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Items where Division is "ICMA Centre" and Year is 2021

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Number of items: 42.

Akrivou, K. ORCID: https://orcid.org/0000-0003-2212-6280, Woodrow, C. and Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593, (2021) Henley Business School report to the United Nations Principles for Responsible Management Education 2019/20 and 2020/21. Report. Henley Business School (PRME)

Alexander, C. and Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 (2021) The continuous limit of weak GARCH. Econometric Reviews, 40 (2). pp. 197-216. ISSN 1532-4168 doi: https://doi.org/10.1080/07474938.2020.1799592

Alexander, C., Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Stanescu, S. (2021) Analytic moments for GJR-GARCH (1,1) processes. International Journal of Forecasting, 37 (1). pp. 105-124. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2020.03.005

Alexandridis, G., Chen, Z. and Zeng, Y. (2021) Financial hedging and corporate investment. Journal of Corporate Finance, 67. 101887. ISSN 0929-1199 doi: https://doi.org/10.1016/j.jcorpfin.2021.101887

Amini, S., Hudson, R., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, J. (2021) Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk. European Journal of Finance, 27 (13). pp. 1326-1349. ISSN 1466-4364 doi: https://doi.org/10.1080/1351847X.2021.1900888

Arch, L. ORCID: https://orcid.org/0000-0002-6359-0058 (2021) “If competition has any virtue, we ought not to have a system that stifles it”: competition in London clearing banking, 1946-1971. Enterprise and Society, 22 (3). pp. 770-807. ISSN 1467-2235 doi: https://doi.org/10.1017/eso.2020.21

Arch, L. ORCID: https://orcid.org/0000-0002-6359-0058 (2021) The global financial crisis and its aftermath: a perspective from fiction. Qualitative Research in Financial Markets, 13 (1). pp. 50-58. ISSN 1755-4179 doi: https://doi.org/10.1108/QRFM-06-2020-0099

Becker, J., Hollstein, F., Prokopczuk, M. and Sibbertsen, P. (2021) The memory of beta. Journal of Banking & Finance, 124. 106026. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2020.106026

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593 (2021) Green accounting and finance: advancing research on environmental disclosure, value impacts and management control systems. The British Accounting Review, 53 (1). 100973. ISSN 0890-8389 doi: https://doi.org/10.1016/j.bar.2020.100973

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Williams, L. (2021) The impact of personality traits on attitude to financial risk. Research in International Business and Finance, 58. 101501. ISSN 0275-5319 doi: https://doi.org/10.1016/j.ribaf.2021.101501

Brounen, D., Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 and Op 't Veld, H. (2021) Pricing ESG equity ratings and underlying data in listed real estate securities. Sustainability, 13 (4). 13052037. ISSN 2071-1050 doi: https://doi.org/10.3390/su13042037

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2021) Do survey joiners and leavers differ from regular participants? International Journal of Forecasting, 37 (2). pp. 634-646. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2020.08.003

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2021) Rounding behaviour of professional macro-forecasters. International Journal of Forecasting, 37 (4). pp. 1614-1631. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2021.03.003

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Galvao, A. B. (2021) Measuring the effects of expectations shocks. Journal of Economic Dynamics and Control, 124. 104075. ISSN 0165-1889 doi: https://doi.org/10.1016/j.jedc.2021.104075

Duan, K., Li, Z., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Ye, J. (2021) Dynamic efficiency and arbitrage potential in Bitcoin: a long-memory approach. International Review of Financial Analysis, 75. 101725. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2021.101725

Goodell, J. W., Goyal, A. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2021) Uncertainty of uncertainty and firm cash holdings. Journal of Financial Stability, 56. 100922. ISSN 1572-3089 doi: https://doi.org/10.1016/j.jfs.2021.100922

Hollstein, F., Prokopczuk, M. and Tharann, B. (2021) Anomalies in commodity futures markets. Quarterly Journal of Finance, 11 (4). 2150017. ISSN 2010-1392 doi: https://doi.org/10.1142/S2010139221500178

Hollstein, F., Prokopczuk, M., Tharann, B. and Wese Simen, C. (2021) Predictability in commodity markets: evidence from more than a century. Journal of Commodity Markets, 24. 100171. ISSN 2405-8513 doi: https://doi.org/10.1016/j.jcomm.2021.100171

Hudson, R. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2021) Technical trading and cryptocurrencies. Annals of Operations Research, 297. pp. 191-220. ISSN 0254-5330 doi: https://doi.org/10.1007/s10479-019-03357-1

Jalan, A., Matkovskyy, R. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2021) What effect did the introduction of Bitcoin futures have on the Bitcoin spot market? European Journal of Finance, 27 (13). pp. 1251-1281. ISSN 1466-4364 doi: https://doi.org/10.1080/1351847X.2020.1869992

Jiang, Y. (2021) Essays on Econometric Models of Volatility. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00100344

Kanamura, T., Homann, L. and Prokopczuk, M. (2021) Pricing analysis of wind power derivatives for renewable energy risk management. Applied Energy, 304. 117827. ISSN 0306-2619 doi: https://doi.org/10.1016/j.apenergy.2021.117827

Katsoulis, V. (2021) Essays on corporate governance: SRI investing, skill heterogeneity on firm performance and value creation through M&As. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00104415

Lee, V. Y. (2021) Corporate asset restructuring through mergers and acquisitions and divestitures. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00101461

Li, Y., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243, Wang, P. and Zhang, W. (2021) MAX momentum in the cryptocurrency market. International Review of Financial Analysis, 77. 101829. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2021.101829

Liu, C. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2021) Is small beautiful? The resilience of small banks during the European debt crisis. International Review of Financial Analysis, 76. 101793. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2021.101793

Liu, S. (2021) Essays on Trading Strategies, Corporate Activities, and Firm Performance. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00100428

Manahov, V. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2021) The efficiency of bitcoin: a strongly typed genetic programming approach to smart electronic bitcoin markets. International Review of Financial Analysis, 73. 101629. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2020.101629

Newton, D., Platanakis, E., Stafylas, D., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Ye, X. (2021) Hedge fund strategies, performance & diversification: a portfolio theory & stochastic discount factor approach. The British Accounting Review, 53 (5). 101000. ISSN 0890-8389 doi: https://doi.org/10.1016/j.bar.2021.101000

Prokopczuk, M., Wese Simen, C. and Wichmann, R. (2021) The dynamics of commodity return comovements. Journal of Futures Markets, 41 (10). pp. 1597-1617. ISSN 1096-9934 doi: https://doi.org/10.1002/fut.22222

Prokopczuk, M., Wese Simen, C. and Wichmann, R. (2021) The natural gas announcement day puzzle. Energy Journal, 42 (2). ISSN 1944-9089 doi: https://doi.org/10.5547/01956574.42.2.mpro

Qi, S. (2021) Essays on model risk of continuous-time finance models. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00115161

Rendall, S., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Hillenbrand, C. ORCID: https://orcid.org/0000-0002-2929-5098 (2021) The impacts of emotions and personality on borrowers’ abilities to manage their debts. International Review of Financial Analysis, 74. 101703. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2021.101703

Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593 and Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983 (2021) Why do institutional investors buy green bonds: evidence from a survey of European asset managers. International Review of Financial Analysis, 75. 101738. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2021.101738

Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593, Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H. (2021) Female CFOs, leverage and the moderating role of board diversity and CEO power. Journal of Corporate Finance, 71. 101858. ISSN 0929-1199 doi: https://doi.org/10.1016/j.jcorpfin.2020.101858

Slavov, G. S. (2021) Drivers of price formation and predictive properties of the forward curve, geographical distance, trade flow, and currency markets for global commodity trading. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00105244

Su, X. (2021) Essays on Volatility and Variance Risk Premium. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00100341

Tao, R. (2021) Textual analysis of news and the cross-section of stock returns. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00102355

Tao, R., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072 (2021) Tomorrow’s fish and chip paper? Slowly incorporated news and the cross-section of stock returns. European Journal of Finance, 27 (8). pp. 774-795. ISSN 1466-4364 doi: https://doi.org/10.1080/1351847X.2020.1846575

Zhao, Z. (2021) Three Essays on Chinese and UK Defined Benefit Pension Schemes. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00100784

Zhao, Z. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2021) Asset-liability models and the Chinese basic pension fund. Economic and Political Studies, 9 (2). pp. 186-216. ISSN 2095-4816 doi: https://doi.org/10.1080/20954816.2020.1793497

Zhao, Z. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2021) What determines the asset allocation of defined benefit pension funds? Applied Economics, 53 (36). pp. 4178-4191. ISSN 1466-4283 doi: https://doi.org/10.1080/00036846.2021.1897512

This list was generated on Wed Mar 27 21:48:12 2024 UTC.

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