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Items where Division is "ICMA Centre" and Year is 2019

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Number of items: 60.

A

Aftab, Z. (2019) The impact of regulation on money market funds. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00085999

Aftab, Z. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2019) Liquidity and shadow banking. Journal of International Money and Finance, 99. 102080. ISSN 0261-5606 doi: https://doi.org/10.1016/j.jimonfin.2019.102080

Akrivou, K. ORCID: https://orcid.org/0000-0003-2212-6280, Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593 and Woodrow, C., (2019) Henley Business School report to the United Nations Principles for Responsible Management Education 2017/18 and 2018/19. Report. Henley Business School (PRME)

Alexandridis, G., Doukas, J. A. and Mavis, C. P. (2019) Does firing a CEO pay off? Financial Management, 48 (1). pp. 3-43. ISSN 1755-053X doi: https://doi.org/10.1111/fima.12228

Arch, L. ORCID: https://orcid.org/0000-0002-6359-0058 (2019) 'Our distrust is very expensive’. IPPR Progessive Review, 25 (4). pp. 435-443. ISSN 2573-2331 doi: https://doi.org/10.1111/newe.12126

Archer, S. and Abdel Karim, R. A. (2019) When benchmark rates change: the case of Islamic banks. Journal of Financial Regulation and Compliance, 27 (2). pp. 197-214. ISSN 1358-1988 doi: https://doi.org/10.1108/jfrc-11-2017-0104

Arismendi Zambrano, J. C. (2019) Higher-order tail moments in asset-pricing theory. World Scientific. doi: https://doi.org/10.1142/9789813236653_0027

B

Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Killick, H. (2019) A reappraisal of the freehold property market in late medieval England. Continuity and Change, 34 (3). pp. 287-313. ISSN 1469-218X doi: https://doi.org/10.1017/S0268416019000316

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072 and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2019) Is there a ‘magic link’ between research activity, professional teaching qualifications and student satisfaction? Higher Education Policy, 32 (2). pp. 227-248. ISSN 1740-3863 doi: https://doi.org/10.1057/s41307-018-0081-0

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Killick, H. (2019) Medieval property investors, ca. 1300-1500. Enterprise and Society, 20 (3). pp. 575-612. ISSN 1467-2235 doi: https://doi.org/10.1017/eso.2018.92

Bhatti-Sinclair, K. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2019) Normative and positive social work in the context of the placement decision: a defence of social workers. Social Work and Social Sciences Review, 20 (2). pp. 77-94. ISSN 0953-5225 doi: https://doi.org/10.1921/swssr.v20i2.1260

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Fenton, E., Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593 and Walker, J. (2019) Why does research in finance have so little impact? Critical Perspectives on Accounting, 58. pp. 24-52. ISSN 1045-2354 doi: https://doi.org/10.1016/j.cpa.2018.04.005

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Hoepner, A. G. F., McMillan, D., Vivian, A. and Wese Simen, C. (2019) Financial data science: the birth of a new financial research paradigm complementing econometrics? European Journal of Finance, 25 (17). pp. 1627-1636. ISSN 1466-4364 doi: https://doi.org/10.1080/1351847x.2019.1662822

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983, Hillenbrand, C. ORCID: https://orcid.org/0000-0002-2929-5098 and Money, K. (2019) Experience wears the trousers: exploring gender and attitude to financial risk. Journal of Economic Behavior & Organization, 163. pp. 483-515. ISSN 0167-2681 doi: https://doi.org/10.1016/j.jebo.2019.04.026

Brounen, D., Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 and Silvestri, E. (2019) Price-signaling and return-chasing: international evidence from maturing REIT markets. Real Estate Economics, 47 (1). pp. 314-357. ISSN 1540-6229 doi: https://doi.org/10.1111/1540-6229.12247

C

Castle, J. L., Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F. (2019) Forecasting: an essential introduction. Yale University Press, Connecticut, USA, pp240. ISBN 9780300244663

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (2019) Do forecasters target first or later releases of national accounts data? International Journal of Forecasting, 35 (4). pp. 1240-1249. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2018.11.009

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2019) Macroeconomic survey expectations. Palgrave Texts in Econometrics. Palgrave Macmillan, pp214. ISBN 9783319972220 doi: https://doi.org/10.1007/978-3-319-97223-7

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Galvão, A. B. (2019) Data revisions and real-time forecasting. Oxford Research Encyclopedia of Economics and Finance. doi: https://doi.org/10.1093/acrefore/9780190625979.013.248

Corbet, S., Lucey, B., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Yarovaya, L. (2019) Cryptocurrencies as a financial asset: a systematic analysis. International Review of Financial Analysis, 62. pp. 182-199. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2018.09.003

Cui, Y. ORCID: https://orcid.org/0000-0002-0106-0668, Gebka, B. and Kallinterakis, V. (2019) Do closed-end fund investors herd? Journal of Banking & Finance, 105. pp. 194-206. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2019.05.015

D

D'Acunto, F., Prokopczuk, M. and Weber, M. (2019) Historical antisemitism, ethnic specialization, and financial development. Review of Economic Studies, 86 (3). pp. 1170-1206. ISSN 1467-937X doi: https://doi.org/10.1093/restud/rdy021

Dao, T. M., McGroarty, F. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2019) The Brexit vote and currency markets. Journal of International Financial Markets, Institutions and Money, 59. pp. 153-164. ISSN 1042-4431 doi: https://doi.org/10.1016/j.intfin.2018.11.004

Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Marra, M. and Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983 (2019) Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos. Journal of Banking & Finance, 107. 105610. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2019.105610

E

Eross, A., MCGroarty, F., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wolfe, S. (2019) The intraday dynamics of bitcoin. Research in International Business and Finance, 49. pp. 71-81. ISSN 0275-5319 doi: https://doi.org/10.1016/j.ribaf.2019.01.008

Eross, A., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wolfe, S. (2019) Investigating risk contagion initiated by endogenous liquidity shocks: evidence from the US and eurozone interbank markets. European Journal of Finance, 25 (1). pp. 35-53. ISSN 1466-4364 doi: https://doi.org/10.1080/1351847X.2018.1462840

Eross, A., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wolfe, S. (2019) An early warning indicator for liquidity shortages in the interbank market. International Journal of Finance & Economics, 24 (3). pp. 1300-1312. ISSN 1099-1158 doi: https://doi.org/10.1002/ijfe.1719

G

Gao, Y. (2019) Three essays in corporate finance. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00088902

Gemmill, G. and Marra, M. (2019) Explaining CDS prices with Merton's model before and after the Lehman default. Journal of Banking and Finance, 106. pp. 93-109. ISSN 1872-6372 doi: https://doi.org/10.1016/j.jbankfin.2019.05.013

Gong, M., Gao, Y., Koh, L., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Cullen, J. (2019) The role of customer awareness in promoting firm sustainability and sustainable supply chain management. International Journal of Production Economics, 217. pp. 88-96. ISSN 0925-5273 doi: https://doi.org/10.1016/j.ijpe.2019.01.033

H

Hillenbrand, C. ORCID: https://orcid.org/0000-0002-2929-5098, Money, K. G., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Tovstiga, N. (2019) Corporate tax: what do stakeholders expect? Journal of Business Ethics, 158 (2). pp. 403-426. ISSN 1573-0697 doi: https://doi.org/10.1007/s10551-017-3700-6

Hollstein, F., Nguyen, D. B. B. and Prokopczuk, M. (2019) Asset prices and “the devil(s) you know”. Journal of Banking and Finance, 105. pp. 20-35. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2019.04.003

Hollstein, F., Nguyen, D. B. B., Prokopczuk, M. and Wese Simen, C. (2019) International tail risk and world fear. Journal of International Money and Finance, 93. pp. 244-259. ISSN 0261-5606 doi: https://doi.org/10.1016/j.jimonfin.2019.01.004

Hollstein, F., Prokopczuk, M. and Wese Simen, C. (2019) Estimating beta: forecast adjustments and the impact of stock characteristics for a broad cross-section. Journal of Financial Markets, 44. pp. 91-118. ISSN 1386-4181 doi: https://doi.org/10.1016/j.finmar.2019.03.001

Hollstein, F., Prokopczuk, M. and Wese Simen, C. (2019) The term structure of systematic and idiosyncratic risk. Journal of Futures Markets, 39 (4). pp. 435-460. ISSN 1096-9934 doi: https://doi.org/10.1002/fut.21985

Hollstein, F., Prokopczuk, M., Tharann, B. and Wese Simen, C. (2019) Predicting the equity market with option-implied variables. European Journal of Finance, 25 (10). pp. 937-965. ISSN 1466-4364 doi: https://doi.org/10.1080/1351847X.2018.1556176

K

Katsiampa, P., Moutsianas, K. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2019) Information demand and cryptocurrency market activity. Economics Letters, 185. 108714. ISSN 0165-1765 doi: https://doi.org/10.1016/j.econlet.2019.108714

Kostopoulou, O., Nurek, M., Cantarella, S., Okoli, G., Fiorentino, F. and Delaney, B. C. (2019) Referral decision making of general practitioners: a signal detection study. Medical Decision Making, 39 (1). pp. 21-31. ISSN 1552-681X doi: https://doi.org/10.1177/0272989X18813357

L

Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Zhang, N. (2019) Model risk of expected shortfall. Journal of Banking and Finance, 105. pp. 74-93. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2019.05.017

M

Manahov, V., Hudson, R. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2019) High frequency trading from an evolutionary perspective: financial markets as adaptive systems. International Journal of Finance and Economics, 24 (2). pp. 943-962. ISSN 1099-1158 doi: https://doi.org/10.1002/ijfe.1700

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676, Sebehela, T. and Campani, C. H. (2019) Exchange options in the REIT industry. Advances in Investment Analysis and Portfolio Management, 9. pp. 217-252. ISSN 1556-5068 doi: https://doi.org/10.6291/AIAPM.201912_9.0008

Marra, M., Yu, F. and Zhu, L. (2019) The impact of trade reporting and central clearing on CDS price informativeness. Journal of Financial Stability, 43. pp. 130-145. ISSN 1572-3089 doi: https://doi.org/10.1016/j.jfs.2019.07.002

Meng, Y. and Yin, C. (2019) Trust and the cost of debt financing. Journal of International Financial Markets, Institutions and Money, 59. pp. 58-73. ISSN 1042-4431 doi: https://doi.org/10.1016/j.intfin.2018.11.009

Moore, T. and Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072 (2019) Financing the Hundred Years War. In: Curry, A. (ed.) The Hundred Years War Revisited. Problems in Focus. Macmillan International Higher Education. ISBN 9781137389862

N

Nguyen, D. B. B. and Prokopczuk, M. (2019) Jumps in commodity markets. Journal of Commodity Markets, 13. pp. 55-70. ISSN 2405-8513 doi: https://doi.org/10.1016/j.jcomm.2018.10.002

Nguyen, D. B. B., Prokopczuk, M. and Wese Simen, C. (2019) The risk premium of gold. Journal of International Money and Finance, 94. pp. 140-159. ISSN 0261-5606 doi: https://doi.org/10.1016/j.jimonfin.2019.02.011

O

Oikonomou, I., Stancu, A., Symeonidis, L. and Wese Simen, C. (2019) The information content of short-term options. Journal of Financial Markets, 46. 100504. ISSN 1386-4181 doi: https://doi.org/10.1016/j.finmar.2019.07.003

P

Pele, D. T., Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Mazurencu-Marinescu-Pele, M. (2019) Modelling expected shortfall using tail entropy. Entropy, 21 (12). 1204. ISSN 1099-4300 doi: https://doi.org/10.3390/e21121204

Platanakis, E. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2019) Portfolio management with cryptocurrencies: the role of estimation risk. Economics Letters, 177. pp. 76-80. ISSN 0165-1765 doi: https://doi.org/10.1016/j.econlet.2019.01.019

Platanakis, E., Sakkas, A. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2019) Harmful diversification: evidence from alternative investments. The British Accounting Review, 51 (1). pp. 1-23. ISSN 0890-8389 doi: https://doi.org/10.1016/j.bar.2018.08.003

Platanakis, E., Sakkas, A. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2019) The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models. Applied Economics Letters, 26 (6). pp. 516-521. ISSN 1466-4291 doi: https://doi.org/10.1080/13504851.2018.1486984

Prokopczuk, M., Stancu, A. and Symeonidis, L. (2019) The economic drivers of commodity market volatility. Journal of International Money and Finance, 98. 102063. ISSN 0261-5606 doi: https://doi.org/10.1016/j.jimonfin.2019.102063

R

Rocciolo, F., Gheno, A. and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2019) Optimism, volatility and decision-making in stock markets. International Review of Financial Analysis, 66. 101356. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2019.05.007

S

Shen, D., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P. (2019) Does Twitter predict Bitcoin? Economics Letters, 174. pp. 118-122. ISSN 0165-1765 doi: https://doi.org/10.1016/j.econlet.2018.11.007

Stevens, A. (2019) How and Why do Professional Sport Clubs Succeed? The Strategy and Performance of Premier League Football Clubs. DBA thesis, Henley Business School, University of Reading. doi: https://doi.org/10.48683/1926.00105692

T

Tran, V., Alsakka, R. and ap Gwilym, O. (2019) Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets. European Journal of Finance, 25 (13). pp. 1211-1233. ISSN 1466-4364 doi: https://doi.org/10.1080/1351847X.2019.1586743

U

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H. (2019) Is Bitcoin a hedge or safe haven for currencies? An intraday analysis. International Review of Financial Analysis, 63. pp. 49-57. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2019.02.009

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H. (2019) The performance of technical trading rules in Socially Responsible Investments. International Review of Economics and Finance, 63. pp. 397-411. ISSN 1059-0560 doi: https://doi.org/10.1016/j.iref.2019.05.002

Z

Zhang, H. and Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X (2019) Modeling intraday volatility of European bond markets: a data filtering application. International Review of Financial Analysis, 63. pp. 131-146. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2019.02.002

Zhang, H. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2019) Pairs trading across mainland China and Hong Kong stock markets. International Journal of Finance & Economics, 24 (2). pp. 698-726. ISSN 1099-1158 doi: https://doi.org/10.1002/ijfe.1687

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