(Translated by https://www.hiragana.jp/)
Christopher J. Green | IDEAS/RePEc
IDEAS home Printed from https://ideas.repec.org/e/pgr113.html
   My authors  Follow this author

Christopher J. Green

Personal Details

First Name:Christopher
Middle Name:J.
Last Name:Green
Suffix:
RePEc Short-ID:pgr113
[This author has chosen not to make the email address public]

Affiliation

Economics Group
Business School
Loughborough University

Loughborough, United Kingdom
https://www.lboro.ac.uk/schools/business-school/research-and-innovation/research-strengths/economics/
RePEc:edi:delbouk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Camilleri, Silvio John & Green, Christopher J., 2014. "Stock market predictability: Non-synchronous trading or inefficient markets? Evidence from the National Stock Exchange of India," MPRA Paper 95302, University Library of Munich, Germany.
  2. Yawen Hudson & Christopher J. Green, 2013. "Born in the USA? Contagious investor sentiment and UK equity returns," Discussion Paper Series 2013_13, Department of Economics, Loughborough University, revised Nov 2013.
  3. Camilleri, Silvio John & Green, Christopher J., 2009. "The impact of the suspension of opening and closing call auctions: Evidence from the National Stock Exchange of India," MPRA Paper 95300, University Library of Munich, Germany.
  4. Christopher J. Green & Victor Murinde, 2007. "The impact of tax policy on corporate debt in a developing economy: A study of unquoted Indian companies," Discussion Paper Series 2007_25, Department of Economics, Loughborough University, revised Sep 2007.
  5. Silvio John Camilleri & Christopher J. Green, 2005. "An Analysis of the Impacts of Non-Synchronous Trading On," Finance 0504020, University Library of Munich, Germany.
  6. Silvio John Camilleri & Christopher J. Green, 2004. "The Impact of the Suspension of Opening and Closing Call," Finance 0411012, University Library of Munich, Germany.
  7. Lensink, Robert & Murinde, Victor & Green, Christopher J., 1999. "Are Polish firms risk-averting or risk-loving? : evidence on demand uncertainty and the capital-labour ratio in a transition economy," Research Report 99E13, University of Groningen, Research Institute SOM (Systems, Organisations and Management).

Articles

  1. Jieye Qin & Christopher J. Green & Kavita Sirichand, 2019. "Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(10), pages 1269-1300, October.
  2. Green, Christopher & Bai, Ye & Murinde, Victor & Ngoka, Kethi & Maana, Isaya & Tiriongo, Samuel, 2016. "Overnight interbank markets and the determination of the interbank rate: A selective survey," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 149-161.
  3. Hudson, Yawen & Green, Christopher J., 2015. "Is investor sentiment contagious? International sentiment and UK equity returns," Journal of Behavioral and Experimental Finance, Elsevier, vol. 5(C), pages 46-59.
  4. Silvio John Camilleri & Christopher J. Green, 2014. "Stock market predictability," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 31(4), pages 354-370, September.
  5. Juan Tao & Christopher J. Green, 2013. "Transactions Costs, Index Arbitrage And Non‐Linear Dynamics Between Ftse100 Spot And Futures: A Threshold Cointegration Analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 18(2), pages 175-187, March.
  6. Yihan Xu & Christopher J. Green, 2013. "Asset Pricing With Investor Sentiment: Evidence From Chinese Stock Markets," Manchester School, University of Manchester, vol. 81(1), pages 1-32, January.
  7. Manos, Ronny & Murinde, Victor & Green, Christopher J., 2012. "Dividend policy and business groups: Evidence from Indian firms," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 42-56.
  8. Bai, Ye & Green, Christopher J. & Leger, Lawrence, 2012. "Industry and country factors in emerging market returns: Did the Asian crisis make a difference?," Emerging Markets Review, Elsevier, vol. 13(4), pages 559-580.
  9. Tao, Juan & Green, Christopher J., 2012. "Asymmetries, causality and correlation between FTSE100 spot and futures: A DCC-TGARCH-M analysis," International Review of Financial Analysis, Elsevier, vol. 24(C), pages 26-37.
  10. Ye Bai & Christopher Green, 2011. "Determinants of cross-sectional stock return variations in emerging markets," Empirical Economics, Springer, vol. 41(1), pages 81-102, August.
  11. Bai, Ye & Green, Christopher J., 2010. "International diversification strategies: Revisited from the risk perspective," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 236-245, January.
  12. Silvio John Camilleri & Christopher J. Green, 2009. "The impact of the suspension of opening and closing call auctions: evidence from the National Stock Exchange of India," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(3), pages 257-284.
  13. Green, Christopher J. & Bai, Ye, 2008. "The euro: Did the markets cheer or jeer?," Journal of Policy Modeling, Elsevier, vol. 30(3), pages 431-446.
  14. Tomoe Moore & Christopher Green, 2008. "Flow of funds and the impact of financial controls on bank portfolio behaviour: a study of India," The European Journal of Finance, Taylor & Francis Journals, vol. 14(7), pages 641-661.
  15. Yue Cheng & Christopher J. Green, 2008. "Taxes And Capital Structure: A Study Of European Companies," Manchester School, University of Manchester, vol. 76(s1), pages 85-115, September.
  16. Christopher Green, 2008. "Financial reform in emerging markets," The European Journal of Finance, Taylor & Francis Journals, vol. 14(7), pages 541-544.
  17. Christopher Green & Victor Murinde, 2008. "The impact of tax policy on corporate debt in a developing economy: a study of unquoted Indian companies," The European Journal of Finance, Taylor & Francis Journals, vol. 14(7), pages 583-607.
  18. Manos, Ronny & Murinde, Victor & Green, Christopher J., 2007. "Leverage and business groups: Evidence from Indian firms," Journal of Economics and Business, Elsevier, vol. 59(5), pages 443-465.
  19. Christopher J. Green & Colin H. Kirkpatrick & Victor Murinde, 2006. "Finance for small enterprise growth and poverty reduction in developing countries," Journal of International Development, John Wiley & Sons, Ltd., vol. 18(7), pages 1017-1030.
  20. Moore, Tomoe & Green, Christopher J. & Murinde, Victor, 2006. "Financial sector reforms and stochastic policy simulations: A flow of funds model for India," Journal of Policy Modeling, Elsevier, vol. 28(3), pages 319-333, April.
  21. Tomoe Moore & Christopher Green, 2005. "Other financial institutions' portfolio behaviour and policy implications: A study of India," International Economic Journal, Taylor & Francis Journals, vol. 19(4), pages 543-562.
  22. Guanqun Tong & Christopher Green, 2005. "Pecking order or trade-off hypothesis? Evidence on the capital structure of Chinese companies," Applied Economics, Taylor & Francis Journals, vol. 37(19), pages 2179-2189.
  23. Tomoe Moore & Christopher Green & Victor Murinde, 2005. "Portfolio Behaviour in a Flow of Funds Model for the Household Sector in India," Journal of Development Studies, Taylor & Francis Journals, vol. 41(4), pages 675-702.
  24. Christopher J. Green & Victor Murinde & Ivaylo Nikolov, 2004. "The Efficiency of Foreign and Domestic Banks in Central and Eastern Europe: Evidence on Economies of Scale and Scope," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 3(2), pages 175-205, August.
  25. Christopher J. Green & Victor Murinde, 2003. "Flow of funds: implications for research on financial sector development and the real economy," Journal of International Development, John Wiley & Sons, Ltd., vol. 15(8), pages 1015-1036.
  26. Christopher J. Green & Victor Murinde & Joy Suppakitjarak, 2003. "Corporate Financial Structures in Indiaâ€," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 4(2), pages 245-273, September.
  27. Evans, Alun Dwyfor & Green, Christopher J & Murinde, Victor, 2002. "Human Capital and Financial Development in Economic Growth: New Evidence Using the Translog Production Function," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 7(2), pages 123-140, April.
  28. Colin Kirkpatrick & Christopher Green, 2002. "Finance and development: an overview of the issues," Journal of International Development, John Wiley & Sons, Ltd., vol. 14(2), pages 207-209.
  29. Green, Christopher J. & Lensink, Robert & Murinde, Victor, 2001. "Demand uncertainty and the capital-labour ratio in Poland," Emerging Markets Review, Elsevier, vol. 2(2), pages 184-197, June.
  30. Green, Christopher J. & Holmes, Mark J. & Kowalski, Tadeusz, 2001. "Poland: a successful transition to budget sustainability?," Emerging Markets Review, Elsevier, vol. 2(2), pages 161-183, June.
  31. Green, Christopher J. & Maggioni, Paolo & Murinde, Victor, 2000. "Regulatory lessons for emerging stock markets from a century of evidence on transactions costs and share price volatility in the London Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 24(4), pages 577-601, April.
  32. Green, Christopher J & Joujon, Emmanuel, 2000. "Unified Tests of Causality and Cost of Carry: The Pricing of the French Stock Index Futures Contract," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(2), pages 121-140, April.
  33. Christopher Green, 1998. "Banks as Interest Rate Managers," Journal of Financial Services Research, Springer;Western Finance Association, vol. 14(3), pages 189-208, December.
  34. Diakosavvas, Dimitris & Green, Christopher J., 1998. "Assessing the Impact on Food Security of Alternative Compensatory Financing Schemes: A Simulation Approach with an Application to India," World Development, Elsevier, vol. 26(7), pages 1251-1265, July.
  35. Green, Christopher J & Murinde, Victor, 1998. "Modelling the Macroeconomic Policy Framework for an Emerging Market Economy," The Manchester School of Economic & Social Studies, University of Manchester, vol. 66(3), pages 302-330, June.
  36. Na, Seong L & Green, Christopher J & Maggioni, Paolo, 1995. "Market Imperfections and the Capital Asset Pricing Model: Some Results from Aggregate UK Data," Oxford Economic Papers, Oxford University Press, vol. 47(3), pages 453-470, July.
  37. Chowdhury, Gopa & Green, Christopher & Miles, David, 1994. "U.K. Companies' Short-Term Financial Decisions: Evidence from Company Accounts Data," The Manchester School of Economic & Social Studies, University of Manchester, vol. 62(4), pages 395-411, December.
  38. Green, Christopher & Murinde, Victor, 1993. "The potency of stabilization policy in developing economies: Kenya, Tanzania, and Uganda," Journal of Policy Modeling, Elsevier, vol. 15(4), pages 427-462, August.
  39. Green, Christopher J, 1991. "'Quick' Methods of Estimating the Price of Government Bonds," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 53(3), pages 295-311, August.
  40. Green, Christopher J, 1990. "Asset Demands and Asset Prices in the U.K.: Is There a Risk Premium," The Manchester School of Economic & Social Studies, University of Manchester, vol. 58(3), pages 211-228, September.
  41. Green, Christopher J., 1989. "Model comparison when the endogenous variable is uncertain : An application of non-nested testing procedures," Economics Letters, Elsevier, vol. 31(4), pages 349-354, December.
  42. Green, Christopher J & Kiernan, Eric, 1989. "Multicollinearity and Measurement Error in Econometric Financial Modelling," The Manchester School of Economic & Social Studies, University of Manchester, vol. 57(4), pages 357-369, December.
  43. Green, Christopher & Keating, Giles, 1988. "Capital asset pricing under alternative policy regimes," Economic Modelling, Elsevier, vol. 5(2), pages 133-144, April.
  44. Green, Christopher J, 1987. "Money Market Arbitrage and Commercial Banks' Base Rate Adjustments in the United Kingdom," Bulletin of Economic Research, Wiley Blackwell, vol. 39(4), pages 273-296, October.
  45. Green, Christopher J, 1985. "Permanent Income, Budget Constraints and Overshooting in Simple Aggregate Models," The Manchester School of Economic & Social Studies, University of Manchester, vol. 53(3), pages 231-240, September.
  46. Green, Christopher, 1984. "Preliminary results from a five-sector flow of funds model of the United Kingdom, 1972-77," Economic Modelling, Elsevier, vol. 1(3), pages 304-326, July.
  47. Green, Christopher, 1983. "Insulating countries against fluctuations in domestic production and exports : An analysis of Compensatory Financing schemes," Journal of Development Economics, Elsevier, vol. 12(3), pages 303-325, June.
  48. Bladen-Hovell, Robin & Green, Christopher & Savage, David, 1982. "The Transmission Mechanism of Monetary Policy in Two Large-Scale Models of the UK Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 44(1), pages 15-29, February.
  49. Green, Christopher & Kirkpatrick, Colin, 1981. "Insecurity, food financing and the IMF," Food Policy, Elsevier, vol. 6(3), pages 135-146, August.

Chapters

  1. Christopher J. Green, 2011. "‘The Day the Music Died’: The Financial Tsunami of 2007–09," Chapters, in: Christopher J. Green & Eric J. Pentecost & Tom Weyman-Jones (ed.), The Financial Crisis and the Regulation of Finance, chapter 2, Edward Elgar Publishing.
  2. Christopher J. Green & Eric J. Pentecost & Tom Weyman-Jones, 2011. "Introduction," Chapters, in: Christopher J. Green & Eric J. Pentecost & Tom Weyman-Jones (ed.), The Financial Crisis and the Regulation of Finance, chapter 1, Edward Elgar Publishing.
  3. Rose W. Ngugi & Victor Murinde & Christopher J. Green, 2005. "Stock Market Development: What Have We Learned?," Chapters, in: Christopher J. Green & Colin Kirkpatrick & Victor Murinde (ed.), Finance and Development, chapter 4, Edward Elgar Publishing.
  4. Christopher J. Green & Colin H. Kirkpatrick & Victor Murinde, 2005. "How Does Finance Contribute to the Development Process and Poverty Reduction?," Chapters, in: Christopher J. Green & Colin Kirkpatrick & Victor Murinde (ed.), Finance and Development, chapter 1, Edward Elgar Publishing.
  5. Christopher J. Green & Victor Murinde, 2005. "Flow of Funds: The Relationship between Finance and the Macroeconomy," Chapters, in: Christopher J. Green & Colin Kirkpatrick & Victor Murinde (ed.), Finance and Development, chapter 3, Edward Elgar Publishing.
  6. Sanjiva Prasad & Christopher J. Green & Victor Murinde, 2005. "Company Financial Structure: A Survey and Implications for Developing Economies," Chapters, in: Christopher J. Green & Colin Kirkpatrick & Victor Murinde (ed.), Finance and Development, chapter 12, Edward Elgar Publishing.
    RePEc:erf:erfssc:12-1 is not listed on IDEAS

Books

  1. Christopher J. Green & Eric J. Pentecost & Tom Weyman-Jones (ed.), 2011. "The Financial Crisis and the Regulation of Finance," Books, Edward Elgar Publishing, number 14248.
  2. Christopher J. Green & Colin Kirkpatrick & Victor Murinde (ed.), 2005. "Finance and Development," Books, Edward Elgar Publishing, number 2764.
  3. Sanjiva Prasad & Christopher J. Green & Victor Murinde, 2001. "Company Financing, Captial Structure, and Ownership: A Survey, and Implications for Developing Economies," SUERF Studies, SUERF - The European Money and Finance Forum, number 12 edited by Morten Balling, May.
  4. Andrew W. Mullineux & Christopher J. Green (ed.), 1999. "Economic Performance and Financial Sector Reform in Central and Eastern Europe," Books, Edward Elgar Publishing, number 1485.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages
  2. Number of Journal Pages, Weighted by Number of Authors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (2) 2005-04-30 2005-06-14
  2. NEP-CWA: Central and Western Asia (1) 2007-11-17
  3. NEP-DEV: Development (1) 2007-11-17
  4. NEP-RMG: Risk Management (1) 2005-04-30

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Christopher J. Green should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.