Number of items: 43.
A
Alexandridis, G., Antypas, N. ORCID: https://orcid.org/0000-0001-8046-4590, Gulnur, A. and Visvikis, I.
(2020)
Corporate financial leverage and M&As choices:
evidence from the shipping industry.
Transportation Research Part E: Logistics and Transportation Review, 133.
101828.
ISSN 1366-5545
doi: https://doi.org/10.1016/j.tre.2019.101828
Andrikopoulos, P., Cui, Y. ORCID: https://orcid.org/0000-0002-0106-0668, Gad, S. and Kallinterakis, V.
(2020)
Feedback trading and the ramadan effect in frontier markets.
Research in International Business and Finance, 51.
101085.
ISSN 0275-5319
doi: https://doi.org/10.1016/j.ribaf.2019.101085
Arch, L. ORCID: https://orcid.org/0000-0002-6359-0058
(2020)
Effective bank regulation: seven guiding principles.
Journal of Financial Regulation and Compliance, 28 (2).
pp. 301-314.
ISSN 1358-1988
doi: https://doi.org/10.1108/JFRC-06-2019-0075
Avino, D., Stancu, A. and Wese Simen, C.
(2020)
The predictive power of the dividend risk premium.
Journal of Financial and Quantitative Analysis.
ISSN 1756-6916
doi: https://doi.org/10.1017/S0022109020000733
Avino, D. and Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754
(2020)
Rethinking capital structure arbitrage: a price discovery perspective.
The Journal of Alternative Investments, 22 (4).
pp. 75-91.
ISSN 1520-3255
doi: https://doi.org/10.3905/jai.2020.1.093
B
Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Lacey, H. and Prescott, A.
(2020)
What can the black death tell us about the global economic consequences of a pandemic?
In: Billio, M. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (eds.)
A New World Post COVID-19 Lessons for Business, the Finance Industry and Policy Makers.
Innovation in Business, Economics & Finance (1).
Ca’ Foscari University Press, Venice, pp. 35-42.
ISBN 9788869694424
doi: https://doi.org/10.30687/978-88-6969-442-4/002
Bhatti-Sinclair, K. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X
(2020)
Group localised child sexual exploitation offenders:
who and why?
Seen and Heard, 30 (4).
pp. 51-70.
ISSN 1744-1072
Billio, M. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327, eds.
(2020)
A New World Post COVID-19: Lessons for Business, the Finance Industry and Policy Makers.
Innovation in Business, Economics & Finance, 1.
Edizioni Ca' Foscari, Venice, Italy, pp375.
ISBN 9788869694424
doi: https://doi.org/10.30687/978-88-6969-442-4
Busetto, F., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327
(2020)
COVID-19 and fiscal policy in the euro area.
In: Billio, M. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (eds.)
A New World Post COVID-19 Lessons for Business, the Finance Industry and Policy Makers.
Innovation in Business, Economics & Finance (1).
Edizioni Ca' Foscari, Venice, Italy, pp. 69-81.
ISBN 9788869694424
doi: https://doi.org/10.30687/978-88-6969-442-4/005
C
Cathcart, L., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Rossi, L. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327
(2020)
Differential impact of leverage on the default risk of small and large firms.
Journal of Corporate Finance, 60.
101541.
ISSN 0929-1199
doi: https://doi.org/10.1016/j.jcorpfin.2019.101541
Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341
(2020)
Are some forecasters' probability assessments of macro
variables better than those of others?
Econometrics, 8 (2).
16.
ISSN 2225-1146
doi: https://doi.org/10.3390/econometrics8020016
Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Reade, J. J. ORCID: https://orcid.org/0000-0002-8610-530X
(2020)
Forecasting and forecast narratives: the Bank of England inflation reports.
International Journal of Forecasting, 36 (4).
pp. 1488-1500.
ISSN 0169-2070
doi: https://doi.org/10.1016/j.ijforecast.2019.08.013
D
Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X
(2020)
Stock performance when facing the unexpected.
In: Billio, M. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (eds.)
A New World Post COVID-19 Lessons for Business, the Finance Industry and Policy Makers.
Innovation in Business, Economics & Finance (1).
Edizioni Ca' Foscari, pp. 125-136.
ISBN 9788869694424
doi: https://doi.org/10.30687/978-88-6969-442-4/009
Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323, Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983 and Skinner, F. S.
(2020)
Explaining repo specialness.
International Journal of Finance & Economics, 25 (2).
pp. 172-196.
ISSN 1099-1158
doi: https://doi.org/10.1002/ijfe.1746
F
Fabozzi, F. J., Shiller, R. J. and Tunaru, R. S.
(2020)
A 30-year perspective on property derivatives: what can be done to tame property price risk?
Journal of Economic Perspectives, 34 (4).
pp. 121-145.
ISSN 1944-7965
doi: https://doi.org/10.1257/jep.34.4.121
Fan, R., Talavera, O. and Tran, V. ORCID: https://orcid.org/0000-0001-9561-8118
(2020)
Social media bots and stock markets.
European Financial Management, 26 (3).
pp. 753-777.
ISSN 1468-036X
doi: https://doi.org/10.1111/eufm.12245
Fan, R., Talavera, O. and Tran, V. ORCID: https://orcid.org/0000-0001-9561-8118
(2020)
Social media, political uncertainty, and the stock market.
Review of Quantitative Finance and Accounting, 55.
pp. 1137-1153.
ISSN 1573-7179
doi: https://doi.org/10.1007/s11156-020-00870-4
G
Govindarajan Driver, D.
(2020)
Financialisation, Crises and Regulation: A Holistic Examination of Risk.
PhD thesis, University of Reading.
doi: https://doi.org/10.48683/1926.00094644
H
Heinig, S., Nanda, A. and Tsolacos, S.
(2020)
Which sentiment indicators matter? Evidence from the European commercial real estate market.
Journal of Real Estate Research, 42 (4).
pp. 499-530.
ISSN 0896-5803
doi: https://doi.org/10.1080/08965803.2020.1845562
Hillenbrand, C. ORCID: https://orcid.org/0000-0002-2929-5098, Saraeva, A. ORCID: https://orcid.org/0000-0003-2223-4310, Money, K. and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153
(2020)
To invest or not to invest? The roles of product information, attitudes towards finance and life variables in retail investor propensity to engage with financial products.
British Journal of Management, 31 (4).
pp. 688-708.
ISSN 1467-8551
doi: https://doi.org/10.1111/1467-8551.12348
Hoepner, A. G. F. and Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593
(2020)
State pension funds and corporate social responsibility:
do beneficiaries’ political values influence funds’ investment decisions?
Journal of Business Ethics, 165.
pp. 489-516.
ISSN 1573-0697
doi: https://doi.org/10.1007/s10551-018-4091-z
Hollstein, F., Prokopczuk, M. and Wese Simen, C.
(2020)
Beta uncertainty.
Journal of Banking & Finance, 116.
105834.
ISSN 0378-4266
doi: https://doi.org/10.1016/j.jbankfin.2020.105834
Hollstein, F., Prokopczuk, M. and Wese Simen, C.
(2020)
The conditional capital asset pricing model revisited: evidence from high-frequency betas.
Management Science, 66 (6).
pp. 2291-2799.
ISSN 1526-5501
doi: https://doi.org/10.1287/mnsc.2019.3317
Hollstein, F., Prokopczuk, M. and Würsig, C.
(2020)
Volatility term structures in commodity markets.
Journal of Futures Markets, 40 (4).
pp. 527-555.
ISSN 1096-9934
doi: https://doi.org/10.1002/fut.22083
Hudson, R., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H.
(2020)
Political uncertainty and sentiment: evidence from the impact of Brexit on financial markets.
European Economic Review, 129.
103523.
ISSN 0014-2921
doi: https://doi.org/10.1016/j.euroecorev.2020.103523
K
Kalyvas, A., Papakyriakou, P., Sakkas, A. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
(2020)
What drives Bitcoin’s price crash risk?
Economics Letters, 191.
108777.
ISSN 0165-1765
doi: https://doi.org/10.1016/j.econlet.2019.108777
Kang, B., Nikitopoulos, C. S. and Prokopczuk, M.
(2020)
Economic determinants of oil futures volatility: a term structure perspective.
Energy Economics, 88.
104743.
ISSN 0140-9883
doi: https://doi.org/10.1016/j.eneco.2020.104743
L
Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Xue, X.
(2020)
Forecasting risk measures using intraday data in a
generalized autoregressive score (GAS) framework.
International Journal of Forecasting, 36 (3).
pp. 1057-1072.
ISSN 0169-2070
doi: https://doi.org/10.1016/j.ijforecast.2019.10.007
Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Zhang, N.
(2020)
Market risk measurement: preliminary
lessons from the COVID-19 crisis.
In: Billio, M. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (eds.)
A New World Post COVID-19 Lessons for Business, the Finance Industry and Policy Makers.
Innovation in Business, Economics & Finance 1.
Edizioni Ca'Foscari, pp. 97-107.
ISBN 9788869694424
doi: https://doi.org/10.30687/978-88-6969-442-4/007
N
Nguyen, D. B. B., Prokopczuk, M. and Sibbertsen, P.
(2020)
The memory of stock return volatility: asset pricing implications.
Journal of Financial Markets, 47.
100487.
ISSN 1386-4181
doi: https://doi.org/10.1016/j.finmar.2019.01.002
O
Oikonomou, I., Yin, C. and Zhao, L.
(2020)
Investment horizon and corporate social
performance: the virtuous circle of long-term
institutional ownership and responsible firm
conduct.
European Journal of Finance, 26 (1).
pp. 14-40.
ISSN 1466-4364
doi: https://doi.org/10.1080/1351847X.2019.1660197
P
Paschke, R., Prokopczuk, M. and Wese Simen, C.
(2020)
Curve momentum.
Journal of Banking & Finance, 113.
105718.
ISSN 0378-4266
doi: https://doi.org/10.1016/j.jbankfin.2019.105718
Platanakis, E. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X
(2020)
Taxation, pension schemes and stakeholder wealth.
Advances in Taxation, 27.
pp. 125-158.
ISSN 1058-7497
doi: https://doi.org/10.1108/S1058-749720200000027005
Platanakis, E. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
(2020)
Should investors include bitcoin in their portfolios? A portfolio theory approach.
The British Accounting Review, 52 (4).
100837.
ISSN 0890-8389
doi: https://doi.org/10.1016/j.bar.2019.100837
Platanakis, E., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Ye, X.
(2020)
Horses for courses: mean-variance for asset allocation and 1/N for stock selection.
European Journal of Operational Research, 288 (1).
pp. 302-317.
ISSN 0377-2217
doi: https://doi.org/10.1016/j.ejor.2020.05.043
S
Shen, D., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P.
(2020)
Forecasting the volatility of Bitcoin: the importance of jumps and structural breaks.
European Financial Management, 26 (5).
pp. 1294-1323.
ISSN 1468-036X
doi: https://doi.org/10.1111/eufm.12254
Shen, D., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P.
(2020)
A three-factor pricing model for cryptocurrencies.
Finance Research Letters, 34.
101248.
ISSN 1544-6123
doi: https://doi.org/10.1016/j.frl.2019.07.021
Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X
(2020)
The implications of the COVID-19 pandemic for pensions.
In: Billio, M. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (eds.)
A New World Post COVID-19: Lessons for Business, the Finance Industry and Policy Makers.
Innovation in Business, Economics & Finance (1).
Ca’ Foscari University Press, Venice, Italy, pp. 235-244.
ISBN 9788869694424
doi: https://doi.org/10.30687/978-88-6969-442-4/017
T
Tao, R., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072
(2020)
When is a MAX not the MAX? How news resolves information uncertainty.
Journal of Empirical Finance, 57.
pp. 33-51.
ISSN 0927-5398
doi: https://doi.org/10.1016/j.jempfin.2020.03.002
W
Ward, C., Yin, C. and Zeng, Y.
(2020)
Motivated monitoring by institutional investors and
firm investment efficiency.
European Financial Management, 26 (2).
pp. 348-385.
ISSN 1468-036X
doi: https://doi.org/10.1111/eufm.12232
Wichmann, R. C.
(2020)
Essays on commodity futures markets.
PhD thesis, University of Reading.
doi: https://doi.org/10.48683/1926.00105084
Z
Zhang, H. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
(2020)
Do momentum and reversal strategies work in commodity futures? A comprehensive study.
Review of Behavioural Finance, 12 (4).
pp. 375-409.
ISSN 1940-5979
doi: https://doi.org/10.1108/RBF-05-2019-0067
Zhang, N.
(2020)
Essays on Measuring Model Risk
of Risk Measures.
PhD thesis, University of Reading.
doi: https://doi.org/10.48683/1926.00095841
This list was generated on Wed Nov 20 22:41:51 2024 UTC.