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Items where Division is "ICMA Centre" and Year is 2019

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Aftab, Z. (2019) The impact of regulation on money market funds. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00085999

Aftab, Z. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2019) Liquidity and shadow banking. Journal of International Money and Finance, 99. 102080. ISSN 0261-5606 doi: https://doi.org/10.1016/j.jimonfin.2019.102080

Akrivou, K. ORCID: https://orcid.org/0000-0003-2212-6280, Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593 and Woodrow, C., (2019) Henley Business School report to the United Nations Principles for Responsible Management Education 2017/18 and 2018/19. Report. Henley Business School (PRME)

Alexandridis, G., Doukas, J. A. and Mavis, C. P. (2019) Does firing a CEO pay off? Financial Management, 48 (1). pp. 3-43. ISSN 1755-053X doi: https://doi.org/10.1111/fima.12228

Arch, L. ORCID: https://orcid.org/0000-0002-6359-0058 (2019) 'Our distrust is very expensive’. IPPR Progessive Review, 25 (4). pp. 435-443. ISSN 2573-2331 doi: https://doi.org/10.1111/newe.12126

Archer, S. and Abdel Karim, R. A. (2019) When benchmark rates change: the case of Islamic banks. Journal of Financial Regulation and Compliance, 27 (2). pp. 197-214. ISSN 1358-1988 doi: https://doi.org/10.1108/jfrc-11-2017-0104

Arismendi Zambrano, J. C. (2019) Higher-order tail moments in asset-pricing theory. World Scientific. doi: https://doi.org/10.1142/9789813236653_0027

Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Killick, H. (2019) A reappraisal of the freehold property market in late medieval England. Continuity and Change, 34 (3). pp. 287-313. ISSN 1469-218X doi: https://doi.org/10.1017/S0268416019000316

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072 and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2019) Is there a ‘magic link’ between research activity, professional teaching qualifications and student satisfaction? Higher Education Policy, 32 (2). pp. 227-248. ISSN 1740-3863 doi: https://doi.org/10.1057/s41307-018-0081-0

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Killick, H. (2019) Medieval property investors, ca. 1300-1500. Enterprise and Society, 20 (3). pp. 575-612. ISSN 1467-2235 doi: https://doi.org/10.1017/eso.2018.92

Bhatti-Sinclair, K. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2019) Normative and positive social work in the context of the placement decision: a defence of social workers. Social Work and Social Sciences Review, 20 (2). pp. 77-94. ISSN 0953-5225 doi: https://doi.org/10.1921/swssr.v20i2.1260

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Fenton, E., Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593 and Walker, J. ORCID: https://orcid.org/0000-0002-3477-0236 (2019) Why does research in finance have so little impact? Critical Perspectives on Accounting, 58. pp. 24-52. ISSN 1045-2354 doi: https://doi.org/10.1016/j.cpa.2018.04.005

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Hoepner, A. G. F., McMillan, D., Vivian, A. and Wese Simen, C. (2019) Financial data science: the birth of a new financial research paradigm complementing econometrics? European Journal of Finance, 25 (17). pp. 1627-1636. ISSN 1466-4364 doi: https://doi.org/10.1080/1351847x.2019.1662822

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983, Hillenbrand, C. ORCID: https://orcid.org/0000-0002-2929-5098 and Money, K. (2019) Experience wears the trousers: exploring gender and attitude to financial risk. Journal of Economic Behavior & Organization, 163. pp. 483-515. ISSN 0167-2681 doi: https://doi.org/10.1016/j.jebo.2019.04.026

Brounen, D., Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 and Silvestri, E. (2019) Price-signaling and return-chasing: international evidence from maturing REIT markets. Real Estate Economics, 47 (1). pp. 314-357. ISSN 1540-6229 doi: https://doi.org/10.1111/1540-6229.12247

Castle, J. L., Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F. (2019) Forecasting: an essential introduction. Yale University Press, Connecticut, USA, pp240. ISBN 9780300244663

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (2019) Do forecasters target first or later releases of national accounts data? International Journal of Forecasting, 35 (4). pp. 1240-1249. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2018.11.009

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2019) Macroeconomic survey expectations. Palgrave Texts in Econometrics. Palgrave Macmillan, pp214. ISBN 9783319972220 doi: https://doi.org/10.1007/978-3-319-97223-7

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Galvão, A. B. (2019) Data revisions and real-time forecasting. Oxford Research Encyclopedia of Economics and Finance. doi: https://doi.org/10.1093/acrefore/9780190625979.013.248

Corbet, S., Lucey, B., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Yarovaya, L. (2019) Cryptocurrencies as a financial asset: a systematic analysis. International Review of Financial Analysis, 62. pp. 182-199. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2018.09.003

Cui, Y. ORCID: https://orcid.org/0000-0002-0106-0668, Gebka, B. and Kallinterakis, V. (2019) Do closed-end fund investors herd? Journal of Banking & Finance, 105. pp. 194-206. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2019.05.015

D'Acunto, F., Prokopczuk, M. and Weber, M. (2019) Historical antisemitism, ethnic specialization, and financial development. Review of Economic Studies, 86 (3). pp. 1170-1206. ISSN 1467-937X doi: https://doi.org/10.1093/restud/rdy021

Dao, T. M., McGroarty, F. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2019) The Brexit vote and currency markets. Journal of International Financial Markets, Institutions and Money, 59. pp. 153-164. ISSN 1042-4431 doi: https://doi.org/10.1016/j.intfin.2018.11.004

Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323 and Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983 (2019) Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos. Journal of Banking & Finance, 107. 105610. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2019.105610

Eross, A., MCGroarty, F., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wolfe, S. (2019) The intraday dynamics of bitcoin. Research in International Business and Finance, 49. pp. 71-81. ISSN 0275-5319 doi: https://doi.org/10.1016/j.ribaf.2019.01.008

Eross, A., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wolfe, S. (2019) Investigating risk contagion initiated by endogenous liquidity shocks: evidence from the US and eurozone interbank markets. European Journal of Finance, 25 (1). pp. 35-53. ISSN 1466-4364 doi: https://doi.org/10.1080/1351847X.2018.1462840

Eross, A., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wolfe, S. (2019) An early warning indicator for liquidity shortages in the interbank market. International Journal of Finance & Economics, 24 (3). pp. 1300-1312. ISSN 1099-1158 doi: https://doi.org/10.1002/ijfe.1719

Gao, Y. (2019) Three essays in corporate finance. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00088902

Gemmill, G. and Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323 (2019) Explaining CDS prices with Merton's model before and after the Lehman default. Journal of Banking and Finance, 106. pp. 93-109. ISSN 1872-6372 doi: https://doi.org/10.1016/j.jbankfin.2019.05.013

Gong, M., Gao, Y., Koh, L., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Cullen, J. (2019) The role of customer awareness in promoting firm sustainability and sustainable supply chain management. International Journal of Production Economics, 217. pp. 88-96. ISSN 0925-5273 doi: https://doi.org/10.1016/j.ijpe.2019.01.033

Hillenbrand, C. ORCID: https://orcid.org/0000-0002-2929-5098, Money, K. G., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Tovstiga, N. (2019) Corporate tax: what do stakeholders expect? Journal of Business Ethics, 158 (2). pp. 403-426. ISSN 1573-0697 doi: https://doi.org/10.1007/s10551-017-3700-6

Hollstein, F., Nguyen, D. B. B. and Prokopczuk, M. (2019) Asset prices and “the devil(s) you know”. Journal of Banking and Finance, 105. pp. 20-35. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2019.04.003

Hollstein, F., Nguyen, D. B. B., Prokopczuk, M. and Wese Simen, C. (2019) International tail risk and world fear. Journal of International Money and Finance, 93. pp. 244-259. ISSN 0261-5606 doi: https://doi.org/10.1016/j.jimonfin.2019.01.004

Hollstein, F., Prokopczuk, M. and Wese Simen, C. (2019) Estimating beta: forecast adjustments and the impact of stock characteristics for a broad cross-section. Journal of Financial Markets, 44. pp. 91-118. ISSN 1386-4181 doi: https://doi.org/10.1016/j.finmar.2019.03.001

Hollstein, F., Prokopczuk, M. and Wese Simen, C. (2019) The term structure of systematic and idiosyncratic risk. Journal of Futures Markets, 39 (4). pp. 435-460. ISSN 1096-9934 doi: https://doi.org/10.1002/fut.21985

Hollstein, F., Prokopczuk, M., Tharann, B. and Wese Simen, C. (2019) Predicting the equity market with option-implied variables. European Journal of Finance, 25 (10). pp. 937-965. ISSN 1466-4364 doi: https://doi.org/10.1080/1351847X.2018.1556176

Katsiampa, P., Moutsianas, K. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2019) Information demand and cryptocurrency market activity. Economics Letters, 185. 108714. ISSN 0165-1765 doi: https://doi.org/10.1016/j.econlet.2019.108714

Kostopoulou, O., Nurek, M., Cantarella, S., Okoli, G., Fiorentino, F. and Delaney, B. C. (2019) Referral decision making of general practitioners: a signal detection study. Medical Decision Making, 39 (1). pp. 21-31. ISSN 1552-681X doi: https://doi.org/10.1177/0272989X18813357

Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Zhang, N. (2019) Model risk of expected shortfall. Journal of Banking and Finance, 105. pp. 74-93. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2019.05.017

Manahov, V., Hudson, R. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2019) High frequency trading from an evolutionary perspective: financial markets as adaptive systems. International Journal of Finance and Economics, 24 (2). pp. 943-962. ISSN 1099-1158 doi: https://doi.org/10.1002/ijfe.1700

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676, Sebehela, T. and Campani, C. H. (2019) Exchange options in the REIT industry. Advances in Investment Analysis and Portfolio Management, 9. pp. 217-252. ISSN 1556-5068 doi: https://doi.org/10.6291/AIAPM.201912_9.0008

Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323, Yu, F. and Zhu, L. (2019) The impact of trade reporting and central clearing on CDS price informativeness. Journal of Financial Stability, 43. pp. 130-145. ISSN 1572-3089 doi: https://doi.org/10.1016/j.jfs.2019.07.002

Meng, Y. and Yin, C. (2019) Trust and the cost of debt financing. Journal of International Financial Markets, Institutions and Money, 59. pp. 58-73. ISSN 1042-4431 doi: https://doi.org/10.1016/j.intfin.2018.11.009

Moore, T. and Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072 (2019) Financing the Hundred Years War. In: Curry, A. (ed.) The Hundred Years War Revisited. Problems in Focus. Macmillan International Higher Education. ISBN 9781137389862

Nguyen, D. B. B. and Prokopczuk, M. (2019) Jumps in commodity markets. Journal of Commodity Markets, 13. pp. 55-70. ISSN 2405-8513 doi: https://doi.org/10.1016/j.jcomm.2018.10.002

Nguyen, D. B. B., Prokopczuk, M. and Wese Simen, C. (2019) The risk premium of gold. Journal of International Money and Finance, 94. pp. 140-159. ISSN 0261-5606 doi: https://doi.org/10.1016/j.jimonfin.2019.02.011

Oikonomou, I., Stancu, A., Symeonidis, L. and Wese Simen, C. (2019) The information content of short-term options. Journal of Financial Markets, 46. 100504. ISSN 1386-4181 doi: https://doi.org/10.1016/j.finmar.2019.07.003

Pele, D. T., Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Mazurencu-Marinescu-Pele, M. (2019) Modelling expected shortfall using tail entropy. Entropy, 21 (12). 1204. ISSN 1099-4300 doi: https://doi.org/10.3390/e21121204

Platanakis, E. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2019) Portfolio management with cryptocurrencies: the role of estimation risk. Economics Letters, 177. pp. 76-80. ISSN 0165-1765 doi: https://doi.org/10.1016/j.econlet.2019.01.019

Platanakis, E., Sakkas, A. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2019) Harmful diversification: evidence from alternative investments. The British Accounting Review, 51 (1). pp. 1-23. ISSN 0890-8389 doi: https://doi.org/10.1016/j.bar.2018.08.003

Platanakis, E., Sakkas, A. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2019) The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models. Applied Economics Letters, 26 (6). pp. 516-521. ISSN 1466-4291 doi: https://doi.org/10.1080/13504851.2018.1486984

Prokopczuk, M., Stancu, A. and Symeonidis, L. (2019) The economic drivers of commodity market volatility. Journal of International Money and Finance, 98. 102063. ISSN 0261-5606 doi: https://doi.org/10.1016/j.jimonfin.2019.102063

Rocciolo, F., Gheno, A. and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2019) Optimism, volatility and decision-making in stock markets. International Review of Financial Analysis, 66. 101356. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2019.05.007

Shen, D., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P. (2019) Does Twitter predict Bitcoin? Economics Letters, 174. pp. 118-122. ISSN 0165-1765 doi: https://doi.org/10.1016/j.econlet.2018.11.007

Stevens, A. (2019) How and Why do Professional Sport Clubs Succeed? The Strategy and Performance of Premier League Football Clubs. DBA thesis, Henley Business School, University of Reading. doi: https://doi.org/10.48683/1926.00105692

Tran, V. ORCID: https://orcid.org/0000-0001-9561-8118, Alsakka, R. and ap Gwilym, O. (2019) Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets. European Journal of Finance, 25 (13). pp. 1211-1233. ISSN 1466-4364 doi: https://doi.org/10.1080/1351847X.2019.1586743

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H. (2019) Is Bitcoin a hedge or safe haven for currencies? An intraday analysis. International Review of Financial Analysis, 63. pp. 49-57. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2019.02.009

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H. (2019) The performance of technical trading rules in Socially Responsible Investments. International Review of Economics and Finance, 63. pp. 397-411. ISSN 1059-0560 doi: https://doi.org/10.1016/j.iref.2019.05.002

Zhang, H. and Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X (2019) Modeling intraday volatility of European bond markets: a data filtering application. International Review of Financial Analysis, 63. pp. 131-146. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2019.02.002

Zhang, H. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2019) Pairs trading across mainland China and Hong Kong stock markets. International Journal of Finance & Economics, 24 (2). pp. 698-726. ISSN 1099-1158 doi: https://doi.org/10.1002/ijfe.1687

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