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

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Number of items: 55.

A

Aguir, I., Boubakri, N., Marra, M. 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

Alexandridis, G., Antypas, N. and Lee, V. (2023) Do boutique investment banks have the midas touch? Evidence from M&As. European Financial Management. ISSN 1468-036X doi: https://doi.org/10.1111/eufm.12425 (In Press)

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

B

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

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, Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593 and Walker, J. T. (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

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

C

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., 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

D

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

E

El Hajjar, S., 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

F

Fan, R., Talavera, O. and Tran, V. (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. (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

G

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. (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

H

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., 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., 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

Hoepner, A. G. F., Oikonomou, I., Sautner, Z., Starks, L. T. and Zhou, X. Y. (2023) ESG shareholder engagement and downside risk. Review of Finance. ISSN 1573-692X doi: https://doi.org/10.1093/rof/rfad034 (In Press)

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

J

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

L

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

M

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., 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

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

N

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

P

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

S

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

U

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

Z

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 Fri Apr 26 03:04:19 2024 UTC.

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