University of Hull logo

The accuracy of spread decomposition models in capturing informed trades: Evidence from the London Stock Exchange and behavioural implications (2017)
Journal Article
Gregoriou, A., & Rhodes, M. (2017). The accuracy of spread decomposition models in capturing informed trades: Evidence from the London Stock Exchange and behavioural implications. Review of Behavioural Finance, 9(1), 2-13. doi:10.1108/rbf-02-2017-0016

Purpose – The purpose is to examine the empirical relationship between trades undertaken by informed agents (managers) and the proxies for informed trades computed by bid-ask spread decomposition models. Design/methodology/approach – An econometric a... Read More

A gravitational model of international retail market selection (2011)
Journal Article
Alexander, N., Rhodes, M., & Myers, H. (2011). A gravitational model of international retail market selection. International Marketing Review, 28(2), (183-200). doi:10.1108/02651331111122669. ISSN 0265-1335

Purpose: The increasingly important role of international retail companies in the distribution and marketing of goods highlights important gaps in the literature. One of these gaps concerns a scientifically based understanding of the key, underlying... Read More

Information Asymmetry and Socially Responsible Investment (2009)
Journal Article
Rhodes, M. J. (2010). Information Asymmetry and Socially Responsible Investment. Journal of business ethics, 95(1), 145-150. doi:10.1007/s10551-009-0343-2

Selecting, applying and reporting on investment screens for socially responsible investing (SRI) presents challenges for companies, investors and fund managers. This article seeks to clarify the nature of these challenges in developing an understandi... Read More

The determinants of trading volume for cross-listed Euribor futures contracts (2009)
Journal Article
Rhodes, M., Aguenaou, S., & Gwilym, O. A. (2009). The determinants of trading volume for cross-listed Euribor futures contracts. The European journal of finance, 15(1), 89-102. doi:10.1080/13518470802423148

This article investigates the determinants of trading volume for the Euribor futures contract traded at both Euronext-LIFFE and Eurex. Granger causality tests suggest that volumes on the two exchanges are interdependent. Hausman tests demonstrate tha... Read More