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Items where Division is "ICMA Centre" and Year is 2023

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Number of items: 57.

Aguir, I., Boubakri, N., Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323 and Zhu, L. (2023) Gender diversity in leadership: empirical evidence on firm credit risk. Journal of Financial Stability, 69. 101185. ISSN 1572-3089 doi: https://doi.org/10.1016/j.jfs.2023.101185

Akanksha, J., Matkovskyy, R., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Yarovaya, L. (2023) The role of interpersonal trust in cryptocurrency adoption. Journal of International Financial Markets, Institutions and Money, 83. 101715. ISSN 1042-4431 doi: https://doi.org/10.1016/j.intfin.2022.101715

Alabi, M. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Football finance and Covid-19. Sports Economics Review, 4. 100021. ISSN 2773-1618 doi: https://doi.org/10.1016/j.serev.2023.100021

Ammann, M., Moerke, M. ORCID: https://orcid.org/0000-0003-3428-450X, Prokopczuk, M. and Würsig, C. M. (2023) Commodity tail risks. Journal of Futures Markets, 43 (2). pp. 168-197. ISSN 1096-9934 doi: https://doi.org/10.1002/fut.22381

Bantis, E., Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Forecasting GDP growth rates in the United States and Brazil using Google Trends. International Journal of Forecasting, 39 (4). pp. 1909-1924. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2022.10.003

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Brooks, R. (2023) Are English football players overvalued? Applied Economics. ISSN 1466-4283 doi: https://doi.org/10.1080/00036846.2023.2192032

Bevilacqua, M., Tunaru, R. and Vioto, D. (2023) Options-based systemic risk, financial distress, and macroeconomic downturns. Journal of Financial Markets, 65. 100834. ISSN 1386-4181 doi: https://doi.org/10.1016/j.finmar.2023.100834

Billio, M., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Segato, S. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2023) Complexity and the default risk of mortgage-backed securities. Journal of Banking & Finance, 155. 106993. ISSN 1034-3040 doi: https://doi.org/10.1016/j.jbankfin.2023.106993

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Williams, L. (2023) People are people: a comparative analysis of risk attitudes across Europe. International Journal of Finance & Economics. ISSN 1099-1158 doi: https://doi.org/10.1002/ijfe.2837

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983, Saraeva, A. ORCID: https://orcid.org/0000-0003-2223-4310, Hillenbrand, C. ORCID: https://orcid.org/0000-0002-2929-5098 and Money, K. (2023) The importance of staying positive: the impact of emotions on attitude to risk. International Journal of Finance and Economics, 28 (3). pp. 3232-3261. ISSN 1099-1158 doi: https://doi.org/10.1002/ijfe.2591

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593 and Walker, J. T. ORCID: https://orcid.org/0000-0002-3477-0236 (2023) Comparing perceptions of the impact of journal rankings between fields. Critical Perspectives on Accounting, 90. 102381. ISSN 1045-2354 doi: https://doi.org/10.1016/j.cpa.2021.102381

Busetto, F. (2023) Three essays on interest rates. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00119028

Cantarella, S., Hillenbrand, C. ORCID: https://orcid.org/0000-0002-2929-5098 and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2023) Do you follow your head or your heart? The simultaneous impact of framing effects and incidental emotions on investment decisions. Journal of Behavioral and Experimental Economics, 107. 102124. ISSN 2214-8043 doi: https://doi.org/10.1016/j.socec.2023.102124

Cepni, O. and Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2023) How local is the local inflation factor? Evidence from emerging European countries. International Journal of Forecasting, 40 (1). pp. 160-183. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2023.01.008

Chen, J., Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Modelling price and variance jump clustering using the marked Hawkes process. Journal of Financial Econometrics. ISSN 1479-8417 doi: https://doi.org/10.1093/jjfinec/nbad007

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2023) Do professional forecasters believe in the Phillips curve? International Journal of Forecasting. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2023.11.004 (In Press)

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Galvão, A. B. (2023) Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty. Journal of Applied Econometrics, 38 (2). pp. 164-185. ISSN 1099-1255 doi: https://doi.org/10.1002/jae.2944

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341, Rich, R. W. and Tracy, J. S. (2023) Surveys of professionals. In: Bachmann, R., Topa, G. and van der Klaauw, W. (eds.) Handbook of Economic Expectations. Academic Press, pp. 71-106. ISBN 9780128229279 doi: https://doi.org/10.1016/B978-0-12-822927-9.00009-4

Cojoianu, T. F., Hoepner, A. G. F., Hu, X., Ramadan, M., Veneri, P. and Wójcik, D. (2023) Are cities venturing green? A global analysis of the impact of green entrepreneurship on city air pollution. Small Business Economics. ISSN 1573-0913 doi: https://doi.org/10.1007/s11187-023-00764-4

Cong, W. L., Li, X. ORCID: https://orcid.org/0000-0003-1034-4539, Tang, K. and Yang, Y. (2023) Crypto wash trading. Management Science, 69 (11). pp. 6427-6454. ISSN 1526-5501 doi: https://doi.org/10.1287/mnsc.2021.02709

Dang, T. D., Hollstein, F. and Prokopczuk, M. (2023) Which factors for corporate bond returns? The Review of Asset Pricing Studies, 13 (4). pp. 615-652. ISSN 2045-9939 doi: https://doi.org/10.1093/rapstu/raad005

Duan, K. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) The instability of stablecoins. Finance Research Letters, 52. 103573. ISSN 1544-6123 doi: https://doi.org/10.1016/j.frl.2022.103573

Duan, K., Zhao, Y., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Huang, Y. (2023) Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty. Energy Economics, 127 (Part A). 107079. ISSN 1873-6181 doi: https://doi.org/10.1016/j.eneco.2023.107079

El Hajjar, S. ORCID: https://orcid.org/0000-0002-5664-8346, Menassa, E. and Kassamany, T. (2023) An exploratory study of US acquirers’ market performance: pre- versus post- Sarbanes-Oxley act of 2002. Journal of Financial Reporting and Accounting, 21 (2). pp. 268-299. ISSN 1985-2517 doi: https://doi.org/10.1108/JFRA-08-2020-0246

Fan, R., Talavera, O. and Tran, V. ORCID: https://orcid.org/0000-0001-9561-8118 (2023) Information flows and the law of one price. International Review of Financial Analysis, 85. 102466. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2022.102466

Fan, R., Talavera, O. and Tran, V. ORCID: https://orcid.org/0000-0001-9561-8118 (2023) Social media and price discovery: the case of cross-listed firms. Journal of Financial Research, 46 (1). pp. 151-167. ISSN 0270-2592 doi: https://doi.org/10.1111/jfir.12310

Feng, H., Gao, D., Duan, K. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. International Review of Financial Analysis, 89. 102756. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2023.102756

Gevorkova, V., Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983 and Vogt, J. ORCID: https://orcid.org/0000-0002-3178-2805 (2023) Cleansing investor’s conscience: the effects of incidental guilt on socially responsible investment decisions. Journal of Business Ethics. ISSN 1573-0697 doi: https://doi.org/10.1007/s10551-023-05585-9

Govindarajan Driver, D., Andenæs, M. and Munro, I. ORCID: https://orcid.org/0000-0003-3953-9372 (2023) An inconvenient dissident: human rights activism in the case of Julian Assange. Organization. ISSN 1461-7323 doi: https://doi.org/10.1177/13505084231183954

Gülnur, A. and Antypas, N. ORCID: https://orcid.org/0000-0001-8046-4590 (2023) Favourable funding conditions: friend or foe of shipping M&As? Maritime Economics & Logistics, 25 (4). pp. 728-754. ISSN 1479-294X doi: https://doi.org/10.1057/s41278-023-00272-y

Han, W., Newton, D., Platanakis, E., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Ye, X. (2023) On the (almost) stochastic dominance of cryptocurrency factor portfolios and implications for cryptocurrency asset pricing. European Financial Management. ISSN 1468-036X doi: https://doi.org/10.1111/eufm.12431

Hasan, I., Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323, To, T. Y., Wu, E. and Zhang, G. (2023) COVID-19 pandemic and global corporate CDS spreads. Journal of Banking & Finance, 147. 106618. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2022.106618

Hasan, I., Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323, Wu, E. and Zhang, G. (2023) Creditor-control rights and the nonsynchronicity of global CDS markets. The Review of Corporate Finance Studies. ISSN 2046-9136 doi: https://doi.org/10.1093/rcfs/cfad010

Hollstein, F. and Prokopczuk, M. (2023) Managing the market portfolio. Management Science, 69 (6). pp. 3157-3758. ISSN 1526-5501 doi: https://doi.org/10.1287/mnsc.2022.4459

Hollstein, F., Prokopczuk, M. and Würsig, C. M. (2023) Market power and systematic risk. Financial Management. ISSN 1755-053X doi: https://doi.org/10.1111/fima.12438

Hu, Y., Shen, D. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Attention allocation and cryptocurrency return co-movement: evidence from the stock market. International Review of Economics & Finance, 88. pp. 1173-1185. ISSN 1059-0560 doi: https://doi.org/10.1016/j.iref.2023.07.068

Huang, X., Han, W., Newton, D., Platanakis, E., Stafylas, D. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2023) The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19. European Journal of Finance. ISSN 1466-4364 doi: https://doi.org/10.1080/1351847X.2022.2033806

Huang, Y., Duan, K. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Time-varying dependence between Bitcoin and green financial assets: a comparison between pre- and post-COVID-19 periods. Journal of International Financial Markets, Institutions and Money, 82. 101687. ISSN 1042-4431 doi: https://doi.org/10.1016/j.intfin.2022.101687

Jahanshahloo, H., Irresberger, F. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Bitcoin under the microscope. The British Accounting Review. 101237. ISSN 1095-8347 doi: https://doi.org/10.1016/j.bar.2023.101237

Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754, Wang, S. ORCID: https://orcid.org/0000-0003-2113-5521 and Xue, X. (2023) Loss function-based change point detection in risk measures. European Journal of Operational Research, 310 (1). pp. 415-431. ISSN 0377-2217 doi: https://doi.org/10.1016/j.ejor.2023.03.033

Li, Y. ORCID: https://orcid.org/0000-0003-2386-3055, Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341, Padgett, C. and Zhang, X.‐Y. ORCID: https://orcid.org/0000-0002-5354-0655 (2023) Does the age of compensation committee members matter for CEO compensation? Corporate Governance: An International Review. ISSN 1467-8683 doi: https://doi.org/10.1111/corg.12560

Li, Y., Lucey, B. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Can altcoins act as hedges or safe-havens for Bitcoin? Finance Research Letters, 52. 103360. ISSN 1544-6131 doi: https://doi.org/10.1016/j.frl.2022.103360

Li, Y., Zhang, W., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P. (2023) The unintended consequence of social media criticisms: an earnings management perspective. European Journal of Finance, 29 (1). pp. 33-57. ISSN 1466-4364 doi: https://doi.org/10.1080/1351847X.2022.2097885

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 and Tong, L. M. M. (2023) Supply constraints and search equilibrium in office markets. Journal of Real Estate Finance and Economics. ISSN 1573-045X doi: https://doi.org/10.1007/s11146-023-09955-y

Mariani, M. ORCID: https://orcid.org/0000-0002-7916-2576, Platanakis, E., Safylas, D. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2023) Identifying a destination’s optimal tourist market mix: does a superior portfolio model exist? Tourism Management, 96. 104722. ISSN 0261-5177 doi: https://doi.org/10.1016/j.tourman.2023.104722

Martins, A. O. (2023) Banking reforms and microfinance in developing countries: impact on economic welfare. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00118757

Moore, T. K. (2023) The ‘resource curse’ of Mediaeval English state finance, C.1155–1453. In: da Costa Dominguez, R. and Andrade, A. A. (eds.) Portugal in a European Context: Essays on Taxation and Fiscal Policies in Late Medieval and Early Modern Western Europe. Palgrave Studies in the History of Finance. Palgrave Macmillan, Cham, pp. 159-176. ISBN 9783031062261 doi: https://doi.org/10.1007/978-3-031-06227-8_9

Nguyen, M. A. (2023) The impact of sovereign rating changes on firm activities. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00112810

Niculaescu, C.-E., Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072 and Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983 (2023) Venture capital financing in the eSports industry. Research in International Business and Finance, 65. 101951. ISSN 1878-3384 doi: https://doi.org/10.1016/j.ribaf.2023.101951

Niculescu, C. E., Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983 and Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072 (2023) Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors. International Review of Financial Analysis, 88. 102703. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2023.102703

Platanakis, E. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2023) Cryptocurrency portfolios using heuristics. In: Alphonse, P., Bouaiss, K., Grandin, P. and Zopounidis, C. (eds.) Essays in Financial Analytics. Lecture Notes in Operations Research. Springer, Cham, pp. 117-128. ISBN 9783031294877 doi: https://doi.org/10.1007/978-3-031-29050-3_7

Prokopczuk, M., Symeonidis, L. ORCID: https://orcid.org/0000-0001-5678-9977, Wese Simen, C. ORCID: https://orcid.org/0000-0003-4119-3024 and Wichmann, R. ORCID: https://orcid.org/0000-0001-8895-4404 (2023) Convenience yield risk. Energy Economics, 120. 106536. ISSN 1873-6181 doi: https://doi.org/10.1016/j.eneco.2023.106536

Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983 and Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593 (2023) Explaining green bond issuance using survey evidence: beyond the greenium. The British Accounting Review, 55 (1). 101071. ISSN 0890-8389 doi: https://doi.org/10.1016/j.bar.2021.101071

Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593, Morais, F. ORCID: https://orcid.org/0000-0003-1297-6556 and Akrivou, K. ORCID: https://orcid.org/0000-0003-2212-6280, (2023) Henley Business School report to the United Nations' Principles for Responsible Management Education 2021/22 and 2022/23. Report. Henley Business School

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P. (2023) No cryptocurrency experience required: managerial characteristics in cryptocurrency fund performance. Review of Corporate Finance, 3 (4). pp. 529-569. ISSN 2046-9136 doi: https://doi.org/10.1561/114.00000050

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Yarovaya, L. (2023) Cryptocurrency research: future directions. European Journal of Finance. ISSN 1466-4364 doi: https://doi.org/10.1080/1351847X.2023.2284186

Zhao, Y. (2023) Essays on corporate governance. MPhil thesis, University of Reading. doi: https://doi.org/10.48683/1926.00112466

This list was generated on Wed Dec 25 07:54:05 2024 UTC.

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