Accessibility navigation


Items where Division is "ICMA Centre" and Year is 2017

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
[tool] Batch List
Group by: Creators/Editors | Item Type | No Grouping
Jump to: A | B | C | D | E | H | K | L | M | P | R | S | U | W | Y | Z
Number of items: 37.

A

Alexandridis, G., Antypas, N. ORCID: https://orcid.org/0000-0001-8046-4590 and Travlos, N. (2017) Value creation from M&As: new evidence. Journal of Corporate Finance, 45. pp. 632-650. ISSN 0929-1199 doi: https://doi.org/10.1016/j.jcorpfin.2017.05.010

Alexandridis, G., Visvikis, I. and Sahoo, S. (2017) Economic information transmissions and liquidity between shipping markets: new evidence from freight derivatives. Transportation Research Part E: Logistics and Transportation Review, 98. pp. 82-104. ISSN 1366-5545 doi: https://doi.org/10.1016/j.tre.2016.12.007

B

Barkemeyer, R., Figge, F., Hoepner, A., Holt, D., Kraak, J. M. and Yu, P. S. (2017) Media coverage of climate change: an international comparison. Environment and Planning C: Politics and Space, 35 (6). pp. 1029-1054. ISSN 2399-6544 doi: https://doi.org/10.1177/0263774X16680818

Batten, J., Lucey, B., McGroarty, F., Peat, M. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2017) Stylized facts of intraday precious metals. PLoS ONE, 12 (4). ISSN 1932-6203 doi: https://doi.org/10.1371/journal.pone.0174232

Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. (2017) The non-use of money in the Middle Ages. In: Mayhew, N. (ed.) Peter Spufford's Money and its Use in Medieval Europe - Twenty-five Years On. Royal Numismatic Society Special Publication (52). Royal Numismatic Society, pp. 137-151. ISBN 0901405698

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. (2017) Cambium non est mutuum: exchange and interest rates in medieval Europe. The Economic History Review, 70 (2). pp. 373-396. ISSN 1468-0289 doi: https://doi.org/10.1111/ehr.12374

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. (2017) Did purchasing power parity hold in medieval Europe? The Manchester School, 85 (6). pp. 682-709. ISSN 1467-9957 doi: https://doi.org/10.1111/manc.12167

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2017) The impact of foreign real estate investment on land prices: evidence from Mauritius. Review of Development Economics, 21 (4). e131-e146. ISSN 1467-9361 doi: https://doi.org/10.1111/rode.12316

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Balatti, M. and Kappou, K. ORCID: https://orcid.org/0000-0002-5047-8104 (2017) Fundamental indexation revisited: new evidence on alpha. International Review of Financial Analysis, 51. pp. 1-15. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2017.02.010

C

Chen, Z., Han, B. and Zeng, Y. (2017) Financial hedging and firm performance: evidence from cross-border mergers and acquisitions. European Financial Management, 23 (3). pp. 415-458. ISSN 1468-036X doi: https://doi.org/10.1111/eufm.12103

Chouliaras, A. and Grammatikos, T. (2017) Extreme returns in the European financial crisis. European Financial Management, 23 (4). pp. 728-760. ISSN 1468-036X doi: https://doi.org/10.1111/eufm.12112

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 and Galvão, A. B. (2017) Model and survey estimates of the term structure of US macroeconomic uncertainty. International Journal of Forecasting, 33 (3). pp. 591-604. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2017.01.004

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2017) Assessing macro uncertainty in real-time when data are subject to revision. Journal of Business & Economic Statistics, 35 (3). pp. 420-433. ISSN 0735-0015 doi: https://doi.org/10.1080/07350015.2015.1081596

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Galvão, A. B. (2017) Predicting early data revisions to US GDP and the effects of releases on equity markets. Journal of Business & Economic Statistics, 35 (3). pp. 389-406. ISSN 0735-0015 doi: https://doi.org/10.1080/07350015.2015.1076726

D

Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Stancu, A. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2017) The equity-like behaviour of sovereign bonds. Journal of International Financial Markets, Institutions and Money, 48. pp. 25-46. ISSN 1042-4431 doi: https://doi.org/10.1016/j.intfin.2016.11.014

E

Eiden, H. (2017) Military aspects of the Peasants’ Revolt of 1381. In: Thornton, C., Ward, J. and Wiffen, N. (eds.) The fighting Essex soldier: recruitment, war and society in the fourteenth century. University of Hertfordshire Press, pp. 143-54. ISBN 9781909291881

H

Hudson, R., McGroarty, F. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2017) Sampling frequency and the performance of different types of technical trading rules. Finance Research Letters, 22. pp. 136-139. ISSN 1544-6123 doi: https://doi.org/10.1016/j.frl.2016.12.015

K

Kan, Y. Y. (2017) Is portfolio optimization worthwhile? A study in Malaysia. In: The 19th Malaysian Finance Association Annual Conference (MFAC) 2017, 16-18 May 2017, Universiti Tunku Abdul Rahman, Kampar, Perak, Malaysia.

Kan, Y. Y. (2017) Why RMB should be more flexible. Journal of Financial Economic Policy, 9 (2). pp. 156-173. ISSN 1757-6385 doi: https://doi.org/10.1108/JFEP-08-2016-0058

L

Li, Q. (2017) Corporate social irresponsibility and shareholder value. PhD thesis, University of Reading.

Liesen, A., Figge, F., Hoepner, A. G. and Patten, D. M. (2017) Climate change and asset prices: are corporate carbon disclosure and performance priced appropriately? Journal of Business Finance & Accounting, 44 (1-2). pp. 35-62. ISSN 1468-5957 doi: https://doi.org/10.1111/jbfa.12217

Liu, Y., Padgett, C. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2017) Corporate governance, bank mergers and executive compensation. International Journal of Finance & Economics, 22 (1). pp. 12-29. ISSN 1099-1158 doi: https://doi.org/10.1002/ijfe.1565

M

Majoch, A. A. A. (2017) Identifying sources of salience among global asset owners and asset managers: three essays on the principles for responsible investment. PhD thesis, University of Reading.

Majoch, A. A. A., Hoepner, A. G. F. and Hebb, T. (2017) Sources of stakeholder salience in the responsible investment movement: why do investors sign the Principles for Responsible Investment? Journal of Business Ethics, 140 (4). pp. 723-741. ISSN 1573-0697 doi: https://doi.org/10.1007/s10551-016-3057-2

Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323 (2017) Explaining co-movements between equity and CDS bid-ask spreads. Review of Quantitative Finance and Accounting, 49 (3). pp. 811-853. ISSN 1573-7179 doi: https://doi.org/10.1007/s11156-016-0609-6

Mohite, I. (2017) The value of target’s acquisition experience in M&A. European Journal of Finance, 23 (13). pp. 1238-1266. ISSN 1466-4364 doi: https://doi.org/10.1080/1351847X.2016.1212719

P

Pele, D. T., Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X (2017) Information entropy and measures of market risk. Entropy, 19 (5). 226. ISSN 1099-4300 doi: https://doi.org/10.3390/e19050226

Platanakis, E. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2017) Asset liability modelling and pension schemes: the application of robust optimization to USS. European Journal of Finance, 23 (4). pp. 324-352. ISSN 1466-4364 doi: https://doi.org/10.1080/1351847X.2015.1071714

Prokopczuk, M., Symeonidis, L. and Wese Simen, C. (2017) Variance risk in commodity markets. Journal of Banking and Finance, 81. pp. 136-149. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2017.05.003

R

Rajagopalan, R. D. (2017) Asset pricing across asset classes: the impacts of fines and flows. PhD thesis, University of Reading.

S

Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593 (2017) Essays on institutional investment and socially responsible investing. PhD thesis, University of Reading.

U

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2017) How predictable are precious metal returns? European Journal of Finance, 23 (14). pp. 1390-1413. ISSN 1466-4364 doi: https://doi.org/10.1080/1351847X.2016.1204334

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2017) Price clustering in Bitcoin. Economics Letters, 159. pp. 145-148. ISSN 0165-1765 doi: https://doi.org/10.1016/j.econlet.2017.07.035

W

Wang, S. (2017) Counterparty risk modelling of fixed income derivatives. PhD thesis, University of Reading.

Y

Young, S. and Killick, H., eds. (2017) An Analysis of Keith Thomas’s Religion and the Decline of Magic. Taylor & Francis, London, pp100. ISBN 9781351351010 doi: https://doi.org/10.4324/9781912281657

Yuan, T. (2017) CEO Champions: what drives their success? Can they be effectively replaced? PhD thesis, University of Reading.

Z

Zhang, H. (2017) Essays on intraday volatility and market microstructure. PhD thesis, University of Reading.

This list was generated on Thu Nov 21 20:31:56 2024 UTC.

Page navigation