Number of items: 60.
A
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
B
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
C
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
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
E
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
G
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
H
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
K
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
L
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
M
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
N
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
O
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
P
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
R
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
S
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
T
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
U
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
Z
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
This list was generated on Wed Dec 25 07:45:37 2024 UTC.