Keith Anderson

University of York — United Kingdom

Economics, Econometrics and Finance · Social Sciences

12h-index716citations55works0.02yr avg
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Research Topics

Financial Markets and Investment Strategies(36), Market Dynamics and Volatility(18), Complex Systems and Time Series Analysis(14), Corporate Finance and Governance(9), Monetary Policy and Economic Impact(7)

Publications55 total

Piotroski's Fscore under varying economic conditions
Review of Quantitative Finance and Accounting·2024Open Access
Green economy and stock market returns: Evidence from European stock markets
Journal of Open Innovation Technology Market and Complexity·2023· 4 citedOpen Access
Trading behaviour and market sentiment: Firm-level evidence from an emerging Islamic market
Global Finance Journal·2021· 5 citedOpen Access
The effect of COVID – 19 pandemic on global stock market volatility: Can economic strength help to manage the uncertainty?
Journal of Business Research·2021· 242 citedOpen Access
Piotroski’s Fscore Under Varying Economic Conditions
SSRN Electronic Journal·2021· 1 citedOpen Access
The response of different investor types to macroeconomic news
Journal of Multinational Financial Management·2019· 17 cited
Hedge fund performance attribution under various market conditions
International Review of Financial Analysis·2018· 25 cited
Liquidity and macroeconomic management in emerging markets
Emerging Markets Review·2017· 35 citedOpen Access
Hedge fund index-engineering methodologies: a comparison and demonstration
Applied Economics·2017· 4 cited
Recent advances in explaining hedge fund returns: Implicit factors and exposures
Global Finance Journal·2016· 10 citedOpen Access
Glamour, value and anchoring on the changing<i>P</i>/<i>E</i>
European Journal of Finance·2016· 7 cited
Recent advances in hedge funds' performance attribution: Performance persistence and fundamental factors
International Review of Financial Analysis·2015· 14 citedOpen Access
Recent Advances in Hedge Funds' Performance Attribution: Performance Persistence and Fundamental Factors
White Rose Research Online (University of Leeds, The University of Sheffield, University of York)·2015Open Access
Issues in Hedge Fund Index Engineering: A Comparison and Demonstration
SSRN Electronic Journal·2015Open Access
Hedge Fund Performance Attribution at Strategy Level Under Different Market Conditions
SSRN Electronic Journal·2015· 1 citedOpen Access
Glamour, Value and Anchoring on the Changing P/E
SSRN Electronic Journal·2015· 1 citedOpen Access
Recent Advances in Explaining Hedge Fund Returns: Implicit Factors and Exposures
SSRN Electronic Journal·2015Open Access
Speculative bubbles and the cross-sectional variation in stock returns
International Review of Financial Analysis·2014· 26 cited
Speculative Bubbles and the Cross-Sectional Variation in Stock Returns
RePEc: Research Papers in Economics·2013
Testing for speculative bubbles in asset prices
2013· 1 cited
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Frequent Co-authors

Chris Brooks(19), Moshfique Uddin(9), Dimitrios Stafylas(7), Anup Chowdhury(5), Apostolos Katsaris(5), J. A. Allen(4), Muhammad Moshfique Uddin(3), G. M. Tucker(2), Sotiris Tsolacos(2), Tomasz Zastawniak(2), Kausik Chaudhuri(1), Deniz İkizlerli(1), Phil Holmes(1), Stephen E. Wilson(1), Eliot A. Butler(1), Earl M. Woolley(1), Diana Abu-Ghunmi(1), Lina Abu‐Ghunmi(1), Basheer Ahmad Khamees(1), Mohammad Abu Gunmi(1)