Items where Division is "ICMA Centre" and Year is 2009

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Number of items: 30.

Article

Alexander, C. and Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 (2009) Modelling regime-specific stock price volatility. Oxford Bulletin of Economics and Statistics, 71 (6). pp. 761-797. ISSN 1468-0084 doi: https://doi.org/10.1111/j.1468-0084.2009.00563.x

Alexander, C., Kaeck, A. and Nogueira, L. (2009) Model risk adjusted hedge ratios. The Journal of Futures Markets, 29 (11). pp. 1021-1049. ISSN 1096-9934 doi: https://doi.org/10.1002/fut.20406

Ashton, D., Beattie, V., Broadbent, J., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Draper, P., Ezzamel, M., Gwilliam, D., Hodgkinson, R., Hoskin, K., Pope, P. and Stark, A. (2009) British research in accounting and finance (2001–2007): the 2008 research assessment exercise. The British Accounting Review, 41 (4). pp. 199-207. ISSN 0890-8389 doi: https://doi.org/10.1016/j.bar.2009.10.003

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. K. (2009) Interest in Medieval accounts: examples from England, 1272-1340. History, 94 (316). pp. 411-433. ISSN 1468-229X doi: https://doi.org/10.1111/j.1468-229X.2009.00464.x

Brammer, S., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Pavelin, S. (2009) The stock performance of America's 100 best corporate citizens. The Quarterly Review of Economics and Finance, 49 (3). pp. 1065-1080. ISSN 1062-9769 doi: https://doi.org/10.1016/j.qref.2009.04.001

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2009) Comments on “Forecasting economic and financial variables with global VARs”. International Journal of Forecasting, 25 (4). pp. 680-683. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2009.05.007

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Galvao, A. B. (2009) Forecasting US output growth using leading indicators: an appraisal using MIDAS models. Journal of Applied Econometrics, 24 (7). pp. 1187-1206. ISSN 1099-1255 doi: https://doi.org/10.1002/jae.1075

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341, Milas, C. and van Dijk, D. (2009) Forecasting returns and risk in financial markets using linear and nonlinear models. International Journal of Forecasting, 25 (2). pp. 215-217. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2009.01.003

Li, X., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Miffre, J. (2009) Low-cost momentum strategies. Journal of Asset Management, 9 (6). pp. 366-379. ISSN 1470-8272 doi: https://doi.org/10.1057/jam.2008.28

Li, X., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Miffre, J. (2009) The value premium and time-varying volatility. Journal of Business Finance and Accounting, 36 (9-10). pp. 1252-1272. ISSN 1468-5957 doi: https://doi.org/10.1111/j.1468-5957.2009.02163.x

Mackenzie, E., McLaughlin, J., Moore, A. and Rogers, K. (2009) Digitising the Middle Ages: the experience of the 'Lands of the Normans' project. International Journal of Humanities and Arts Computing, 3 (1-2). pp. 127-142. ISSN 1755-1706 doi: https://doi.org/10.3366/ijhac.2009.0012

Mamarbachi, R., Day, M. and Favato, G. (2009) Evaluating art as an alternative investment asset. Journal of Financial Transformation, 24. pp. 61-71. ISSN 1755-361X

Mennini, F. S., Costa, S., Favato, G. and Picardo, M. (2009) Anti-HPV vaccination: a review of recent economic data for Italy. Vaccine, 27 (1). A54-A61. ISSN 0264-410X doi: https://doi.org/10.1016/j.vaccine.2009.02.052

Paschke, R. and Prokopczuk, M. (2009) Integrating multiple commodities in a model of stochastic price dynamics. Journal of Energy Markets, 2 (3). ISSN 1756-3607

Pezier, J. (2009) RAPM for RAPM: a tragic-comedy in 101 acts. Performance Measurement and Client Reporting Review, 2 (1). pp. 20-27.

Stewart, J.-A., Day, M., Print, C. and Favato, G. (2009) Compliance in the supply chain: implications of Sarbanes-Oxley for UK businesses. The IUP Journal of Supply Chain Management, 6 (1). pp. 7-19. ISSN 0972-9267

Book or Report Section

Board, J. L. G., Sutcliffe, C. M. S. ORCID: https://orcid.org/0000-0003-0187-487X and Ziemba, W. T. (2009) Operations research and finance markets. In: Floudas, C. A. and Pardalos, P. M. (eds.) Encyclopedia of Optimization. Springer-Verlag, pp. 2696-2704. ISBN 9780387747583 doi: https://doi.org/10.1007/978-0-387-74759-0_466

Board, J. L. G., Sutcliffe, C. M. S. ORCID: https://orcid.org/0000-0003-0187-487X and Ziemba, W. T. (2009) Portfolio selection: Markowitz mean-variance model. In: Floudas, C. A. and Pardalos, P. M. (eds.) Encyclopedia of Optimization. Springer-Verlag, pp. 2990-2996. ISBN 9780387747583 doi: https://doi.org/10.1007/978-0-387-74759-0_513

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (2009) Internal consistency of survey respondents' forecasts: Evidence based on the Survey of Professional Forecasters. In: Castle, J. L. and Shephard, N. (eds.) The Methodology and Practice of Econometrics. A Festschrift in Honour of David F. Hendry. Oxford University Press, pp. 206-226. ISBN 9780199237197

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Harvey, D. I. (2009) Forecast combination and encompassing. In: Mills, T.C. and Patterson, K. (eds.) Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics. Palgrave Macmillan, London, pp. 169-198. ISBN 9781403917997

Favato, G. (2009) Consortium stretches the limits of hostile takeover. In: Bonham, A. and Langdon, K. (eds.) Finance. Fast track to success. Pearson Education Limited, Harlow, pp. 112-114. ISBN 9780273721789

Favato, G. (2009) Value drivers of corporate deals. In: Bonham, A. and Langdon, K. (eds.) Finance. Fast track to success. Pearson Education Limited, Harlow, pp. 131-132. ISBN 9780273721789