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Items where Division is "ICMA Centre" and Year is 2021

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Number of items: 26.


Alexander, C. and Lazar, E. (2021) The continuous limit of weak GARCH. Econometric Reviews, 40 (2). pp. 197-216. ISSN 1532-4168 doi:

Alexandridis, G., Chen, Z. and Zeng, Y. (2021) Financial hedging and corporate investment. Journal of Corporate Finance, 67. 101887. ISSN 0929-1199 doi:

Amini, S., Hudson, R., Urquhart, A. ORCID: and Wang, J. (2021) Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk. European Journal of Finance. ISSN 1466-4364

Arch, L. ORCID: (2021) The global financial crisis and its aftermath: a perspective from fiction. Qualitative Research in Financial Markets. ISSN 1755-4179 doi:


Becker, J., Hollstein, F., Prokopczuk, M. and Sibbertsen, P. (2021) The memory of beta. Journal of Banking & Finance, 124. 106026. ISSN 0378-4266 doi:

Brooks, C. ORCID: and Schopohl, L. ORCID: (2021) Green accounting and finance: advancing research on environmental disclosure, value impacts and management control systems. The British Accounting Review, 53 (1). 100973. ISSN 0890-8389 doi:

Brounen, D., Marcato, G. ORCID: and Op 't Veld, H. (2021) Pricing ESG equity ratings and underlying data in listed real estate securities. Sustainability, 13 (4). ISSN 2071-1050 doi:


Clements, M. P. ORCID: (2021) Rounding behaviour of professional macro-forecasters. International Journal of Forecasting. ISSN 0169-2070 (In Press)

Clements, M. P. ORCID: and Galvao, A. B. (2021) Measuring the effects of expectations shocks. Journal of Economic Dynamics and Control, 124. 104075. ISSN 0165-1889 doi:


Duan, K., Li, Z., Urquhart, A. ORCID: and Ye, J. (2021) Dynamic efficiency and arbitrage potential in Bitcoin: a long-memory approach. International Review of Financial Analysis, 75. 101725. ISSN 1057-5219 doi:


Hillenbrand, C., Saraeva, A., Money, K. and Brooks, C. ORCID: (2021) Saving for a rainy day… or a trip to the Bahamas? How the framing of investment communication impacts retail investors. British Journal of Management. ISSN 1467-8551 doi:

Hollstein, F., Prokopczuk, M., Tharann, B. and Wese Simen, C. (2021) Predictability in commodity markets: evidence from more than a century. Journal of Commodity Markets. 100171. ISSN 2405-8513 doi:

Hudson, R. and Urquhart, A. ORCID: (2021) Technical trading and cryptocurrencies. Annals of Operations Research, 297. pp. 191-220. ISSN 0254-5330 doi:


Jalan, A., Matkovskyy, R. and Urquhart, A. ORCID: (2021) What effect did the introduction of Bitcoin futures have on the Bitcoin spot market? European Journal of Finance. ISSN 1466-4364 doi:


Lazar, E. ORCID: and Qi, S. (2021) Model risk in the over-the-counter market. European Journal of Operational Research. ISSN 0377-2217 doi:

Li, Y., Urquhart, A. ORCID:, Wang, P. and Zhang, W. (2021) MAX momentum in the cryptocurrency market. International Review of Financial Analysis, 77. 101829. ISSN 1057-5219 doi:

Li, Z., Sakkas, A. and Urquhart, A. ORCID: (2021) Intraday time series momentum: global evidence and links to market characteristics. Journal of Financial Markets. 100619. ISSN 1386-4181 doi:

Liu, C. and Varotto, S. ORCID: (2021) Is small beautiful? The resilience of small banks during the European debt crisis. International Review of Financial Analysis. 101793. ISSN 1057-5219 doi:


Manahov, V. and Urquhart, A. ORCID: (2021) The efficiency of bitcoin: a strongly typed genetic programming approach to smart electronic bitcoin markets. International Review of Financial Analysis, 73. 101629. ISSN 1057-5219 doi:


Newton, D., Platanakis, E., Stafylas, D., Sutcliffe, C. ORCID: and Ye, X. (2021) Hedge fund strategies, performance & diversification: a portfolio theory & stochastic discount factor approach. The British Accounting Review. ISSN 0890-8389 doi:


Prokopczuk, M., Wese Simen, C. and Wichmann, R. (2021) The dynamics of commodity return comovements. Journal of Futures Markets. ISSN 1096-9934 doi:

Prokopczuk, M., Wese Simen, C. and Wichmann, R. (2021) The natural gas announcement day puzzle. Energy Journal, 42 (2). ISSN 1944-9089 doi:


Rendall, S., Brooks, C. ORCID: and Hillenbrand, C. ORCID: (2021) The impacts of emotions and personality on borrowers’ abilities to manage their debts. International Review of Financial Analysis. 101703. ISSN 1057-5219 doi:


Schopohl, L. ORCID: and Sangiorgi, I. (2021) Why do institutional investors buy green bonds: evidence from a survey of European asset managers. International Review of Financial Analysis, 75. 101738. ISSN 1057-5219 doi:


Urquhart, A. ORCID: and Zhang, H. (2021) PhD CEOs and firm performance. European Financial Management. ISSN 1468-036X doi:


Zhao, Z. and Sutcliffe, C. ORCID: (2021) What determines the asset allocation of defined benefit pension funds? Applied Economics. ISSN 1466-4283 (In Press)

This list was generated on Tue Aug 3 02:11:44 2021 UTC.

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