurement, factor benchmark models, bootstrap methods

New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods

Pensions Institute, Discussion Paper PI-1404
Number of pages: 44 Posted: 22 Mar 2016
City, University of London, University College London, University of Bath-Department of Economics and University of Bristol
Downloads 64 (445,357)
Citation 43

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mutual funds, unit trusts, open ended investment companies, performance measurement, factor benchmark models, bootstrap methods

Insider Trading and the Post-Earnings Announcement Drift

Journal of Business Finance & Accounting, Forthcoming
Number of pages: 42 Posted: 05 Jun 2017 Last Revised: 11 Dec 2017
University of Exeter Business School - XFI Centre for Finance and Investment, University of Bristol and University of Bath - School of Management
Downloads 242 (163,918)
Citation 1

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Insider trading, earnings announcements, market under-reaction, market efficiency

Insider Trading and the Post‐Earnings Announcement Drift

Journal of Business Finance & Accounting, Vol. 45, Issue 3-4, pp. 482-508, 2018
Number of pages: 27 Posted: 17 Apr 2018
University of Exeter Business School - XFI Centre for Finance and Investment, University of Bristol and University of Bath - School of Management
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Citation 1
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earnings announcements, insider trading, market efficiency, market under‐reaction

9.

Network Centrality and Delegated Investment Performance

Netspar Discussion Paper No. 12/2015-065
Number of pages: 55 Posted: 07 Mar 2016 Last Revised: 02 Oct 2016
Georgetown University, City, University of London, UCSD, University of Bristol and University of Maryland - Robert H. Smith School of Business
Downloads 239 (166,474)
Citation 17

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Networks, Investment Management, Performance

10.

Return Persistence and Fund Flows in the Worst Performing Mutual Funds

NBER Working Paper No. w13042
Number of pages: 27 Posted: 18 Apr 2007 Last Revised: 22 Aug 2021
Jonathan Berk and Ian Tonks
Stanford Graduate School of Business and University of Bristol
Downloads 233 (170,553)
Citation 2

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The Value and Risk of Defined Contribution Pension Schemes: International Evidence

Xfi Working Paper No. 09/03
Number of pages: 39 Posted: 04 Aug 2009
E. S. Cannon and Ian Tonks
University of Bristol - Department of Economics and University of Bristol
Downloads 87 (373,404)
Citation 1

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Risks, Defined contribution pension schemes, pension replacement ratio

The Value and Risk of Defined Contribution Pension Schemes: International Evidence

Journal of Risk and Insurance, Forthcoming, Netspar Discussion Paper No. 09/2011-077
Number of pages: 39 Posted: 28 Sep 2011
E. S. Cannon and Ian Tonks
University of Bristol - Department of Economics and University of Bristol
Downloads 69 (427,847)

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Risks, defined contribution pension schemes, pension replacement ratio

The Value and Risk of Defined Contribution Pension Schemes: International Evidence

Journal of Risk and Insurance, Vol. 80, Issue 1, pp. 95-119, 2013
Number of pages: 25 Posted: 26 Feb 2013
E. S. Cannon and Ian Tonks
University of Bristol - Department of Economics and University of Bristol
Downloads 2 (835,973)
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12.

Compulsory and Voluntary Annuities Markets in the UK

Number of pages: 63 Posted: 24 Jan 2010
E. S. Cannon and Ian Tonks
University of Bristol - Department of Economics and University of Bristol
Downloads 140 (266,347)
Citation 2

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Annuities, annuity markets, pension replacement ratio

13.

Pension Fund Deficits and Stock Market Efficiency: Evidence from the United Kingdom

Number of pages: 33 Posted: 03 Jul 2009
Ian Tonks and Weixi Liu
University of Bristol and University of Exeter Business School - XFI Centre for Finance and Investment
Downloads 128 (285,169)
Citation 2

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Pension assets, pension liabilities, stock market transparency, FRS 17

14.
Downloads 117 (304,568)
Citation 4

Pension Funding Constraints and Corporate Expenditures

Number of pages: 36 Posted: 24 Jan 2010
Weixi Liu and Ian Tonks
University of Exeter Business School - XFI Centre for Finance and Investment and University of Bristol
Downloads 76 (405,154)

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Pension contributions, financial constraints, dividend sensitivity, investment sensitivity, Pensions Act 2004

Pension Funding Constraints and Corporate Expenditures

Oxford Bulletin of Economics and Statistics, 75(2), 235-258 (2013), Netspar Discussion Paper No. 04/2012-063
Number of pages: 30 Posted: 15 Nov 2013
Weixi Liu and Ian Tonks
University of Exeter Business School - XFI Centre for Finance and Investment and University of Bristol
Downloads 40 (549,768)
Citation 4

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Pension contributions, financial constraints, dividend sensitivity, investment sensitivity, Pensions Act 2004

Pension Funding Constraints and Corporate Expenditures

Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 2, pp. 235-258, 2013
Number of pages: 24 Posted: 05 Mar 2013
Weixi Liu and Ian Tonks
University of Exeter Business School - XFI Centre for Finance and Investment and University of Bristol
Downloads 1 (849,684)
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15.

Cohort Mortality Risk or Adverse Selection in the UK Annuity Market?

Netspar Discussion Paper No. 04/2013-017
Number of pages: 43 Posted: 25 May 2013
E. S. Cannon and Ian Tonks
University of Bristol - Department of Economics and University of Bristol
Downloads 89 (365,053)
Citation 6

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Adverse selection, insurance markets, annuities

16.

Alternative Risk-Based Levies in the Pension Protection Fund for Multi-Employee Schemes

XFi Working Paper No. 08/01
Number of pages: 42 Posted: 31 Oct 2008
Ian Tonks and Weixi Liu
University of Bristol and University of Exeter Business School - XFI Centre for Finance and Investment
Downloads 78 (394,866)

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Pension Protection Fund, Universities Superannuation Scheme

17.

Improved Inference in the Evaluation of Mutual Fund Performance Using Panel Bootstrap Methods

Pensions Institute, Discussion Paper PI-1405
Number of pages: 28 Posted: 22 Mar 2016
City, University of London, University College London, University of Bath-Department of Economics and University of Bristol
Downloads 42 (528,474)
Citation 2

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mutual funds, unit trusts, open-ended investment companies, performance measurement, factor benchmark models, panel methods, bootstrap methods.

18.

Price Efficiency in the Dutch Annuity Market

Netspar Discussion Paper No. 04/2013-016
Number of pages: 28 Posted: 25 May 2013
E. S. Cannon, Ralph Stevens and Ian Tonks
University of Bristol - Department of Economics, CPB Netherlands Bureau of Economic Policy Analysis and University of Bristol
Downloads 42 (528,474)
Citation 2

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Decentralized Investment Management: Evidence from the Pension Fund Industry

Number of pages: 56 Posted: 22 Jun 2020
City, University of London, Georgetown University, UCSD, University of Bristol and University of Maryland - Robert H. Smith School of Business
Downloads 24 (649,499)
Citation 4

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Decentralized Investment Management: Evidence from the Pension Fund Industry

Number of pages: 57 Posted: 10 Feb 2010
City, University of London, UCSD, University of Bristol and University of Maryland - Robert H. Smith School of Business
Downloads 15 (720,553)
Citation 3
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asset management, decentralized management, pension funds, principal agent problems

20.

Fund Flows, Manager Change and Performance Persistence

Number of pages: 65 Posted: 22 Jun 2020
University of Hamburg, City, University of London, Justus-Liebig-University Giessen and University of Bristol
Downloads 36 (558,494)

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Mutual funds, performance persistence, fund flows, manager changes

21.

Grouping Individual Investment Preferences in Retirement Savings: A Cluster Analysis of a USS Members Risk Attitude Survey

Pensions Institute Discussion Paper, PI-2003, February 2020
Number of pages: 48 Posted: 16 Mar 2020
City, University of London, affiliation not provided to SSRN, University of Bristol, Franklin Templeton, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 36 (558,494)

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investment choices, cluster analysis, risk attitudes, risk capacity, defined contribution pension schemes

22.

Compulsory and Voluntary Annuity Markets in the United Kingdom

Pension Research Council Working Paper No. 2010-22
Number of pages: 37 Posted: 11 Nov 2010
E. S. Cannon and Ian Tonks
University of Bristol - Department of Economics and University of Bristol
Downloads 33 (574,618)
Citation 1

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Annuity, United Kingdom, MWR, Insurance, Rates, Mortality, Life Expectancy, Voluntary, Pension, Products

23.

Short-Run Returns Around the Trades of Corporate Insiders on the London Stock Exchange

Number of pages: 24 Posted: 24 Apr 2002
London School of Economics & Political Science (LSE) - Financial Markets Group, University of Exeter - Xfi Centre, University of Exeter Business School and University of Bristol
Downloads 24 (630,384)
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24.

Ending Compulsory Annuitisation: Quantifying the Consequences

Pensions Institute, 2010
Number of pages: 61 Posted: 19 Jun 2020
David P. Blake, E. S. Cannon and Ian Tonks
City, University of London, University of Bristol - Department of Economics and University of Bristol
Downloads 7 (759,095)

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25.

Ending Compulsory Annuitisation: What Are the Consequences?

Pensions Institute, 2010
Number of pages: 29 Posted: 19 Jun 2020
David P. Blake, E. S. Cannon and Ian Tonks
City, University of London, University of Bristol - Department of Economics and University of Bristol
Downloads 6 (767,083)

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26.

Smart Defaults: Determining the Number of Default Funds in a Pension Scheme

Forthcoming, The British Accounting Review, https://doi.org/10.1016/j.bar.2021.101042
Number of pages: 18 Posted: 14 Jan 2022 Last Revised: 18 Jan 2022
City, University of London, affiliation not provided to SSRN, University of Bristol, Franklin Templeton, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 5 (774,983)

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Defined contribution pension schemes, Investment choices, Default investment funds, Cluster analysis, Risk attitude, Risk capacity

27.

Does the Stock Market Gender Stereotype Corporate Boards? Evidence from the Market's Reaction to Directors' Trades

British Journal of Management, Vol. 24, Issue 2, pp. 174-190, 2013
Number of pages: 17 Posted: 02 May 2013
University of Exeter - Xfi Centre, University of Exeter, and University of Bristol
Downloads 1 (812,505)
Citation 4
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28.

Executive Pay and Performance: Did Bankers’ Bonuses Cause the Crisis?

International Review of Finance, Vol. 12, Issue 1, pp. 89-122, 2012
Number of pages: 34 Posted: 31 Mar 2012
Paul Gregg, Sarah Jewell and Ian Tonks
University of Bath - Department of Social and Policy Sciences, University of Reading - School of Economics and University of Bristol
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29.

Introduction to Special Issue on Sustainable Corporate Governance

British Journal of Management, Vol. 30, Issue 1, pp. 3-9, 2019
Number of pages: 7 Posted: 30 Jan 2019
Marc Goergen and Ian Tonks
IE Business School, IE University and University of Bristol
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30.

More than Just Contrarians: Insider Trading in Glamour and Value Firms

European Financial Management, Vol. 19, Issue 4, pp. 747-774, 2013
Number of pages: 28 Posted: 07 Sep 2013
Alan Gregory, Rajesh Tharyan and Ian Tonks
University of Exeter - Xfi Centre, and University of Bristol
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insider trading, value, glamour

31.

Re-Assessing the Long-Term Underperformance of UK Initial Public Offerings

European Financial Management, Vol. 6, No. 3, September 2000
Posted: 09 Jun 2000
University of Manchester - Division of Accounting and Finance, University of Exeter - Xfi Centre and University of Bristol

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Initial public offerings, equity issues, long-run returns, market efficiency

32.

Determinants of Price Quote Revisions on the London Stock Exchange

Posted: 25 Jul 1998
Andy Snell and Ian Tonks
University of Edinburgh - Economics and University of Bristol

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