Thomas Fetherston

University of Alabama at Birmingham

Associate Professor of Finance

Birmingham, AL 35294

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 47,077

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Top 47,077

in Total Papers Downloads

1,247

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Factors Affecting the Yields of Emerging Market Issuers in International Bond Markets: Evidence from Thailand

Number of pages: 20 Posted: 10 Nov 2003
Jonathan A. Batten, Thomas Fetherston and Pongsak Hoontrakul
RMIT University, University of Alabama at Birmingham and Sasin of Chulalongkorn University
Downloads 613 (56,368)
Citation 2

Abstract:

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2.

Return Anomalies on the Nikkei: Are They Statistical Illusions?

Number of pages: 18 Posted: 26 May 2003
Jonathan A. Batten, Craig Ellis and Thomas Fetherston
RMIT University, Education Centre Australia and University of Alabama at Birmingham
Downloads 418 (90,003)
Citation 3

Abstract:

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Long-term dependence, Return Anomalies, CUSUM, Rescaled-range statistic, Hurst statistic

3.

Modelling the Credit Spreads and Long-Term Relationships of Thai Yankee Bond Issues

Number of pages: 1 Posted: 16 Feb 2003
Jonathan A. Batten, Thomas Fetherston and Pongsak Hoontrakul
RMIT University, University of Alabama at Birmingham and Sasin of Chulalongkorn University
Downloads 216 (180,639)
Citation 1

Abstract:

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4.

Statistical Illusions and Long-Term Return Anomalies on the Nikkei

Jonathan Batten, Craig Ellis and Thomas Fetherston, STATISTICAL ILLUSIONS AND LONG-TERM RETURN ANOMALIES ON THE NIKKEI, CHAOS, SOLTIONS & FRACTAL, Vol. 23, pp.1125-1136, Elsevier Science, 2005
Posted: 02 Aug 2005
Jonathan A. Batten, Craig Ellis and Thomas Fetherston
RMIT University, Education Centre Australia and University of Alabama at Birmingham

Abstract:

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Long-term dependence, Return Anomalies, CUSUM, Rescaled-range statistic, Hurst statistic, Nikkei

5.

Disintermediation and the Development of Bond Markets in Emerging Europe

Posted: 17 Nov 2003
Jonathan A. Batten, Thomas Fetherston and Peter G. Szilagyi
RMIT University, University of Alabama at Birmingham and EDHEC Business School

Abstract:

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Disintermediation, Bond Markets, Emerging Markets