Professor George Bulkley

Professor George Bulkley

Professor George Bulkley
Senior Associate Teacher

The Priory Road Complex, Priory Road, Clifton
BS8 1TU
(See a map)

george.bulkley@bristol.ac.uk

Telephone Number (0117) 39 41478

Department of Accounting and Finance

Research

George works in the area of the performance of asset markets. He is particularly interested in behavioural finance and distinguishing between rational learning and behavioural explanations of puzzles in equity returns and in the term structure of interest rates.

Teaching

ACCG20012: Principles of Finance
ACCG30015: Advanced Topics in Finance

Fields of interest

Performance of Asset Markets




Latest publications

  1. Bulkley, G, Smith, S & leslie, d, 2019, ‘Equity Premium Forecasts with an Unknown Number of Structural Breaks’. Journal of Financial Econometrics.
  2. Bulkley, IG, Harris, RDF & Nawosah, V, 2015, ‘Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates?’. Journal of Banking and Finance, vol 58., pp. 179-193
  3. Bulkley, IG, 2013, ‘Behavioral Biases and the Expectations Hypothesis of the Term Structure of Interest Rates’. Social Science Research Network (SSRN) working paper
  4. Bulkley, IG, Harris, R & Nawosah, V, 2013, ‘Overconfidence and the Rational Expectations Model of the Term Structure of Interest Rates’. Social Science Research Network (SSRN) working paper
  5. Bulkley, G, Harris, RD & Nawosah, V, 2011, ‘Revisiting the expectations hypothesis of the term structure of interest rates’. Journal of Banking and Finance, vol 35., pp. 1202-1212
  6. Bulkley, IG, Harris, RDF & Nawosah, V, 2011, ‘Revisiting the Campbell-Shiller tests of the Expectations Hypothesis for the Term Structure’. Journal of Banking and Finance, vol 35., pp. 1202 - 1212
  7. Bulkley, I & Paolo, G, 2011, ‘Structural Breaks, Parameter Uncertainty and Term Structure Puzzles’. Journal of Financial Economics, vol 102., pp. 222 - 232
  8. Bulkley, I & Nawosah, V, 2009, ‘Can the Cross-Sectional Variation in Expected Stock Returns Explain Momentum’. Journal of Financial and Quantitative Analysis., pp. 777 - 794
  9. Bulkley, G, Harris, RD & Herrerias, R, 2004, ‘Why does book-to-market value of equity forecast cross-section stock returns?’. International Review of Financial Analysis, vol 13., pp. 153-160
  10. Bulkley, G & Harris, RD, 1997, ‘Irrational analysts' expectations as a cause of excess volatility in stock prices’. Economic Journal, vol 107., pp. 359-371

Full publications list in the University of Bristol publications system

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