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Items where Division is "ICMA Centre" and Year is 2024

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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.

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