People

Professor Jerry Coakley

Professor
EBS - Finance
Professor Jerry Coakley
  • Email

  • Telephone

    +44 (0) 1206 872455

  • Location

    EBS.3.51, Colchester Campus

  • Academic support hours

    You can find details of Academic Support hours on the EBS UG and PG information page on Moodle or by calling EBS Student Services on 01206873911

Profile

Biography

Professor Coakley is a member of the following Editorial Boards Associate Editor European Journal of Finance 2012 Associate Editor Review of Behavioural Finance 2009 Associate Editor Applied Financial Economics 2006 Associate Editor Applied Economics and Applied Economics Letters 2001 Membership of Learned Societies: American Economic Association American Finance Association European Finance Association Royal Economic Society

Qualifications

  • BA (Hons)

  • Dip TP

  • Dip RDP

  • MSc (Econ)

  • PhD

Appointments

University of Essex

  • Professor of Finance, Essex Business School University of Essex ( 1/2/2001 - present )

Research and professional activities

Research interests

Crowdfunding and the financing of SMEs

SEOs and IPOs on AIM

Behavioural finance

Earnings management anomalies

Current research

Role of crowdfunded debt in the financing of SMEs (with Winifred Huang-Meier and Daniel Tsvetanov).

Secondary equity offerings by SMEs on Londons Alternative Investment Market (with Sofia Stamou and Hardy Thomas).

Comovement in Stock Markets (with George Dotsis, Neil Kellard, Yixin Liao and others).

Publications

Journals (28)

Zarrabi, N., Snaith, S. and Coakley, J., (2017). FX technical trading rules can be profitable sometimes!. International Review of Financial Analysis. 49

Malikov, K., Manson, S. and Coakley, J., (2017). Earnings management using classification shifting of revenues. The British Accounting Review

Coakley, J., Kellard, NM. and Wang, J., (2016). Commodity futures returns: more memory than you might think!. The European Journal of Finance. 22 (14)

Coakley, J., Gazzaz, H. and Thomas, H., (2016). The impact of mispricing and growth on UK M&As. European Journal of Finance

Coakley, J., Marzano, M. and Nankervis, JC., (2016). How profitable are FX technical trading rules?. International Review of Financial Analysis. 45

Tsvetanov, D., Coakley, J. and Kellard, NM., (2016). Is news related to GDP growth a risk factor for commodity futures returns?. Quantitative Finance. 16 (12)

Tsvetanov, D., Coakley, J. and Kellard, N., (2016). Bubbling over! The behaviour of oil futures along the yield curve. Journal of Empirical Finance. 38 (PB)

Tsvetanov, D., Coakley, J. and Kellard, NM., (2015). Bubbling over! The behaviour of oil futures along the yield curve. Journal of Empirical Finance. 38 (Part B)

Cipollini, A., Coakley, J. and Lee, H., (2015). The European sovereign debt market: from integration to segmentation. The European Journal of Finance. 21 (2)

Nankervis, JC., Kougoulis, P. and Coakley, J., (2015). Generalized Variance-Ratio Tests in the Presence of Statistical Dependence. Journal of Time Series Analysis. 36 (5)

Kellard, NM., Osborn, D. and Coakley, J., (2015). Introduction to the JTSA John Nankervis Memorial Issue. Journal of Time Series Analysis. 36 (5)

Liu, X., Kuo, J. and Coakley, J., (2015). A pricing kernel approach to valuing options on interest rate futures. The European Journal of Finance. 21 (2)

Coakley, J., Dotsis, G., Liu, X. and Zhai, J., (2014). Investor sentiment and value and growth stock index options. The European Journal of Finance. 20 (12)

Shen, Z., Coakley, J. and Instefjord, N., (2014). Earnings management and IPO anomalies in China. Review of Quantitative Finance and Accounting. 42 (1)

Snaith, S., Coakley, J. and Kellard, NM., (2013). Does the forward premium puzzle disappear over the horizon?. Journal of Banking & Finance. 37 (9)

Shen, Z., Coakley, J. and Instefjord, N., (2013). Investor participation and underpricing in lottery-allocated Chinese IPOs. Pacific-Basin Finance Journal. 25 (C)

Coakley, J., Kuo, J. and Wood, A., (2012). The School's Out effect: A new seasonal anomaly!. The British Accounting Review. 44 (3)

Coakley, J., Dollery, J. and Kellard, NM., (2010). Long memory and structural breaks in commodity futures markets. Journal of Futures Markets. 31 (11)

Coakley, J., Fu, L. and Thomas, H., (2010). Misvaluation and UK mergers 1986?2002. Applied Financial Economics. 20 (3)

Kuo, J., Coakley, J. and Wood, A., (2010). The lunar moon festival and the dark side of the moon. Applied Financial Economics. 20 (20)

Petrovic, N., Manson, S. and Coakley, J., (2009). Does Volatility Improve UK Earnings Forecasts?. Journal of Business Finance & Accounting. 36 (9-10)

Coakley, J., Hadass, L. and Wood, A., (2009). UK IPO underpricing and venture capitalists. The European Journal of Finance. 15 (4)

Coakley, J., Hadass, L. and Wood, A., (2008). Hot IPOs can damage your long-run wealth!. Applied Financial Economics. 18 (14)

Coakley, J., Kougoulis, P. and Nankervis, JC., (2008). The MSCI-Canada index rebalancing and excess comovement. Applied Financial Economics. 18 (16)

Sajjad, R., Coakley, J. and Nankervis, JC., (2008). Markov-Switching GARCH Modelling of Value-at-RisK. Studies in Nonlinear Dynamics & Econometrics. 12 (3)

Coakley, J., Dollery, J. and Kellard, NM., (2008). The role of long memory in hedging effectiveness. Computational Statistics & Data Analysis. 52 (6)

Coakley, J., Thomas, H. and Wang, H., (2008). The short-run wealth effects of foreign divestitures by UK firms. Applied Financial Economics. 18 (3)

Wang, Z., Su, B., Coakley, JM. and Shen, Z., Prospect theory and IPO returns in China. Journal of Corporate Finance

Reports and Papers (1)

Coakley, J., Liu, X. and Kuo, J., (2009). A Pricing Kernel Approach to Valuing Interest Rate Options

Grants and funding

2014

Smart Data Analytics for Business and Local Government

Economic & Social Research Council

Contact

jcoakley@essex.ac.uk
+44 (0) 1206 872455

Location:

EBS.3.51, Colchester Campus

Academic support hours:

You can find details of Academic Support hours on the EBS UG and PG information page on Moodle or by calling EBS Student Services on 01206873911