UK stock returns and the impact of domestic monetary policy shocks D Bredin, S Hyde, D Nitzsche, G O'reilly Journal of Business Finance & Accounting 34 (5‐6), 872-888, 2007 | 175 | 2007 |
News sentiment in the cryptocurrency market: An empirical comparison with Forex L Rognone, S Hyde, SS Zhang International Review of Financial Analysis 69, 101462, 2020 | 160 | 2020 |
The response of industry stock returns to market, exchange rate and interest rate risks S Hyde Managerial Finance 33 (9), 693-709, 2007 | 109 | 2007 |
Non-linear predictability in stock and bond returns: When and where is it exploitable? M Guidolin, S Hyde, D McMillan, S Ono International Journal of Forecasting 25 (2), 373-399, 2009 | 107 | 2009 |
European monetary policy surprises: the aggregate and sectoral stock market response D Bredin, S Hyde, D Nitzsche, G O'reilly International Journal of Finance & Economics 14 (2), 156-171, 2009 | 103 | 2009 |
A microstructure analysis of the carbon finance market D Bredin, S Hyde, C Muckley International Review of Financial Analysis 34, 222-234, 2014 | 79 | 2014 |
Chapter 3 Correlation dynamics between Asia-Pacific, EU and US stock returns S Hyde, D Bredin, N Nguyen Asia-Pacific Financial Markets: Integration, Innovation and Challenges, 39-61, 2007 | 78 | 2007 |
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective M Guidolin, S Hyde Journal of Banking & Finance 36 (3), 695-716, 2012 | 65 | 2012 |
FOREX Risk: Measurement and evaluation using value‐at‐risk D Bredin, S Hyde Journal of Business Finance & Accounting 31 (9‐10), 1389-1417, 2004 | 58 | 2004 |
Monetary policy surprises and international bond markets D Bredin, S Hyde, GO Reilly Journal of International Money and Finance 29 (6), 988-1002, 2010 | 57 | 2010 |
Excess volatility and efficiency in French and German stock markets K Cuthbertson, S Hyde Economic Modelling 19 (3), 399-418, 2002 | 45 | 2002 |
Investigating sources of unanticipated exposure in industry stock returns D Bredin, S Hyde Journal of Banking & Finance 35 (5), 1128-1142, 2011 | 42 | 2011 |
Consumption asset pricing models: Evidence from the UK S Hyde, M Sherif The Manchester School 73 (3), 343-363, 2005 | 42 | 2005 |
Time-varying regional and global integration and contagion: Evidence from style portfolios S Cho, S Hyde, N Nguyen International Review of Financial Analysis 42, 109-131, 2015 | 37 | 2015 |
Regime change and the role of international markets on the stock returns of small open economies D Bredin, S Hyde European Financial Management 14 (2), 315-346, 2008 | 28 | 2008 |
Monetary policy and behavioural finance K Cuthbertson, D Nitzsche, S Hyde Journal of Economic Surveys 21 (5), 935-969, 2007 | 23 | 2007 |
Regime changes in the relationship between stock returns and the macroeconomy D Bredin, S Hyde, GO Reilly Available at SSRN, 2005 | 23 | 2005 |
Habit formation, surplus consumption and return predictability: International evidence T Engsted, S Hyde, SV Møller Journal of International Money and Finance 29 (7), 1237-1255, 2010 | 22 | 2010 |
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out‐of‐Sample Evidence M Guidolin, S Hyde, D McMillan, S Ono Oxford Bulletin of Economics and Statistics 76 (4), 510-535, 2014 | 19 | 2014 |
Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK M Guidolin, S Hyde Journal of Multinational Financial Management 18 (4), 293-312, 2008 | 16 | 2008 |