Number of items: 39.
A
Alabi, M. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
(2024)
The financial impact of financial fair play regulation: evidence from the English Premier League.
International Review of Financial Analysis.
ISSN 1873-8079
(In Press)
Alexandridis, G., Antypas, N. ORCID: https://orcid.org/0000-0001-8046-4590 and Lee, V. Y.
(2024)
Do boutique investment banks have the midas touch?
Evidence from M&As.
European Financial Management, 30 (1).
pp. 634-672.
ISSN 1468-036X
doi: https://doi.org/10.1111/eufm.12425
Azevedo, A., Colak, G., El Kalak, I. and Tunaru, R.
(2024)
The timing of voluntary delisting.
Journal of Financial Economics, 155.
103832.
ISSN 1879-2774
doi: https://doi.org/10.1016/j.jfineco.2024.103832
B
Bantis, E.
(2024)
Essays on economic forecasting with alternative datasets.
PhD thesis, University of Reading.
doi: https://doi.org/10.48683/1926.00116420
Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072, Eiden, H. and Killick, H.
(2024)
Soldier and Speaker: Sir Richard
Waldegrave’s interactions with the court
of chivalry and the Peasants’ Revolt.
In: Ambühl, R. and King, A. (eds.)
Documenting Warfare: Records of the Hundred Years War, Edited and Translated in Honour of Anne Curry.
Warfare in History (54).
Boydell Press, Woodbridge, pp. 171-184.
ISBN 9781837650248
Billio, M., Busetto, F., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327
(2024)
Bond supply expectations and the term structure of interest rates.
Journal of International Money and Finance.
103217.
ISSN 1873-0639
doi: https://doi.org/10.1016/j.jimonfin.2024.103217
C
Cathcart, L., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Rossi, L. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327
(2024)
Corporate bankruptcy and banking deregulation: the effect of financial leverage.
Journal of Banking and Finance.
107219.
ISSN 1872-6372
doi: https://doi.org/10.1016/j.jbankfin.2024.107219
Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341
(2024)
Survey expectations and adjustments for multiple testing.
Journal of Economic Behavior and Organization, 224.
pp. 338-354.
ISSN 2328-7616
doi: https://doi.org/10.1016/j.jebo.2024.06.009
Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341
(2024)
Survey respondents’ inflation forecasts and the COVID period.
Journal of Forecasting.
ISSN 1099-131X
doi: https://doi.org/10.1002/for.3169
Cui, Y. ORCID: https://orcid.org/0000-0002-0106-0668, Gavriilidis, K., Gebka, B. and Kallinterakis, V.
(2024)
Numerological superstitions and market-wide herding:
evidence from China.
International Review of Financial Analysis, 93.
103199.
ISSN 1873-8079
doi: https://doi.org/10.1016/j.irfa.2024.103199
D
Dierkes, M., Hollstein, F., Prokopczuk, M. and Würsig, C. M.
(2024)
Measuring tail risk.
Journal of Econometrics, 241 (2).
105769.
ISSN 1872-6895
doi: https://doi.org/10.1016/j.jeconom.2024.105769
Ding, Z.
(2024)
European SMEs: climate risk, financing and ownership.
PhD thesis, University of Reading.
doi: https://doi.org/10.48683/1926.00116239
Dionysopoulos, C., Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
(2024)
Central bank digital currencies: a critical review.
International Review of Financial Analysis, 91.
103031.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2023.103031
Drobetz, W., Hollstein, F., Otto, T. and Prokopczuk, M.
(2024)
Estimating stock market betas via machine learning.
Journal of Financial and Quantitative Analysis.
ISSN 1756-6916
doi: https://doi.org/10.1017/S0022109024000036
E
El Hajjar, S. ORCID: https://orcid.org/0000-0002-5664-8346, Gebka, B., Duxbury, D. and Su, C.
(2024)
Does religiosity affect stock investors’ herding behaviour?
Global evidence.
Finance Research Letters, 62 (A).
105165.
ISSN 1544-6123
doi: https://doi.org/10.1016/j.frl.2024.105165
El Hajjar, S. ORCID: https://orcid.org/0000-0002-5664-8346, Gebka, B., Duxbury, D. and Su, C.
(2024)
A behavioural appraisal of regulatory financial reforms and implications for corporate management.
British Journal of Management, 35 (1).
pp. 415-433.
ISSN 1467-8551
doi: https://doi.org/10.1111/1467-8551.12720
G
Göppinger, S., Luque, J. and Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676
(2024)
Property management technology adoption in the short-term housing rental market.
Real Estate Economics.
ISSN 1540-6229
(In Press)
H
Hoepner, A. G. F., Oikonomou, I., Sautner, Z., Starks, L. T. and Zhou, X. Y.
(2024)
ESG shareholder engagement and downside risk.
Review of Finance, 28 (2).
pp. 483-510.
ISSN 1573-692X
doi: https://doi.org/10.1093/rof/rfad034
Hu, H., Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754, Pan, J. and Wang, S. ORCID: https://orcid.org/0000-0003-2113-5521
(2024)
Environmental performance and credit ratings: a transatlantic study.
International Review of Financial Analysis.
103635.
ISSN 1873-8079
doi: https://doi.org/10.1016/j.irfa.2024.103635
Huang, X., Newton, D. P., Platanakis, E. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X
(2024)
Single-stage portfolio optimization with automated machine learning for M6.
International Journal of Forecasting.
ISSN 0169-2070
(In Press)
Huang, Z.-C., Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
(2024)
Forecasting Bitcoin volatility using machine learning techniques.
Journal of International Financial Markets, Institutions and Money.
ISSN 1873-0612
(In Press)
L
Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754, Pan, J. and Wang, S. ORCID: https://orcid.org/0000-0003-2113-5521
(2024)
Measuring climate-related and environmental risks for equities.
Journal of Environmental Management.
ISSN 0301-4797
doi: https://doi.org/10.1016/j.jenvman.2024.123393
(In Press)
Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754, Pan, J. and Wang, S. ORCID: https://orcid.org/0000-0003-2113-5521
(2024)
On the estimation of Value-at-Risk and Expected Shortfall at extreme levels.
Journal of Commodity Markets, 34.
100391.
ISSN 2405-8513
doi: https://doi.org/10.1016/j.jcomm.2024.100391
Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754, Qi, S. and Tunaru, R.
(2024)
Measures of model risk for continuous-time finance models.
Journal of Financial Econometrics.
ISSN 1479-8417
doi: https://doi.org/10.1093/jjfinec/nbae001
P
Pan, J.
(2024)
Essays on measures of risk in finance.
PhD thesis, University of Reading.
doi: https://doi.org/10.48683/1926.00115297
Platanakis, E., Stafyla, D. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X
(2024)
Portfolio management with alternative investments.
In: Cumming, D. and Hammer, B. (eds.)
The Palgrave Encyclopedia of Private Equity.
Palgrave, Basingstoke.
ISBN 9783030387389
doi: https://doi.org/10.1007/978-3-030-38738-9
(In Press)
Q
Qiu, Z., Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Nakata, K. ORCID: https://orcid.org/0000-0002-7986-6012
(2024)
VaR and ES forecasting via recurrent neural network-based stateful models.
International Review of Financial Analysis, 92.
103102.
ISSN 1873-8079
doi: https://doi.org/10.1016/j.irfa.2024.103102
R
Rahman, D., Haque, A., Kabir, M. and Bin Hasan, M. S. ORCID: https://orcid.org/0009-0001-4827-1964
(2024)
Firm-level political risk and equity issuance.
Journal of International Financial Markets, Institutions and Money.
ISSN 1042-4431
(In Press)
Ren, X., Xiao, Y., Duan, K. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
(2024)
Spillover effects between fossil energy and green markets: evidence from informational inefficiency.
Energy Economics.
107317.
ISSN 1873-6181
doi: https://doi.org/10.1016/j.eneco.2024.107317
Rocciolo, F., Gheno, A. and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153
(2024)
CEO overcaution and capital structure choices.
Financial Review, 59 (3).
pp. 719-743.
ISSN 1540-6288
doi: https://doi.org/10.1111/fire.12383
S
Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593, Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H.
(2024)
Labor investment inefficiency and LGBTQ+-friendliness.
International Review of Financial Analysis, 95 (B).
103469.
ISSN 1873-8079
doi: https://doi.org/10.1016/j.irfa.2024.103469
Sina, A., Billio, M., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Rocciolo, F. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327
(2024)
The systemic risk of leveraged and covenant-lite loan syndications.
International Review of Financial Analysis.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2024.103738
(In Press)
Singleton, C. ORCID: https://orcid.org/0000-0001-8247-8830, Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Chung, A. ORCID: https://orcid.org/0000-0003-4167-4012, Reade, J. J. ORCID: https://orcid.org/0000-0002-8610-530X and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
(2024)
Scoring goals: The impact of English Premier League football teams on local university admissions.
Economics Letters, 244.
111957.
ISSN 1873-7374
doi: https://doi.org/10.1016/j.econlet.2024.111957
X
Xue, Y.
(2024)
Essays on M&As: the effect of political ideology divergence, climate change and technology on M&As.
PhD thesis, University of Reading.
doi: https://doi.org/10.48683/1926.00116238
Z
Zaznov, I., Kunkel, J. M., Badii, A. and Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X
(2024)
The intraday dynamics predictor: a TrioFlow Fusion of Convolutional Layers and Gated Recurrent Units for high-frequency price movement forecasting.
Applied Sciences, 14 (7).
2984.
ISSN 2076-3417
doi: https://doi.org/10.3390/app14072984
Zhang, H. and Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X
(2024)
Managing portfolio risk during crisis times: a dynamic conditional correlation perspective.
The Quarterly Review of Economics and Finance, 94.
pp. 241-251.
ISSN 1062-9769
doi: https://doi.org/10.1016/j.qref.2024.02.002
Zhang, Y.
(2024)
Macroeconomics and asset pricing.
PhD thesis, University of Reading.
doi: https://doi.org/10.48683/1926.00116006
Zhang, Y., Kappou, K. ORCID: https://orcid.org/0000-0002-5047-8104 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
(2024)
Macroeconomic momentum and cross-sectional equity market
indices.
Journal of International Financial Markets, Institutions and Money, 92.
101974.
ISSN 1042-4431
doi: https://doi.org/10.1016/j.intfin.2024.101974
Zhao, Z. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X
(2024)
Why are pension schemes frozen, and how does a freeze affect the employer’s risk?
International Review of Economics and Finance, 94.
103393.
ISSN 1873-8036
doi: https://doi.org/10.1016/j.iref.2024.103393
This list was generated on Wed Dec 25 07:21:18 2024 UTC.