Ian Tonks
Biographic Data
| ID | 5730482 |
|---|---|
| NAME | Ian Tonks |
| GIVEN NAMES | Ian |
| FAMILY NAME | Tonks |
| SIGNATURE | TONKS I |
| AFFILIATIONS | London School of Economics and Political Science |
| ORCID | 0000-0002-4503-5149 |
| VERIFIED | Yes |
| TOTAL WORKS | 8 |
| TOTAL CITATIONS | 6 |
| AUTHOR COUNT | 8 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 1983 |
| LATEST PUBLICATION YEAR | 2008 |
| H-INDEX | 2 |
Annuity Markets
A Theoretical Analysis of Institutional Investors’ Trading Costs in Auction and Dealer Markets
This paper compares trading costs for institutional investors subject to liquidity shocks, in auction and dealer markets. The batch auction restricts the institutions’ ability to exploit informational advantages because of competition between institutions when they simultaneously submit orders. This competition lowers aggregate trading costs. In the dealership market, competition between traders is absent but private information is revealed by ob…
Determinants of Price Quote Revisions on the London Stock Exchange
This paper investigates the determinants of price quote revisions on the London Stock Exchange for a sample of highly liquid stocks over a two-week settlement period in September 1990. In our theoretical model the level of optimal price quotes set by market makers are a function of the expected fundamental price, the expected number of liquidity trades and the lagged level of inventories. The model is used to test for the existence of adverse sel…
UK Directors' Trading
Journal Article UK Directors' Trading: The Impact of Dealings in Smaller Firms Get access Alan Gregory, Alan Gregory University of Exeter Search for other works by this author on: Oxford Academic Google Scholar John Matatko, John Matatko University of Exeter Search for other works by this author on: Oxford Academic Google Scholar Ian Tonks, Ian Tonks London School of Economics Search for other works by this author on: Oxford Academic Google Schol…
Asset Price Variability Under Asymmetric Information
Journal Article Asset Price Variability Under Asymmetric Information Get access Jane Black, Jane Black University of Exeter Search for other works by this author on: Oxford Academic Google Scholar Ian Tonks Ian Tonks London School of Economics and University of Exeter Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 100, Issue 400, 1 April 1990, Pages 67–77, https://doi.org/10.2307/2234185 Publ…
The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control
This paper aims to assess the impact of the abolition of U.K. exchange control on the degre of integration of U.K. and overseas stock markets. Using cointegration techniques, we find that although there is no significant increase in the correlation of short-run stock market returns for the United Kingdom and certain overseas markets post 1979, there does appear to be a marked increase in the degree to which these markets move together in the long…
Are UK Stock Prices Excessively Volatile? Trading Rules and Variance Bound Tests
Journal Article Are UK Stock Prices Excessively Volatile? Trading Rules and Variance Bound Tests Get access George Bulkley, George Bulkley University of Exeter Search for other works by this author on: Oxford Academic Google Scholar Ian Tonks Ian Tonks London School of Economics and University of Exeter Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 99, Issue 398, 1 December 1989, Pages 1083–…
Bayesian Learning and the Optimal Investment Decision of the Firm
Journal Article Bayesian Learning and the Optimal Investment Decision of the Firm Get access Ian Tonks Ian Tonks University of East Anglia and the University of Exeter Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 93, Issue Supplement, 1 December 1983, Pages 87–98, https://doi.org/10.2307/2232642 Published: 01 December 1983
Are UK Stock Prices Excessively Volatile? Trading Rules and Variance Bound Tests
Journal Article Are UK Stock Prices Excessively Volatile? Trading Rules and Variance Bound Tests Get access George Bulkley, George Bulkley University of Exeter Search for other works by this author on: Oxford Academic Google Scholar Ian Tonks Ian Tonks London School of Economics and University of Exeter Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 99, Issue 398, 1 December 1989, Pages 1083–…
UK Directors' Trading
Journal Article UK Directors' Trading: The Impact of Dealings in Smaller Firms Get access Alan Gregory, Alan Gregory University of Exeter Search for other works by this author on: Oxford Academic Google Scholar John Matatko, John Matatko University of Exeter Search for other works by this author on: Oxford Academic Google Scholar Ian Tonks, Ian Tonks London School of Economics Search for other works by this author on: Oxford Academic Google Schol…
Bayesian Learning and the Optimal Investment Decision of the Firm
Journal Article Bayesian Learning and the Optimal Investment Decision of the Firm Get access Ian Tonks Ian Tonks University of East Anglia and the University of Exeter Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 93, Issue Supplement, 1 December 1983, Pages 87–98, https://doi.org/10.2307/2232642 Published: 01 December 1983
The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control
This paper aims to assess the impact of the abolition of U.K. exchange control on the degre of integration of U.K. and overseas stock markets. Using cointegration techniques, we find that although there is no significant increase in the correlation of short-run stock market returns for the United Kingdom and certain overseas markets post 1979, there does appear to be a marked increase in the degree to which these markets move together in the long…
Are UK Stock Prices Excessively Volatile? Trading Rules and Variance Bound Tests
Journal Article Are UK Stock Prices Excessively Volatile? Trading Rules and Variance Bound Tests Get access George Bulkley, George Bulkley University of Exeter Search for other works by this author on: Oxford Academic Google Scholar Ian Tonks Ian Tonks London School of Economics and University of Exeter Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 99, Issue 398, 1 December 1989, Pages 1083–…
Asset Price Variability Under Asymmetric Information
Journal Article Asset Price Variability Under Asymmetric Information Get access Jane Black, Jane Black University of Exeter Search for other works by this author on: Oxford Academic Google Scholar Ian Tonks Ian Tonks London School of Economics and University of Exeter Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 100, Issue 400, 1 April 1990, Pages 67–77, https://doi.org/10.2307/2234185 Publ…
UK Directors' Trading
Journal Article UK Directors' Trading: The Impact of Dealings in Smaller Firms Get access Alan Gregory, Alan Gregory University of Exeter Search for other works by this author on: Oxford Academic Google Scholar John Matatko, John Matatko University of Exeter Search for other works by this author on: Oxford Academic Google Scholar Ian Tonks, Ian Tonks London School of Economics Search for other works by this author on: Oxford Academic Google Schol…
Determinants of Price Quote Revisions on the London Stock Exchange
This paper investigates the determinants of price quote revisions on the London Stock Exchange for a sample of highly liquid stocks over a two-week settlement period in September 1990. In our theoretical model the level of optimal price quotes set by market makers are a function of the expected fundamental price, the expected number of liquidity trades and the lagged level of inventories. The model is used to test for the existence of adverse sel…
A Theoretical Analysis of Institutional Investors’ Trading Costs in Auction and Dealer Markets
This paper compares trading costs for institutional investors subject to liquidity shocks, in auction and dealer markets. The batch auction restricts the institutions’ ability to exploit informational advantages because of competition between institutions when they simultaneously submit orders. This competition lowers aggregate trading costs. In the dealership market, competition between traders is absent but private information is revealed by ob…
Annuity Markets
Economics (8 works) · Financial economics (5 works) · Financial Markets and Investment Strategies (5 works) · Monetary Policy and Economic Impact (5 works) · Finance (4 works) · Finance (4 works) · Business (3 works) · Computer Science (3 works) · Corporate Finance and Governance (3 works) · Management (3 works)