Article

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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

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

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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

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

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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

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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

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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

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

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Book or Report Section

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

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

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

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

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

Book

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

Thesis

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

Wichmann, R. C. (2020) Essays on commodity futures markets. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00105084

Zhang, N. (2020) Essays on Measuring Model Risk of Risk Measures. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00095841