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Adamsson, H., Hoepner, A., Rammal, H.G. and Rezec, M. (2011) A review of Islamic funds’ financial performance and investment style in muslim and non-muslim countries. In: Hadj Ali, S. and Escurat, A. (eds.) Finance Islamique. Regard(s) sure une finance alternative. Mazars, Algiers.

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Agathee, U. S., Sannassee, R. V. and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2012) The underpricing of IPOs on the stock exchange of Mauritius. Research in International Business and Finance, 26. pp. 281-303. ISSN 0275-5319 doi: https://doi.org/10.1016/j.ribaf.2012.01.001

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

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Akrivou, K. ORCID: https://orcid.org/0000-0003-2212-6280, Woodrow, C. and Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593, (2021) Henley Business School report to the United Nations Principles for Responsible Management Education 2019/20 and 2020/21. Report. Henley Business School (PRME)

Alabi, M. O. (2022) Football and finance: essays on the impact of regulation, governance strategies and covid-19. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00112989

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

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)

Alexander, C. (2003) Managing operational risk with Bayesian networks. In: Alexander, C. (ed.) Operational risk: regulation, analysis and management. Prentice Hall / Pearson, Harlow, pp. 285-295. ISBN 9780273659662

Alexander, C. (2003) Operational risk: regulation, analysis and management. Prentice Hall / Pearson , Harlow , pp368. ISBN 9780273659662

Alexander, C. (2003) Statistical models of operational loss. In: Alexander, C. (ed.) Operational risk: regulation, analysis and management. Prentice Hall / Pearson, Harlow, pp. 129-170. ISBN 9780273659662

Alexander, C. (2004) Correlation in crude oil and natural gas markets. In: Kaminsky, V. (ed.) Managing Energy Price Risk: The New Challenges and Solutions. Third Edition. Risk Books, pp. 573-606. ISBN 9781904339199

Alexander, C. (2008) Hedging the risk of energy futures portfolios. In: Geman, H. (ed.) Risk management in commodity markets: from shipping to agriculturals and energy. Wiley, pp. 117-127. ISBN 9780470694251

Alexander, C. (2008) Market risk analysis. Volume I. Quantitative methods in finance. Wiley, pp318. ISBN 9780470998007

Alexander, C. (2008) Market risk analysis. Volume II. Practical financial econometrics. Wiley, pp426. ISBN 9780470998014

Alexander, C. (2008) Market risk analysis. Volume III. Pricing, hedging and trading financial instruments. Wiley. ISBN 9780470997895

Alexander, C. (2009) Market risk analysis. Volume IV. Value at risk models. Wiley, pp492. ISBN 9780470997888

Alexander, C. (2003) Principles of the skew. In: Lipton, A. (ed.) Exotic options. Risk Books. ISBN 9781904339090

Alexander, C. and Barbosa, A. (2005) The spider in the hedge. Review of Futures Markets, 11 (1). pp. 89-113.

Alexander, C. and Dimitriu, A. (2004) The art of investing in hedge funds: fund selection and optimal allocations. In: Schachter, B. (ed.) Intelligent hedge fund investing. Risk Books. ISBN 9781904339229

Alexander, C. and Dumitriu, A. (2005) Hedge fund index tracking. In: Gregoriou, G. N., Hübner, G., Papageorgiou, N. and Rouah, F. D. (eds.) Hedge funds: insights in performance measurement, risk analysis, and portfolio allocation. Wiley, pp. 165-181. ISBN 9780471737438

Alexander, C. and Nogueira, L. (2004) Stochastic local volatility. In: Second international IASTED conference on financial engineering and applications, 8-10 November, 2004, Massachusetts Institute of Technology, Cambridge, USA.

Alexander, C. and Pezier, J., (2003) Assessment and aggregation of banking risks. Report. International Finanial Risk Institute (IFCI) pp83. (Unpublished)

Alexander, C. and Sheedy, E., eds. (2008) The professional risk manager's guide to financial instruments. McGraw-Hill, pp400. ISBN 9780071546492

Alexander, C. and Sheedy, E., eds. (2008) The professional risk manager's guide to financial markets. McGraw-Hill. ISBN 9780071546485

Alexander, C. and Venkatramanan, A. (2008) Commodity options. In: Fabozzi, F. J., Füss, R. and Kaiser, D. G. (eds.) Handbook of commodity investing. Wiley, pp. 570-595. ISBN 9780470117644

Alexander, C. (2002) Cointegration and asset allocation: a new active hedge fund strategy. Research in International Business and Finance, 16. pp. 65-90. ISSN 0275-5319

Alexander, C. (2008) Moving average models for volatility and correlation and covarience matrices. In: Fabozzi, F. J. (ed.) Handbook of finance: valuation, financial modeling, and quantitative tools. Wiley, pp. 711-724. ISBN 9780470078167

Alexander, C. (2004) Normal mixture diffusion with uncertain volatility: modelling short- and long-term smile effects. Journal of Banking & Finance, 28 (12). pp. 2957-2980. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2003.10.017

Alexander, C. (2002) Principal component models for generating large GARCH covariance matrices. Economic Notes, 31 (2). pp. 337-359. ISSN 1468-0300 doi: https://doi.org/10.1111/1468-0300.00089

Alexander, C. (2008) Statistical models of operational loss. In: Fabozzi, F. J. (ed.) Handbook of finance: valuation, financial modeling, and quantitative tools. Wiley, pp. 109-128. ISBN 9780470078167

Alexander, C. (2005) The present and future of financial risk management. Journal of Financial Econometrics, 3 (1). pp. 3-25. ISSN 1479-8417 doi: https://doi.org/10.1093/jjfinec/nbi003

Alexander, C. and Barbosa, A. (2007) Effectiveness of minimum-variance hedging. Journal of Portfolio Management, 33 (2). pp. 46-59. ISSN 0095-4918 doi: https://doi.org/10.3905/jpm.2007.674793

Alexander, C. and Barbosa, A. (2008) Hedging index exchange traded funds. Journal of Banking & Finance, 32 (2). pp. 326-337. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2007.03.012

Alexander, C. and Dimitriou, A. (2006) Rank alpha funds of hedge funds. In: Gregoriou, G. N. (ed.) Fund of hedge funds: performance, assessment, diversification and statistical properties. Elsevier, pp. 3-25. ISBN 9780750679848

Alexander, C. and Dimitriu, A. (2005) Detecting switching strategies in equity hedge funds returns. The Journal of Alternative Investments, 8 (1). pp. 7-13. ISSN 1520-3255 doi: https://doi.org/10.3905/jai.2005.523079

Alexander, C. and Dimitriu, A. (2004) Equity indexing: optimize your passive investments. Quantitative Finance, 4 (3). C30-C33. ISSN 1469-7696 doi: https://doi.org/10.1088/1469-7688/4/3/F01

Alexander, C. and Dimitriu, A. (2005) Indexing and statistical arbitrage. Journal of Portfolio Management, 31 (2). pp. 50-63. ISSN 0095-4918 doi: https://doi.org/10.3905/jpm.2005.470578

Alexander, C. and Dimitriu, A. (2005) Indexing, cointegration and equity market regimes. International Journal of Finance & Economics, 10 (3). pp. 213-231. ISSN 1099-1158 doi: https://doi.org/10.1002/ijfe.261

Alexander, C. and Dimitriu, A. (2005) Rank alpha funds of hedge funds. The Journal of Alternative Investments, 8 (2). pp. 48-61. ISSN 1520-3255 doi: https://doi.org/10.3905/jai.2005.591577

Alexander, C. and Kaeck, A. (2012) Does model fit matter for hedging? Evidence from FTSE 100 options. Journal of Futures Markets, 32 (7). pp. 609-638. ISSN 1096-9934 doi: https://doi.org/10.1002/fut.20537

Alexander, C. and Kaeck, A. (2008) Regime dependent determinants of credit default swap spreads. Journal of Banking & Finance, 32 (6). pp. 1008-1021. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2007.08.002

Alexander, C. and Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 (2009) Modelling regime-specific stock price volatility. Oxford Bulletin of Economics and Statistics, 71 (6). pp. 761-797. ISSN 1468-0084 doi: https://doi.org/10.1111/j.1468-0084.2009.00563.x

Alexander, C. and Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 (2006) Normal mixture GARCH(1,1): applications to exchange rate modelling. Journal of Applied Econometrics, 21 (3). pp. 307-336. ISSN 1099-1255 doi: https://doi.org/10.1002/jae.849

Alexander, C. and Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 (2004) Time aggregation of normal mixture GARCH models. In: Second international IASTED conference on financial engineering and applications, 8-10 November, 2004, Massachusetts Institute of Technology, Cambridge, USA.

Alexander, C. and Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 (2021) The continuous limit of weak GARCH. Econometric Reviews, 40 (2). pp. 197-216. ISSN 1532-4168 doi: https://doi.org/10.1080/07474938.2020.1799592

Alexander, C. and Nogueira, L. M. (2007) Model-free hedge ratios and scale-invariant models. Journal of Banking & Finance, 31 (6). pp. 1839-1861. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2006.11.011

Alexander, C. and Nogueira, L. M. (2007) Model-free price hedge ratios for homogeneous claims on tradable assets. Quantative Finance, 7 (5). pp. 473-479. ISSN 1469-7696 doi: https://doi.org/10.1080/14697680601101700

Alexander, C. and Scourse, A. (2004) Bivariate normal mixture spread option valuation. Quantitative Finance, 4 (6). pp. 637-648. ISSN 1469-7696 doi: https://doi.org/10.1080/14697680400016174

Alexander, C. and Sheedy, E. (2008) Developing a stress testing framework based on market risk models. Journal of Banking & Finance, 32 (10). pp. 2220-2236. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2007.12.041

Alexander, C. and Sheedy, E., eds. (2008) The professional risk manager's guide to finance theory and application. McGraw-Hill, pp400. ISBN 9780071546478

Alexander, C. and Venkatramanan, A. (2012) Analytic approximations for multi-asset option pricing. Mathematical Finance, 22 (4). pp. 667-689. ISSN 1467-9965 doi: https://doi.org/10.1111/j.1467-9965.2011.00481.x

Alexander, C., Cordeiro, G. M., Ortega, E. M. M. and Sarabia, J. M. (2012) Generalized beta generated distributions. Computational Statistics and Data Analysis, 56 (6). pp. 1880-1897. ISSN 0167-9473 doi: https://doi.org/10.1016/j.csda.2011.11.015

Alexander, C., Kaeck, A. and Nogueira, L. (2009) Model risk adjusted hedge ratios. The Journal of Futures Markets, 29 (11). pp. 1021-1049. ISSN 1096-9934 doi: https://doi.org/10.1002/fut.20406

Alexander, C., Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Stanescu, S. (2013) Forecasting VaR using analytic higher moments for GARCH processes. International Review of Financial Analysis, 30. pp. 36-45. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2013.05.006

Alexander, C., Prokopczuk, M. and Sumawong, A. (2013) The (de)merits of minimum-variance hedging: application to the crack spread. Energy Economics, 36. pp. 698-707. ISSN 0140-9883 doi: https://doi.org/10.1016/j.eneco.2012.11.016

Alexander, C., Rubinov, A., Kalepky, M. and Leontsinis, S. (2012) Regime-dependent smile-adjusted delta hedging. Journal of Futures Markets, 32 (3). pp. 203-229. ISSN 1096-9934 doi: https://doi.org/10.1002/fut.20517

Alexander, C., Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Stanescu, S. (2021) Analytic moments for GJR-GARCH (1,1) processes. International Journal of Forecasting, 37 (1). pp. 105-124. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2020.03.005

Alexandridis, G. and Singh, M. (2016) Mergers and acquisitions in shipping. In: Kavussanos, M. G. and Visvikis, I. D. (eds.) The International Handbook of Shipping Finance: Theory and Practice. Palgrave Macmillan, London. ISBN 9781137465450 doi: https://doi.org/10.1057/978-1-137-46546-7

Alexandridis, G., Antoniou, A. and Petmezas, D. (2007) Divergence of opinion and post-acquisition performance. Journal of Business Finance and Accounting, 34 (3-4). pp. 439-460. ISSN 1468-5957 doi: https://doi.org/10.1111/j.1468-5957.2007.02043.x

Alexandridis, G., Antoniou, A. and Zhao, H. (2008) Belief asymmetry and gains from acquisitions. Journal of Multinational Financial Management, 18 (5). pp. 443-460. ISSN 1042-444X doi: https://doi.org/10.1016/j.mulfin.2007.11.003

Alexandridis, G., Antoniou, A. and Zhao, H. (2006) Valuation effects of short sale constraints: the case of corporate takeovers. European Financial Management, 12 (5). pp. 747-762. ISSN 1468-036X doi: https://doi.org/10.1111/j.1468-036X.2006.00275.x

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

Alexandridis, G., Antypas, N. ORCID: https://orcid.org/0000-0001-8046-4590 and Travlos, N. (2017) Value creation from M&As: new evidence. Journal of Corporate Finance, 45. pp. 632-650. ISSN 0929-1199 doi: https://doi.org/10.1016/j.jcorpfin.2017.05.010

Alexandridis, G., Antypas, N. ORCID: https://orcid.org/0000-0001-8046-4590, Gulnur, A. and Visvikis, I. (2020) Corporate financial leverage and M&As choices: evidence from the shipping industry. Transportation Research Part E: Logistics and Transportation Review, 133. 101828. ISSN 1366-5545 doi: https://doi.org/10.1016/j.tre.2019.101828

Alexandridis, G., Chen, Z. and Zeng, Y. (2021) Financial hedging and corporate investment. Journal of Corporate Finance, 67. 101887. ISSN 0929-1199 doi: https://doi.org/10.1016/j.jcorpfin.2021.101887

Alexandridis, G., Doukas, J. A. and Mavis, C. P. (2019) Does firing a CEO pay off? Financial Management, 48 (1). pp. 3-43. ISSN 1755-053X doi: https://doi.org/10.1111/fima.12228

Alexandridis, G., Fuller, K., Terhaar, L. and Travlos, N. (2013) Deal size, acquisition premia and shareholder gains. Journal of Corporate Finance, 20. pp. 1-13. ISSN 0929-1199 doi: https://doi.org/10.1016/j.jcorpfin.2012.10.006

Alexandridis, G., Hoepner, A. G. F., Huang, Z. and Oikonomou, I. (2022) Corporate social responsibility culture and international M&As. The British Accounting Review, 54 (1). 101035. ISSN 0890-8389 doi: https://doi.org/10.1016/j.bar.2021.101035

Alexandridis, G., Kavussanos, M. G., Kim, C. Y., Tsouknidis, D. A. and Visvikis, I. D. (2018) A survey of shipping finance research: setting the future research agenda. Transportation Research Part E: Logistics and Transportation Review, 115. pp. 164-212. ISSN 1366-5545 doi: https://doi.org/10.1016/j.tre.2018.04.001

Alexandridis, G., Mavrovitis, C. F. and Travlos, N. G. (2012) How have M&As changed? Evidence from the sixth merger wave. European Journal of Finance, 18 (8). pp. 663-688. ISSN 1466-4364 doi: https://doi.org/10.1080/1351847X.2011.628401

Alexandridis, G., Petmezas, D. and Travlos, N.G. (2010) Gains from mergers and acquisitions around the World: new evidence. Financial Management, 39 (4). pp. 1671-1695. ISSN 1755-053X doi: https://doi.org/10.1111/j.1755-053X.2010.01126.x

Alexandridis, G., Sahoo, S., Song, D.-W. and Visvikis, I. (2018) Shipping risk management practice revisited: a new portfolio approach. Transportation Research Part A, 110. pp. 274-290. ISSN 0965-8564 doi: https://doi.org/10.1016/j.tra.2017.11.014

Alexandridis, G., Visvikis, I. and Sahoo, S. (2017) Economic information transmissions and liquidity between shipping markets: new evidence from freight derivatives. Transportation Research Part E: Logistics and Transportation Review, 98. pp. 82-104. ISSN 1366-5545 doi: https://doi.org/10.1016/j.tre.2016.12.007

Alhammadi, S., Archer, S., Padgett, C. and Abdel Karim, R. A. (2018) Perspective of corporate governance and ethical issues with profit sharing investment accounts in Islamic banks. Journal of Financial Regulation and Compliance, 26 (3). pp. 406-424. ISSN 1358-1988 doi: https://doi.org/10.1108/jfrc-01-2017-0014

Alizadeh, A. H., Kappou, K. ORCID: https://orcid.org/0000-0002-5047-8104, Tsouknidis, D. and Visvikis, I. (2015) Liquidity effects and FFA returns in the international shipping derivatives market. Transportation Research Part E: Logistics and Transportation Review, 76. pp. 58-75. ISSN 1366-5545 doi: https://doi.org/10.1016/j.tre.2015.02.001

Alpa, G. and Andenas, M. (2005) Fondamenti del diritto privato europeo. Trattato di diritto privato ( Treaty of Private Law ). Giuffrè, Milan, pp814. ISBN 9788814118753

Alpas, G. and Andenas, M. (2009) Grundlagen des Europäischen Privatrechts. Springer, Heidelberg, pp441. ISBN 9783540795858

Alsakka, R., ap Gwilym, O., Klusak, P. and Tran, V. ORCID: https://orcid.org/0000-0001-9561-8118 (2015) Market impact under a new regulatory regime: Credit rating agencies in Europe. Economic Notes, 44 (2). pp. 275-308. ISSN 1468-0300 doi: https://doi.org/10.1111/ecno.12039

Ametefe, F., Devaney, S. ORCID: https://orcid.org/0000-0002-1916-2558 and Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 (2016) Liquidity review: dimensions, causes, measures and empirical applications in real estate markets. Journal of Real Estate Literature, 24 (1). pp. 1-29. ISSN 0927-7544

Amini, S., Hudson, R., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, J. (2021) Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk. European Journal of Finance, 27 (13). pp. 1326-1349. ISSN 1466-4364 doi: https://doi.org/10.1080/1351847X.2021.1900888

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

Andenas, M. and Fairgrieve, D., eds. (2009) Tom Bingham and the transformation of the Law: a liber amicorum. Oxford University Press, Oxford, pp970. ISBN 9780199566181

Andenas, M. and Wooldridge, F. (2009) European comparative company law. Cambridge University Press, Cambridge, pp648. ISBN 9780521842198

Andenas, M., Hess, B. and Oberhammer, P., eds. (2005) Enforcement agency practice in Europe. British Institute of International and Comparative Law, pp399. ISBN 0903067692

Andenas, M. and Alexander, K., eds. (2008) The World Trade Organisation and trade in services. Brill. ISBN 9789004162440

Andenas, M. and Zleptnig, S. (2008) Proportionality and balancing in WTO law: a comparative perspective. In: Alexander, K. and Andenas, M. (eds.) The World Trade Organisation and trade in services. Brill, pp. 147-171. ISBN 9789004162440

Andenas, M. and Zleptnig, S. (2007) Proportionality and balancing in WTO law: a comparative perspective. Cambridge Review of International Affairs, 20 (1). pp. 71-92. ISSN 1474-449X doi: https://doi.org/10.1080/09557570701232233

Anderson, K. and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2007) Extreme returns from extreme value stocks: enhancing the value premium. The Journal of Investing, 16 (1). pp. 69-81. ISSN 1068-0896 doi: https://doi.org/10.3905/joi.2007.681825

Anderson, K. and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2014) Speculative bubbles and the cross-sectional variation in stock returns. International Review of Financial Analysis, 35. pp. 20-31. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2014.07.004

Anderson, K. and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2006) The long-term price-earnings ratio. Journal of Business Finance and Accounting, 33 (7-8). pp. 1063-1086. ISSN 1468-5957 doi: https://doi.org/10.1111/j.1468-5957.2006.00621.x

Anderson, K., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Katsaris, A. (2010) Speculative bubbles in the S&P 500: was the tech bubble confined to the tech sector? Journal of Empirical Finance, 17 (3). pp. 345-361. ISSN 0927-5398 doi: https://doi.org/10.1016/j.jempfin.2009.12.004

Anderson, K., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Katsaris, A. (2011) The transmission of speculative bubbles between sectors of the S&P 500 during the tech bubble. In: Kolb, R. W. (ed.) Financial contagion: the viral threat to the wealth of nations. Kolb series in finance: essential perspectives. Wiley, Hoboken, New Jersey, pp. 335-342. ISBN 9780470922385

Anderson, K., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S. (2011) Testing for periodically collapsing rational speculative bubbles in US REITs. Journal of Real Estate Portfolio Management, 17 (3). pp. 227-241. ISSN 1083-5547

Andrikopoulos, P., Cui, Y. ORCID: https://orcid.org/0000-0002-0106-0668, Gad, S. and Kallinterakis, V. (2020) Feedback trading and the ramadan effect in frontier markets. Research in International Business and Finance, 51. 101085. ISSN 0275-5319 doi: https://doi.org/10.1016/j.ribaf.2019.101085

Ap Gwilym, O., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Clare, A. and Thomas, S. (1999) Tests of non-linearity using LIFFE futures transactions price data. The Manchester School, 67 (2). pp. 167-186. ISSN 1467-9957 doi: https://doi.org/10.1111/1467-9957.00140

Arch, L. ORCID: https://orcid.org/0000-0002-6359-0058 (2016) Disposed towards self-restraint: the London clearing banks, 1946-71. In: Akrivou, K. ORCID: https://orcid.org/0000-0003-2212-6280 and Sison, A. J. G. (eds.) The challenges of capitalism for virtue ethics and the common good: interdisciplinary perspectives. Edward Elgar Publishing Limited, Cheltenham, pp. 75-89. ISBN 9781784717902

Arch, L. ORCID: https://orcid.org/0000-0002-6359-0058 (2020) Effective bank regulation: seven guiding principles. Journal of Financial Regulation and Compliance, 28 (2). pp. 301-314. ISSN 1358-1988 doi: https://doi.org/10.1108/JFRC-06-2019-0075

Arch, L. ORCID: https://orcid.org/0000-0002-6359-0058 (2021) “If competition has any virtue, we ought not to have a system that stifles it”: competition in London clearing banking, 1946-1971. Enterprise and Society, 22 (3). pp. 770-807. ISSN 1467-2235 doi: https://doi.org/10.1017/eso.2020.21

Arch, L. ORCID: https://orcid.org/0000-0002-6359-0058 (2018) London Clearing Banking 1946-79: stability and compliance and its regulatory, competition and institutional underpinnings. PhD thesis, University of Reading. doi: https://doi.org/10.48683/1926.00078133

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Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072 (2011) English members of Philippe de Mézières' Order of the Passion. In: Blumenfeld-Kosinski, R. and Petkov, K. (eds.) Philippe de Mézières and his Age: Piety and Politics in the Fourteenth Century. The Medieval Mediterranean (91). Brill. ISBN 9789004211131

Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072 and Moore, T. (2018) The organisation and financing of English expeditions to the Baltic during the later Middle Ages. In: Baker, G., Lambert, C. and Simpkin, D. (eds.) Military Communities in Late Medieval England, Essays in Honour of Andrew Ayton. Warfare in History. Boydell & Brewer, Woodbridge, Suffolk. ISBN 9781783272983

Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072 and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2010) Valuing medieval annuities: were corrodies underpriced? Explorations in Economic History, 47 (2). pp. 142-157. ISSN 0014-4983 doi: https://doi.org/10.1016/j.eeh.2009.07.002

Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Dryburgh, P. R. (2006) Advance contracts for sale of wool c.1200-c.1327. List and Index Society, 315. List and Index Society, Kew, pp244.

Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Killick, H. (2019) A reappraisal of the freehold property market in late medieval England. Continuity and Change, 34 (3). pp. 287-313. ISSN 1469-218X doi: https://doi.org/10.1017/S0268416019000316

Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Markham, T. (2013) Does managerial turnover affect football club share prices? Aestimatio, the IEB International Journal of Finance, 7. 02-21. ISSN 2173-0164

Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Markham, T. (2013) The performance of football club managers: skill or luck? Economics & Finance Research, 1 (1). pp. 19-30. ISSN 2164-9480 doi: https://doi.org/10.1080/21649480.2013.768829

Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, A. (2009) Accounts of the English Crown with Italian merchant societies, 1272-1345. Standard List, 331. The List and Index Society, Kew, pp306. ISBN 9781906875183

Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. (2015) Le credit au Moyen Age: les prets a la couronne D'Angleterre entre 1272 et 1345. In: Resources publiques et contstruction étatique en Europe XIII-XVIII siecle, 2-3 July 2012, Colloque organise par l'IGPDE avec l'Université Paris 1 Pantheon-Sorbonne et ses laboratoires (IDHE, LAMOP, EA 127, SAMM) et le laboratoire d'excellence ReFi (heSam), pp. 117-130. (Colloque des 2 et 3 juillet 2012 sous la direction de Katia Beguin)

Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. (2013) Medieval foreign exchange: a time series analysis. In: Casson, M. ORCID: https://orcid.org/0000-0003-2907-6538 and Hashimzade, N. (eds.) Large Databases in Economic History: Research Methods and Case Studies. Routledge Explorations in Economic History. Routledge, Abingdon, pp. 97-123. ISBN 9780415820684

Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. (2017) The non-use of money in the Middle Ages. In: Mayhew, N. (ed.) Peter Spufford's Money and its Use in Medieval Europe - Twenty-five Years On. Royal Numismatic Society Special Publication (52). Royal Numismatic Society, pp. 137-151. ISBN 0901405698

Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Prokopczuk, M., eds. (2013) Handbook of research methods and applications in empirical finance. Edward Elgar, Cheltenham, pp512. ISBN 9780857936080

Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072, Curry, A., Chapman, A., King, A. and Simpkin, D. (2013) The soldier in later Medieval England : an online database. In: Villalon, A. L.J. and Kagay, D. J. (eds.) The Hundred Years War (Part III) : further considerations. History of Warfare. Brill, Leiden, pp. 19-48. ISBN 9789004245648

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

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072 (2010) Medieval chroniclers as war correspondents during the Hundred Years War: the earl of Arundel's naval campaign of 1387. In: Given-Wilson, C. (ed.) Fourteenth Century England. Fourteenth Century England, VI. Boydell and Brewer, Woodbridge, pp. 171-184. ISBN 9781843835301

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072 (2004) War and the soldier in the fourteenth century. Warfare in history. Boydell & Brewer, Woodbridge, pp256. ISBN 9781843831037

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072 (2008) The fourteenth-century soldier: more Chaucer's knight or medieval career? In: France, J. (ed.) Mercenaries and Paid Men: the Mercenary Identity in the Middle Ages. History of Warfare (47). Brill, pp. 301-315. ISBN 9789004164475

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072 (2011) The soldier, 'hadde he riden, no man ferre'. In: Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Curry, A., Chapman, A., King, A. and Simpkin, D. (eds.) The Soldier Experience in the Fourteenth Century. Warfare in History. Boydell and Brewer, pp. 209-218. ISBN 9781843836742

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072 and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2019) Is there a ‘magic link’ between research activity, professional teaching qualifications and student satisfaction? Higher Education Policy, 32 (2). pp. 227-248. ISSN 1740-3863 doi: https://doi.org/10.1057/s41307-018-0081-0

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072 and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2018) What makes students satisfied? A discussion and analysis of the UK’s national student survey. Journal of Further and Higher Education, 42 (8). pp. 1118-1142. ISSN 1469-9486 doi: https://doi.org/10.1080/0309877X.2017.1349886

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072 and Dale, R. S. (2011) The Medieval pilgrimage business. Enterprise and Society, 12 (3). pp. 601-627. ISSN 1467-2235 doi: https://doi.org/10.1017/S1467222700010235

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

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Dryburgh, P. (2004) Modern finance in the Middle Ages? Advance contracts with Cistercian abbeys for the supply of wool c. 1270-1330: a summary of findings. Cîteaux: Commentarii cistercienses, 55 (3-4). pp. 339-343. ISSN 0009-7497

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Dryburgh, P. R. (2007) The English wool market, c.1230-1327. Cambridge University Press, Cambridge, pp214. ISBN 9780521859417

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Dryburgh, P. R. (2007) Interest rates and efficiency in medieval wool forward contracts. Journal of Banking & Finance, 31 (2). pp. 361-380. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2006.04.006

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Dryburgh, P. R. (2006) ‘Leger est aprendre mes fort est arendre’: wool, debt, and the dispersal of Pipewell Abbey (1280-1330). Journal of Medieval History, 32 (3). pp. 187-211. ISSN 0304-4181 doi: https://doi.org/10.1016/j.jmedhist.2006.07.001

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Killick, H. (2019) Medieval property investors, ca. 1300-1500. Enterprise and Society, 20 (3). pp. 575-612. ISSN 1467-2235 doi: https://doi.org/10.1017/eso.2018.92

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Killick, H. (2022) The first real estate bubble? Land prices and rents in medieval England c. 1300-1500. Research in International Business and Finance, 62. 101700. ISSN 0275-5319 doi: https://doi.org/10.1016/j.ribaf.2022.101700

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. K. (2017) Cambium non est mutuum: exchange and interest rates in medieval Europe. The Economic History Review, 70 (2). pp. 373-396. ISSN 1468-0289 doi: https://doi.org/10.1111/ehr.12374

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. K. (2011) Credit finance in thirteenth-century England: the Ricciardi of Lucca and Edward I, 1272-1294. In: Burton, J., Lachaud, F., Schofield, P., Stöber, K. and Weiler, B. (eds.) Thirteenth-century England XIII: proceedings of the Paris conference, 2009. Thirteenth-century England (13). Boydell and Brewer, Woodbridge, pp. 101-116. ISBN 9781843836186

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. K. (2017) Did purchasing power parity hold in medieval Europe? The Manchester School, 85 (6). pp. 682-709. ISSN 1467-9957 doi: https://doi.org/10.1111/manc.12167

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. K. (2009) Interest in Medieval accounts: examples from England, 1272-1340. History, 94 (316). pp. 411-433. ISSN 1468-229X doi: https://doi.org/10.1111/j.1468-229X.2009.00464.x

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Moore, T. K. (2014) The credit relationship between Henry III and merchants of Douai and Ypres, 1247-70. Economic History Review, 67 (1). pp. 123-145. ISSN 1468-0289 doi: https://doi.org/10.1111/1468-0289.12013

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Taylor, N. (2016) Time-varying price discovery in the eighteenth century: empirical evidence from the London and Amsterdam stock markets. Cliometrica Journal of Historical Economics and Econometric History, 10 (1). pp. 5-30. ISSN 1863-2505 doi: https://doi.org/10.1007/s11698-014-0120-z

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2022) Why have UK universities become more indebted over time? International Review of Economics and Finance, 82. pp. 771-783. ISSN 1059-0560 doi: https://doi.org/10.1016/j.iref.2022.08.008

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Matthews, D. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2011) Over the moon or sick as a parrot? The effects of football results on a club's share price. Applied Economics, 44 (26). pp. 3435-3452. ISSN 1466-4283 doi: https://doi.org/10.1080/00036846.2011.577017

Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Curry, A., Chapman, A., King, A. and Simpkin, D., eds. (2011) The soldier experience in the fourteenth century. Warfare in History. Boydell and Brewer, pp224. ISBN 9781843836742

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Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Lacey, H. and Prescott, A. (2020) What can the black death tell us about the global economic consequences of a pandemic? In: Billio, M. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (eds.) A New World Post COVID-19 Lessons for Business, the Finance Industry and Policy Makers. Innovation in Business, Economics & Finance (1). Ca’ Foscari University Press, Venice, pp. 35-42. ISBN 9788869694424 doi: https://doi.org/10.30687/978-88-6969-442-4/002

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Board, J. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2007) Joined-up pensions policy in the UK: an asset-liability model for simultaneously determining the asset allocation and contribution rate. In: Zenios, S. A. and Ziemba, W. (eds.) Handbook of asset and liability management: applications and case studies. Handbooks in Finance (2). Elsevier , pp. 1029-1067. ISBN 9780444528025

Board, J. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2006) Program trading. In: Garrett, I. (ed.) Finance. The Blackwell Encyclopedia of Management (4). Wiley, pp. 159-160. ISBN 9781405118262

Board, J., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Hartavi, Y., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Wells, S. (2015) Risk and trading on London's Alternative Investment Market: The stock market for smaller and growing companies. Palgrave Pivot. Palgrave Macmillan, Basingstoke. ISBN 9781137361295

Board, J., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Wells, S., (2006) A false perception? The relative riskiness of AIM and listed stocks. Discussion Papers. 2006-0. Discussion Paper. University of Reading, Reading. pp40.

Board, J., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Wells, S., (2004) Distortion or distraction: US restrictions on EU exchange trading screens. City Research Series. 3. Report. Corporation of London

Board, J., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Wells, S. (2002) Transparency and fragmentation: financial market regulation in a dynamic environment. Palgrave, pp320. ISBN 9780333986349

Board, J., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Wells, S., (2009) The impact of the Credit Crunch on the Sterling Corporate Bond market. Technical Report. Investment Management Association pp69.

Board, J., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Ziemba, W. (2013) Financial markets. In: Gass, S. I. and Fu, M.C. (eds.) Encyclopedia of Operations Research and Management Science. 3rd edition. Springer, Berlin. ISBN 9781441911377

Board, J., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Ziemba, W. (2013) Portfolio theory: mean-variance. In: Gass, S.I. and Fu, M.C. (eds.) Encyclopedia of Operations Research and Management Science. 3rd edition. Springer, Berlin. ISBN 9781441911377

Board, J., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Ziemba, W. T. (2003) Applying operations research techniques to financial markets. Interfaces: An International Journal of the Institute for Operations Research and the Management Sciences, 33 (2). pp. 12-24. ISSN 0092-2102 doi: https://doi.org/10.1287/inte.33.2.12.14465

Board, J., Wells, S., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X, (2010) The LSE’s AIM market: effect on returns and trading of Canadian stocks. Report. The Task Force to Modernize Securities Legislation , Canada.

Board, J. L. G., Sutcliffe, C. M. S. ORCID: https://orcid.org/0000-0003-0187-487X and Ziemba, W. T. (2009) Operations research and finance markets. In: Floudas, C. A. and Pardalos, P. M. (eds.) Encyclopedia of Optimization. Springer-Verlag, pp. 2696-2704. ISBN 9780387747583 doi: https://doi.org/10.1007/978-0-387-74759-0_466

Board, J. L. G., Sutcliffe, C. M. S. ORCID: https://orcid.org/0000-0003-0187-487X and Ziemba, W. T. (2009) Portfolio selection: Markowitz mean-variance model. In: Floudas, C. A. and Pardalos, P. M. (eds.) Encyclopedia of Optimization. Springer-Verlag, pp. 2990-2996. ISBN 9780387747583 doi: https://doi.org/10.1007/978-0-387-74759-0_513

Bond, S. A., Hwang, S. and Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 (2012) An analysis of commercial real estate returns: an anatomy of smoothing in asset and index returns. Real Estate Economics, 40 (4). pp. 637-661. ISSN 1540-6229 doi: https://doi.org/10.1111/j.1540-6229.2011.00327.x

Brammer, S., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Pavelin, S. (2006) Corporate social performance and stock returns: UK evidence from disaggregate measures. Financial Management, 35 (3). pp. 97-116. ISSN 1755-053X doi: https://doi.org/10.1111/j.1755-053X.2006.tb00149.x

Brammer, S., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Pavelin, S. (2009) The stock performance of America's 100 best corporate citizens. The Quarterly Review of Economics and Finance, 49 (3). pp. 1065-1080. ISSN 1062-9769 doi: https://doi.org/10.1016/j.qref.2009.04.001

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (1998) Chaos in foreign exchange markets: a sceptical view. Computational Economics, 11 (3). pp. 265-281. ISSN 1572-9974 doi: https://doi.org/10.1023/A:1008650024944

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2001) A Double-threshold GARCH Model for the French Franc/Deutschmark exchange rate. Journal of Forecasting, 20 (2). pp. 135-143. ISSN 1099-131X doi: https://doi.org/10.1002/1099-131X(200103)20:2<135::AID-FOR780>3.0.CO;2-R

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (1997) GARCH modelling in finance: a review of the software options. The Economic Journal, 107 (443). pp. 1271-1276. ISSN 1468-0297

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2008) Introductory econometrics for finance. 2nd edition. Cambridge University Press. ISBN 9780521694681

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2014) Introductory econometrics for finance. 3rd edition. Cambridge University Press, Cambridge, pp740. ISBN 9781107661455

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (1997) Linear and non-linear (non-)forecastability of high-frequency exchange rates. Journal of Forecasting, 16 (2). pp. 125-145. ISSN 1099-131X doi: https://doi.org/10.1002/(SICI)1099-131X(199703)16:2<125::AID-FOR648>3.0.CO;2-T

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2006) Multivariate stochastic volatility model. In: Mills, T. C. and Patterson, K. (eds.) Palgrave handbook of econometrics: econometric theory. Palgrave MacMillan, pp. 765-783. ISBN 9781403941558

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (1999) Portmanteau model diagnostics and tests for nonlinearity: a comparative Monte Carlo study of two alternative methods. Computational Economics, 13 (3). pp. 249-263. ISSN 1572-9974 doi: https://doi.org/10.1023/A:1008666700953

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (1998) Predicting stock index volatility: can market volume help? Journal of Forecasting, 17 (1). pp. 59-80. ISSN 1099-131X doi: https://doi.org/10.1002/(SICI)1099-131X(199801)17:1<59::AID-FOR676>3.0.CO;2-H

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2008) RATS handbook to accompany introductory econometrics for finance. Cambridge University Press, pp213. ISBN 9780521721684

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (1996) Testing for non-linearity in daily sterling exchange rates. Applied Financial Economics, 6 (4). pp. 307-317. ISSN 0960-3107 doi: https://doi.org/10.1080/096031096334105

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2017) The impact of foreign real estate investment on land prices: evidence from Mauritius. Review of Development Economics, 21 (4). e131-e146. ISSN 1467-9361 doi: https://doi.org/10.1111/rode.12316

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (1995) A measure of persistence in daily pound exchange rates. Applied Economics Letters, 2 (11). pp. 428-431. ISSN 1466-4291 doi: https://doi.org/10.1080/135048595356998

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Burke, S. (1998) Forecasting exchange rate volatility using conditional variance models selected by information criteria. Economics Letters, 61 (3). pp. 273-278. ISSN 0165-1765 doi: https://doi.org/10.1016/S0165-1765(98)00178-5

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Burke, S. (2002) Selecting from amongst non–nested conditional variance models: information criteria and portfolio determination. The Manchester School, 70 (6). pp. 747-767. ISSN 1467-9957 doi: https://doi.org/10.1111/1467-9957.00323

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Chong, J. (2001) The cross-currency hedging performance of implied versus statistical forecasting models. Journal of Futures Markets, 21 (11). pp. 1043-1069. ISSN 1096-9934 doi: https://doi.org/10.1002/fut.2104

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Garrett, I. (2002) Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets? Applied Financial Economics, 12 (1). pp. 25-31. ISSN 1466-4305 doi: https://doi.org/10.1080/09603100110087996

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Henry, O.T. (2002) The impact of news on measures of undiversifiable risk: evidence from the UK stock market. Oxford Bulletin of Economics and Statistics, 64 (5). pp. 487-507. ISSN 1468-0084 doi: https://doi.org/10.1111/1468-0084.00274

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Henry, Ó. T. (2000) Can portmanteau nonlinearity tests serve as general mis-specification tests? Economics Letters, 67 (3). pp. 245-251. ISSN 0165-1765 doi: https://doi.org/10.1016/S0165-1765(00)00212-3

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Henry, Ó. T. (2000) Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia. Economic Modelling, 17 (4). pp. 497-513. ISSN 0264-9993 doi: https://doi.org/10.1016/S0264-9993(99)00035-8

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Heravi, S. M. (1999) The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test. Computational Economics, 13 (2). pp. 147-162. ISSN 1572-9974 doi: https://doi.org/10.1023/A:1008612905284

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Hinich, M. J. (2001) Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting. Journal of Forecasting, 20 (3). pp. 181-196. ISSN 1099-131X doi: https://doi.org/10.1002/1099-131X(200104)20:3<181::AID-FOR781>3.0.CO;2-R

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Hinich, M. J. (1999) Cross-correlations and cross-bicorrelations in Sterling exchange rates. Journal of Empirical Finance, 6 (4). pp. 385-404. ISSN 0927-5398 doi: https://doi.org/10.1016/S0927-5398(99)00007-9

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Hinich, M. J. (2006) Detecting intraday periodicities with application to high frequency exchange rates. Journal of the Royal Statistical Society: Series C (Applied Statistics), 55 (2). pp. 241-259. ISSN 1467-9876 doi: https://doi.org/10.1111/j.1467-9876.2006.00534.x

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Hinich, M. J. (1998) Episodic nonstationarity in exchange rates. Applied Economics Letters, 5 (11). pp. 719-722. ISSN 1466-4291 doi: https://doi.org/10.1080/135048598354203

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Karsaris, A. (2003) Has the UK equity bubble burst completely? Professional Investor. pp. 28-29.

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Kat, H.M. (2002) The statistical properties of hedge fund index returns and their implications for investors. The Journal of Alternative Investments, 5 (2). pp. 26-44. ISSN 1520-3255 doi: https://doi.org/10.3905/jai.2002.319053

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Kataris, A. (2002) Speculative bubbles in asset prices: hot topic or hot air? Banking 2020, 1. pp. 52-54.

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Katsaris, A. (2003) Rational speculative bubbles: an empirical investigation of the London Stock Exchange. Bulletin of Economic Research, 55 (4). pp. 319-346. ISSN 1467-8586 doi: https://doi.org/10.1111/1467-8586.00179

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Katsaris, A. (2005) Trading rules from forecasting the collapse of speculative bubbles for the S&P 500 composite index. Journal of Business, 78 (5). pp. 2003-2036. ISSN 0740-9168

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Katsaris, A. (2005) A three-regime model of speculative behaviour: modelling the evolution of the S&P 500 composite index. The Economic Journal, 115 (505). pp. 767-797. ISSN 1468-0297 doi: https://doi.org/10.1111/j.1468-0297.2005.01019.x

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Oikonomou, I. (2018) The effects of environmental, social and governance disclosures and performance on firm value: a review of the literature in accounting and finance. The British Accounting Review, 50 (1). pp. 1-15. ISSN 0890-8389 doi: https://doi.org/10.1016/j.bar.2017.11.005

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Oozeer, M.C. (2002) Modelling the implied volatility of options on long gilt futures. Journal of Business Finance and Accounting, 29 (1-2). pp. 111-137. ISSN 1468-5957 doi: https://doi.org/10.1111/1468-5957.00426

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G. (2002) Model choice and value-at-risk performance. Financial Analysts Journal, 58 (5). pp. 87-97. doi: https://doi.org/10.2469/faj.v58.n5.2471

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G. (2001) Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects. Applied Economics Letters, 8 (3). pp. 155-158. ISSN 1466-4291 doi: https://doi.org/10.1080/13504850150504504

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G. (2003) Volatility forecasting for risk management. Journal of Forecasting, 22 (1). pp. 1-22. ISSN 1099-131X doi: https://doi.org/10.1002/for.841

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G. (2003) The effect of asymmetries on stock index return value-at-risk estimates. Journal of Risk Finance, 4 (2). pp. 29-42. ISSN 1526-5943 doi: https://doi.org/10.1108/eb022959

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G. (2001) The trading profitability of forecasts of the gilt–equity yield ratio. International Journal of Forecasting, 17 (1). pp. 11-29. ISSN 0169-2070 doi: https://doi.org/10.1016/S0169-2070(00)00060-1

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Prokopczuk, M. (2013) The dynamics of commodity prices. Quantitative Finance, 13 (4). pp. 527-542. ISSN 1469-7696 doi: https://doi.org/10.1080/14697688.2013.769689

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Prokopczuk, M. (2022) The dynamics of commodity prices. In: Dempster, M. A. H. and Tang, K. (eds.) Commodities: second edition. Chapman and Hall/CRC, Oxon, pp. 389-398, 864 pages. ISBN 9781032208176 doi: https://doi.org/10.1201/9781003265399-22

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Revéiz, A. (2002) A model for exchange rates with crawling bands: an application to the Colombian peso. Journal of Economics and Business, 54 (5). pp. 483-503. ISSN 0148-6195 doi: https://doi.org/10.1016/S0148-6195(02)00103-0

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Rew, A. (2002) Testing for a unit root in a process exhibiting a structural break in the presence of GARCH errors. Computational Economics, 20 (3). pp. 151-176. ISSN 1572-9974 doi: https://doi.org/10.1023/A:1020945428824

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Rew, A. (2002) Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates. Economic Modelling, 19 (1). pp. 65-90. ISSN 0264-9993 doi: https://doi.org/10.1016/S0264-9993(00)00061-4

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593 (2021) Green accounting and finance: advancing research on environmental disclosure, value impacts and management control systems. The British Accounting Review, 53 (1). 100973. ISSN 0890-8389 doi: https://doi.org/10.1016/j.bar.2020.100973

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593 (2018) Topics and trends in finance research: what is published, who publishes it and what gets cited? The British Accounting Review, 50 (6). pp. 615-637. ISSN 0890-8389 doi: https://doi.org/10.1016/j.bar.2018.02.001

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Skinner, F. (2000) What will be the risk-free rate and benchmark yield curve following European monetary union? Applied Financial Economics, 10 (1). pp. 59-69. ISSN 0960-3107 doi: https://doi.org/10.1080/096031000331932

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S. (2008) Integration of international office markets and signal extraction. Journal of Real Estate Portfolio Management, 14 (3). pp. 351-362. ISSN 1083-5547

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S. (2003) International evidence on the predictability of returns to securitized real estate assets: econometric models versus neural networks. Journal of Property Research, 20 (2). pp. 133-155. ISSN 1466-4453 doi: https://doi.org/10.1080/0959991032000109517

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S. (2010) Real estate modelling and forecasting. Cambridge University Press, Cambridge, pp474. ISBN 9780521873390

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S. (2000) Does orthogonalization really purge equity based property valuations of their general stock market influences? Applied Economics Letters, 7 (5). pp. 305-309. ISSN 1466-4291 doi: https://doi.org/10.1080/135048500351447

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S. (2000) Forecasting models of retail rents. Environment and Planning A, 32 (10). pp. 1825-1839. ISSN 0308-518X doi: https://doi.org/10.1068/a3332

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S. (2001) Forecasting real estate returns using financial spreads. Journal of Property Research, 18 (3). pp. 235-248. ISSN 1466-4453 doi: https://doi.org/10.1080/09599910110060037

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S. (2001) Linkages between property asset returns and interest rates: evidence for the UK. Applied Economics, 33 (6). pp. 711-719. ISSN 1466-4283 doi: https://doi.org/10.1080/00036840122812

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S. (1999) The impact of economic and financial factors on UK property performance. Journal of Property Research, 16 (2). pp. 139-152. ISSN 1466-4453 doi: https://doi.org/10.1080/095999199368193

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Williams, L. (2022) When it comes to the crunch: retail investor decision-making during periods of market volatility. International Review of Financial Analysis, 80. 102038. ISSN 1873-8079 doi: https://doi.org/10.1016/j.irfa.2022.102038

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Williams, L. (2021) The impact of personality traits on attitude to financial risk. Research in International Business and Finance, 58. 101501. ISSN 0275-5319 doi: https://doi.org/10.1016/j.ribaf.2021.101501

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 &amp; Economics. ISSN 1099-1158 doi: https://doi.org/10.1002/ijfe.2837

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Balatti, M. and Kappou, K. ORCID: https://orcid.org/0000-0002-5047-8104 (2017) Fundamental indexation revisited: new evidence on alpha. International Review of Financial Analysis, 51. pp. 1-15. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2017.02.010

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Burke, S. and Persand, G. (2001) Benchmarks and the accuracy of GARCH model estimation. International Journal of Forecasting, 17 (1). pp. 45-56. ISSN 0169-2070 doi: https://doi.org/10.1016/S0169-2070(00)00070-4

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Burke, S. P. and Stanescu, S. (2016) Finite sample weighting of recursive forecast errors. International Journal of Forecasting, 32 (2). pp. 458-474. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2015.05.003

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Burke, S. P., Heravi, S. and Persand, G. (2005) Autoregressive conditional kurtosis. Journal of Financial Econometrics, 3 (3). pp. 399-421. ISSN 1479-8417 doi: https://doi.org/10.1093/jjfinec/nbi018

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Cerny, A. and Miffre, J. (2012) Optimal hedging with higher moments. Journal of Futures Markets, 32 (10). pp. 909-944. ISSN 1096-9934 doi: https://doi.org/10.1002/fut.20542

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Chen, Z. and Zeng, Y. (2018) Institutional cross-ownership and corporate strategy: the case of mergers and acquisitions. Journal of Corporate Finance, 48. pp. 187-216. ISSN 0929-1199 doi: https://doi.org/10.1016/j.jcorpfin.2017.11.003

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Chow, W. and Ward, C. (2001) Can profitable trading strategies be derived from investment best-sellers? Journal of Asset Management, 2 (2). pp. 162-179. ISSN 1470-8272 doi: https://doi.org/10.1057/palgrave.jam.2240042

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Clare, A. D. and Persand, G. (2000) A word of caution on calculating market-based minimum capital risk requirements. Journal of Banking & Finance, 24 (10). pp. 1557-1574. ISSN 0378-4266 doi: https://doi.org/10.1016/S0378-4266(99)00092-8

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Clare, A. D., Dalle Molle, J. W. and Persand, G. (2005) A comparison of extreme value theory approaches for determining value at risk. Journal of Empirical Finance, 12 (2). pp. 339-352. ISSN 0927-5398 doi: https://doi.org/10.1016/j.jempfin.2004.01.004

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Clare, A.D. and Persand, G. (2002) An extreme value theory approach to calculating minimum capital risk requirements. Journal of Risk Finance, 3 (2). pp. 22-33. ISSN 1526-5943 doi: https://doi.org/10.1108/eb043485

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Clare, A.D. and Persand, G. (2002) A note on estimating market–based minimum capital risk requirements: a multivariate GARCH approach. The Manchester School, 70 (5). pp. 666-681. ISSN 1467-9957 doi: https://doi.org/10.1111/1467-9957.00319

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Davies, R. J. and Kim, S. S. (2007) Cross hedging with single stock futures. Assurances et gestion des risques, 74 (4). pp. 473-504. ISSN 1705-7299

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Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2005) Evaluating econometric forecasts of economic and financial variables. Palgrave Texts in Econometrics. Palgrave Macmillan, Basingstoke, pp186. ISBN 9781403941572

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2004) Evaluating the Bank of England density forecasts of inflation. The Economic Journal, 114 (498). pp. 844-866. ISSN 1468-0297 doi: https://doi.org/10.1111/j.1468-0297.2004.00246.x

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2006) Evaluating the Survey of Professional Forecasters probability distributions of expected inflation based on derived event probability forecasts. Empirical Economics, 31 (1). pp. 49-64. ISSN 0377-7332 doi: https://doi.org/10.1007/s00181-005-0014-9

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (1997) Evaluating the rationality of fixed-event forecasts. Journal of Forecasting, 16 (4). pp. 225-239. ISSN 1099-131X doi: https://doi.org/10.1002/(SICI)1099-131X(199707)16:4<225::AID-FOR656>3.0.CO;2-L

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2010) Explanations of the inconsistencies in survey respondents' forecasts. European Economic Review, 54 (4). pp. 536-549. ISSN 0014-2921 doi: https://doi.org/10.1016/j.euroecorev.2009.10.003

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2016) Long-run restrictions and survey forecasts of output, consumption and investment. International Journal of Forecasting, 32 (3). pp. 614-628. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2015.10.005

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2019) Macroeconomic survey expectations. Palgrave Texts in Econometrics. Palgrave Macmillan, pp214. ISBN 9783319972220 doi: https://doi.org/10.1007/978-3-319-97223-7

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (1995) Rationality and the role of judgement in macroeconomic forecasting. The Economic Journal, 105. pp. 410-420. ISSN 1468-0297

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2021) Rounding behaviour of professional macro-forecasters. International Journal of Forecasting, 37 (4). pp. 1614-1631. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2021.03.003

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2003) Some possible directions for future research. International Journal of Forecasting, 19 (1). pp. 1-3. ISSN 0169-2070 doi: https://doi.org/10.1016/S0169-2070(02)00037-7

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

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2011) An empirical investigation of the effects of rounding on the SPF probabilities of decine and output growth histograms. Journal of Money, Credit and Banking, 43 (1). pp. 207-220. ISSN 1538-4616 doi: https://doi.org/10.1111/j.1538-4616.2010.00371.x

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Galvao, A. B. (2010) First announcements and real economic activity. European Economic Review, 54 (6). pp. 803-817. ISSN 0014-2921 doi: https://doi.org/10.1016/j.euroecorev.2009.12.010

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Galvao, A. B. (2009) Forecasting US output growth using leading indicators: an appraisal using MIDAS models. Journal of Applied Econometrics, 24 (7). pp. 1187-1206. ISSN 1099-1255 doi: https://doi.org/10.1002/jae.1075

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Galvao, A. B. (2012) Improving real-time estimates of output and inflation gaps with multiple-vintage models. Journal of Business and Economic Statistics, 30 (4). pp. 554-562. ISSN 0735-0015 doi: https://doi.org/10.1080/07350015.2012.707588

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Galvao, A. B. (2021) Measuring the effects of expectations shocks. Journal of Economic Dynamics and Control, 124. 104075. ISSN 0165-1889 doi: https://doi.org/10.1016/j.jedc.2021.104075

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Galvao, A. B. (2004) A comparison of tests of non-linear cointegration with an application to the predictability of US interest rates using the term structure. International Journal of Forecasting, 20 (2). pp. 219-236. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2003.09.001

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Galvao, A. B. C. (2002) Conditional mean functions of non-linear models of US output. Empirical Economics, 27 (4). pp. 569-586. ISSN 1435-8921 doi: https://doi.org/10.1007/s001810100103

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Galvao, A. B. C. (2003) Testing the expectations theory of the term structure in threshold models. Macroeconomic Dynamics, 7 (4). pp. 567-585. ISSN 1365-1005 doi: https://doi.org/10.1017/S1365100502020163

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Galvão, A. B. (2019) Data revisions and real-time forecasting. Oxford Research Encyclopedia of Economics and Finance. doi: https://doi.org/10.1093/acrefore/9780190625979.013.248

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 and Galvão, A. B. (2008) Macroeconomic forecasting with mixed-frequency data: forecasting output growth in the United States. Journal of Business and Economic Statistics, 26 (4). pp. 546-554. ISSN 0735-0015 doi: https://doi.org/10.1198/073500108000000015

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Galvão, A. B. (2017) Predicting early data revisions to US GDP and the effects of releases on equity markets. Journal of Business & Economic Statistics, 35 (3). pp. 389-406. ISSN 0735-0015 doi: https://doi.org/10.1080/07350015.2015.1076726

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Gãlvao, A.B. (2006) Combining predictors & combining information in modelling: forecasting US recession probabilities and output growth. In: Milas, C., Rothman, P. A., van Dijk, D. and Wildasin, D. E. (eds.) Non-linear Time Series Analysis of Business Cycles. Contributions to Economic Analysis, 276. Elsevier Science, pp. 57-73. ISBN 978444518385

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Harvey, D. I. (2011) Combining probability forecasts. International Journal of Forecasting, 27 (2). pp. 208-223. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2009.12.016

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Harvey, D. I. (2009) Forecast combination and encompassing. In: Mills, T.C. and Patterson, K. (eds.) Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics. Palgrave Macmillan, London, pp. 169-198. ISBN 9781403917997

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Harvey, D. I. (2010) Forecast encompassing tests and probability forecasts. Journal of Applied Econometrics, 25 (6). pp. 1028-1062. ISSN 1099-1255 doi: https://doi.org/10.1002/jae.1097

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. (2002) Explaining forecast failure in macroeconomics. In: Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. (eds.) A Companion to Economic Forecasting. Blackwells, pp. 539-571. ISBN 9780631215691

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. (2002) An overview of economic forecasting. In: Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. (eds.) A Companion to Economic Forecasting. Blackwells, pp. 1-18. ISBN 9781405126236

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F. (2005) Evaluating a model by forecast performance. Oxford Bulletin of Economics and Statistics, 67 (Suppl.S1). pp. 931-956. ISSN 1468-0084 doi: https://doi.org/10.1111/j.1468-0084.2005.00146.x

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F. (2008) Forecasting annual UK inflation using an econometric model over 1875-1991. In: Rapach, D.E. and Wohar, M.E. (eds.) Forecasting in the Presence of Structural Breaks and Model Uncertainty. Frontiers of Economics and Globalization. Emerald Publishing, pp. 3-39. ISBN 9780444529428 doi: https://doi.org/10.1016/S1574-8715(07)00201-1

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F. (1998) Forecasting economic processes. International Journal of Forecasting, 14 (1). pp. 111-131. ISSN 0169-2070 doi: https://doi.org/10.1016/S0169-2070(97)00057-5

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F. (1995) Forecasting in cointegrated systems. Journal of Applied Econometrics, 10 (2). pp. 127-146. ISSN 1099-1255 doi: https://doi.org/10.1002/jae.3950100204

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F. (2005) Guest editors' introduction: information in economic forecasting. Oxford Bulletin of Economics and Statistics, 67 (Suppl. S1). pp. 713-753. ISSN 1468-0084 doi: https://doi.org/10.1111/j.1468-0084.2005.00139.x

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F. (1996) Intercept corrections and structural change. Journal of Applied Econometrics, 11 (5). pp. 475-494. ISSN 1099-1255 doi: https://doi.org/10.1002/(SICI)1099-1255(199609)11:5<475::AID-JAE409>3.0.CO;2-9

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F. (1995) Macro-economic forecasting and modelling. The Economic Journal, 105. pp. 1001-1013. ISSN 1468-0297

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F. (2002) Modelling methodology and forecast failure. Econometrics Journal, 5 (2). pp. 319-344. ISSN 1368-423X doi: https://doi.org/10.1111/1368-423X.00086

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F. (1996) Multi-step estimation for forecasting. Oxford Bulletin of Economics and Statistics, 58 (4). pp. 657-684. ISSN 1468-0084 doi: https://doi.org/10.1111/j.1468-0084.1996.mp58004005.x

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F. (1993) On the limitations of comparing mean squared forecast errors. Journal of Forecasting, 12 (8). pp. 617-637. ISSN 1099-131X doi: https://doi.org/10.1002/for.3980120802

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F. (1999) On winning forecasting competitions in economics. Spanish Economic Review, 1 (2). pp. 123-160. ISSN 1435-5477 doi: https://doi.org/10.1007/s101080050006

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F., eds. (2011) The Oxford handbook of economic forecasting. OUP USA, pp624. ISBN 9780195398649

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F. (1997) An empirical study of seasonal unit roots in forecasting. International Journal of Forecasting, 13 (3). pp. 341-356. ISSN 0169-2070 doi: https://doi.org/10.1016/S0169-2070(97)00022-8

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, J. F. (2008) Economic forecasting in a changing world. Capitalism and Society, 3 (2). ISSN 1932-0213 doi: https://doi.org/10.2202/1932-0213.1039

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Kim, J.H. (2007) Bootstrap prediction intervals for autoregressive time series. Computational Statistics and Data Analysis, 51 (7). pp. 3580-3594. ISSN 0167-9473 doi: https://doi.org/10.1016/j.csda.2006.09.012

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Krolzig, H.-M. (2003) Business cycle asymmetries: characterisation and testing based on Markov-switching autoregressions. Journal of Business and Economic Statistics, 21 (1). pp. 196-211. ISSN 0735-0015 doi: https://doi.org/10.1198/073500102288618892

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Krolzig, H.-M. (1998) A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP. Econometrics Journal, 1 (1). pp. 47-75. ISSN 1368-423X doi: https://doi.org/10.1111/1368-423X.11004

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Madlener, R. (1999) Seasonality, cointegration and forecasting UK residential energy demand. Scottish Journal of Political Economy, 46 (2). pp. 185-206. ISSN 1467-9485 doi: https://doi.org/10.1111/1467-9485.00128

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Reade, J. J. ORCID: https://orcid.org/0000-0002-8610-530X (2020) Forecasting and forecast narratives: the Bank of England inflation reports. International Journal of Forecasting, 36 (4). pp. 1488-1500. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2019.08.013

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Sensier, M. (2003) Asymmetric output gap effects in Phillips Curve and mark-up pricing models: evidence for the US and the UK. Scottish Journal of Political Economy, 50 (4). pp. 359-374. ISSN 1467-9485 doi: https://doi.org/10.1111/1467-9485.5004001

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Smith, J. (2002) Evaluating multivariate forecast densities: a comparison of two approaches. International Journal of Forecasting, 18 (3). pp. 397-407. ISSN 0169-2070 doi: https://doi.org/10.1016/S0169-2070(01)00126-1

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Smith, J. (1999) A Monte Carlo study of the forecasting performance of empirical SETAR models. Journal of Applied Econometrics, 14 (2). pp. 123-141. ISSN 1099-1255 doi: https://doi.org/10.1002/(SICI)1099-1255(199903/04)14:2<123::AID-JAE493>3.0.CO;2-K

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Smith, J. (1997) The performance of alternative forecasting methods for SETAR models. International Journal of Forecasting, 13 (4). pp. 463-475. ISSN 0169-2070 doi: https://doi.org/10.1016/S0169-2070(97)00017-4

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Taylor, N. (2003) Evaluating interval forecasts of high-frequency financial data. Journal of Applied Econometrics, 18 (4). pp. 445-456. ISSN 1099-1255 doi: https://doi.org/10.1002/jae.703

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Witt, R. (2005) Forecasting aggregate quarterly crime series. The Manchester School, 73 (6). pp. 709-727. ISSN 1467-9957 doi: https://doi.org/10.1111/j.1467-9957.2005.00473.x

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341, Franses, P. H. and Swanson, N. R. (2004) Forecasting economic and financial time series with non-linear models. International Journal of Forecasting, 20 (2). pp. 169-183. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2003.10.004

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341, Franses, P. H., Smith, J. and van Dijk, D. (2003) On SETAR non-linearity and forecasting. Journal of Forecasting, 22 (5). pp. 359-375. ISSN 1099-131X doi: https://doi.org/10.1002/for.863

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341, Galvao, A. B. and Kim, J. H. (2008) Quantile forecasts of daily exchange rate returns from forecasts of realized volatility. Journal of Empirical Finance, 15 (4). pp. 729-750. ISSN 0927-5398 doi: https://doi.org/10.1016/j.jempfin.2007.12.001

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341, Milas, C. and van Dijk, D. (2009) Forecasting returns and risk in financial markets using linear and nonlinear models. International Journal of Forecasting, 25 (2). pp. 215-217. ISSN 0169-2070 doi: https://doi.org/10.1016/j.ijforecast.2009.01.003

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

Corbet, S., Lucey, B., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Yarovaya, L. (2019) Cryptocurrencies as a financial asset: a systematic analysis. International Review of Financial Analysis, 62. pp. 182-199. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2018.09.003

Coro, F., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2013) Credit and liquidity components of corporate CDS spreads. Journal of Banking & Finance, 37 (12). pp. 5511-5525. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2013.07.010

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

Cui, Y. ORCID: https://orcid.org/0000-0002-0106-0668, Gebka, B. and Kallinterakis, V. (2019) Do closed-end fund investors herd? Journal of Banking & Finance, 105. pp. 194-206. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2019.05.015

Curry, A. and Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072, eds. (2011) Waging war in the fourteenth century. Journal of Medieval History, 37 (3). Elsevier.

Curry, A. and Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, eds. (2011) Soldiers, weapons & armies in the fifteenth century. Journal of Medieval Military History, 9. Boydell and Brewer, pp212. ISBN 9781843836681

Curry, A., Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072, Chapman, A., King, A. and Simpkin, D. (2010) Languages in the military profession in later Medieval England. In: Ingham, R. (ed.) The Anglo-Norman language and its contexts. Boydell and Brewer, Woodbridge, pp. 74-93. ISBN 9781903153307

Curry, A., Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, King, A. and Simpkin, D. (2010) New regime, new army? Henry IV's Scottish expedition of 1400. The English Historical Review, CXXV (517). pp. 1382-1413. ISSN 0013-8266 doi: https://doi.org/10.1093/ehr/ceq343

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Dang, T. D., Hollstein, F. and Prokopczuk, M. (2022) How do corporate bond investors measure performance? Evidence from mutual fund flows. Journal of Banking and Finance, 142. 106553. ISSN 0378-4266 doi: https://doi.org/10.1016/j.jbankfin.2022.106553

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

Dao, T. M., McGroarty, F. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2019) The Brexit vote and currency markets. Journal of International Financial Markets, Institutions and Money, 59. pp. 153-164. ISSN 1042-4431 doi: https://doi.org/10.1016/j.intfin.2018.11.004

Dao, T. M., McGroarty, F. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2018) Ultra-high-frequency lead–lag relationship and information arrival. Quantitative Finance, 18. pp. 725-735. ISSN 1469-7696 doi: https://doi.org/10.1080/14697688.2017.1414484

Dao, T. M., McGroarty, F. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2016) A calendar effect: weekend overreaction (and subsequent reversal) in spot FX rates. Journal of Multinational Financial Management, 37. pp. 158-167. ISSN 1042-444X doi: https://doi.org/10.1016/j.mulfin.2016.11.001

Darbha, M. and Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X (2013) Microstructure of the Euro-area government bond market. In: Baker, H. K. and Kiymaz, H. (eds.) Market microstructure in emerging and developed markets. Robert W. Kolb series in finance. John Wiley, Hoboken, pp. 39-58. ISBN 9781118278444

Daripa, A. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2010) Ex ante versus ex post regulation of bank capital. In: Blenman, L. P., Black, H. A. and Kane, E. J. (eds.) Banking and capital markets: new international perspectives. World scientific publishing company, Singapore, pp. 29-58. ISBN 9789814273602

Das, P. K., Freybote, J. and Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 (2015) An investigation into sentiment-induced institutional trading behavior and asset pricing in the REIT market. Journal of Real Estate Finance and Economics, 51 (2). pp. 160-189. ISSN 1573-045X doi: https://doi.org/10.1007/s11146-014-9490-z

Davies, R. (2003) The Toronto Stock Exchange preopening session. Journal of Financial Markets, 6 (4). pp. 491-516. ISSN 1386-4181 doi: https://doi.org/10.1016/S1386-4181(02)00018-6

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