Items where Division is "ICMA Centre" and Year is 2016

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Number of items: 39.

Article

Ametefe, F., Devaney, S. ORCID: https://orcid.org/0000-0002-1916-2558 and Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 (2016) Liquidity review: dimensions, causes, measures and empirical applications in real estate markets. Journal of Real Estate Literature, 24 (1). pp. 1-29. ISSN 0927-7544

Arismendi, J. C., Back, J., Prokopczuk, M., Paschke, R. and Rudolf, M. (2016) Seasonal stochastic volatility: implications for the pricing of commodity options. Journal of Banking and Finance, 66. pp. 53-65. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2016.02.001

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Taylor, N. (2016) Time-varying price discovery in the eighteenth century: empirical evidence from the London and Amsterdam stock markets. Cliometrica Journal of Historical Economics and Econometric History, 10 (1). pp. 5-30. ISSN 1863-2505 doi: https://doi.org/10.1007/s11698-014-0120-z

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Burke, S. P. and Stanescu, S. (2016) Finite sample weighting of recursive forecast errors. International Journal of Forecasting, 32 (2). pp. 458-474. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2015.05.003

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Fernandez-Perez, A., Miffre, J. and Nneji, O. (2016) Commodity risks and the cross-section of equity returns. The British Accounting Review, 48 (2). pp. 134-150. ISSN 0890-8389 doi: https://doi.org/10.1016/j.bar.2016.03.001

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Godfrey, C., Hillenbrand, C. ORCID: https://orcid.org/0000-0002-2929-5098 and Money, K. (2016) Do investors care about corporate tax? Journal of Corporate Finance, 38. pp. 218-248. ISSN 0929-1199 doi: https://doi.org/10.1016/j.jcorpfin.2016.01.013

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (2016) Real-time factor model forecasting and the effects of instability. Computational Statistics and Data Analysis, 100. pp. 661-675. ISSN 0167-9473 doi: https://doi.org/10.1016/j.csda.2015.01.011

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2016) Long-run restrictions and survey forecasts of output, consumption and investment. International Journal of Forecasting, 32 (3). pp. 614-628. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2015.10.005

Dao, T. M., McGroarty, F. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2016) A calendar effect: weekend overreaction (and subsequent reversal) in spot FX rates. Journal of Multinational Financial Management, 37. pp. 158-167. ISSN 1042-444X doi: https://doi.org/10.1016/j.mulfin.2016.11.001

Eross, A., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wolfe, S. (2016) Liquidity risk contagion in the interbank market. Journal of International Financial Markets, Institutions and Money, 45. pp. 142-155. ISSN 1042-4431 doi: https://doi.org/10.1016/j.intfin.2016.07.005

Govindarajan Driver, D. and Miglionico, A. ORCID: https://orcid.org/0000-0002-2114-6709 (2016) Rethinking financial regulation: an appraisal of regulatory approaches in the UK and EU. Law and Economics Yearly Review, 5 (1). pp. 98-124. ISSN 2050-9014

Hagfors, L. I., Kamperud, H. H., Paraschiv, F., Prokopczuk, M., Sator, A. and Westgaard, S. (2016) Prediction of extreme price occurrences in the German day-ahead electricity market. Quantitative Finance, 16 (12). pp. 1929-1948. ISSN 1469-7696 doi: https://doi.org/10.1080/14697688.2016.1211794

Hoepner, A., Oikonomou, I., Scholtens, L. J. R. and Schröder, M. (2016) The effects of corporate and country sustainability characteristics on the cost of debt: an international investigation. Journal of Business Finance & Accounting, 43 (1-2). pp. 158-190. ISSN 1468-5957 doi: https://doi.org/10.1111/jbfa.12183

Hollstein, F. and Prokopczuk, M. (2016) Estimating Beta. Journal of Financial and Quantitative Analysis, 51 (4). pp. 1437-1466. ISSN 1756-6916 doi: https://doi.org/10.1017/S0022109016000508

Ibikunle, G., Gregoriou, A., Hoepner, A. and Rhodes, M. (2016) Liquidity and market efficiency in the world’s largest carbon market. The British Accounting Review, 48 (4). pp. 431-447. ISSN 0890-8389 doi: https://doi.org/10.1016/j.bar.2015.11.001

Kappou, K. ORCID: https://orcid.org/0000-0002-5047-8104 and Oikonomou, I. (2016) Is there a gold social seal? The financial effects of additions to and deletions from social stock indices. Journal of Business Ethics, 133 (3). pp. 533-552. ISSN 1573-0697 doi: https://doi.org/10.1007/s10551-014-2409-z

Killick, H. (2016) Treason, felony and Lollardy: a common petition in the hand of Richard Osbarn, Clerk of the Chamber of the Guildhall 1400–c. 1437. Historical Research, 89 (244). pp. 227-245. ISSN 0950-3471 doi: https://doi.org/10.1111/1468-2281.12125

Neumann, M., Prokopczuk, M. and Simen, C. W. (2016) Jump and variance risk premia in the S&P 500. Journal of Banking and Finance, 69. pp. 72-83. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2016.03.013

Platanakis, E. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2016) Pension scheme redesign and wealth redistribution between the members and sponsor: the USS rule change in October 2011. Insurance: Mathematics and Economics. ISSN 0167-6687 doi: https://doi.org/10.1016/j.insmatheco.2016.04.001

Prokopczuk, M., Symeonidis, L. and Wese Simen, C. (2016) Do jumps matter for volatility forecasting? Evidence from energy markets. Journal of Futures Markets, 36 (8). pp. 758-792. ISSN 1096-9934 doi: https://doi.org/10.1002/fut.21759

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2016) The inefficiency of Bitcoin. Economics Letters, 148. pp. 80-82. ISSN 0165-1765 doi: https://doi.org/10.1016/j.econlet.2016.09.019

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Hudson, R. (2016) Investor sentiment and local bias in extreme circumstances: the case of the Blitz. Research in International Business and Finance, 36. pp. 340-350. ISSN 0275-5319 doi: https://doi.org/10.1016/j.ribaf.2015.09.010

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and McGroarty, F. (2016) Are stock markets really efficient? Evidence of the adaptive market hypothesis. International Review of Financial Analysis, 47. pp. 39-49. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2016.06.011

Zameni, A. P. and Yong, O. (2016) Lock-up expiry and trading volume behaviour of Malaysian initial public offering's. International Journal of Economics and Financial Issues, 6 (S3). pp. 12-21. ISSN 2146-4138

Zeng, Y. (2016) Institutional investors: arbitrageurs or rational trend chasers? International Review of Financial Analysis, 45. pp. 240-262. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2016.03.006

Book or Report Section

Alexandridis, G. and Singh, M. (2016) Mergers and acquisitions in shipping. In: Kavussanos, M. G. and Visvikis, I. D. (eds.) The International Handbook of Shipping Finance: Theory and Practice. Palgrave Macmillan, London. ISBN 9781137465450 doi: https://doi.org/10.1057/978-1-137-46546-7

Arch, L. ORCID: https://orcid.org/0000-0002-6359-0058 (2016) Disposed towards self-restraint: the London clearing banks, 1946-71. In: Akrivou, K. ORCID: https://orcid.org/0000-0003-2212-6280 and Sison, A. J. G. (eds.) The challenges of capitalism for virtue ethics and the common good: interdisciplinary perspectives. Edward Elgar Publishing Limited, Cheltenham, pp. 75-89. ISBN 9781784717902

Gibbs, S. and Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072 (2016) Fighting merchants. In: Allen, M. and Davies, M. (eds.) Medieval merchants and money: essays in honour of James L. Bolton. Institute of Historical Research, London, pp. 93-112. ISBN 9781909646162

Hebb, T., Hawley, J. P., Hoepner, A. G. F., Neher, A. L. and Wood, D. (2016) Introduction. In: Hebb, T., Hawley, J. P., Hoepner, A. G. F., Neher, A. L. and Wood, D. (eds.) The Routledge Handbook of Responsible Investment. Routledge, Abingdon, pp. 3-15. ISBN 9780415624510

Hoepner, A. G. F., Huang, G. and Lui, H. (2016) Beyond outreach: corporate social responsibility and the financial performance of microfinance institutions. In: Hebb, T., Hawley, J. P., Hoepner, A. G. F., Neher, A. L. and Wood, D. (eds.) The Routledge Handbook of Responsible Investment. Routledge, Abingdon, pp. 677-688. ISBN 9780415624510

Hoepner, A. G. F., McMillan, D. G. and Fraser, M. (2016) Is responsible investment proportionally under researched? In: Hebb, T., Hawley, J. P., Hoepner, A. G. F., Neher, A. L. and Wood, D. (eds.) The Routledge Handbook of responsible investment. Routledge, Abingdon, pp. 34-52. ISBN 9780415624510

Moore, T. (2016) Local administration during the period of reform and rebellion. In: Jobson, A. (ed.) Baronial Reform and Rebellion in England, 1258-1267. Boydell Press, Woodbridge. ISBN 9781843834670

Moore, T. (2016) 'According to the law of merchants and the custom of the city of London': Burton v. Davy (1436) and the negotiability of credit instruments in medieval England. In: Allen, M. and Davies, M. (eds.) Medieval Merchants and Money: Essays in Honour of James L. Bolton. Institute of Historical Research, London. ISBN 9781909646162

Conference or Workshop Item

Liu, Y. S. ORCID: https://orcid.org/0000-0002-3012-0973, Zhou, X., Yang, J. ORCID: https://orcid.org/0000-0002-2394-3058 and Hoepner, A. (2016) Corporate carbon emission and financial performance: does carbon disclosure mediate the relationship in the UK? In: European Accounting Association Annual Congress 2017, 10-12, May, 2017, Valencia, Spain.

Book

Hebb, T., Hawley, J. P., Hoepner, A. G. F., Neher, A. L. and Wood, D., eds. (2016) The Routledge Handbook of Responsible Investment. Routledge, Abingdon. ISBN 9780415624510

Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2016) Finance and occupational pensions: theories and international evidence. Palgrave Macmillan, London , pp332. ISBN 9781349948628