Article

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

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

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

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

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

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., 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

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

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

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)

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

Book or Report Section

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

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

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

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