Prof. Christopher Adcock

University of Sheffield, UK

Email: c.j.adcock@sheffield.ac.uk

Qualifications

1973 Ph.D., University of Southampton, Statistics

1969 B.Sc., University of Southampton, Mathematics

Publications (Selected)

1. Adcock, C., Ye, C., Yin, S., & Zhang, D. (2023). Are Chinese B-shares dead? An analysis of price limits on AB-shares on the Shanghai and Shenzhen Stock Exchanges. International Review of Economics & Finance, 85, 306-315.
2. Adcock, C. J. (2022). Properties and limiting forms of the multivariate extended skew-normal and skew-student distributions. Stats, 5(1), 270-311.
3. Adcock, C., Landsman, Z., & Shushi, T. (2021). Stein’s Lemma for generalized skew-elliptical random vectors. Communications in Statistics-Theory and Methods, 50(13), 3014-3029.
4. Adcock, C. (2021). Copulaesque versions of the skew-normal and skew-student distributions. Symmetry, 13(5), 815.
5. Meade, N., Beasley, J. E., & Adcock, C. J. (2021). Quantitative portfolio selection: Using density forecasting to find consistent portfolios. European Journal of Operational Research, 288(3), 1053-1067.
6. Adcock, C., Hua, X., & Huang, Y. (2020). Are Chinese stock and property markets integrated or segmented?. In The Chinese Capital Markets (pp. 292-317). Routledge.
7. Adcock, C., & Azzalini, A. (2020). A selective overview of skew-elliptical and related distributions and of their applications. Symmetry, 12(1), 118.
8. Adcock, C., Areal, N., Cortez, M. C., Oliveira, B., & Silva, F. (2020). Does the choice of fund performance measure matter?. Investment Analysts Journal, 49(1), 53-77.
9. Adcock, C. J., Ye, C., Yin, S., & Zhang, D. (2019). Price discovery and volatility spillover with price limits in Chinese A-shares market: A truncated GARCH approach. Journal of the Operational Research Society, 70(10), 1709-1719.
10. Adcock, C. (2019). Fifth Conference on the Chinese Capital Markets University of Manitoba, Winnipeg, Canada, 16th and 17th July 2015 Prefaces. EUROPEAN JOURNAL OF FINANCE, 25(6), 459-459.
11. Leite, C., Cortez, M. C., Silva, F., & Adcock, C. (2018). The performance of socially responsible equity mutual funds: Evidence from Sweden. Business Ethics: A European Review, 27(2), 108-126.
12. Adcock, C., Hua, X., Mazouz, K., & Yin, S. (2017). Derivative activities and Chinese banks’ exposures to exchange rate and interest rate movements. The European Journal of Finance, 23(7-9), 727-751.
13. Adcock, C. J., & Meade, N. (2017). Using parametric classification trees for model selection with applications to financial risk management. European Journal of Operational Research, 259(2), 746-765.
14. Adcock, C. J., Areal, N., Rocha Armada, M. J., Cortez, M. C., Oliveira, B., & Silva, F. (2017). Portfolio performance measurement: Monotonicity with respect to the Sharpe ratio and multivariate tests of correlation. Manuel José and Ceu Cortez, Maria and Oliveira, Benilde and Silva, Florinda, Portfolio Performance Measurement: Monotonicity with Respect to the Sharpe Ratio and Multivariate Tests of Correlation (January 17, 2017).
15. Adcock, C., Eling, M., & Loperfido, N. (2015). Skewed distributions in finance and actuarial science: a review. The European Journal of Finance, 21(13-14), 1253-1281.

Profile Details

https://www.sheffield.ac.uk/management/people/emeritus-honorary-and-visiting-staff/chris-adcock

https://scholar.google.com.hk/citations?user=zRaQix0AAAAJ&hl=zh-CN&oi=sra

https://www.researchgate.net/profile/Chris-Adcock