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Items where Division is "ICMA Centre" and Year is 2022

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Number of items: 36.

Alabi, M. O. (2022) Football and finance: essays on the impact of regulation, governance strategies and covid-19. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00112989

Alexandridis, G., Hoepner, A. G. F., Huang, Z. and Oikonomou, I. (2022) Corporate social responsibility culture and international M&As. The British Accounting Review, 54 (1). 101035. ISSN 0890-8389 doi: https://doi.org/10.1016/j.bar.2021.101035

Arch, L. ORCID: https://orcid.org/0000-0002-6359-0058 (2022) ‘The bricks and mortar of all policy areas which concern government’: statistics and the Labour Force Survey at its UK origins. Labour History Review, 87 (2). pp. 183-211. ISSN 0961-5652 doi: https://doi.org/10.3828/lhr.2022.7

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Killick, H. (2022) The first real estate bubble? Land prices and rents in medieval England c. 1300-1500. Research in International Business and Finance, 62. 101700. ISSN 0275-5319 doi: https://doi.org/10.1016/j.ribaf.2022.101700

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2022) Why have UK universities become more indebted over time? International Review of Economics and Finance, 82. pp. 771-783. ISSN 1059-0560 doi: https://doi.org/10.1016/j.iref.2022.08.008

Bin Hasan, S., Alam, M. S., Paramati, S. R. and Islam, M. S. (2022) Does firm-level political risk affect cash holdings? Review of Quantitative Finance and Accounting, 59 (1). pp. 311-337. ISSN 1573-7179 doi: https://doi.org/10.1007/s11156-022-01049-9

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Prokopczuk, M. (2022) The dynamics of commodity prices. In: Dempster, M. A. H. and Tang, K. (eds.) Commodities: second edition. Chapman and Hall/CRC, Oxon, pp. 389-398, 864 pages. ISBN 9781032208176 doi: https://doi.org/10.1201/9781003265399-22

Chen, J. (2022) Essays on stochastic volatility models with jump clustering. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00109153

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (2022) Forecaster efficiency, accuracy and disagreement: evidence using individual-level survey data. Journal of Money, Credit and Banking, 54 (2-3). pp. 537-568. ISSN 1538-4616 doi: https://doi.org/10.1111/jmcb.12867

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (2022) Individual forecaster perceptions of the persistence of shocks to GDP. Journal of Applied Econometrics, 37 (3). pp. 640-656. ISSN 1099-1255 doi: https://doi.org/10.1002/jae.2884

Dang, T. D., Hollstein, F. and Prokopczuk, M. (2022) How do corporate bond investors measure performance? Evidence from mutual fund flows. Journal of Banking and Finance, 142. 106553. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2022.106553

Ghanma, D. (2022) ESG finance during market downturns. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00108507

Gülnur, A. (2022) Essays on corporate financial management in shipping: capital structure and M&As choices, interactions between corporate decisions, and funding conditions on M&As quality. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00104448

Hameed, A. ORCID: https://orcid.org/0000-0002-3610-7905, Padgett, C., Clements, M. P. and Ullah, S. ORCID: https://orcid.org/0000-0002-4842-9194 (2022) The choice of performance measures, target setting and vesting levels in UK firms' Chief Executive Officer equity‐based compensation. International Journal of Finance & Economics. ISSN 1099-1158 doi: https://doi.org/10.1002/ijfe.2649

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 (2022) Saving for a rainy day… or a trip to the Bahamas? How the framing of investment communication impacts retail investors. British Journal of Management, 33 (2). pp. 1087-1109. ISSN 1467-8551 doi: https://doi.org/10.1111/1467-8551.12455

Hollstein, F. and Prokopczuk, M. (2022) Testing factor models in the cross-section. Journal of Banking and Finance, 145. 106626. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2022.106626

Hudson, R. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2022) Naval disasters, World War Two and the British stock market. Research in International Business and Finance, 59. 101556. ISSN 0275-5319 doi: https://doi.org/10.1016/j.ribaf.2021.101556

Islam, M. S., Alam, M. S., Bin Hasan, S. and Mollah, S. (2022) Firm-level political risk and distance-to-default. Journal of Financial Stability, 63. 101082. ISSN 1572-3089 doi: https://doi.org/10.1016/j.jfs.2022.101082

Jalan, A., Matkovskyy, R. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2022) Demand elasticities of Bitcoin and Ethereum. Economics Letters, 220. 110877. ISSN 0165-1765 doi: https://doi.org/10.1016/j.econlet.2022.110877

Jiang, Y. and Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 (2022) Forecasting VIX using filtered historical simulation. Journal of Financial Econometrics, 20 (4). pp. 665-680. ISSN 1479-8417 doi: https://doi.org/10.1093/jjfinec/nbaa041

Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Qi, S. (2022) Model risk in the over-the-counter market. European Journal of Operational Research, 298 (2). pp. 769-784. ISSN 0377-2217 doi: https://doi.org/10.1016/j.ejor.2021.07.021

Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Zhang, N. (2022) Model risk of volatility models. Econometrics and Statistics. ISSN 2452-3062 doi: https://doi.org/10.1016/j.ecosta.2022.06.002

Li, Y., Zhang, W., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, P. (2022) The role of media coverage in bubble formation: evidence from the Bitcoin market. Journal of International Financial Markets, Institutions and Money, 80. 101629. ISSN 1042-4431 doi: https://doi.org/10.1016/j.intfin.2022.101629

Li, Z., Sakkas, A. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2022) Intraday time series momentum: global evidence and links to market characteristics. Journal of Financial Markets, 57. 100619. ISSN 1386-4181 doi: https://doi.org/10.1016/j.finmar.2021.100619

Liu, J. (2022) Essays on classification and riskiness of financial institutions. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00115756

Liu, Y. (2022) Firms’ information quality and its effects on corporate finance. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00109806

Liu, Y., Padgett, C. and Yin, C. (2022) Internal information quality and financial policy peer effects. International Review of Financial Analysis, 84. 102357. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2022.102357

Lucey, B., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H. (2022) UK Vice Chancellor compensation: do they get what they deserve? The British Accounting Review, 54 (4). 101108. ISSN 0890-8389 doi: https://doi.org/10.1016/j.bar.2022.101108

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 and Nanda, A. (2022) Asymmetric patterns of demand-supply mismatch in real estate. Journal of Real Estate Finance and Economics, 64. pp. 440-472. ISSN 1573-045X

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 and Sebehela, T. (2022) The paradoxical prices of options. Review of Pacific Basin Financial Markets and Policies, 25 (2). ISSN 1793-6705 doi: https://doi.org/10.1142/S0219091522500096

Shen, D., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P. (2022) Bitcoin intraday time-series momentum. Financial Review, 57 (2). pp. 319-344. ISSN 1540-6288 doi: https://doi.org/10.1111/fire.12290

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2022) Under the hood of the Ethereum blockchain. Finance Research Letters, 47 (Part A). 102628. ISSN 1544-6123 doi: https://doi.org/10.1016/j.frl.2021.102628

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Lucey, B. (2022) Crypto and digital currencies — nine research priorities. Nature, 604 (7904). pp. 36-39. ISSN 0028-0836 doi: https://doi.org/10.1038/d41586-022-00927-5

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H. (2022) PhD CEOs and firm performance. European Financial Management, 28 (2). pp. 433-481. ISSN 1468-036X doi: https://doi.org/10.1111/eufm.12316

Xue, X. (2022) Essays on market risk measures. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00113849

Zaznov, I. ORCID: https://orcid.org/0000-0003-1229-5515, Kunkel, J., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X and Badii, A. (2022) Predicting stock price changes based on the limit order book: a survey. Mathematics, 10 (8). 1234. ISSN 2227-7390 doi: https://doi.org/10.3390/math10081234

This list was generated on Thu May 9 01:07:14 2024 UTC.

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