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Alabi, M. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2024) The financial impact of financial fair play regulation: evidence from the English Premier League. International Review of Financial Analysis. ISSN 1873-8079 (In Press)

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Ding, Z. (2024) European SMEs: climate risk, financing and ownership. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00116239

Dionysopoulos, C., Marra, M. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2024) Central bank digital currencies: a critical review. International Review of Financial Analysis, 91. 103031. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2023.103031

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El Hajjar, S., Gebka, B., Duxbury, D. and Su, C. (2024) Does religiosity affect stock investors’ herding behaviour? Global evidence. Finance Research Letters, 62 (A). 105165. ISSN 1544-6123 doi: https://doi.org/10.1016/j.frl.2024.105165

El Hajjar, S., Gebka, B., Duxbury, D. and Su, C. (2024) A behavioural appraisal of regulatory financial reforms and implications for corporate management. British Journal of Management, 35 (1). pp. 415-433. ISSN 1467-8551 doi: https://doi.org/10.1111/1467-8551.12720

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Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754, Pan, J. and Wang, S. ORCID: https://orcid.org/0000-0003-2113-5521 (2024) On the estimation of Value-at-Risk and Expected Shortfall at extreme levels. Journal of Commodity Markets, 34. 100391. ISSN 2405-8513 doi: https://doi.org/10.1016/j.jcomm.2024.100391

Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754, Qi, S. and Tunaru, R. (2024) Measures of model risk for continuous-time finance models. Journal of Financial Econometrics. ISSN 1479-8417 (In Press)

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Pan, J. (2024) Essays on measures of risk in finance. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00115297

Platanakis, E., Stafyla, D. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2024) Portfolio management with alternative investments. In: Cumming, D. and Hammer, B. (eds.) The Palgrave Encyclopedia of Private Equity. Palgrave, Basingstoke. ISBN 9783030387389 doi: https://doi.org/10.1007/978-3-030-38738-9 (In Press)

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Qiu, Z., Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Nakata, K. ORCID: https://orcid.org/0000-0002-7986-6012 (2024) VaR and ES forecasting via recurrent neural network-based stateful models. International Review of Financial Analysis, 92. 103102. ISSN 1873-8079 doi: https://doi.org/10.1016/j.irfa.2024.103102

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Rahman, D., Haque, A., Kabir, M. and Bin Hasan, M. S. (2024) Firm-level political risk and equity issuance. Journal of International Financial Markets, Institutions and Money. ISSN 1042-4431 (In Press)

Ren, X., Xiao, Y., Duan, K. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2024) Spillover effects between fossil energy and green markets: evidence from informational inefficiency. Energy Economics. 107317. ISSN 1873-6181 doi: https://doi.org/10.1016/j.eneco.2024.107317

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Xue, Y. (2024) Essays on M&As: the effect of political ideology divergence, climate change and technology on M&As. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00116238

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Zaznov, I., Kunkel, J. M., Badii, A. and Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X (2024) The intraday dynamics predictor: a TrioFlow Fusion of Convolutional Layers and Gated Recurrent Units for high-frequency price movement forecasting. Applied Sciences, 14 (7). 2984. ISSN 2076-3417 doi: https://doi.org/10.3390/app14072984

Zhang, H. and Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X (2024) Managing portfolio risk during crisis times: a dynamic conditional correlation perspective. The Quarterly Review of Economics and Finance, 94. pp. 241-251. ISSN 1062-9769 doi: https://doi.org/10.1016/j.qref.2024.02.002

Zhang, Y. (2024) Macroeconomics and asset pricing. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00116006

Zhang, Y., Kappou, K. ORCID: https://orcid.org/0000-0002-5047-8104 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2024) Macroeconomic momentum and cross-sectional equity market indices. Journal of International Financial Markets, Institutions and Money, 92. 101974. ISSN 1042-4431 doi: https://doi.org/10.1016/j.intfin.2024.101974