Peter N Smith Professor of Economics and Finance  Department of Economics and Related Studies University of York Heslington York YO10 5DD United Kingdom Tel.  +44 (0)1904 323765  Fax. +44 (0)1904 323759 EMail. peter.smith@york.ac.uk

Welcome to my Home Page. You can find information on my site on my New Research, Research Publications, Teaching and Administration

New Research!

The Trend is Our Friend: Global Asset Allocation using Trend Following", Department of Economics, University of York, Discussion Paper 12/25, (with A. Clare, J. Seaton and S. Thomas), 2012.

"Trend Following, Risk Parity and Momentum in Commodity Futures", Department of Economics, University of York, Discussion Paper 12/28, (with A. Clare, J. Seaton and S. Thomas), 2012.

"Peer Salaries and Employee Satisfaction in the Workplace.", IZA Discussion Paper, No. 6673, (with K. Mumford), 2012.

“A Cross-Section of Equity Returns: the No-Arbitrage Test”, Department of Economics, University of York, Discussion Paper No. 11/23, (with P.Abhakorn and M.R. Wickens), 2011.

New Publications!

Breaking Into the Blackbox: Trend Following, Stop Losses, and the Frequency of Trading: the Case of the S&P500", Journal of Asset Management, forthcoming (with A. Clare, J. Seaton and S. Thomas), 2013.

"Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks", Manchester School forthcoming,(with A. Mendoza), 2013.

  “Consumption, Size and Book-to-Market Ratio in Equity Returns”, Journal of Empirical Finance, forthcoming,   (with P.Abhakorn and M.R. Wickens), 2013.