2011
Author(s): Seth Armitage, University of Edinburgh Janusz Brzeszczynski, Heriot-Watt University, Edinburgh
Paper: DP2011/02 - Heteroscedasticity and interval effects in estimating beta: UK evidence
Author(s): Andrew Adams, Heriot-Watt University, UK; Seth Armitage, University of Edinburgh, UK; Adrian Fitzgerald, University of Edinburgh, UK
Paper: DP2011/01 - Stock market volatility in a simple framework
2010
Author(s): Iordanis Kalaitzoglou Coventry, University Business School, UK; Boulis Maher Ibrahim, Heriot-Watt University, UK
Paper: DP2010/03 - Does Order Flow in the European Carbon Allowances Market Reveal Information?
Author(s): Jared Golden, Barrie and Hibbert Ltd, Edinburgh, UK; Andrew Adams, Heriot-Watt University, UK; Zhuoshi Liu, Barrie and Hibbert Ltd, Edinburgh, UK; Steffen Sørensen, Moody’s Corporation, New York, USA
Paper: DP2010/02 - Forecasting UK Inflation: An Empirical Analysis
Author(s): Li-Wen Chen, National Chung Cheng University, Taiwan; Andrew Adams, Heriot-Watt University, UK; Richard Taffler Manchester Business School, UK
Paper: DP2010/01 - What Style-Timing Skills do Mutual Fund 'Stars' Possess?