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Items where Division is "ICMA Centre" and Year is 2020

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Number of items: 42.

Article

Alexandridis, G., Antypas, N., 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

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

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

Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Marra, M., 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

Fan, R., Talavera, O. and Tran, V. (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. (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

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

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

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

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

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

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

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

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

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

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

This list was generated on Fri Mar 29 06:18:04 2024 UTC.

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