Biography

Antony Jackson is a financial economist who holds degrees from the University of Cambridge, Warwick Business School, and the University of Leicester, as well as a range of professional qualifications.  Antony is a Chartered Financial Analyst (CFA) charterholder, and also holds the UK Investment Management Certificate (IMC), and the Professional Risk Manager (PRM) certificate.

Antony's research and teaching interests include asset pricing, alternative investments, and artificial markets.  He has recently published in the Journal of Asset Management and the International Review of Financial Analysis, and is a regular contributor to the CFA Digest.

Before returning to academia, Antony worked for the investment banking arms of Barclays (in London) and Credit Suisse (in Tokyo).  Antony has attracted investment allocations from quantitative trading firms in areas as diverse as managed futures and long/short equity.  His algorithmic trading strategies are based on a variety of modern techniques, including neural networks, genetic programming, and factor modelling.  

Students on Antony's new 3rd Year Undergraduate module, the Economics of Alternative Investments, have been busy developing algorithmic trading strategies on a range of futures markets traded on the Chicago Mercantile Exchange (CME) and on the US stock market.

 

 

 

 

All Publications

Jackson, A.

(2018)

Do Funds Make More When They Trade More? (Digest Summary): L. Pastor, R. F. Stambaugh, and L. A. Taylor, Journal of Finance, Vol. 72, No. 4 (August 2017): 1483-1528,

Full Text

(Book/Film/Article review)

(Published)


Jackson, A.

(2017)

Do Foreign Directors Mitigate Earnings Management? Evidence from China (Digest Summary): X. Du, W. Jian, and S. Lai, International Journal of Accounting, Vol. 52, No. 2 (June 2017), 142-177 ,

Full Text

(Book/Film/Article review)

(Published)


Jackson, A.

(2017)

Prospect Theory and Stock Returns: An Empirical Test (Digest Summary): N. Barberis, A. Mukherjee & B. Wang: Review of Financial Studies, Vol. 29 (November 2016), 3068-3107,

Full Text

(Book/Film/Article review)

(Published)


Jackson, A.

(2017)

The Impact of Foreign Trades on Emerging Market Liquidity (Digest Summary): Y. Peranginangin, A.Z. Ali, P. Brockman & R. Zurbruegg, Pacific-Basin Finance Journal, Vol. 40, Part A (December 2016), 1-16,

Full Text

(Book/Film/Article review)

(Published)


Jackson, A.

(2016)

Diversification, Gambling and Market Forces (Digest Summary): M-H. Broihanne, M. Merli & P. Roger, Review of Quantitative Finance and Accounting, Vol. 47, No. 1 (July 2016), 129-157 ,

Full Text

(Book/Film/Article review)

(Published)


Jackson, A., Ladley, D.

(2016)

Market ecologies: The effect of information on the interaction and profitability of technical trading strategies,

in International Review of Financial Analysis

47

pp. 270–280

Full Text UEA Repository

(Article)

(Published)


Jackson, A.

(2016)

The Impact of IFRS Goodwill Reporting on Financial Analysts' Equity Valuation Judgements: Some Experimental Evidence (Digest Summary): N. Hellman, P. Andersson & E. Fröberg, Accounting & Finance, Vol. 56, No. 1 (March 2016), 113-157,

Full Text

(Book/Film/Article review)

(Published)


Jackson, A.

(2016)

Dissecting Anomalies with a Five-Factor Model (Digest Summary): E.F. Fama & K.R. French, Review of Financial Studies, Vol. 29, No. 1 (January 2016), 69-103,

Full Text

(Book/Film/Article review)

(Published)


Jackson, A.

(2016)

Occam's Razor Redux: Establishing Reasonable Expectations for Financial Market Returns (Digest Summary): J.C. Bogle & M.W. Nolan, Jr., Journal of Portfolio Management, Vol. 42, No. 1 (Fall 2015), 119-134,

Full Text

(Book/Film/Article review)

(Published)


Jackson, A.

(2016)

Financial Institution Credit Assessment and Implications for Portfolio Managers (Digest Summary): L. Purda, F. Sonmez & L. Zhong, Journal of International Financial Markets, Institutions & Money, Vol. 38 (September 2015), 148-166,

Full Text

(Book/Film/Article review)

(Published)


Jackson, A.

(2015)

Still Not Cheap: Portfolio Protection in Calm Markets (Digest Summary): R. Israelov & L.N. Nielsen, Journal of Portfolio Management, Vol. 41, No. 4 (Spring 2015), 108-120.,

Full Text

(Book/Film/Article review)

(Published)


Jackson, A.

(2015)

A simple scheme for allocating capital in a foreign exchange proprietary trading firm,

in Journal of Asset Management

16

(1)

pp. 2-13

Full Text UEA Repository

(Article)

(Published)


Jackson, A.

(2013)

Asymmetric Information, Trading Volume, and Portfolio Performance,

in Corporate Ownership and Control

11

(1A)

pp. 8-19

UEA Repository

(Article)

(Published)


Teaching Interests

Financial Markets (MSc): Lecturer and Seminar Leader.

Financial Markets (BSc Actuarial Science): Lecturer and Seminar Leader

Economics of Alternative Investments (3rd Year Undergraduate): Lecturer and Seminar Leader.

Economics of Corporate Finance (3rd Year Undergraduate): Lecturer.

Professional Activities

  • Invited speaker at the Norwich High School for Girls (2017)
  • Invited speaker at the London Quant Club (2016)
  • Invited speaker at the Norwich Economic Business Breakfast (2015)
  • Webinar presenter for the Professional Risk Managers' International Association (2013)