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

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Number of items: 37.

Article

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

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. 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

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

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

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

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

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

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

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

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

Book or Report Section

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

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

Conference or Workshop Item

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.