Trading rules and stock returns: some further short run evidence from the Hang Seng 1997-2008 von Coutts, J. Andrew

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Security price anomalies in the London International Stock Exchange: a 60 year perspective von Arsad, Zainudin, Andrew Coutts, J.

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A note on weak form market efficiency in security prices: evidence from the Hong Kong stock exchange von Cheung, Kwong-C., Andrew Coutts, J.

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The January effect and monthly seasonality in the Hang Seng index: 1985-97 von CHEUNG, KWONG C., ANDREW COUTTS, J.

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The weekend effect, the Stock Exchange Account and the Financial Times Industrial Ordinary Shares Index: 1987-1994 von ANDREW COUTTS, J., HAYES, PETER A.

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The January effect and monthly seasonality in the All Gold Index on the Johannesburg Stock Exchange 1987-1997 von Coutts, J. Andrew, Sheikh, Mohamed A.

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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 von Coutts, J. Andrew, Sheikh, Mohamed A.

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The weekend effect, good news, bad news and the Financial Times Industrial Ordinary Shares Index: 1935-94 von Arsad, Zainudin, Andrew Coutts, J.

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The trading month anomaly in the Financial Times Industrial Ordinary Shares Index: 1935-1994 von Arsad, Zainudin, Andrew Coutts, J.

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Feminization and professionalization: A review of an emerging literature on the development of accounting in the United Kingdom von Roberts, Jennifer, Coutts, J.Andrew

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Misspecification of the market model: the implications for event studies von Andrew Coutts, J., Mills, Terence C., Roberts, Jennifer

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Friday the thirteenth and the Financial Times Industrial Ordinary Shares Index 1935-94 von COUTTS, J. ANDREW

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Calendar effects in the London Stock Exchange FT-SE indices von Mills, Terence C., Andrew Coutts, J.

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Discussion of Microstructure and Seasonality in the UK Equity Market von Coutts, J. Andrew

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Security price anomalies in an emerging market: the case of the Athens Stock Exchange von Coutts, Andrew, Kaplanidis, Christos, Roberts, Jennifer

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Trading rules and stock returns: some preliminary short run evidence from the Hang Seng 1985-1997 von Coutts, J. Andrew, Cheung, Kwong-C.

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Misspecification testing and robust estimation of the market model and their implications for event studies von Mills, Terence C., Coutts, J. Andrew, roberts, Jennifer

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Testing cumulative prediction errors in event study methodology von Coutts, J. Andrew, Mills, Terence C., Roberts, Jennifer

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Time series and cross-section parameter stability in the market model: the implications for event studies von Andrew Coutts, J., Mills, Terence C., Roberts, Jennifer

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The market model and the event study method: A rejoinder von Coutts, J.Andrew, Mills, Terence C., Roberts, Jennifer

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