Number of items: 31.
A
Agathee, U. S., Sannassee, R. V. and Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153
(2012)
The underpricing of IPOs on the stock exchange of Mauritius.
Research in International Business and Finance, 26.
pp. 281-303.
ISSN 0275-5319
doi: https://doi.org/10.1016/j.ribaf.2012.01.001
Alexander, C. and Kaeck, A.
(2012)
Does model fit matter for hedging? Evidence from FTSE 100 options.
Journal of Futures Markets, 32 (7).
pp. 609-638.
ISSN 1096-9934
doi: https://doi.org/10.1002/fut.20537
Alexander, C. and Venkatramanan, A.
(2012)
Analytic approximations for multi-asset option pricing.
Mathematical Finance, 22 (4).
pp. 667-689.
ISSN 1467-9965
doi: https://doi.org/10.1111/j.1467-9965.2011.00481.x
Alexander, C., Cordeiro, G. M., Ortega, E. M. M. and Sarabia, J. M.
(2012)
Generalized beta generated distributions.
Computational Statistics and Data Analysis, 56 (6).
pp. 1880-1897.
ISSN 0167-9473
doi: https://doi.org/10.1016/j.csda.2011.11.015
Alexander, C., Rubinov, A., Kalepky, M. and Leontsinis, S.
(2012)
Regime-dependent smile-adjusted delta hedging.
Journal of Futures Markets, 32 (3).
pp. 203-229.
ISSN 1096-9934
doi: https://doi.org/10.1002/fut.20517
Alexandridis, G., Mavrovitis, C. F. and Travlos, N. G.
(2012)
How have M&As changed? Evidence from the sixth merger wave.
European Journal of Finance, 18 (8).
pp. 663-688.
ISSN 1466-4364
doi: https://doi.org/10.1080/1351847X.2011.628401
B
Bhatti-Sinclair, K. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2012)
What determines the out-of-home placement of children in the USA?
Children and Youth Services Review, 34 (9).
pp. 1749-1755.
ISSN 0190-7409
doi: https://doi.org/10.1016/j.childyouth.2012.05.004
Biehl, C. F., Hoepner, A. G. F. and Liu, J.
(2012)
Social, environmental and trust issues in business and finance.
In: Baker, H. K. and Nofsinger, J. R. (eds.)
Socially Responsible Finance and Investing.
Wiley, Hoboken, pp. 111-142.
ISBN 9781118100097
Bond, S. A., Hwang, S. and Marcato, G.
ORCID: https://orcid.org/0000-0002-6266-4676
(2012)
An analysis of commercial real estate returns: an anatomy of smoothing in asset and index returns.
Real Estate Economics, 40 (4).
pp. 637-661.
ISSN 1540-6229
doi: https://doi.org/10.1111/j.1540-6229.2011.00327.x
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Cerny, A. and Miffre, J.
(2012)
Optimal hedging with higher moments.
Journal of Futures Markets, 32 (10).
pp. 909-944.
ISSN 1096-9934
doi: https://doi.org/10.1002/fut.20542
C
Chen, F. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2012)
Better cross hedges with composite hedging? Hedging equity portfolios using financial and commodity futures.
European Journal of Finance, 18 (6).
pp. 575-595.
ISSN 1466-4364
doi: https://doi.org/10.1080/1351847X.2011.620253
Chen, F. and Sutcliffe, C.
ORCID: https://orcid.org/0000-0003-0187-487X
(2012)
Pricing and hedging short sterling options using artificial neural networks.
Intelligent Systems in Accounting, Finance and Management, 19 (2).
pp. 128-149.
ISSN 1099-1174
doi: https://doi.org/10.1002/isaf.336
Chouliaras, A. S., Christopoulos, A., Kenourgios, D. and Kalantonis, P.
(2012)
The PIIGS stock markets before and after the 2008 financial crisis: a dynamic cointegration and causality analysis.
International Journal of Banking, Accounting and Finance, 4 (3).
pp. 232-249.
ISSN 1755-3830
doi: https://doi.org/10.1504/IJBAAF.2012.051612
Clements, M.
ORCID: https://orcid.org/0000-0001-6329-1341
(2012)
Do professional forecasters pay attention to data releases?
International Journal of Forecasting, 28 (2).
pp. 297-308.
ISSN 0169-2070
doi: https://doi.org/10.1016/j.ijforecast.2011.09.001
Clements, M.
ORCID: https://orcid.org/0000-0001-6329-1341
(2012)
Forecasting US output growth with non-linear models in the presence of data uncertainty.
Studies in nonlinear dynamics & econometrics, 16 (1).
pp. 1-25.
ISSN 1558-3708
doi: https://doi.org/10.1515/1558-3708.1865
Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341 and Galvao, A. B.
(2012)
Improving real-time estimates of output and inflation gaps with multiple-vintage models.
Journal of Business and Economic Statistics, 30 (4).
pp. 554-562.
ISSN 0735-0015
doi: https://doi.org/10.1080/07350015.2012.707588
D
Dufour, A.
ORCID: https://orcid.org/0000-0003-0519-648X and Nguyen, M.
(2012)
Permanent trading impacts and bond yields.
European Journal of Finance, 18 (9).
pp. 841-864.
ISSN 1466-4364
doi: https://doi.org/10.1080/1351847X.2011.601639
E
Eiden, H.
(2012)
Clacton, Walton and Frinton. The resorts between the wars.
In: Thornton, C. C. and Eiden, H. (eds.)
Clacton, Walton and Frinton : North-East-Essex seaside resorts.
Oxford University Press, pp. 126-173.
ISBN 9781904356394
Eiden, H.
(2012)
North-East Essex resorts, 1945-c.1970.
In: Thornton, C. C. and Eiden, H. (eds.)
Clacton, Walton and Frinton : North-East-Essex seaside resorts.
Oxford University Press, pp. 204-244.
ISBN 9781904356394
H
Hoepner, A. and Unerman, J.
(2012)
Explicit and implicit subject bias in the ABS journal quality guide.
Accounting Education, 21 (1).
pp. 5-13.
ISSN 0963-9284
doi: https://doi.org/10.1080/09639284.2011.651291
Hoepner, A. G. F. and Wilson, J. O.S.
(2012)
Social, environmental, ethical and trust (SEET) issues in banking: an overview.
In: Barth, J. R., Lin, C. and Wihlborg, C. (eds.)
Research Handbook on International Banking and Governance.
Edward Elgar, Cheltenham, pp. 427-457.
ISBN 9781849802932
Hoepner, A. G. F., Kant, B., Scholtens, B. and Yu, P.-S.
(2012)
Environmental and ecological economics in the 21st century: an age adjusted citation analysis of the influential articles, journals, authors and institutions.
Ecological Economics, 77.
pp. 193-206.
ISSN 0921-8009
doi: https://doi.org/10.1016/j.ecolecon.2012.03.002
Hoepner, A. G. F., Kant, B., Scholtens, B. and Yu, P.-S.
(2012)
Environmental and ecological economics in the 21st century: an age adjusted citation analysis of the most influential articles, journals, authors and institutions.
Ecological Economics, 77.
pp. 193-206.
ISSN 0921-8009
doi: https://doi.org/10.1016/j.ecolecon.2012.03.002
M
Majoch, A. A. A., Gifford, E. J. M. and Hoepner, A. G. F.
(2012)
Active ownership and ESG performance.
In: Jones, S. and Ratnatunga, J. (eds.)
Contemporary issues in sustainability accounting, assurance and reporting.
Emerald Group Publishing Limited, Bingley, pp. 115-138.
ISBN 9781780520209
Moore, T. M.
(2012)
The cost-benefit analysis of a fourteenth-century naval campaign: Margate/Cadzand, 1387.
In: Gorski, R. (ed.)
Roles of the sea in medieval England.
Boydell and Brewer, Woodbridge, pp. 103-124.
ISBN 9781843837015
O
Oikonomou, I., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Pavelin, S.
(2012)
The impact of corporate social performance on financial risk and utility: a longitudinal analysis.
Financial Management, 41 (2).
pp. 483-515.
ISSN 1755-053X
doi: https://doi.org/10.1111/j.1755-053X.2012.01190.x
P
Paschke, R. and Prokopczuk, M.
(2012)
Investing in commodity futures markets: can pricing models help?
European Journal of Finance, 18 (1).
pp. 59-87.
ISSN 1466-4364
doi: https://doi.org/10.1080/1351847X.2011.601658
Prokopczuk, M. and Vonhoff, V.
(2012)
Risk premia in covered bond markets.
Journal of Fixed Income, 22 (2).
pp. 19-29.
ISSN 1059-8596
S
Subadar Agathee, U., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Sannassee, R. V.
(2012)
Hot and cold IPO markets : the case of the stock exchange of Mauritius.
Journal of Multinational Financial Management, 22 (4).
pp. 168-192.
ISSN 1042-444X
doi: https://doi.org/10.1016/j.mulfin.2012.06.004
Symeonidis, L., Prokopczuk, M., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Lazar, E.
ORCID: https://orcid.org/0000-0002-8761-0754
(2012)
Futures basis, inventory and commodity price volatility: an empirical analysis.
Economic Modelling, 29 (6).
pp. 2651-2663.
ISSN 0264-9993
doi: https://doi.org/10.1016/j.econmod.2012.07.016
(http://www.sciencedirect.com/science/journal/02649993)
V
Varotto, S.
ORCID: https://orcid.org/0000-0001-5328-5327
(2012)
Stress testing credit risk: the Great Depression scenario.
Journal of Banking and Finance, 36 (12).
pp. 3133-3149.
ISSN 0378-4266
doi: https://doi.org/10.1016/j.jbankfin.2011.10.001
This list was generated on Fri Aug 16 21:04:06 2024 UTC.