A

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

B

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

C

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

D

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

G

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

H

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

I

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

J

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

L

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

M

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

S

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

U

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

X

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

Z

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