Number of items: 39.
Article
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
Barunik, J., Bevilacqua, M. and Tunaru, R.
(2022)
Asymmetric network connectedness of fears.
Review of Economics and Statistics, 104 (6).
pp. 1304-1316.
ISSN 1530-9142
doi: https://doi.org/10.1162/rest_a_01003
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. ORCID: https://orcid.org/0009-0001-4827-1964, 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 Williams, L.
(2022)
When it comes to the crunch: retail investor decision-making during periods of market volatility.
International Review of Financial Analysis, 80.
102038.
ISSN 1873-8079
doi: https://doi.org/10.1016/j.irfa.2022.102038
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
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. ORCID: https://orcid.org/0009-0001-4827-1964 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, 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
Rocciolo, F., Gheno, A. and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153
(2022)
Explaining abnormal returns in stock markets: an alpha-neutral version of the CAPM.
International Review of Financial Analysis, 82.
102143.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2022.102143
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
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
Book or Report Section
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
Thesis
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
Chen, J.
(2022)
Essays on stochastic volatility models with jump clustering.
PhD thesis, University of Reading.
doi: https://doi.org/10.48683/1926.00109153
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
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
Xue, X.
(2022)
Essays on market risk measures.
PhD thesis, University of Reading.
doi: https://doi.org/10.48683/1926.00113849
This list was generated on Wed Dec 25 07:48:31 2024 UTC.