Number of items: 42.
Article
Alexander, C. and Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754
(2021)
The continuous limit of weak GARCH.
Econometric Reviews, 40 (2).
pp. 197-216.
ISSN 1532-4168
doi: https://doi.org/10.1080/07474938.2020.1799592
Alexander, C., Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Stanescu, S.
(2021)
Analytic moments for GJR-GARCH (1,1) processes.
International Journal of Forecasting, 37 (1).
pp. 105-124.
ISSN 0169-2070
doi: https://doi.org/10.1016/j.ijforecast.2020.03.005
Alexandridis, G., Chen, Z. and Zeng, Y.
(2021)
Financial hedging and corporate investment.
Journal of Corporate Finance, 67.
101887.
ISSN 0929-1199
doi: https://doi.org/10.1016/j.jcorpfin.2021.101887
Amini, S., Hudson, R., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, J.
(2021)
Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk.
European Journal of Finance, 27 (13).
pp. 1326-1349.
ISSN 1466-4364
doi: https://doi.org/10.1080/1351847X.2021.1900888
Arch, L. ORCID: https://orcid.org/0000-0002-6359-0058
(2021)
“If competition has any virtue, we ought not to have a system that stifles it”: competition in London clearing banking, 1946-1971.
Enterprise and Society, 22 (3).
pp. 770-807.
ISSN 1467-2235
doi: https://doi.org/10.1017/eso.2020.21
Arch, L. ORCID: https://orcid.org/0000-0002-6359-0058
(2021)
The global financial crisis and its aftermath: a perspective from fiction.
Qualitative Research in Financial Markets, 13 (1).
pp. 50-58.
ISSN 1755-4179
doi: https://doi.org/10.1108/QRFM-06-2020-0099
Becker, J., Hollstein, F., Prokopczuk, M. and Sibbertsen, P.
(2021)
The memory of beta.
Journal of Banking & Finance, 124.
106026.
ISSN 0378-4266
doi: https://doi.org/10.1016/j.jbankfin.2020.106026
Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593
(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: https://doi.org/10.1016/j.bar.2020.100973
Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Williams, L.
(2021)
The impact of personality traits on attitude to financial risk.
Research in International Business and Finance, 58.
101501.
ISSN 0275-5319
doi: https://doi.org/10.1016/j.ribaf.2021.101501
Brounen, D., Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 and Op 't Veld, H.
(2021)
Pricing ESG equity ratings and underlying data
in listed real estate securities.
Sustainability, 13 (4).
13052037.
ISSN 2071-1050
doi: https://doi.org/10.3390/su13042037
Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341
(2021)
Do survey joiners and leavers differ from regular participants?
International Journal of Forecasting, 37 (2).
pp. 634-646.
ISSN 0169-2070
doi: https://doi.org/10.1016/j.ijforecast.2020.08.003
Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341
(2021)
Rounding behaviour of professional macro-forecasters.
International Journal of Forecasting, 37 (4).
pp. 1614-1631.
ISSN 0169-2070
doi: https://doi.org/10.1016/j.ijforecast.2021.03.003
Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Galvao, A. B.
(2021)
Measuring the effects of expectations shocks.
Journal of Economic Dynamics and Control, 124.
104075.
ISSN 0165-1889
doi: https://doi.org/10.1016/j.jedc.2021.104075
Duan, K., Li, Z., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 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: https://doi.org/10.1016/j.irfa.2021.101725
Goodell, J. W., Goyal, A. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
(2021)
Uncertainty of uncertainty and firm cash holdings.
Journal of Financial Stability, 56.
100922.
ISSN 1572-3089
doi: https://doi.org/10.1016/j.jfs.2021.100922
Hollstein, F., Prokopczuk, M. and Tharann, B.
(2021)
Anomalies in commodity futures markets.
Quarterly Journal of Finance, 11 (4).
2150017.
ISSN 2010-1392
doi: https://doi.org/10.1142/S2010139221500178
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, 24.
100171.
ISSN 2405-8513
doi: https://doi.org/10.1016/j.jcomm.2021.100171
Hudson, R. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
(2021)
Technical trading and cryptocurrencies.
Annals of Operations Research, 297.
pp. 191-220.
ISSN 0254-5330
doi: https://doi.org/10.1007/s10479-019-03357-1
Jalan, A., Matkovskyy, R. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
(2021)
What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?
European Journal of Finance, 27 (13).
pp. 1251-1281.
ISSN 1466-4364
doi: https://doi.org/10.1080/1351847X.2020.1869992
Kanamura, T., Homann, L. and Prokopczuk, M.
(2021)
Pricing analysis of wind power derivatives for renewable energy risk management.
Applied Energy, 304.
117827.
ISSN 0306-2619
doi: https://doi.org/10.1016/j.apenergy.2021.117827
Li, Y., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243, Wang, P. and Zhang, W.
(2021)
MAX momentum in the cryptocurrency market.
International Review of Financial Analysis, 77.
101829.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2021.101829
Liu, C. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327
(2021)
Is small beautiful? The resilience of small banks
during the European debt crisis.
International Review of Financial Analysis, 76.
101793.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2021.101793
Manahov, V. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
(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: https://doi.org/10.1016/j.irfa.2020.101629
Newton, D., Platanakis, E., Stafylas, D., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Ye, X.
(2021)
Hedge fund strategies, performance & diversification: a portfolio theory & stochastic discount factor approach.
The British Accounting Review, 53 (5).
101000.
ISSN 0890-8389
doi: https://doi.org/10.1016/j.bar.2021.101000
Prokopczuk, M., Wese Simen, C. and Wichmann, R.
(2021)
The dynamics of commodity return comovements.
Journal of Futures Markets, 41 (10).
pp. 1597-1617.
ISSN 1096-9934
doi: https://doi.org/10.1002/fut.22222
Prokopczuk, M., Wese Simen, C. and Wichmann, R.
(2021)
The natural gas announcement day puzzle.
Energy Journal, 42 (2).
ISSN 1944-9089
doi: https://doi.org/10.5547/01956574.42.2.mpro
Rendall, S., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Hillenbrand, C. ORCID: https://orcid.org/0000-0002-2929-5098
(2021)
The impacts of emotions and personality on borrowers’ abilities to manage their debts.
International Review of Financial Analysis, 74.
101703.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2021.101703
Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593 and Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983
(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: https://doi.org/10.1016/j.irfa.2021.101738
Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593, Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H.
(2021)
Female CFOs, leverage and the moderating role of board diversity and CEO power.
Journal of Corporate Finance, 71.
101858.
ISSN 0929-1199
doi: https://doi.org/10.1016/j.jcorpfin.2020.101858
Tao, R., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072
(2021)
Tomorrow’s fish and chip paper? Slowly incorporated news and the cross-section of stock returns.
European Journal of Finance, 27 (8).
pp. 774-795.
ISSN 1466-4364
doi: https://doi.org/10.1080/1351847X.2020.1846575
Zhao, Z. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X
(2021)
Asset-liability models and the Chinese basic pension fund.
Economic and Political Studies, 9 (2).
pp. 186-216.
ISSN 2095-4816
doi: https://doi.org/10.1080/20954816.2020.1793497
Zhao, Z. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X
(2021)
What determines the asset allocation of defined benefit pension funds?
Applied Economics, 53 (36).
pp. 4178-4191.
ISSN 1466-4283
doi: https://doi.org/10.1080/00036846.2021.1897512
Report
Akrivou, K. ORCID: https://orcid.org/0000-0003-2212-6280, Woodrow, C. and Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593,
(2021)
Henley Business School report to the United Nations Principles for Responsible Management Education 2019/20 and 2020/21.
Report.
Henley Business School
(PRME)
Thesis
Jiang, Y.
(2021)
Essays on Econometric Models of Volatility.
PhD thesis, University of Reading.
doi: https://doi.org/10.48683/1926.00100344
Katsoulis, V.
(2021)
Essays on corporate governance: SRI investing, skill heterogeneity on firm performance and value creation through M&As.
PhD thesis, University of Reading.
doi: https://doi.org/10.48683/1926.00104415
Lee, V. Y.
(2021)
Corporate asset restructuring through mergers
and acquisitions and divestitures.
PhD thesis, University of Reading.
doi: https://doi.org/10.48683/1926.00101461
Liu, S.
(2021)
Essays on Trading Strategies,
Corporate Activities, and Firm
Performance.
PhD thesis, University of Reading.
doi: https://doi.org/10.48683/1926.00100428
Qi, S.
(2021)
Essays on model risk of continuous-time finance
models.
PhD thesis, University of Reading.
doi: https://doi.org/10.48683/1926.00115161
Slavov, G. S.
(2021)
Drivers of price formation and predictive properties of
the forward curve, geographical distance, trade flow,
and currency markets for global commodity trading.
PhD thesis, University of Reading.
doi: https://doi.org/10.48683/1926.00105244
Su, X.
(2021)
Essays on Volatility and
Variance Risk Premium.
PhD thesis, University of Reading.
doi: https://doi.org/10.48683/1926.00100341
Tao, R.
(2021)
Textual analysis of news and the cross-section of
stock returns.
PhD thesis, University of Reading.
doi: https://doi.org/10.48683/1926.00102355
Zhao, Z.
(2021)
Three Essays on Chinese and UK Defined
Benefit Pension Schemes.
PhD thesis, University of Reading.
doi: https://doi.org/10.48683/1926.00100784
This list was generated on Wed Dec 25 07:27:54 2024 UTC.