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

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Number of items: 58.

A

Aftab, Z. (2019) The impact of regulation on money market funds. PhD thesis, University of Reading.

Aftab, Z. and Varotto, S. (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., Schopohl, L. 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. (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., Brooks, C. 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. and Brooks, C. (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., Brooks, C. 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. (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., Fenton, E., Schopohl, L. 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., 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., Sangiorgi, I., Hillenbrand, C. 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. 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. and Hendry, D. F. (2019) Forecasting: an essential introduction. Yale University Press, Connecticut, USA, pp240. ISBN 9780300244663

Clements, M. (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. (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. 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. 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

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. (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., Marra, M. and Sangiorgi, I. (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. 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. 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. 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.

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. 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., Money, K. G., Brooks, C. 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. (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. 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. (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., 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. (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. 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. (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. (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. (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. (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. 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

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. 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. 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. (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. (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

This list was generated on Wed Oct 20 00:58:59 2021 UTC.

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