Article

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

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

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

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

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

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

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)

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)

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

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

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

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

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., 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

Book or Report Section

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

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)

Thesis

Bantis, E. (2024) Essays on economic forecasting with alternative datasets. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00116420

Ding, Z. (2024) European SMEs: climate risk, financing and ownership. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00116239

Pan, J. (2024) Essays on measures of risk in finance. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00115297

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

Zhang, Y. (2024) Macroeconomics and asset pricing. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00116006