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Items where Division is "ICMA Centre" and Year is 2015

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Number of items: 25.

A

Alizadeh, A. H., Kappou, K. ORCID: https://orcid.org/0000-0002-5047-8104, Tsouknidis, D. and Visvikis, I. (2015) Liquidity effects and FFA returns in the international shipping derivatives market. Transportation Research Part E: Logistics and Transportation Review, 76. pp. 58-75. ISSN 1366-5545 doi: https://doi.org/10.1016/j.tre.2015.02.001

Alsakka, R., ap Gwilym, O., Klusak, P. and Tran, V. (2015) Market impact under a new regulatory regime: Credit rating agencies in Europe. Economic Notes, 44 (2). pp. 275-308. ISSN 1468-0300 doi: https://doi.org/10.1111/ecno.12039

Avino, D., Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2015) Time varying price discovery. Economics Letters, 126. pp. 18-21. ISSN 0165-1765 doi: https://doi.org/10.1016/j.econlet.2014.09.030

B

Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. (2015) Le credit au Moyen Age: les prets a la couronne D'Angleterre entre 1272 et 1345. In: Resources publiques et contstruction étatique en Europe XIII-XVIII siecle, 2-3 July 2012, Colloque organise par l'IGPDE avec l'Université Paris 1 Pantheon-Sorbonne et ses laboratoires (IDHE, LAMOP, EA 127, SAMM) et le laboratoire d'excellence ReFi (heSam), pp. 117-130. (Colloque des 2 et 3 juillet 2012 sous la direction de Katia Beguin)

Board, J., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Hartavi, Y., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Wells, S. (2015) Risk and trading on London's Alternative Investment Market: The stock market for smaller and growing companies. Palgrave Pivot. Palgrave Macmillan, Basingstoke. ISBN 9781137361295

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Prokopczuk, M. and Wu, Y. (2015) Booms and busts in commodity markets: bubbles or fundamentals? Journal of Futures Markets, 35 (10). pp. 916-938. ISSN 1096-9934 doi: https://doi.org/10.1002/fut.21721

C

Carriero, A., Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Galvao, A. B. (2015) Forecasting with Bayesian multivariate vintage-based VARs. International Journal of Forecasting, 31 (3). pp. 757-768. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2014.05.007

Castle, J. L., Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. (2015) Robust approaches to forecasting. International Journal of Forecasting, 31 (1). pp. 99-112. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2014.11.002

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (2015) Are professional macroeconomic forecasters able to do better than forecasting trends? Journal of Money, Credit and Banking, 472 (2-3). pp. 349-382. ISSN 1538-4616 doi: https://doi.org/10.1111/jmcb.12179

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (2015) Do US macroeconomic forecasters exaggerate their differences? Journal of Forecasting, 34 (8). pp. 649-660. ISSN 1099-131X doi: https://doi.org/10.1002/for.2358

D

Das, P. K., Freybote, J. and Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 (2015) An investigation into sentiment-induced institutional trading behavior and asset pricing in the REIT market. Journal of Real Estate Finance and Economics, 51 (2). pp. 160-189. ISSN 1573-045X doi: https://doi.org/10.1007/s11146-014-9490-z

Diewald, L., Prokopczuk, M. and Wese Simen, C. (2015) Time-variations in commodity price jumps. Journal of Empirical Finance, 31. pp. 72-84. ISSN 0927-5398 doi: https://doi.org/10.1016/j.jempfin.2015.02.004

F

Füss, R., Mahringer, S. and Prokopczuk, M. (2015) Electricity derivatives pricing with forward-looking information. Journal of Economic Dynamics and Control, 58. pp. 34-57. ISSN 0165-1889 doi: https://doi.org/10.1016/j.jedc.2015.05.016

G

Goodell, J. W., McGroarty, F. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2015) Political uncertainty and the 2012 US presidential election: a cointegration study of prediction markets, polls and a stand-out expert. International Review of Financial Analysis, 42. pp. 162-171. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2015.05.003

H

Hudson, R. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2015) War and stock markets: the effect of World War Two on the British stock market. International Review of Financial Analysis, 40. pp. 166-177. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2015.05.015

L

Liesen, A., Hoepner, A. G., Patten, D. M. and Figge, F. (2015) Does stakeholder pressure influence corporate GHG emissions reporting? Empirical evidence from Europe. Accounting, Auditing & Accountability Journal, 28 (7). pp. 1047-1074. ISSN 0951-3574 doi: https://doi.org/10.1108/AAAJ-12-2013-1547

M

Mahringer, S. and Prokopczuk, M. (2015) An empirical model comparison for valuing crack spread options. Energy Economics, 51. pp. 177-187. ISSN 0140-9883 doi: https://doi.org/10.1016/j.eneco.2015.06.015

Marra, M. (2015) The impact of liquidity on senior credit index spreads during the subprime crisis. International Review of Financial Analysis, 37. pp. 148-167. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2014.11.016

Moore, T. (2015) 'If I do you wrong, who will do you right?' Justice and politics during the personal rule of Henry III. In: Thompson, B. and Watts, J. (eds.) Political Society in Later Medieval England: A Festschrift for Christine Carpenter. Boydell and Brewer, Woodbridge, pp. 15-37. ISBN 9781783270309

Moore, T. (2015) The fine rolls as evidence for the expansion of royal justice during the reign of Henry III. In: Crook, D. and Wilkinson, L. J. (eds.) The Growth of Royal Government Under Henry III. Boydell and Brewer, Woodbridge, pp. 55-71. ISBN 9781783270675

Moore, T. K. (2015) 'Other Cities Have Citizens, London's are Called Barons': connections between London and Essex during the Magna Carta Civil War (1215-17). In: Wilkin, A., Naylor, J., Keene, D. and Bijsterveld, A.-J. A. (eds.) Town and Country in Medieval North Western Europe: Dynamic Interactions. The Medieval Countryside (11). Brepols, Turnhout, pp. 189-216. ISBN 9782503533872

N

Nneji, O., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Ward, C. (2015) Speculative bubble spillovers across regional housing markets. Land Economics, 91 (3). pp. 516-535. ISSN 1543-8325 doi: https://doi.org/10.3368/le.91.3.516

S

Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2015) Trading death: the implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios. International Review of Financial Analysis, 38. pp. 163-174. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2014.10.010

U

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243, Gebka, B. and Hudson, R. (2015) How exactly do markets adapt? Evidence from the moving average rule in three developed markets. Journal of International Financial Markets, Institutions and Money, 38. pp. 127-147. ISSN 1042-4431 doi: https://doi.org/10.1016/j.intfin.2015.05.019

Y

Yu, P.-S. (2015) The financial and environmental performance of firms exposed to the EU Emissions Trading Scheme. PhD thesis, University of Reading.

This list was generated on Fri Apr 19 18:06:39 2024 UTC.

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