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Updated: 10/12/2008 09:56 

  Ian TONKS 

University of Exeter
Xfi - Centre for Finance and Investment
Director
Streatham Court
Rennes Drive
EX4 4PU Exeter
UNITED KINGDOM

London School of Economics and political Science (LSE)
Financial Markets Group (FMG)
Academic Research Staff
Houghton Street
WC2A 2AE London
UNITED KINGDOM


Related authors  

CANNON, Edmund
ACKER, Daniella
GREGG, Paul
GREGORY, Alan
SHIN, Hyun Song
BULKLEY, George
FRIEDERICH, Sylvain


 Working papers and articles: (58)

 "Discussion of"--o Trade or Not To Trade: The Strategic Trading of Insiders around News Announcements   
Ian Tonks (2010)

 Decentralized Investment Management: Evidence from the Pension Fund Industry   
Blake, David & Timmermann, Allan G & Tonks, Ian & Wermers, Russ (2010)

 The Value and Risk of Defined Contribution Pension Schemes: International Evidence   
Edmund Cannon & Ian Tonks (2009)

 Alternative risk-based levies in the pension protection fund for multi-employee schemes   
Liu, Weixi & Tonks, Ian (2009)

 Return Persistence and Fund Flows in the Worst Performing Mutual Funds   
Jonathan B. Berk & Ian TONKS (2007)

 Executive Pay and Performance in the UK 1994-2002   
Paul GREGG & Sarah Jewell & Ian TONKS (2005)

 Performance Persistence of Pension-Fund Managers   
Ian TONKS (2005)

 Opening and Closing the Market: Evidence from the London Stock Exchange   
Hyun Song SHIN & Ian TONKS & Andrew Ellul (2004)

 (UBS Pensions series 22) Performance of Personal Pension Schemes in the UK   
Alan GREGORY & Ian TONKS (2004)

 U.K. Annuity Rates, Money's Worth and Pension Replacement Ratios 1957--002   
Edmund CANNON & Ian TONKS (2004)

 U.K. Annuity Rates, Money's Worth and Pension Replacement Ratios 1957-2002   
Edmund CANNON & Ian TONKS (2004)

 Trading Costs of Institutional Investors in Auction and Dealer Markets   
Andy Snell & Ian TONKS (2004)

 UK annuity price series, 1957 2002   
CANNON, Edmund & TONKS, Ian (2004)

 UK Annuity Rates And Pension Replacement Ratios 1957-2002   
Ian TONKS & Edmund CANNON (2004)

 A theoretical analysis of institutional investors' trading costs in auction and dealer markets   
Andy Snell & Ian TONKS (2003)

 (UBS Pensions series 8) UK Annuity Rates and Pension Replacement Ratios 1957 - 2002   
Ian TONKS (2003)

 Momentum in the UK stock market   
Hon, Mark T. & TONKS, Ian (2003)

 Annuity Prices, Money's Worth and Replacement Ratios: UK experience 1972 - 2002   
Edmund CANNON & Ian TONKS (2002)

 Mommentum in the UK Stock Market   
Ian TONKS & Mark T Hon (2002)

 Daily Closing Inside Spreads and Trading Volumes around Earnings Announcements   
Ian TONKS & Daniella ACKER & Matthew Stalker (2002)

 Performance Persistence of Pension Fund Managers   
TONKS, Ian (2002)

 The Behaviour of UK Annuity Prices from 1972 to the Present   
Edmund CANNON & Ian TONKS (2002)

 (UBS Pensions Series 1) Performance Persistence of Pension Fund Managers   
Ian TONKS (2002)

 Short-run Returns around the Trades of Corporate Insiders on the London Stock Exchange   
Sylvain Friederich & Alan Gregory & John Matatko & Ian Tonks (2002)

 The Profitability of Block Trades Auction and Dealer Markets   
Ian TONKS & Andy Snell (2000)

 Re‐assessing the long‐term underperformance of UK Initial Public Offerings   
Susanne Espenlaub & Alan Gregory & Ian Tonks (2000)

 Time Series Volatility Commodity Futures Prices   
Ian TONKS & Jane Black (1999)

 Stock Price Around the Trades of Corporate Insider on the London Stock Exchange   
John Matatko & Alan GREGORY & Ian TONKS & Sylvain Friederich (1999)

 Testing for asymmetric information and inventory control effects in market maker behaviour on the London Stock Exchange   
Snell, Andy & TONKS, Ian (1998)

 The Profitability of Block Trades in Auction and Dealer Markets   
Andy Snell & Ian TONKS (1998)

 Post-IPO Directors' Sales and Reissuing Activity: An Empirical Test of IPO Signalling Models   
Susanne Espenlaub & Ian TONKS (1998)

 Detecting Information from Directors' Trades: Signal Definition and Variable Size Effects   
Alan GREGORY & John Matatko & Ian TONKS (1997)

 The Equivalence of Screen Based Continuous-Auction and Dealer Markets   
Ian TONKS (1996)

 Excessive Dispersion of US Stock Prices: A Regression Test of Cross-Sectional Volatility   
Ian TONKS & Andy Snell & George BULKLEY (1996)

 Utilising Time Series Methods to Assess Information and Inventory Effects in a Dealer Market in Illiquid Stocks   
Andy Snell & Ian TONKS (1996)

 Determinants of Price Quote Revisions on the London Stock Exchange   
Snell, Andy & TONKS, Ian (1995)

 A cross-sectional variance bounds test   
Board, John & BULKLEY, George & TONKS, Ian (1993)

 UK Directors Trading: The Impact of Dealings in Smaller Firms   
John Matatko & Alan GREGORY & Ian TONKS & Richard Purkis (1993)

 Asset price variability in a rational expectations equilibrium   
Black, Jane M. & TONKS, Ian (1992)

 Trading Rules and Excess Volatility   
Bulkley, George & Tonks, Ian (1992)

 Cross-sectional Volatility on the U.K. Stock Market   
BULKLEY, George & TONKS, Ian (1991)

 Asset Price Variability under Asymmetric Information   
Black, Jane & TONKS, Ian (1990)

 Performance Persistence of Pension Fund Managers, Journal of Business (2004)   
 UK Annuity Price Series 1957-2002, Financial History Review (2004)   
 UK Annuity Rates and Pension Replacement Ratios 1957-2002, Geneva Papers (2004)   
 Trading Costs of Institutional Investors in Auction and Dealer Markets, Economic Journal (2003)   
 Momentum in the UK Stock Market, Journal of Multinational Financial Management, Vol. 13, no. 1, February 2003, 43-70   
 The Impact of FRS3 on Analysts Abilities to Forecast Earnings per Share, Journal of Accounting and Public Policy, Vol. 21, no. 3, Autumn 2002, 193-218   
 Daily Closing Inside Spreads and Trading Volumes around Earnings Announcements, Journal of Business Finance and Accounting, Vol. 29, nos 9&10, November/December 2002,1149-1180   
 Stock Price Patterns around the Trades of Corporate Insiders on the London Stock Exchange, European Financial Management, Vol 8, no. 1, March 2002   
 Measuring Pension Fund Performance in the UK, in J. Knight and S. Satchell (eds.) Performance Measurement in Finance, (Butterworth-Heinemann, 2002), pp. 342-364. ISBN 0-7506-5026-5   
 Defined Contribution Occupational Pension Schemes, Chapter 5 in Croner's Pension Compliance Service, June 2000 (www.croner.cch.co.uk).   
 Invited submission to The Future of UK Pensions House of Commons Work and Pensions Committee, First Report of Session 2002-2003, Volume III HC 92-III, December 2002, (London: The Stationery Office Ltd.). pp. Ev267-272.   
 Equity Performance of Segregated Pension Funds in the UK, Journal of Asset Management, Vol. 1, no 4, April 2001, 321-343.   
 Testing the Robustness of Long-Term Under-performance of UK Initial Public Offerings, European Financial Management, VOL 6:3 September (2000)   
 Time Series Volatility of Commodity Futures Prices, Journal of Futures Markets, vol. 20, Issue 2, February 2000, 127-144   
 Stakeholder Pensions, Market and Public Organisation, Issue no. 3, June 2000, 1-3   
 Stock Price Patterns After a New Equity Issue, Professional Investor, April 2000, 10-12   




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