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Peter N Smith is Professor of Economics and Finance at the University of York where he has worked since 1995. He is Director of the MSc Economics and Finance and Director of Taught Graduate Admissions. He has supervised 28 PhD students to completion. He is an honorary Vice-President of the Money, Macro and Finance Research Group.
Peter N Smith is engaged in research in areas of financial economics, macro economics and labour economics. In recent times he has published research papers on the analysis of the importance of macroeconomic sources of risk in domestic and international asset markets, the significance of trend following as an investment strategy and risk factor in a range of asset markets and on the determination of the gender pay gap. He has published research papers in 29 different international journals and in 10 books.
My former students include:
|Pongrapeeporn Abhakorn||Ministry of Finance, Thailand|
|Jian-Hua Gang||Renmin University, China|
|Na Guo||Beijing Technology & Business University, China|
|Emanuel Leao||ISCTE-Lisbon University Institute, Portugal|
|Xiang Li||Shanghai Business School, China|
|Rachel Male||Queen Mary University of London, UK|
|Alfonso Mendoza||Universidad Popular Autonoma del Estado de Puebla, Mexico|
|Roberto Motto||European Central Bank, Germany|
|Susanna Paleologou||Aristotle University of Thessaloniki, Greece|
|Junho Park||Government of Korea, Seoul, Korea|
|Beatrice Pialuigi||European Central Bank, Germany|
|Carmelo Petraglia||Università degli Studi della Basilicata, Italy|
|Mario Quagliariello||European Banking Authority, London, UK|
|Steffen Sorensen||OECD, Paris, France|
|Raymond Swaray||Hull University, UK|
|Matteo De Tina||Bath University, UK|
|Yu Wang||Xiamen University, China|
|Ben Warner||Ministry of Defence, London, UK|
|Ociel Hernandez Zamudio||BBVA, Mexico|
Some recent publications by my former students:
"Reducing sequence risk using trend following investment strategies and the CAPE", Financial Analysts Journal, 2017 (forthcoming), (with A. Clare, J. Seaton and S. Thomas).
“Size matters: tail risk, momentum and trend following in international equity portfolios”, Journal of Investing, 2017 (forthcoming), (with A. Clare, J. Seaton and S. Thomas).
“The trend is our friend: global asset allocation using trend following", Journal of Behavioral and Experimental Finance, 2016, 9, pp63-80, (with A. Clare, J. Seaton and S. Thomas).
“Can stochastic discount factor models explain the cross section of equity returns?”, Review of Financial Economics, 2016, 28, pp56-68, (with P. Abhakorn and M.R. Wickens).
“Peer salaries and employee satisfaction in the workplace”, Manchester School, 2015, 83, pp 307-311. (with K.A. Mumford).
"Trend following, risk parity and momentum in commodity futures", International Review of Financial Analysis, 2014, 31, pp 1-12 (with A. Clare, J. Seaton and S. Thomas).
“Breaking into the blackbox: trend following, stop losses and the frequency of trading: the case of the S&P 500”, Journal of Asset Management, 2013, 14, 3, pp 182–194 (with A. Clare, J. Seaton and S. Thomas).
“What do Fama-French factors add to C-CAPM?”, Journal of Empirical Finance, 2013, 22, pp 113-127. (with P. Abhakorn and M.R. Wickens).
“Expected returns and the business cycle: the role of supply and demand shocks”, Manchester School, 2013, 81, pp 100-124. (with Alfonso Mendoza Velázquez).
See also my personal page: https://sites.google.com/a/york.ac.uk/peters-site/