J. Andrew Coutts

1.0k total citations
26 papers, 757 citations indexed

About

J. Andrew Coutts is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, J. Andrew Coutts has authored 26 papers receiving a total of 757 indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Finance, 13 papers in Economics and Econometrics and 9 papers in General Economics, Econometrics and Finance. Recurrent topics in J. Andrew Coutts's work include Financial Markets and Investment Strategies (21 papers), Monetary Policy and Economic Impact (9 papers) and Market Dynamics and Volatility (6 papers). J. Andrew Coutts is often cited by papers focused on Financial Markets and Investment Strategies (21 papers), Monetary Policy and Economic Impact (9 papers) and Market Dynamics and Volatility (6 papers). J. Andrew Coutts collaborates with scholars based in United Kingdom and Malaysia. J. Andrew Coutts's co-authors include Terence C. Mills, Jennifer Roberts, Peter Hayes, Brahim Saadouni, Christine Mallin and Jennifer J. Roberts and has published in prestigious journals such as Accounting Organizations and Society, International Review of Financial Analysis and Journal of Business Finance & Accounting.

In The Last Decade

J. Andrew Coutts

26 papers receiving 639 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
J. Andrew Coutts United Kingdom 16 547 446 214 160 102 26 757
Rudra Sensarma India 15 293 0.5× 309 0.7× 259 1.2× 114 0.7× 114 1.1× 57 566
Luca Casolaro Italy 9 252 0.5× 336 0.8× 170 0.8× 114 0.7× 29 0.3× 18 541
Andreas Pfingsten Germany 14 296 0.5× 324 0.7× 225 1.1× 57 0.4× 49 0.5× 81 612
Larry Selden United States 8 230 0.4× 388 0.9× 107 0.5× 97 0.6× 41 0.4× 32 592
Gary P. Brinson United States 10 763 1.4× 557 1.2× 522 2.4× 137 0.9× 149 1.5× 14 1.1k
Manuel Amador United States 14 491 0.9× 800 1.8× 170 0.8× 362 2.3× 171 1.7× 37 1.1k
David O. Lucca United States 13 809 1.5× 580 1.3× 428 2.0× 283 1.8× 42 0.4× 34 1.1k
Daniel Santabárbara Spain 14 565 1.0× 437 1.0× 450 2.1× 229 1.4× 42 0.4× 25 905
Guillaume Plantin France 14 925 1.7× 701 1.6× 497 2.3× 136 0.8× 86 0.8× 34 1.2k
Jeffrey M. Lacker United States 11 279 0.5× 320 0.7× 156 0.7× 164 1.0× 76 0.7× 47 547

Countries citing papers authored by J. Andrew Coutts

Since Specialization
Citations

This map shows the geographic impact of J. Andrew Coutts's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by J. Andrew Coutts with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites J. Andrew Coutts more than expected).

Fields of papers citing papers by J. Andrew Coutts

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by J. Andrew Coutts. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by J. Andrew Coutts. The network helps show where J. Andrew Coutts may publish in the future.

Co-authorship network of co-authors of J. Andrew Coutts

This figure shows the co-authorship network connecting the top 25 collaborators of J. Andrew Coutts. A scholar is included among the top collaborators of J. Andrew Coutts based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with J. Andrew Coutts. J. Andrew Coutts is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Coutts, J. Andrew. (2010). Trading rules and stock returns: some further short run evidence from the Hang Seng 1997–2008. Applied Financial Economics. 20(21). 1667–1672. 2 indexed citations
2.
Coutts, J. Andrew, et al.. (2006). Generating optimal portfolios within the FTK framework. Journal of Asset Management. 7(5). 325–334. 1 indexed citations
3.
Coutts, J. Andrew, et al.. (2002). The anomalies that aren't there: the weekend, January and pre-holiday effects on the all gold index on the Johannesburg Stock Exchange 1987-1997. Applied Financial Economics. 12(12). 863–871. 41 indexed citations
4.
Coutts, J. Andrew, et al.. (2001). A note on weak form market efficiency in security prices: evidence from the Hong Kong stock exchange. Applied Economics Letters. 8(6). 407–410. 52 indexed citations
5.
Coutts, J. Andrew, et al.. (2000). Trading rules and stock returns: some preliminary short run evidence from the Hang Seng 1985-1997. Applied Financial Economics. 10(6). 579–586. 57 indexed citations
6.
Coutts, J. Andrew. (1999). Friday the thirteenth and the Financial Times Industrial Ordinary Shares Index 1935-94. Applied Economics Letters. 6(1). 35–37. 24 indexed citations
7.
Coutts, J. Andrew, et al.. (1999). The January effect and monthly seasonality in the Hang Seng index: 1985-97. Applied Economics Letters. 6(2). 121–123. 26 indexed citations
8.
Coutts, J. Andrew, Terence C. Mills, & Jennifer Roberts. (1997). Time series and cross-section parameter stability in the market model: the implications for event studies. European Journal of Finance. 3(3). 243–259. 2 indexed citations
9.
Coutts, J. Andrew. (1997). Discussion of Microstructure and Seasonality in the UK Equity Market. Journal of Business Finance & Accounting. 24(7-8). 1205–1215. 8 indexed citations
10.
Coutts, J. Andrew, et al.. (1997). Security price anomalies in the London International Stock Exchange: a 60 year perspective. Applied Financial Economics. 7(5). 455–464. 95 indexed citations
11.
Mills, Terence C. & J. Andrew Coutts. (1996). Misspecification testing and robust estimation of the market model: estimating betas for the FT-SE industry baskets. European Journal of Finance. 2(4). 319–331. 12 indexed citations
12.
Mills, Terence C., J. Andrew Coutts, & Jennifer Roberts. (1996). Misspecification testing and robust estimation of the market model and their implications for event studies. Applied Economics. 28(5). 559–566. 24 indexed citations
13.
Coutts, J. Andrew, et al.. (1996). The weekend effect, good news, bad news and the Financial Times Industrial Ordinary Shares Index: 1935–94. Applied Economics Letters. 3(12). 797–801. 22 indexed citations
14.
Coutts, J. Andrew. (1996). DISCUSSION OF THE IMPACT OF INVESTOR SOPHISTICATION ON PRICE REPONSES TO EARNINGS NEWS. Journal of Business Finance & Accounting. 23(2). 237–241. 1 indexed citations
15.
Mills, Terence C. & J. Andrew Coutts. (1995). Calendar effects in the London Stock Exchange FT–SE indices. European Journal of Finance. 1(1). 79–93. 148 indexed citations
16.
Coutts, J. Andrew, Terence C. Mills, & Jennifer Roberts. (1995). Misspecification of the market model: the implications for event studies. Applied Economics Letters. 2(5). 163–165. 16 indexed citations
17.
Coutts, J. Andrew, Terence C. Mills, & Jennifer Roberts. (1995). Testing cumulative prediction errors in event study methodology. Journal of Forecasting. 14(2). 107–115. 21 indexed citations
18.
Coutts, J. Andrew, Terence C. Mills, & Jennifer Roberts. (1994). The market model and the event study method: A synthesis of the econometric criticisms. International Review of Financial Analysis. 3(2). 149–171. 26 indexed citations
19.
Saadouni, Brahim, et al.. (1992). MANAGEMENT BUYOUT ANNOUNCEMENTS AND SECURITIES RETURNS: A UK STUDY 1984–1989. Journal of Business Finance & Accounting. 19(4). 641–655. 11 indexed citations
20.
Roberts, Jennifer & J. Andrew Coutts. (1992). Feminization and professionalization: A review of an emerging literature on the development of accounting in the United Kingdom. Accounting Organizations and Society. 17(3-4). 379–395. 91 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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