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Items where Division is "ICMA Centre" and Year is 2011

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Number of items: 30.

Article

Anderson, K., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S. (2011) Testing for periodically collapsing rational speculative bubbles in US REITs. Journal of Real Estate Portfolio Management, 17 (3). pp. 227-241. ISSN 1083-5547

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072 and Dale, R. S. (2011) The Medieval pilgrimage business. Enterprise and Society, 12 (3). pp. 601-627. ISSN 1467-2235 doi: https://doi.org/10.1017/S1467222700010235

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Matthews, D. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2011) Over the moon or sick as a parrot? The effects of football results on a club's share price. Applied Economics, 44 (26). pp. 3435-3452. ISSN 1466-4283 doi: https://doi.org/10.1080/00036846.2011.577017

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2011) An empirical investigation of the effects of rounding on the SPF probabilities of decine and output growth histograms. Journal of Money, Credit and Banking, 43 (1). pp. 207-220. ISSN 1538-4616 doi: https://doi.org/10.1111/j.1538-4616.2010.00371.x

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Harvey, D. I. (2011) Combining probability forecasts. International Journal of Forecasting, 27 (2). pp. 208-223. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2009.12.016

Dupoyet, B., Daigler, R. T. and Chen, N. (2011) A simplified pricing model for volatility futures. The Journal of Futures Markets, 31 (4). pp. 307-339. ISSN 1096-9934 doi: https://doi.org/10.1002/fut.20471

Gray, R. and Hoepner, A. G. F. (2011) PLEASE CITE THIS: an exploratory paper on citations, impacts and the social accounting literature. Social and Environmental Accountability Journal, 31 (1). pp. 25-47. ISSN 0969-160X doi: https://doi.org/10.1080/0969160X.2011.556392

Hoepner, A., Rammal, H. and Rezec, M. (2011) Islamic mutual funds' financial performance and international investment style: evidence from 20 countries. European Journal of Finance, 17 (9/10). pp. 829-850. ISSN 1466-4364 doi: https://doi.org/10.1080/1351847X.2010.538521

Kan, Y. Y. and Lim, G. C. (2011) A study of share market dynamics in Malaysia. Southern College Academic Journal, 7. pp. 73-112. ISSN 1823-5522

Lederman, W., Alexander, C. and Ledermann, D. (2011) Random orthogonal matrix simulation. Linear Algebra and its Applications, 434 (6). pp. 1444-1467. ISSN 0024-3795 doi: https://doi.org/10.1016/j.laa.2010.10.023

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 and Tira, G. (2011) European CMBS pricing: bond, mortgage and real estate characteristics. Journal of Portfolio Management, 37 (5). pp. 137-153. ISSN 0095-4918 doi: https://doi.org/10.3905/jpm.2011.37.5.137

Pezier, J. and Scheller, J. (2011) Optimal investment strategies and performance sharing rules for pension schemes with minimum guarantee. Journal of Pension Economics and Finance, 10 (1). pp. 119-145. ISSN 1475-3022 doi: https://doi.org/10.1017/S1474747210000077

Prokopczuk, M. (2011) Optimal portfolio choice in the presence of domestic systemic risk: empirical evidence from stock markets. Decisions in Economics and Finance, 34 (2). pp. 141-168. ISSN 1593-8883 doi: https://doi.org/10.1007/s10203-011-0111-5

Prokopczuk, M. (2011) Pricing and hedging in the freight futures market. Journal of Futures Markets, 31 (5). pp. 440-464. ISSN 1096-9934 doi: https://doi.org/10.1002/fut.20480

Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2011) Liquidity risk, credit risk, market risk and bank capital. International Journal of Managerial Finance, 7 (2). pp. 134-152. ISSN 1743-9132 doi: https://doi.org/10.1108/17439131111122139

Venkatramanan, A. and Alexander, C. (2011) Closed form approximations for spread options. Applied Mathematical Finance, 18 (5). pp. 447-472. ISSN 1466-4313 doi: https://doi.org/10.1080/1350486X.2011.567120

Weber, M. and Prokopczuk, M. (2011) American option valuation: implied calibration of GARCH pricing models. The Journal of Futures Markets, 31 (10). pp. 971-994. ISSN 1096-9934 doi: https://doi.org/10.1002/fut.20496

Book or Report Section

Adamsson, H., Hoepner, A., Rammal, H. and Rezec, M. (2011) A review of Islamic mutual funds’ financial performance and investment style in Muslim and non-Muslim countries. In: Finance Islamique: regard(s) sur une finance alternative. Mazars Algeria, pp. 129-132.

Adamsson, H., Hoepner, A., Rammal, H.G. and Rezec, M. (2011) A review of Islamic funds’ financial performance and investment style in muslim and non-muslim countries. In: Hadj Ali, S. and Escurat, A. (eds.) Finance Islamique. Regard(s) sure une finance alternative. Mazars, Algiers.

Anderson, K., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Katsaris, A. (2011) The transmission of speculative bubbles between sectors of the S&P 500 during the tech bubble. In: Kolb, R. W. (ed.) Financial contagion: the viral threat to the wealth of nations. Kolb series in finance: essential perspectives. Wiley, Hoboken, New Jersey, pp. 335-342. ISBN 9780470922385

Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072 (2011) English members of Philippe de Mézières' Order of the Passion. In: Blumenfeld-Kosinski, R. and Petkov, K. (eds.) Philippe de Mézières and his Age: Piety and Politics in the Fourteenth Century. The Medieval Mediterranean (91). Brill. ISBN 9789004211131

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072 (2011) The soldier, 'hadde he riden, no man ferre'. In: Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Curry, A., Chapman, A., King, A. and Simpkin, D. (eds.) The Soldier Experience in the Fourteenth Century. Warfare in History. Boydell and Brewer, pp. 209-218. ISBN 9781843836742

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. (2011) Credit finance in thirteenth-century England: the Ricciardi of Lucca and Edward I, 1272-1294. In: Burton, J., Lachaud, F., Schofield, P., Stöber, K. and Weiler, B. (eds.) Thirteenth-century England XIII: proceedings of the Paris conference, 2009. Thirteenth-century England (13). Boydell and Brewer, Woodbridge, pp. 101-116. ISBN 9781843836186

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. (2011) Forecasting from mis-specified models in the presence of unanticipated location shifts. In: Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. (eds.) The Oxford Handbook of Economic Forecasting. OUP USA, p. 271. ISBN 9780195398649

Prokopczuk, M. (2011) Are banks’ earnings surprises contagious? In: Kolb, R. W. (ed.) Financial contagion: the viral threat to the wealth of nations. Kolb series in finance: essential perspectives. Wiley, Hoboken, New Jersey, pp. 391-396. ISBN 9780470922385

Book

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Curry, A., Chapman, A., King, A. and Simpkin, D., eds. (2011) The soldier experience in the fourteenth century. Warfare in History. Boydell and Brewer, pp224. ISBN 9781843836742

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F., eds. (2011) The Oxford handbook of economic forecasting. OUP USA, pp624. ISBN 9780195398649

Curry, A. and Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072, eds. (2011) Waging war in the fourteenth century. Journal of Medieval History, 37 (3). Elsevier.

Curry, A. and Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, eds. (2011) Soldiers, weapons & armies in the fifteenth century. Journal of Medieval Military History, 9. Boydell and Brewer, pp212. ISBN 9781843836681

Padgett, C. (2011) Corporate governance: theory and practice. Palgrave Macmillan, Basingstoke, pp240. ISBN 9780230229990

This list was generated on Thu Nov 21 20:45:45 2024 UTC.

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