2025

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 (2025) Bond supply expectations and the term structure of interest rates. Journal of International Money and Finance, 150. 103217. ISSN 1873-0639 doi: 10.1016/j.jimonfin.2024.103217

Bin Hasan, S. ORCID: https://orcid.org/0009-0001-4827-1964, Kumar, A. and Taffler, R. (2025) Investor emotions and asset prices. Financial Analysts Journal. ISSN 1938-3312 (In Press)

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593, Tao, R., Walker, J. ORCID: https://orcid.org/0000-0002-3477-0236 and Zhu, M. (2025) The female finance penalty: why are women less successful in academic finance than related fields? Research Policy, 54 (4). 105207. ISSN 0048-7333 doi: 10.1016/j.respol.2025.105207

Chen, J., Su, X., Tian, X., Xu, B. ORCID: https://orcid.org/0000-0003-3512-5834 and Zuo, L. (2025) Do major corporate customers deter supplier misconduct? Journal of Accounting and Economics. 101801. ISSN 1879-1980 doi: 10.1016/j.jacceco.2025.101801 (In Press)

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341, Rich, R. and Tracy, J. (2025) An investigation into the uncertainty revision process of professional forecasters. Journal of Economic Dynamics and Control, 173. 105060. ISSN 1879-1743 doi: 10.1016/j.jedc.2025.105060

Dragotto, M., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2025) Greenium fluctuations and climate awareness in the corporate bond market. International Review of Financial Analysis. ISSN 1873-8079 (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 (2025) Measuring climate-related and environmental risks for equities. Journal of Environmental Management, 373. 123393. ISSN 0301-4797 doi: 10.1016/j.jenvman.2024.123393

Mi, B. ORCID: https://orcid.org/0000-0002-5063-8673, Zhang, L. and Han, L. (2025) Balancing acts: bank market deregulation and the dynamics of earnings management. International Review of Financial Analysis, 101. 104040. ISSN 1057-5219 doi: 10.1016/j.irfa.2025.104040

Quaye, E., Tunaru, R. and Tunaru, D. (2025) Testing green finance portfolio performance. Journal of Operational Research Society. ISSN 1476-9360 doi: 10.1080/01605682.2025.2465895

Ren, X., Hu, S., Sun, X. and Zhou, D. ORCID: https://orcid.org/0000-0003-4238-0526 (2025) The Impact of artificial intelligence on corporate greenwashing: evidence from the Chinese listed firms. Journal of Accounting Literature. ISSN 2452-1469 doi: 10.1108/JAL-07-2024-0174

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 (2025) The systemic risk of leveraged and covenant-lite loan syndications. International Review of Financial Analysis, 97. 103738. ISSN 1873-8079 doi: 10.1016/j.irfa.2024.103738

2024

Afolabi, H., Ram, R. ORCID: https://orcid.org/0000-0003-3130-6275 and Rimmel, G. ORCID: https://orcid.org/0000-0001-9055-950X (2024) Convergence of sustainability reporting standards for sustainable development: are salient institutions obliging? In: Rimmel, G. ORCID: https://orcid.org/0000-0001-9055-950X, Aras, G., Baboukardos, D., Krasodomska, J., Nielsen, C. and Schiemann, F. (eds.) Research Handbook on Sustainability Reporting. Research Handbooks on Accounting. Edward Elgar Publishing. ISBN 9781035316250 (In Press)

Afolabi, H., Ram, R. ORCID: https://orcid.org/0000-0003-3130-6275 and Rimmel, G. ORCID: https://orcid.org/0000-0001-9055-950X (2024) Transition in the sustainability standard setting for global sustainable development: the role of the IFRS Foundation and other salient groups. In: Venturelli, A. and Mio, C. (eds.) The Routledge Handbook of Accounting for the Sustainable Development Goals. Routledge. ISBN 9781032518282 (In Press)

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, 92. 103088. ISSN 1873-8079 doi: 10.1016/j.irfa.2024.103088

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: 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: 10.1016/j.jfineco.2024.103832

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

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, 166. 107219. ISSN 1872-6372 doi: 10.1016/j.jbankfin.2024.107219

Chang, K., Luo, D., Dong, Y. and Xiong, C. (2024) The impact of green finance policy on green innovation performance: evidence from Chinese heavily polluting enterprises. Journal of Environmental Management, 352. 119961. ISSN 0301-4797 doi: 10.1016/j.jenvman.2023.119961

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2024) Do professional forecasters believe in the Phillips curve? International Journal of Forecasting, 40 (3). pp. 1238-1254. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2023.11.004

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: 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: 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: 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: 10.1016/j.jeconom.2024.105769

Ding, Z. (2024) European SMEs: climate risk, financing and ownership. PhD thesis, University of Reading. doi: 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: 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: 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: 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: 10.1111/1467-8551.12720

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: 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, 96 (Part B). 103635. ISSN 1873-8079 doi: 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 doi: 10.1016/j.ijforecast.2024.08.004

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, 97. 102064. ISSN 1873-0612 doi: 10.1016/j.intfin.2024.102064

Jaworska, S. ORCID: https://orcid.org/0000-0001-7465-2245, Stenka, R. ORCID: https://orcid.org/0000-0003-3103-2307 and Parlakkaya, E. ORCID: https://orcid.org/0009-0009-0765-9493 (2024) Management by keywords: a corpus-based investigation into the discourse of six capitals in best practice integrated reporting. International Journal of Corpus Linguistics. ISSN 1569-9811 doi: 10.1075/ijcl.24069.jaw

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: 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: 10.1093/jjfinec/nbae001

Li, C., Zhang, W., Huang, X. ORCID: https://orcid.org/0000-0003-4531-3070 and Zhang, J. F. (2024) Geopolitical risks, institutional environment, and food price inflation. Applied Economics. ISSN 1466-4283 doi: 10.1080/00036846.2024.2386853

Li, S., Han, L. and Mi, B. ORCID: https://orcid.org/0000-0002-5063-8673 (2024) The effects of banking market structure on corporate cash holdings and the value of cash. Journal of Empirical Finance, 75. 101460. ISSN 0927-5398 doi: 10.1016/j.jempfin.2023.101460

Mi, B. ORCID: https://orcid.org/0000-0002-5063-8673, Zhang, L., Han, L. and Shen, Y. (2024) Bank market power and financial reporting quality. Journal of Corporate Finance, 84. 102530. ISSN 0929-1199 doi: 10.1016/j.jcorpfin.2023.102530

Ning, J., Zhang, L., Mi, B. ORCID: https://orcid.org/0000-0002-5063-8673, Yang, J. H. ORCID: https://orcid.org/0000-0002-2394-3058 and Tao, L. ORCID: https://orcid.org/0000-0002-5182-1891 (2024) Signalling through managerial tone and analysts’ response. Accounting Forum. ISSN 1467-6303 doi: 10.1080/01559982.2024.2339911

Pan, J. (2024) Essays on measures of risk in finance. PhD thesis, University of Reading. doi: 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: 10.1007/978-3-030-38738-9 (In Press)

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: 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, 91. 101944. ISSN 1042-4431 doi: 10.1016/j.intfin.2024.101944

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: 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: 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: 10.1016/j.irfa.2024.103469

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: 10.1016/j.econlet.2024.111957

Swalih, M. M., Ram, R. ORCID: https://orcid.org/0000-0003-3130-6275 and Tew, E. (2024) Environmental management accounting for strategic decision-making: a systematic literature review. Business Strategy and the Environment. ISSN 1099-0836 doi: 10.1002/bse.3828

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: 10.48683/1926.00116238

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: 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: 10.1016/j.qref.2024.02.002

Zhang, Y. (2024) Macroeconomics and asset pricing. PhD thesis, University of Reading. doi: 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: 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: 10.1016/j.iref.2024.103393

2023

Afolabi, H., Ram, R. ORCID: https://orcid.org/0000-0003-3130-6275 and Rimmel, G. ORCID: https://orcid.org/0000-0001-9055-950X (2023) Influence and behaviour of the new standard setters in the sustainability reporting arena: implications for the Global Reporting Initiative’s current position. Sustainability Accounting, Management and Policy Journal, 14 (4). pp. 743-775. ISSN 2040-8021 doi: 10.1108/SAMPJ-01-2022-0052

Afolabi, H., Ram, R. ORCID: https://orcid.org/0000-0003-3130-6275, Hussainey, K., Nandy, M. and Lodh, S. (2023) Exploration of small and medium entities’ actions on sustainability practices and their implications for a greener economy. Journal of Applied Accounting Research, 24 (4). pp. 655-681. ISSN 0967-5426 doi: 10.1108/JAAR-09-2022-0252

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: 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: 10.1016/j.intfin.2022.101715

Alabi, M. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Football finance and Covid-19. Sports Economics Review, 4. 100021. ISSN 2773-1618 doi: 10.1016/j.serev.2023.100021

Alahmed, M. A., Alasfour, M. G. and Salifu, E. ORCID: https://orcid.org/0000-0002-2547-7935 (2023) Users’ informativity and effective communication: the banking field in Kuwait. Arab Journal of Administrative Sciences, 30 (1). pp. 221-260. ISSN 2957-3521 doi: 10.34120/ajas.v30i1.201

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: 10.1002/fut.22381

Bantis, E., Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Forecasting GDP growth rates in the United States and Brazil using Google Trends. International Journal of Forecasting, 39 (4). pp. 1909-1924. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2022.10.003

Barrios-Álvarez, C., Adhikari, P., Salifu, E. ORCID: https://orcid.org/0000-0002-2547-7935, Gómez-Mejía, A. and Giraldo-Villano, X. (2023) Reproduction of efficiency through management accounting practices: socio-economic, environmental and human consequences of NPM reforms. Financial Accountability & Management. ISSN 1468-0408 doi: 10.1111/faam.12386

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: 10.1080/00036846.2023.2192032

Bevilacqua, M., Tunaru, R. and Vioto, D. (2023) Options-based systemic risk, financial distress, and macroeconomic downturns. Journal of Financial Markets, 65. 100834. ISSN 1386-4181 doi: 10.1016/j.finmar.2023.100834

Billio, M., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Segato, S. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2023) Complexity and the default risk of mortgage-backed securities. Journal of Banking & Finance, 155. 106993. ISSN 1034-3040 doi: 10.1016/j.jbankfin.2023.106993

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Williams, L. (2023) People are people: a comparative analysis of risk attitudes across Europe. International Journal of Finance & Economics. ISSN 1099-1158 doi: 10.1002/ijfe.2837

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983, Saraeva, A. ORCID: https://orcid.org/0000-0003-2223-4310, Hillenbrand, C. ORCID: https://orcid.org/0000-0002-2929-5098 and Money, K. (2023) The importance of staying positive: the impact of emotions on attitude to risk. International Journal of Finance and Economics, 28 (3). pp. 3232-3261. ISSN 1099-1158 doi: 10.1002/ijfe.2591

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593 and Walker, J. T. ORCID: https://orcid.org/0000-0002-3477-0236 (2023) Comparing perceptions of the impact of journal rankings between fields. Critical Perspectives on Accounting, 90. 102381. ISSN 1045-2354 doi: 10.1016/j.cpa.2021.102381

Busetto, F. (2023) Three essays on interest rates. PhD thesis, University of Reading. doi: 10.48683/1926.00119028

Cantarella, S. ORCID: https://orcid.org/0000-0002-1243-5533, Hillenbrand, C. ORCID: https://orcid.org/0000-0002-2929-5098 and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2023) Do you follow your head or your heart? The simultaneous impact of framing effects and incidental emotions on investment decisions. Journal of Behavioral and Experimental Economics, 107. 102124. ISSN 2214-8043 doi: 10.1016/j.socec.2023.102124

Cepni, O. and Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2023) How local is the local inflation factor? Evidence from emerging European countries. International Journal of Forecasting, 40 (1). pp. 160-183. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2023.01.008

Chang, K., Liu, L., Luo, D. and Xing, K. (2023) The impact of green technology innovation on carbon dioxide emissions:The role of local environmental regulations. Journal of Environmental Management, 340. 117990. ISSN 0301-4797 doi: 10.1016/j.jenvman.2023.117990

Chen, J., Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Modelling price and variance jump clustering using the marked Hawkes process. Journal of Financial Econometrics. ISSN 1479-8417 doi: 10.1093/jjfinec/nbad007

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: 10.1002/jae.2944

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341, Rich, R. W. and Tracy, J. S. (2023) Surveys of professionals. In: Bachmann, R., Topa, G. and van der Klaauw, W. (eds.) Handbook of Economic Expectations. Academic Press, pp. 71-106. ISBN 9780128229279 doi: 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: 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: 10.1287/mnsc.2021.02709

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: 10.1093/rapstu/raad005

Davies, P. ORCID: https://orcid.org/0000-0002-8307-8107, Liu, Y., Cooper, M. ORCID: https://orcid.org/0000-0002-5777-6489 and Xing, Y. (2023) Supply chains and ecosystems for servitization: a systematic review and future research agenda. International Marketing Review, 40 (4). pp. 667-692. ISSN 0265-1335 doi: 10.1108/IMR-10-2021-0318

Duan, K. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) The instability of stablecoins. Finance Research Letters, 52. 103573. ISSN 1544-6123 doi: 10.1016/j.frl.2022.103573

Duan, K., Zhao, Y., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Huang, Y. (2023) Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty. Energy Economics, 127 (Part A). 107079. ISSN 1873-6181 doi: 10.1016/j.eneco.2023.107079

Egan, M., Ji, K. and Ram, R. ORCID: https://orcid.org/0000-0003-3130-6275 (2023) Opportunities for deficient accountability through IFRS group accounting requirements. In: Carnegie, G. D. and Napier, C. J. (eds.) Handbook of Accounting, Accountability and Governance. Research Handbooks on Accounting series. Edward Egar, Cheltenham, pp. 424-447. ISBN 9781800886537

El Hajjar, S. ORCID: https://orcid.org/0000-0002-5664-8346, Menassa, E. and Kassamany, T. (2023) An exploratory study of US acquirers’ market performance: pre- versus post- Sarbanes-Oxley act of 2002. Journal of Financial Reporting and Accounting, 21 (2). pp. 268-299. ISSN 1985-2517 doi: 10.1108/JFRA-08-2020-0246

Fan, R., Talavera, O. and Tran, V. ORCID: https://orcid.org/0000-0001-9561-8118 (2023) Information flows and the law of one price. International Review of Financial Analysis, 85. 102466. ISSN 1057-5219 doi: 10.1016/j.irfa.2022.102466

Fan, R., Talavera, O. and Tran, V. ORCID: https://orcid.org/0000-0001-9561-8118 (2023) Social media and price discovery: the case of cross-listed firms. Journal of Financial Research, 46 (1). pp. 151-167. ISSN 0270-2592 doi: 10.1111/jfir.12310

Feng, H., Gao, D., Duan, K. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. International Review of Financial Analysis, 89. 102756. ISSN 1057-5219 doi: 10.1016/j.irfa.2023.102756

Gevorkova, V., Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983 and Vogt, J. ORCID: https://orcid.org/0000-0002-3178-2805 (2023) Cleansing investor’s conscience: the effects of incidental guilt on socially responsible investment decisions. Journal of Business Ethics. ISSN 1573-0697 doi: 10.1007/s10551-023-05585-9

Govindarajan Driver, D., Andenæs, M. and Munro, I. ORCID: https://orcid.org/0000-0003-3953-9372 (2023) An inconvenient dissident: human rights activism in the case of Julian Assange. Organization. ISSN 1461-7323 doi: 10.1177/13505084231183954

Gülnur, A. and Antypas, N. ORCID: https://orcid.org/0000-0001-8046-4590 (2023) Favourable funding conditions: friend or foe of shipping M&As? Maritime Economics & Logistics, 25 (4). pp. 728-754. ISSN 1479-294X doi: 10.1057/s41278-023-00272-y

Han, W., Newton, D., Platanakis, E., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Ye, X. (2023) On the (almost) stochastic dominance of cryptocurrency factor portfolios and implications for cryptocurrency asset pricing. European Financial Management. ISSN 1468-036X doi: 10.1111/eufm.12431

Hasan, I., Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323, To, T. Y., Wu, E. and Zhang, G. (2023) COVID-19 pandemic and global corporate CDS spreads. Journal of Banking & Finance, 147. 106618. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2022.106618

Hasan, I., Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323, Wu, E. and Zhang, G. (2023) Creditor-control rights and the nonsynchronicity of global CDS markets. The Review of Corporate Finance Studies. ISSN 2046-9136 doi: 10.1093/rcfs/cfad010

Hollstein, F. and Prokopczuk, M. (2023) Managing the market portfolio. Management Science, 69 (6). pp. 3157-3758. ISSN 1526-5501 doi: 10.1287/mnsc.2022.4459

Hollstein, F., Prokopczuk, M. and Würsig, C. M. (2023) Market power and systematic risk. Financial Management. ISSN 1755-053X doi: 10.1111/fima.12438

Hu, Y., Shen, D. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Attention allocation and cryptocurrency return co-movement: evidence from the stock market. International Review of Economics & Finance, 88. pp. 1173-1185. ISSN 1059-0560 doi: 10.1016/j.iref.2023.07.068

Huang, X. ORCID: https://orcid.org/0000-0003-4531-3070, Wang, X., Han, L. ORCID: https://orcid.org/0000-0002-2778-3338 and Laker, B. ORCID: https://orcid.org/0000-0003-0850-9744 (2023) Does sound lending infrastructure foster better financial reporting quality of SMEs? European Journal of Finance, 29 (5). pp. 542-566. ISSN 1466-4364 doi: 10.1080/1351847X.2022.2075281

Huang, X., Han, W., Newton, D., Platanakis, E., Stafylas, D. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2023) The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19. European Journal of Finance. ISSN 1466-4364 doi: 10.1080/1351847X.2022.2033806

Huang, Y., Duan, K. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Time-varying dependence between Bitcoin and green financial assets: a comparison between pre- and post-COVID-19 periods. Journal of International Financial Markets, Institutions and Money, 82. 101687. ISSN 1042-4431 doi: 10.1016/j.intfin.2022.101687

Jahanshahloo, H., Irresberger, F. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Bitcoin under the microscope. The British Accounting Review. 101237. ISSN 1095-8347 doi: 10.1016/j.bar.2023.101237

Jelic, R., Aussenegg, W. and Zhou, D. ORCID: https://orcid.org/0000-0003-4238-0526 (2023) Private equity (PE) and governance in secondary buyouts. In: Cumming, D. and Hammer, B. (eds.) The Palgrave Encyclopedia of Private Equity. Palrgrave Macmillan. ISBN 9783030387389 (In Press)

Jones, R. J. ORCID: https://orcid.org/0000-0001-7329-0502, Zhou, Y. and Andrews, H. ORCID: https://orcid.org/0000-0002-3745-6779 (2023) An investigation of the effects of leader-member exchange on the transfer of coaching skills training for leaders. International Journal of Evidenced Based Coaching and Mentoring, 21 (2). pp. 134-145. ISSN 1741-8305 doi: 10.24384/vfxw-gr68

Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754, Wang, S. ORCID: https://orcid.org/0000-0003-2113-5521 and Xue, X. (2023) Loss function-based change point detection in risk measures. European Journal of Operational Research, 310 (1). pp. 415-431. ISSN 0377-2217 doi: 10.1016/j.ejor.2023.03.033

Li, Y. ORCID: https://orcid.org/0000-0003-2386-3055, Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341, Padgett, C. and Zhang, X.‐Y. ORCID: https://orcid.org/0000-0002-5354-0655 (2023) Does the age of compensation committee members matter for CEO compensation? Corporate Governance: An International Review. ISSN 1467-8683 doi: 10.1111/corg.12560

Li, Y., Lucey, B. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Can altcoins act as hedges or safe-havens for Bitcoin? Finance Research Letters, 52. 103360. ISSN 1544-6131 doi: 10.1016/j.frl.2022.103360

Li, Y., Zhang, W., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P. (2023) The unintended consequence of social media criticisms: an earnings management perspective. European Journal of Finance, 29 (1). pp. 33-57. ISSN 1466-4364 doi: 10.1080/1351847X.2022.2097885

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 and Tong, L. M. M. (2023) Supply constraints and search equilibrium in office markets. Journal of Real Estate Finance and Economics. ISSN 1573-045X doi: 10.1007/s11146-023-09955-y

Mariani, M. ORCID: https://orcid.org/0000-0002-7916-2576, Platanakis, E., Safylas, D. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2023) Identifying a destination’s optimal tourist market mix: does a superior portfolio model exist? Tourism Management, 96. 104722. ISSN 0261-5177 doi: 10.1016/j.tourman.2023.104722

Martins, A. O. (2023) Banking reforms and microfinance in developing countries: impact on economic welfare. PhD thesis, University of Reading. doi: 10.48683/1926.00118757

Moore, T. K. (2023) The ‘resource curse’ of Mediaeval English state finance, C.1155–1453. In: da Costa Dominguez, R. and Andrade, A. A. (eds.) Portugal in a European Context: Essays on Taxation and Fiscal Policies in Late Medieval and Early Modern Western Europe. Palgrave Studies in the History of Finance. Palgrave Macmillan, Cham, pp. 159-176. ISBN 9783031062261 doi: 10.1007/978-3-031-06227-8_9

Nguyen, M. A. (2023) The impact of sovereign rating changes on firm activities. PhD thesis, University of Reading. doi: 10.48683/1926.00112810

Niculaescu, C.-E., Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072 and Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983 (2023) Venture capital financing in the eSports industry. Research in International Business and Finance, 65. 101951. ISSN 1878-3384 doi: 10.1016/j.ribaf.2023.101951

Niculescu, C. E., Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983 and Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072 (2023) Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors. International Review of Financial Analysis, 88. 102703. ISSN 1057-5219 doi: 10.1016/j.irfa.2023.102703

Platanakis, E. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2023) Cryptocurrency portfolios using heuristics. In: Alphonse, P., Bouaiss, K., Grandin, P. and Zopounidis, C. (eds.) Essays in Financial Analytics. Lecture Notes in Operations Research. Springer, Cham, pp. 117-128. ISBN 9783031294877 doi: 10.1007/978-3-031-29050-3_7

Prokopczuk, M., Symeonidis, L. ORCID: https://orcid.org/0000-0001-5678-9977, Wese Simen, C. ORCID: https://orcid.org/0000-0003-4119-3024 and Wichmann, R. ORCID: https://orcid.org/0000-0001-8895-4404 (2023) Convenience yield risk. Energy Economics, 120. 106536. ISSN 1873-6181 doi: 10.1016/j.eneco.2023.106536

Roberts, D. and Salifu, E. ORCID: https://orcid.org/0000-0002-2547-7935 (2023) The social construction of risk: evidence from UK banks. Asia-Pacific Management Accounting Journal, 18 (2). ISSN 2550-1631

Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983 and Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593 (2023) Explaining green bond issuance using survey evidence: beyond the greenium. The British Accounting Review, 55 (1). 101071. ISSN 0890-8389 doi: 10.1016/j.bar.2021.101071

Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593, Morais, F. ORCID: https://orcid.org/0000-0003-1297-6556 and Akrivou, K. ORCID: https://orcid.org/0000-0003-2212-6280, (2023) Henley Business School report to the United Nations' Principles for Responsible Management Education 2021/22 and 2022/23. Report. Henley Business School

Subramaniam, N. (2023) Digital transformation and artificial intelligence in organizations. Journal of Financial Transformation, 58. pp. 90-97. ISSN 1755-361X

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P. (2023) No cryptocurrency experience required: managerial characteristics in cryptocurrency fund performance. Review of Corporate Finance, 3 (4). pp. 529-569. ISSN 2046-9136 doi: 10.1561/114.00000050

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Yarovaya, L. (2023) Cryptocurrency research: future directions. European Journal of Finance. ISSN 1466-4364 doi: 10.1080/1351847X.2023.2284186

Xing, K., Luo, D. and Liu, L. (2023) Macroeconomic conditions, corporate default, and default clustering. Economic Modelling, 118. 106079. ISSN 0264-9993 doi: 10.1016/j.econmod.2022.106079

Xiong, C. ORCID: https://orcid.org/0000-0001-8906-0226, Luo, D. and Han, L. (2023) The cost efficiency of the electricity retailers with the integration of the cloud energy storage. International Journal of Energy Research, 2023. 2425608. ISSN 1099-114X doi: 10.1155/2023/2425608

Zhang, L., Mi, B. ORCID: https://orcid.org/0000-0002-5063-8673, Shen, Y. and Han, L. (2023) When in Rome, do as the Romans do: loan syndication in a state-dominated market. Review of Quantitative Finance and Accounting, 60. pp. 1469-1494. ISSN 1573-7179 doi: 10.1007/s11156-023-01137-4

Zhao, Y. (2023) Essays on corporate governance. MPhil thesis, University of Reading. doi: 10.48683/1926.00112466

2022

Afolabi, H., Ram, R. ORCID: https://orcid.org/0000-0003-3130-6275 and Rimmel, G. ORCID: https://orcid.org/0000-0001-9055-950X (2022) Harmonization of sustainability reporting regulation: analysis of a contested arena. Sustainability, 14 (9). 5517. ISSN 2071-1050 doi: 10.3390/su14095517

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

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: 10.1016/j.bar.2021.101035

Arch, L. ORCID: https://orcid.org/0000-0002-6359-0058 (2022) ‘The bricks and mortar of all policy areas which concern government’: statistics and the Labour Force Survey at its UK origins. Labour History Review, 87 (2). pp. 183-211. ISSN 0961-5652 doi: 10.3828/lhr.2022.7

Barunik, J., Bevilacqua, M. and Tunaru, R. (2022) Asymmetric network connectedness of fears. Review of Economics and Statistics, 104 (6). pp. 1304-1316. ISSN 1530-9142 doi: 10.1162/rest_a_01003

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: 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 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: 10.1016/j.iref.2022.08.008

Bin Hasan, S. ORCID: https://orcid.org/0009-0001-4827-1964, Alam, M. S., Paramati, S. R. and Islam, M. S. (2022) Does firm-level political risk affect cash holdings? Review of Quantitative Finance and Accounting, 59 (1). pp. 311-337. ISSN 1573-7179 doi: 10.1007/s11156-022-01049-9

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: 10.1201/9781003265399-22

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: 10.1016/j.irfa.2022.102038

Chen, J. (2022) Essays on stochastic volatility models with jump clustering. PhD thesis, University of Reading. doi: 10.48683/1926.00109153

Cheng, J., Luo, D., Chen, H., Xiong, X., Ma, Z. and Du, X. (2022) An Electric Vehicle Charging Station Planning Method Considering Traffic Congestion. In: 5th International Conference on Energy, Electrical and Power Engineering, 22-24 APR 2022, Chongqing, China. doi: 10.1109/ceepe55110.2022.9783301

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (2022) Forecaster efficiency, accuracy and disagreement: evidence using individual-level survey data. Journal of Money, Credit and Banking, 54 (2-3). pp. 537-568. ISSN 1538-4616 doi: 10.1111/jmcb.12867

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (2022) Individual forecaster perceptions of the persistence of shocks to GDP. Journal of Applied Econometrics, 37 (3). pp. 640-656. ISSN 1099-1255 doi: 10.1002/jae.2884

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: 10.1016/j.jbankfin.2022.106553

Ghanma, D. (2022) ESG finance during market downturns. PhD thesis, University of Reading. doi: 10.48683/1926.00108507

Gülnur, A. (2022) Essays on corporate financial management in shipping: capital structure and M&As choices, interactions between corporate decisions, and funding conditions on M&As quality. PhD thesis, University of Reading. doi: 10.48683/1926.00104448

Hameed, A. ORCID: https://orcid.org/0000-0002-3610-7905, Padgett, C., Clements, M. P. and Ullah, S. ORCID: https://orcid.org/0000-0002-4842-9194 (2022) The choice of performance measures, target setting and vesting levels in UK firms' Chief Executive Officer equity‐based compensation. International Journal of Finance & Economics. ISSN 1099-1158 doi: 10.1002/ijfe.2649

Hillenbrand, C. ORCID: https://orcid.org/0000-0002-2929-5098, Saraeva, A. ORCID: https://orcid.org/0000-0003-2223-4310, Money, K. and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2022) Saving for a rainy day… or a trip to the Bahamas? How the framing of investment communication impacts retail investors. British Journal of Management, 33 (2). pp. 1087-1109. ISSN 1467-8551 doi: 10.1111/1467-8551.12455

Hollstein, F. and Prokopczuk, M. (2022) Testing factor models in the cross-section. Journal of Banking and Finance, 145. 106626. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2022.106626

Hudson, R. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2022) Naval disasters, World War Two and the British stock market. Research in International Business and Finance, 59. 101556. ISSN 0275-5319 doi: 10.1016/j.ribaf.2021.101556

Islam, M. S., Alam, M. S., Bin Hasan, S. ORCID: https://orcid.org/0009-0001-4827-1964 and Mollah, S. (2022) Firm-level political risk and distance-to-default. Journal of Financial Stability, 63. 101082. ISSN 1572-3089 doi: 10.1016/j.jfs.2022.101082

Jalan, A., Matkovskyy, R. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2022) Demand elasticities of Bitcoin and Ethereum. Economics Letters, 220. 110877. ISSN 0165-1765 doi: 10.1016/j.econlet.2022.110877

Jiang, Y. and Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 (2022) Forecasting VIX using filtered historical simulation. Journal of Financial Econometrics, 20 (4). pp. 665-680. ISSN 1479-8417 doi: 10.1093/jjfinec/nbaa041

Jorissen, A., Ram, R. ORCID: https://orcid.org/0000-0003-3130-6275 and Barros, P. M. (2022) Are IFRS Standards a 'trusted' language for private firm credit decisions? An analysis of country differences in users’ perspective. Accounting and Finance, 62 (2). pp. 3021-3065. ISSN 1467-629X doi: 10.1111/acfi.12949

Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Qi, S. (2022) Model risk in the over-the-counter market. European Journal of Operational Research, 298 (2). pp. 769-784. ISSN 0377-2217 doi: 10.1016/j.ejor.2021.07.021

Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Zhang, N. (2022) Model risk of volatility models. Econometrics and Statistics. ISSN 2452-3062 doi: 10.1016/j.ecosta.2022.06.002

Li, Y., Zhang, W., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, P. (2022) The role of media coverage in bubble formation: evidence from the Bitcoin market. Journal of International Financial Markets, Institutions and Money, 80. 101629. ISSN 1042-4431 doi: 10.1016/j.intfin.2022.101629

Li, Z., Sakkas, A. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2022) Intraday time series momentum: global evidence and links to market characteristics. Journal of Financial Markets, 57. 100619. ISSN 1386-4181 doi: 10.1016/j.finmar.2021.100619

Liu, J. (2022) Essays on classification and riskiness of financial institutions. PhD thesis, University of Reading. doi: 10.48683/1926.00115756

Liu, Y. (2022) Firms’ information quality and its effects on corporate finance. PhD thesis, University of Reading. doi: 10.48683/1926.00109806

Liu, Y., Padgett, C. and Yin, C. (2022) Internal information quality and financial policy peer effects. International Review of Financial Analysis, 84. 102357. ISSN 1057-5219 doi: 10.1016/j.irfa.2022.102357

Lucey, B., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H. (2022) UK Vice Chancellor compensation: do they get what they deserve? The British Accounting Review, 54 (4). 101108. ISSN 0890-8389 doi: 10.1016/j.bar.2022.101108

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 and Nanda, A. (2022) Asymmetric patterns of demand-supply mismatch in real estate. Journal of Real Estate Finance and Economics, 64. pp. 440-472. ISSN 1573-045X

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 and Sebehela, T. (2022) The paradoxical prices of options. Review of Pacific Basin Financial Markets and Policies, 25 (2). ISSN 1793-6705 doi: 10.1142/S0219091522500096

Matthews, L., Heyden, M. L. M. and Zhou, D. ORCID: https://orcid.org/0000-0003-4238-0526 (2022) Paradoxical transparency? Capital market responses to exploration and exploitation disclosure. Research Policy, 51 (1). 104396. ISSN 0048-7333 doi: 10.1016/j.respol.2021.104396

Rocciolo, F., Gheno, A. and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2022) Explaining abnormal returns in stock markets: an alpha-neutral version of the CAPM. International Review of Financial Analysis, 82. 102143. ISSN 1057-5219 doi: 10.1016/j.irfa.2022.102143

Shen, D., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P. (2022) Bitcoin intraday time-series momentum. Financial Review, 57 (2). pp. 319-344. ISSN 1540-6288 doi: 10.1111/fire.12290

Stenka, R. ORCID: https://orcid.org/0000-0003-3103-2307 (2022) Beyond intentionality in accounting regulation: habitual strategizing by the IASB. Critical Perspectives on Accounting, 88. 102294. ISSN 1045-2354 doi: 10.1016/j.cpa.2021.102294

Tao, L. ORCID: https://orcid.org/0000-0002-5182-1891, Bassyouny, H. and Abdelfattah, T. (2022) Narrative disclosure tone: A review and areas for future research. Journal of International Accounting, Auditing and Taxation, 49. 100511. ISSN 1061-9518 doi: 10.1016/j.intaccaudtax.2022.100511

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2022) Under the hood of the Ethereum blockchain. Finance Research Letters, 47 (Part A). 102628. ISSN 1544-6123 doi: 10.1016/j.frl.2021.102628

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Lucey, B. (2022) Crypto and digital currencies — nine research priorities. Nature, 604 (7904). pp. 36-39. ISSN 0028-0836 doi: 10.1038/d41586-022-00927-5

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H. (2022) PhD CEOs and firm performance. European Financial Management, 28 (2). pp. 433-481. ISSN 1468-036X doi: 10.1111/eufm.12316

Xue, X. (2022) Essays on market risk measures. PhD thesis, University of Reading. doi: 10.48683/1926.00113849

Zaznov, I. ORCID: https://orcid.org/0000-0003-1229-5515, Kunkel, J., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X and Badii, A. (2022) Predicting stock price changes based on the limit order book: a survey. Mathematics, 10 (8). 1234. ISSN 2227-7390 doi: 10.3390/math10081234

Zhe, L., Wang, B. and Zhou, D. ORCID: https://orcid.org/0000-0003-4238-0526 (2022) Financial experts of top management teams and corporate social responsibility: evidence from China. Review of Quantitative Finance and Accounting, 59. pp. 1335-1386. ISSN 1573-7179 doi: 10.1007/s11156-022-01077-5

2021

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)

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: 10.1080/07474938.2020.1799592

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: 10.1016/j.ijforecast.2020.03.005

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

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: 10.1080/1351847X.2021.1900888

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: 10.1017/eso.2020.21

Arch, L. ORCID: https://orcid.org/0000-0002-6359-0058 (2021) The global financial crisis and its aftermath: a perspective from fiction. Qualitative Research in Financial Markets, 13 (1). pp. 50-58. ISSN 1755-4179 doi: 10.1108/QRFM-06-2020-0099

Becker, J., Hollstein, F., Prokopczuk, M. and Sibbertsen, P. (2021) The memory of beta. Journal of Banking & Finance, 124. 106026. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2020.106026

Bozer, G. and Jones, R. J. ORCID: https://orcid.org/0000-0001-7329-0502 (2021) Introduction to the special issue on advances in the psychology of workplace coaching. Applied Psychology, 70 (2). pp. 411-419. ISSN 1464-0597 doi: 10.1111/apps.12305

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: 10.1016/j.bar.2020.100973

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: 10.1016/j.ribaf.2021.101501

Brounen, D., Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 and Op 't Veld, H. (2021) Pricing ESG equity ratings and underlying data in listed real estate securities. Sustainability, 13 (4). 13052037. ISSN 2071-1050 doi: 10.3390/su13042037

Carden, J., Jones, R. J. ORCID: https://orcid.org/0000-0001-7329-0502 and Passmore, J. ORCID: https://orcid.org/0000-0003-0832-7510 (2021) An exploration of the role of coach training in developing self-awareness: a mixed methods study. Current Psychology, 26 (2). pp. 343-363. ISSN 1936-4733 doi: 10.1007/s12144-021-01929-8

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2021) Do survey joiners and leavers differ from regular participants? International Journal of Forecasting, 37 (2). pp. 634-646. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2020.08.003

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: 10.1016/j.ijforecast.2021.03.003

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: 10.1016/j.jedc.2021.104075

Collins, V. ORCID: https://orcid.org/0000-0001-8285-6475 and Blackett, S. ORCID: https://orcid.org/0000-0002-5741-4250 (2021) How it adds up: dual reflections on the online engagement of one cohort of accounting students. Journal of Learning Development in Higher Education, 22. ISSN 1759-667X doi: 10.47408/jldhe.vi22.669

Duan, K., Li, Z., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Ye, J. (2021) Dynamic efficiency and arbitrage potential in Bitcoin: a long-memory approach. International Review of Financial Analysis, 75. 101725. ISSN 1057-5219 doi: 10.1016/j.irfa.2021.101725

Goodell, J. W., Goyal, A. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2021) Uncertainty of uncertainty and firm cash holdings. Journal of Financial Stability, 56. 100922. ISSN 1572-3089 doi: 10.1016/j.jfs.2021.100922

Greenwood, M. J. and Tao, L. ORCID: https://orcid.org/0000-0002-5182-1891 (2021) Regulatory monitoring and university financial reporting quality: agency and resource dependence perspectives. Financial Accountability & Management, 37 (2). pp. 163-183. ISSN 1468-0408 doi: 10.1111/faam.12244

Hollstein, F., Prokopczuk, M. and Tharann, B. (2021) Anomalies in commodity futures markets. Quarterly Journal of Finance, 11 (4). 2150017. ISSN 2010-1392 doi: 10.1142/S2010139221500178

Hollstein, F., Prokopczuk, M., Tharann, B. and Wese Simen, C. (2021) Predictability in commodity markets: evidence from more than a century. Journal of Commodity Markets, 24. 100171. ISSN 2405-8513 doi: 10.1016/j.jcomm.2021.100171

Huang, L., Li, Y., Huang, X. ORCID: https://orcid.org/0000-0003-4531-3070 and Zhou, L. (2021) How social distance affects the intention and behavior of collaborative consumption: a study based on online car-hailing service. Journal of Retailing and Consumer Services, 61. 102534. ISSN 1873-1384 doi: 10.1016/j.jretconser.2021.102534

Huang, X. ORCID: https://orcid.org/0000-0003-4531-3070 (2021) Essays in SME earnings management. PhD thesis, University of Reading. doi: 10.48683/1926.00098539

Hudson, R. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2021) Technical trading and cryptocurrencies. Annals of Operations Research, 297. pp. 191-220. ISSN 0254-5330 doi: 10.1007/s10479-019-03357-1

Jalan, A., Matkovskyy, R. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2021) What effect did the introduction of Bitcoin futures have on the Bitcoin spot market? European Journal of Finance, 27 (13). pp. 1251-1281. ISSN 1466-4364 doi: 10.1080/1351847X.2020.1869992

Jelic, R., Zhou, D. ORCID: https://orcid.org/0000-0003-4238-0526 and Ahmad, W. (2021) Do stressed PE firms misbehave? Journal of Corporate Finance, 66. 101798. ISSN 0929-1199 doi: 10.1016/j.jcorpfin.2020.101798

Jiang, Y. (2021) Essays on Econometric Models of Volatility. PhD thesis, University of Reading. doi: 10.48683/1926.00100344

Kanamura, T., Homann, L. and Prokopczuk, M. (2021) Pricing analysis of wind power derivatives for renewable energy risk management. Applied Energy, 304. 117827. ISSN 0306-2619 doi: 10.1016/j.apenergy.2021.117827

Katsoulis, V. (2021) Essays on corporate governance: SRI investing, skill heterogeneity on firm performance and value creation through M&As. PhD thesis, University of Reading. doi: 10.48683/1926.00104415

Lee, V. Y. (2021) Corporate asset restructuring through mergers and acquisitions and divestitures. PhD thesis, University of Reading. doi: 10.48683/1926.00101461

Li, C., Lou, C., Luo, D. and Kai, X. (2021) Chinese corporate distress prediction using LASSO: the role of earnings management. International Review of Financial Analysis, 76. 101776. ISSN 1057-5219 doi: 10.1016/j.irfa.2021.101776

Li, Y., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243, Wang, P. and Zhang, W. (2021) MAX momentum in the cryptocurrency market. International Review of Financial Analysis, 77. 101829. ISSN 1057-5219 doi: 10.1016/j.irfa.2021.101829

Li, Z., Wang, B., Wu, T. and Zhou, D. ORCID: https://orcid.org/0000-0003-4238-0526 (2021) The influence of qualified foreign institutional investors on internal control quality: evidence from China. International Review of Financial Analysis, 78. 101916. ISSN 1057-5219 doi: 10.1016/j.irfa.2021.101916

Liu, C. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2021) Is small beautiful? The resilience of small banks during the European debt crisis. International Review of Financial Analysis, 76. 101793. ISSN 1057-5219 doi: 10.1016/j.irfa.2021.101793

Liu, S. (2021) Essays on Trading Strategies, Corporate Activities, and Firm Performance. PhD thesis, University of Reading. doi: 10.48683/1926.00100428

Manahov, V. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2021) The efficiency of bitcoin: a strongly typed genetic programming approach to smart electronic bitcoin markets. International Review of Financial Analysis, 73. 101629. ISSN 1057-5219 doi: 10.1016/j.irfa.2020.101629

Newton, D., Platanakis, E., Stafylas, D., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Ye, X. (2021) Hedge fund strategies, performance & diversification: a portfolio theory & stochastic discount factor approach. The British Accounting Review, 53 (5). 101000. ISSN 0890-8389 doi: 10.1016/j.bar.2021.101000

Prokopczuk, M., Wese Simen, C. and Wichmann, R. (2021) The dynamics of commodity return comovements. Journal of Futures Markets, 41 (10). pp. 1597-1617. ISSN 1096-9934 doi: 10.1002/fut.22222

Prokopczuk, M., Wese Simen, C. and Wichmann, R. (2021) The natural gas announcement day puzzle. Energy Journal, 42 (2). ISSN 1944-9089 doi: 10.5547/01956574.42.2.mpro

Qi, S. (2021) Essays on model risk of continuous-time finance models. PhD thesis, University of Reading. doi: 10.48683/1926.00115161

Rendall, S., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Hillenbrand, C. ORCID: https://orcid.org/0000-0002-2929-5098 (2021) The impacts of emotions and personality on borrowers’ abilities to manage their debts. International Review of Financial Analysis, 74. 101703. ISSN 1057-5219 doi: 10.1016/j.irfa.2021.101703

Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593 and Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983 (2021) Why do institutional investors buy green bonds: evidence from a survey of European asset managers. International Review of Financial Analysis, 75. 101738. ISSN 1057-5219 doi: 10.1016/j.irfa.2021.101738

Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593, Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H. (2021) Female CFOs, leverage and the moderating role of board diversity and CEO power. Journal of Corporate Finance, 71. 101858. ISSN 0929-1199 doi: 10.1016/j.jcorpfin.2020.101858

Slavov, G. S. (2021) Drivers of price formation and predictive properties of the forward curve, geographical distance, trade flow, and currency markets for global commodity trading. PhD thesis, University of Reading. doi: 10.48683/1926.00105244

Su, X. (2021) Essays on Volatility and Variance Risk Premium. PhD thesis, University of Reading. doi: 10.48683/1926.00100341

Tao, R. (2021) Textual analysis of news and the cross-section of stock returns. PhD thesis, University of Reading. doi: 10.48683/1926.00102355

Tao, R., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072 (2021) Tomorrow’s fish and chip paper? Slowly incorporated news and the cross-section of stock returns. European Journal of Finance, 27 (8). pp. 774-795. ISSN 1466-4364 doi: 10.1080/1351847X.2020.1846575

Wang, X., Han, L. ORCID: https://orcid.org/0000-0002-2778-3338, Huang, X. ORCID: https://orcid.org/0000-0003-4531-3070 and Mi, B. ORCID: https://orcid.org/0000-0002-5063-8673 (2021) The financial and operational impacts of European SMEs’ use of trade credit as a substitute for bank credit. European Journal of Finance, 27 (8). pp. 796-825. ISSN 1466-4364 doi: 10.1080/1351847X.2020.1846576

Zhao, Z. (2021) Three Essays on Chinese and UK Defined Benefit Pension Schemes. PhD thesis, University of Reading. doi: 10.48683/1926.00100784

Zhao, Z. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2021) Asset-liability models and the Chinese basic pension fund. Economic and Political Studies, 9 (2). pp. 186-216. ISSN 2095-4816 doi: 10.1080/20954816.2020.1793497

Zhao, Z. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2021) What determines the asset allocation of defined benefit pension funds? Applied Economics, 53 (36). pp. 4178-4191. ISSN 1466-4283 doi: 10.1080/00036846.2021.1897512

2020

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: 10.1016/j.tre.2019.101828

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: 10.1016/j.ribaf.2019.101085

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: 10.1108/JFRC-06-2019-0075

Avino, D., Stancu, A. and Wese Simen, C. (2020) The predictive power of the dividend risk premium. Journal of Financial and Quantitative Analysis. ISSN 1756-6916 doi: 10.1017/S0022109020000733

Avino, D. and Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 (2020) Rethinking capital structure arbitrage: a price discovery perspective. The Journal of Alternative Investments, 22 (4). pp. 75-91. ISSN 1520-3255 doi: 10.3905/jai.2020.1.093

Bassyouny, H., Abdelfattah, T. and Tao, L. ORCID: https://orcid.org/0000-0002-5182-1891 (2020) Beyond narrative disclosure tone: the upper echelons theory perspective. International Review of Financial Analysis, 70. 101499. ISSN 1057-5219 doi: 10.1016/j.irfa.2020.101499

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: 10.30687/978-88-6969-442-4/002

Bhatti-Sinclair, K. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2020) Group localised child sexual exploitation offenders: who and why? Seen and Heard, 30 (4). pp. 51-70. ISSN 1744-1072

Billio, M. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327, eds. (2020) A New World Post COVID-19: Lessons for Business, the Finance Industry and Policy Makers. Innovation in Business, Economics & Finance, 1. Edizioni Ca' Foscari, Venice, Italy, pp375. ISBN 9788869694424 doi: 10.30687/978-88-6969-442-4

Busetto, F., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2020) COVID-19 and fiscal policy in the euro area. 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). Edizioni Ca' Foscari, Venice, Italy, pp. 69-81. ISBN 9788869694424 doi: 10.30687/978-88-6969-442-4/005

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 (2020) Differential impact of leverage on the default risk of small and large firms. Journal of Corporate Finance, 60. 101541. ISSN 0929-1199 doi: 10.1016/j.jcorpfin.2019.101541

Chi, J. D., Su, X., Tang, Y. and Xu, B. ORCID: https://orcid.org/0000-0003-3512-5834 (2020) Is language an economic institution? Evidence from R&D investment. Journal of Corporate Finance, 62. 101578. ISSN 1872-6313 doi: 10.1016/j.jcorpfin.2020.101578

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2020) Are some forecasters' probability assessments of macro variables better than those of others? Econometrics, 8 (2). 16. ISSN 2225-1146 doi: 10.3390/econometrics8020016

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: 10.1016/j.ijforecast.2019.08.013

Cooper, M. ORCID: https://orcid.org/0000-0002-5777-6489 and Nguyen, Q. ORCID: https://orcid.org/0000-0003-0179-3973 (2020) Multinational enterprises and corporate tax planning: a review of literature and suggestions for a future research agenda. International Business Review, 29 (3). 101692. ISSN 0969-5931 doi: 10.1016/j.ibusrev.2020.101692

Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X (2020) Stock performance when facing the unexpected. 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). Edizioni Ca' Foscari, pp. 125-136. ISBN 9788869694424 doi: 10.30687/978-88-6969-442-4/009

Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323, Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983 and Skinner, F. S. (2020) Explaining repo specialness. International Journal of Finance & Economics, 25 (2). pp. 172-196. ISSN 1099-1158 doi: 10.1002/ijfe.1746

Fabozzi, F. J., Shiller, R. J. and Tunaru, R. S. (2020) A 30-year perspective on property derivatives: what can be done to tame property price risk? Journal of Economic Perspectives, 34 (4). pp. 121-145. ISSN 1944-7965 doi: 10.1257/jep.34.4.121

Fan, R., Talavera, O. and Tran, V. ORCID: https://orcid.org/0000-0001-9561-8118 (2020) Social media bots and stock markets. European Financial Management, 26 (3). pp. 753-777. ISSN 1468-036X doi: 10.1111/eufm.12245

Fan, R., Talavera, O. and Tran, V. ORCID: https://orcid.org/0000-0001-9561-8118 (2020) Social media, political uncertainty, and the stock market. Review of Quantitative Finance and Accounting, 55. pp. 1137-1153. ISSN 1573-7179 doi: 10.1007/s11156-020-00870-4

Govindarajan Driver, D. (2020) Financialisation, Crises and Regulation: A Holistic Examination of Risk. PhD thesis, University of Reading. doi: 10.48683/1926.00094644

Han, L. ORCID: https://orcid.org/0000-0002-2778-3338, Tian, L. and Mi, B. ORCID: https://orcid.org/0000-0002-5063-8673 (2020) Information asymmetries and entrepreneurial finance: evidence from theories and empirics. In: Saridakis, G. and Cowling, M. (eds.) Handbook of Quantitative Research Methods in Entrepreneurship. Edward Elgar. ISBN 9781786430953

Heinig, S., Nanda, A. and Tsolacos, S. (2020) Which sentiment indicators matter? Evidence from the European commercial real estate market. Journal of Real Estate Research, 42 (4). pp. 499-530. ISSN 0896-5803 doi: 10.1080/08965803.2020.1845562

Hillenbrand, C. ORCID: https://orcid.org/0000-0002-2929-5098, Saraeva, A. ORCID: https://orcid.org/0000-0003-2223-4310, Money, K. and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2020) To invest or not to invest? The roles of product information, attitudes towards finance and life variables in retail investor propensity to engage with financial products. British Journal of Management, 31 (4). pp. 688-708. ISSN 1467-8551 doi: 10.1111/1467-8551.12348

Hoepner, A. G. F. and Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593 (2020) State pension funds and corporate social responsibility: do beneficiaries’ political values influence funds’ investment decisions? Journal of Business Ethics, 165. pp. 489-516. ISSN 1573-0697 doi: 10.1007/s10551-018-4091-z

Hollstein, F., Prokopczuk, M. and Wese Simen, C. (2020) Beta uncertainty. Journal of Banking & Finance, 116. 105834. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2020.105834

Hollstein, F., Prokopczuk, M. and Wese Simen, C. (2020) The conditional capital asset pricing model revisited: evidence from high-frequency betas. Management Science, 66 (6). pp. 2291-2799. ISSN 1526-5501 doi: 10.1287/mnsc.2019.3317

Hollstein, F., Prokopczuk, M. and Würsig, C. (2020) Volatility term structures in commodity markets. Journal of Futures Markets, 40 (4). pp. 527-555. ISSN 1096-9934 doi: 10.1002/fut.22083

Hudson, R., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H. (2020) Political uncertainty and sentiment: evidence from the impact of Brexit on financial markets. European Economic Review, 129. 103523. ISSN 0014-2921 doi: 10.1016/j.euroecorev.2020.103523

Kalyvas, A., Papakyriakou, P., Sakkas, A. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2020) What drives Bitcoin’s price crash risk? Economics Letters, 191. 108777. ISSN 0165-1765 doi: 10.1016/j.econlet.2019.108777

Kang, B., Nikitopoulos, C. S. and Prokopczuk, M. (2020) Economic determinants of oil futures volatility: a term structure perspective. Energy Economics, 88. 104743. ISSN 0140-9883 doi: 10.1016/j.eneco.2020.104743

Killick, H. (2020) The Medieval 'side-hustler': Thomas Hoccleve's career in, and out, of the Privy Seal. In: Dodd, G. and Taylor, C. (eds.) Monarchy, State and Political Culture in Late Medieval England. Essays in Honour of William Mark Ormrod. Political Culture in the Middle Ages. York Medieval Press. ISBN 9781903153956

Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Xue, X. (2020) Forecasting risk measures using intraday data in a generalized autoregressive score (GAS) framework. International Journal of Forecasting, 36 (3). pp. 1057-1072. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2019.10.007

Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Zhang, N. (2020) Market risk measurement: preliminary lessons from the COVID-19 crisis. 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. Edizioni Ca'Foscari, pp. 97-107. ISBN 9788869694424 doi: 10.30687/978-88-6969-442-4/007

Luo, D. (2020) Local public expenditure and local economic growth: evidence from Zhejiang province of China. In: Abraham, F. and Zhang, Z. (eds.) China's Rise and Internationalization. World Scientific Publishing. ISBN 9789811212239 doi: 10.1142/11568

Mi, B. ORCID: https://orcid.org/0000-0002-5063-8673 and Han, L. ORCID: https://orcid.org/0000-0002-2778-3338 (2020) Bank market competition and syndicated loan prices. Review of Quantitative Finance and Accounting, 54. pp. 1-28. ISSN 1573-7179 doi: 10.1007/s11156-018-0781-y

Nguyen, D. B. B., Prokopczuk, M. and Sibbertsen, P. (2020) The memory of stock return volatility: asset pricing implications. Journal of Financial Markets, 47. 100487. ISSN 1386-4181 doi: 10.1016/j.finmar.2019.01.002

Oikonomou, I., Yin, C. and Zhao, L. (2020) Investment horizon and corporate social performance: the virtuous circle of long-term institutional ownership and responsible firm conduct. European Journal of Finance, 26 (1). pp. 14-40. ISSN 1466-4364 doi: 10.1080/1351847X.2019.1660197

Paschke, R., Prokopczuk, M. and Wese Simen, C. (2020) Curve momentum. Journal of Banking & Finance, 113. 105718. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2019.105718

Platanakis, E. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2020) Taxation, pension schemes and stakeholder wealth. Advances in Taxation, 27. pp. 125-158. ISSN 1058-7497 doi: 10.1108/S1058-749720200000027005

Platanakis, E. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2020) Should investors include bitcoin in their portfolios? A portfolio theory approach. The British Accounting Review, 52 (4). 100837. ISSN 0890-8389 doi: 10.1016/j.bar.2019.100837

Platanakis, E., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Ye, X. (2020) Horses for courses: mean-variance for asset allocation and 1/N for stock selection. European Journal of Operational Research, 288 (1). pp. 302-317. ISSN 0377-2217 doi: 10.1016/j.ejor.2020.05.043

Shen, D., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P. (2020) Forecasting the volatility of Bitcoin: the importance of jumps and structural breaks. European Financial Management, 26 (5). pp. 1294-1323. ISSN 1468-036X doi: 10.1111/eufm.12254

Shen, D., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P. (2020) A three-factor pricing model for cryptocurrencies. Finance Research Letters, 34. 101248. ISSN 1544-6123 doi: 10.1016/j.frl.2019.07.021

Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2020) The implications of the COVID-19 pandemic for pensions. 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, Italy, pp. 235-244. ISBN 9788869694424 doi: 10.30687/978-88-6969-442-4/017

Tao, R., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072 (2020) When is a MAX not the MAX? How news resolves information uncertainty. Journal of Empirical Finance, 57. pp. 33-51. ISSN 0927-5398 doi: 10.1016/j.jempfin.2020.03.002

Tian, L., Han, L. ORCID: https://orcid.org/0000-0002-2778-3338 and Mi, B. ORCID: https://orcid.org/0000-0002-5063-8673 (2020) Bank competition, information specialization and innovation. Review of Quantitative Finance and Accounting, 54 (3). pp. 1011-1035. ISSN 1573-7179 doi: 10.1007/s11156-019-00815-6

Wang, X., Han, L. ORCID: https://orcid.org/0000-0002-2778-3338 and Huang, X. ORCID: https://orcid.org/0000-0003-4531-3070 (2020) Bank competition, concentration and EU SME cost of debt. International Review of Financial Analysis, 71. 101534. ISSN 1057-5219 doi: 10.1016/j.irfa.2020.101534

Wang, X., Han, L. ORCID: https://orcid.org/0000-0002-2778-3338 and Huang, X. ORCID: https://orcid.org/0000-0003-4531-3070 (2020) Bank market power and SME finance: firm-bank evidence from European countries. Journal of International Financial Markets, Institutions and Money, 64. 101162. ISSN 1042-4431 doi: 10.1016/j.intfin.2019.101162

Ward, C., Yin, C. and Zeng, Y. (2020) Motivated monitoring by institutional investors and firm investment efficiency. European Financial Management, 26 (2). pp. 348-385. ISSN 1468-036X doi: 10.1111/eufm.12232

Wichmann, R. C. (2020) Essays on commodity futures markets. PhD thesis, University of Reading. doi: 10.48683/1926.00105084

Zhang, H. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2020) Do momentum and reversal strategies work in commodity futures? A comprehensive study. Review of Behavioural Finance, 12 (4). pp. 375-409. ISSN 1940-5979 doi: 10.1108/RBF-05-2019-0067

Zhang, N. (2020) Essays on Measuring Model Risk of Risk Measures. PhD thesis, University of Reading. doi: 10.48683/1926.00095841

2019

Aftab, Z. (2019) The impact of regulation on money market funds. PhD thesis, University of Reading. doi: 10.48683/1926.00085999

Aftab, Z. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2019) Liquidity and shadow banking. Journal of International Money and Finance, 99. 102080. ISSN 0261-5606 doi: 10.1016/j.jimonfin.2019.102080

Akrivou, K. ORCID: https://orcid.org/0000-0003-2212-6280, Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593 and Woodrow, C., (2019) Henley Business School report to the United Nations Principles for Responsible Management Education 2017/18 and 2018/19. Report. Henley Business School (PRME)

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: 10.1111/fima.12228

Andrews, H. ORCID: https://orcid.org/0000-0002-3745-6779 and Jones, R. J. ORCID: https://orcid.org/0000-0001-7329-0502 (2019) Understanding the rise of faculty-student coaching: an academic capitalism perspective. Academy of Management Learning & Education, 18 (4). pp. 606-625. ISSN 1944-9585 doi: 10.5465/amle.2017.0200

Arch, L. ORCID: https://orcid.org/0000-0002-6359-0058 (2019) 'Our distrust is very expensive’. IPPR Progessive Review, 25 (4). pp. 435-443. ISSN 2573-2331 doi: 10.1111/newe.12126

Archer, S. and Abdel Karim, R. A. (2019) When benchmark rates change: the case of Islamic banks. Journal of Financial Regulation and Compliance, 27 (2). pp. 197-214. ISSN 1358-1988 doi: 10.1108/jfrc-11-2017-0104

Arismendi Zambrano, J. C. (2019) Higher-order tail moments in asset-pricing theory. World Scientific. doi: 10.1142/9789813236653_0027

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: 10.1017/S0268416019000316

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: 10.1057/s41307-018-0081-0

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: 10.1017/eso.2018.92

Bhatti-Sinclair, K. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2019) Normative and positive social work in the context of the placement decision: a defence of social workers. Social Work and Social Sciences Review, 20 (2). pp. 77-94. ISSN 0953-5225 doi: 10.1921/swssr.v20i2.1260

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Fenton, E., Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593 and Walker, J. ORCID: https://orcid.org/0000-0002-3477-0236 (2019) Why does research in finance have so little impact? Critical Perspectives on Accounting, 58. pp. 24-52. ISSN 1045-2354 doi: 10.1016/j.cpa.2018.04.005

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Hoepner, A. G. F., McMillan, D., Vivian, A. and Wese Simen, C. (2019) Financial data science: the birth of a new financial research paradigm complementing econometrics? European Journal of Finance, 25 (17). pp. 1627-1636. ISSN 1466-4364 doi: 10.1080/1351847x.2019.1662822

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983, Hillenbrand, C. ORCID: https://orcid.org/0000-0002-2929-5098 and Money, K. (2019) Experience wears the trousers: exploring gender and attitude to financial risk. Journal of Economic Behavior & Organization, 163. pp. 483-515. ISSN 0167-2681 doi: 10.1016/j.jebo.2019.04.026

Brounen, D., Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 and Silvestri, E. (2019) Price-signaling and return-chasing: international evidence from maturing REIT markets. Real Estate Economics, 47 (1). pp. 314-357. ISSN 1540-6229 doi: 10.1111/1540-6229.12247

Castle, J. L., Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F. (2019) Forecasting: an essential introduction. Yale University Press, Connecticut, USA, pp240. ISBN 9780300244663

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (2019) Do forecasters target first or later releases of national accounts data? International Journal of Forecasting, 35 (4). pp. 1240-1249. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2018.11.009

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: 10.1007/978-3-319-97223-7

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: 10.1093/acrefore/9780190625979.013.248

Cooper, M. ORCID: https://orcid.org/0000-0002-5777-6489 and Nguyen, Q. T. K. ORCID: https://orcid.org/0000-0003-0179-3973 (2019) Understanding the interaction of motivation and opportunity for tax planning inside US multinationals: a qualitative study. Journal of World Business, 54 (6). 101023. ISSN 1090-9516 doi: 10.1016/j.jwb.2019.101023

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: 10.1016/j.irfa.2018.09.003

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: 10.1016/j.jbankfin.2019.05.015

D'Acunto, F., Prokopczuk, M. and Weber, M. (2019) Historical antisemitism, ethnic specialization, and financial development. Review of Economic Studies, 86 (3). pp. 1170-1206. ISSN 1467-937X doi: 10.1093/restud/rdy021

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: 10.1016/j.intfin.2018.11.004

Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323 and Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983 (2019) Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos. Journal of Banking & Finance, 107. 105610. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2019.105610

Eross, A., MCGroarty, F., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wolfe, S. (2019) The intraday dynamics of bitcoin. Research in International Business and Finance, 49. pp. 71-81. ISSN 0275-5319 doi: 10.1016/j.ribaf.2019.01.008

Eross, A., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wolfe, S. (2019) Investigating risk contagion initiated by endogenous liquidity shocks: evidence from the US and eurozone interbank markets. European Journal of Finance, 25 (1). pp. 35-53. ISSN 1466-4364 doi: 10.1080/1351847X.2018.1462840

Eross, A., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wolfe, S. (2019) An early warning indicator for liquidity shortages in the interbank market. International Journal of Finance & Economics, 24 (3). pp. 1300-1312. ISSN 1099-1158 doi: 10.1002/ijfe.1719

Gao, Y. (2019) Three essays in corporate finance. PhD thesis, University of Reading. doi: 10.48683/1926.00088902

Gemmill, G. and Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323 (2019) Explaining CDS prices with Merton's model before and after the Lehman default. Journal of Banking and Finance, 106. pp. 93-109. ISSN 1872-6372 doi: 10.1016/j.jbankfin.2019.05.013

Gong, M., Gao, Y., Koh, L., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Cullen, J. (2019) The role of customer awareness in promoting firm sustainability and sustainable supply chain management. International Journal of Production Economics, 217. pp. 88-96. ISSN 0925-5273 doi: 10.1016/j.ijpe.2019.01.033

Hillenbrand, C. ORCID: https://orcid.org/0000-0002-2929-5098, Money, K. G., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Tovstiga, N. (2019) Corporate tax: what do stakeholders expect? Journal of Business Ethics, 158 (2). pp. 403-426. ISSN 1573-0697 doi: 10.1007/s10551-017-3700-6

Hollstein, F., Nguyen, D. B. B. and Prokopczuk, M. (2019) Asset prices and “the devil(s) you know”. Journal of Banking and Finance, 105. pp. 20-35. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2019.04.003

Hollstein, F., Nguyen, D. B. B., Prokopczuk, M. and Wese Simen, C. (2019) International tail risk and world fear. Journal of International Money and Finance, 93. pp. 244-259. ISSN 0261-5606 doi: 10.1016/j.jimonfin.2019.01.004

Hollstein, F., Prokopczuk, M. and Wese Simen, C. (2019) Estimating beta: forecast adjustments and the impact of stock characteristics for a broad cross-section. Journal of Financial Markets, 44. pp. 91-118. ISSN 1386-4181 doi: 10.1016/j.finmar.2019.03.001

Hollstein, F., Prokopczuk, M. and Wese Simen, C. (2019) The term structure of systematic and idiosyncratic risk. Journal of Futures Markets, 39 (4). pp. 435-460. ISSN 1096-9934 doi: 10.1002/fut.21985

Hollstein, F., Prokopczuk, M., Tharann, B. and Wese Simen, C. (2019) Predicting the equity market with option-implied variables. European Journal of Finance, 25 (10). pp. 937-965. ISSN 1466-4364 doi: 10.1080/1351847X.2018.1556176

Jelic, R., Zhou, D. ORCID: https://orcid.org/0000-0003-4238-0526 and Wright, M. (2019) Sustaining the buyout governance model: inside secondary management buyout boards. British Journal of Management, 30 (1). pp. 30-52. ISSN 1467-8551 doi: 10.1111/1467-8551.12301

Jing, C., Keasey, K., Lim, I. and Xu, B. ORCID: https://orcid.org/0000-0003-3512-5834 (2019) Financial constraints and employee satisfaction. Economics Letters, 183. 1873-7374. ISSN 1873-7374 doi: 10.1016/j.econlet.2019.108599

Jones, R. J. ORCID: https://orcid.org/0000-0001-7329-0502, Woods, S. A. and Zhou, Y. (2019) The effects of coachee personality and goal orientation on performance improvement following coaching: a controlled field experiment. Applied Psychology. ISSN 1464-0597 doi: 10.1111/apps.12218

Katsiampa, P., Moutsianas, K. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2019) Information demand and cryptocurrency market activity. Economics Letters, 185. 108714. ISSN 0165-1765 doi: 10.1016/j.econlet.2019.108714

Kostopoulou, O., Nurek, M., Cantarella, S., Okoli, G., Fiorentino, F. and Delaney, B. C. (2019) Referral decision making of general practitioners: a signal detection study. Medical Decision Making, 39 (1). pp. 21-31. ISSN 1552-681X doi: 10.1177/0272989X18813357

Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Zhang, N. (2019) Model risk of expected shortfall. Journal of Banking and Finance, 105. pp. 74-93. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2019.05.017

Li, H. and Zhou, D. ORCID: https://orcid.org/0000-0003-4238-0526 (2019) The impact of possible-offer announcements on the wealth effect of target firms. European Journal of Finance, 25 (15). pp. 1440-1461. ISSN 1466-4364 doi: 10.1080/1351847X.2019.1601120

Liu, L., Luo, D. and Han, L. ORCID: https://orcid.org/0000-0002-2778-3338 (2019) Default risk, state ownership and the cross-section of stock returns: evidence from China. Review of Quantitative Finance and Accounting, 53 (4). pp. 933-966. ISSN 1573-7179 doi: 10.1007/s11156-018-0771-0

Liu, L., Luo, D. and Zhao, N. (2019) Short-selling activity and return predictability: evidence from the chinese stock market. Emerging Markets Finance and Trade. pp. 1-23. ISSN 1558-0938 doi: 10.1080/1540496x.2019.1694895

Manahov, V., Hudson, R. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2019) High frequency trading from an evolutionary perspective: financial markets as adaptive systems. International Journal of Finance and Economics, 24 (2). pp. 943-962. ISSN 1099-1158 doi: 10.1002/ijfe.1700

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676, Sebehela, T. and Campani, C. H. (2019) Exchange options in the REIT industry. Advances in Investment Analysis and Portfolio Management, 9. pp. 217-252. ISSN 1556-5068 doi: 10.6291/AIAPM.201912_9.0008

Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323, Yu, F. and Zhu, L. (2019) The impact of trade reporting and central clearing on CDS price informativeness. Journal of Financial Stability, 43. pp. 130-145. ISSN 1572-3089 doi: 10.1016/j.jfs.2019.07.002

Meng, Y. and Yin, C. (2019) Trust and the cost of debt financing. Journal of International Financial Markets, Institutions and Money, 59. pp. 58-73. ISSN 1042-4431 doi: 10.1016/j.intfin.2018.11.009

Mi, B. ORCID: https://orcid.org/0000-0002-5063-8673 (2019) Bank market structure, earnings quality and syndicated loan. PhD thesis, University of Reading. doi: 10.48683/1926.00086371

Moore, T. and Bell, A. ORCID: https://orcid.org/0000-0003-4531-0072 (2019) Financing the Hundred Years War. In: Curry, A. (ed.) The Hundred Years War Revisited. Problems in Focus. Macmillan International Higher Education. ISBN 9781137389862

Nguyen, D. B. B. and Prokopczuk, M. (2019) Jumps in commodity markets. Journal of Commodity Markets, 13. pp. 55-70. ISSN 2405-8513 doi: 10.1016/j.jcomm.2018.10.002

Nguyen, D. B. B., Prokopczuk, M. and Wese Simen, C. (2019) The risk premium of gold. Journal of International Money and Finance, 94. pp. 140-159. ISSN 0261-5606 doi: 10.1016/j.jimonfin.2019.02.011

Oikonomou, I., Stancu, A., Symeonidis, L. and Wese Simen, C. (2019) The information content of short-term options. Journal of Financial Markets, 46. 100504. ISSN 1386-4181 doi: 10.1016/j.finmar.2019.07.003

Pele, D. T., Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Mazurencu-Marinescu-Pele, M. (2019) Modelling expected shortfall using tail entropy. Entropy, 21 (12). 1204. ISSN 1099-4300 doi: 10.3390/e21121204

Platanakis, E. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2019) Portfolio management with cryptocurrencies: the role of estimation risk. Economics Letters, 177. pp. 76-80. ISSN 0165-1765 doi: 10.1016/j.econlet.2019.01.019

Platanakis, E., Sakkas, A. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2019) Harmful diversification: evidence from alternative investments. The British Accounting Review, 51 (1). pp. 1-23. ISSN 0890-8389 doi: 10.1016/j.bar.2018.08.003

Platanakis, E., Sakkas, A. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2019) The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models. Applied Economics Letters, 26 (6). pp. 516-521. ISSN 1466-4291 doi: 10.1080/13504851.2018.1486984

Prokopczuk, M., Stancu, A. and Symeonidis, L. (2019) The economic drivers of commodity market volatility. Journal of International Money and Finance, 98. 102063. ISSN 0261-5606 doi: 10.1016/j.jimonfin.2019.102063

Rocciolo, F., Gheno, A. and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2019) Optimism, volatility and decision-making in stock markets. International Review of Financial Analysis, 66. 101356. ISSN 1057-5219 doi: 10.1016/j.irfa.2019.05.007

Shen, D., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P. (2019) Does Twitter predict Bitcoin? Economics Letters, 174. pp. 118-122. ISSN 0165-1765 doi: 10.1016/j.econlet.2018.11.007

Stenka, R. ORCID: https://orcid.org/0000-0003-3103-2307 and Jaworska, S. ORCID: https://orcid.org/0000-0001-7465-2245 (2019) The use of made-up users. Accounting, Organizations and Society, 78. 101055. ISSN 0361-3682 doi: 10.1016/j.aos.2019.07.001

Stevens, A. (2019) How and Why do Professional Sport Clubs Succeed? The Strategy and Performance of Premier League Football Clubs. DBA thesis, Henley Business School, University of Reading. doi: 10.48683/1926.00105692

Tran, V. ORCID: https://orcid.org/0000-0001-9561-8118, Alsakka, R. and ap Gwilym, O. (2019) Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets. European Journal of Finance, 25 (13). pp. 1211-1233. ISSN 1466-4364 doi: 10.1080/1351847X.2019.1586743

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H. (2019) Is Bitcoin a hedge or safe haven for currencies? An intraday analysis. International Review of Financial Analysis, 63. pp. 49-57. ISSN 1057-5219 doi: 10.1016/j.irfa.2019.02.009

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H. (2019) The performance of technical trading rules in Socially Responsible Investments. International Review of Economics and Finance, 63. pp. 397-411. ISSN 1059-0560 doi: 10.1016/j.iref.2019.05.002

Zhang, H. and Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X (2019) Modeling intraday volatility of European bond markets: a data filtering application. International Review of Financial Analysis, 63. pp. 131-146. ISSN 1057-5219 doi: 10.1016/j.irfa.2019.02.002

Zhang, H. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2019) Pairs trading across mainland China and Hong Kong stock markets. International Journal of Finance & Economics, 24 (2). pp. 698-726. ISSN 1099-1158 doi: 10.1002/ijfe.1687

2018

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: 10.1016/j.tre.2018.04.001

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: 10.1016/j.tra.2017.11.014

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: 10.1108/jfrc-01-2017-0014

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: 10.48683/1926.00078133

Arch, L. ORCID: https://orcid.org/0000-0002-6359-0058 (2018) The regulation of the London clearing banks, 1946-1971: stability and compliance. Palgrave Macmillan, Cham, Switzerland. ISBN 9783030009090 doi: 10.1007/978-3-030-00910-6

Ataullah, A., Vivian, A. and Xu, B. ORCID: https://orcid.org/0000-0003-3512-5834 (2018) Optimistic disclosure tone and conservative debt policy. Abacus, 54 (4). pp. 445-484. ISSN 1467-6281 doi: 10.1111/abac.12140

Batten, J. A., Lucey, B. M., McGroarty, F., Peat, M. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2018) Does intraday technical trading have predictive power in precious metal markets? Journal of International Financial Markets, Institutions and Money, 52. pp. 102-113. ISSN 1042-4431 doi: 10.1016/j.intfin.2017.06.005

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. 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: 10.1080/0309877X.2017.1349886

Bozer, G. and Jones, R. J. ORCID: https://orcid.org/0000-0001-7329-0502 (2018) Understanding the factors that determine workplace coaching effectiveness: a systematic literature review. European Journal of Work and Organizational Psychology, 27 (3). pp. 342-361. ISSN 1464-0643 doi: 10.1080/1359432X.2018.1446946

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: 10.1016/j.bar.2017.11.005

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: 10.1016/j.bar.2018.02.001

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: 10.1016/j.jcorpfin.2017.11.003

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983, Hillenbrand, C. ORCID: https://orcid.org/0000-0002-2929-5098 and Money, K. (2018) Why are older investors less willing to take financial risks? International Review of Financial Analysis, 56. pp. 52-72. ISSN 1057-5219 doi: 10.1016/j.irfa.2017.12.008

Cheng, S., Jiang, W. and Zeng, Y. (2018) Does access to capital affect cost stickiness? Evidence from China. Asia-Pacific Journal of Accounting and Economics, 25 (1-2). pp. 177-198. ISSN 2164-2257 doi: 10.1080/16081625.2016.1253483

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (2018) Are macroeconomic density forecasts informative? International Journal of Forecasting, 34 (2). pp. 181-198. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2017.10.004

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2018) Do macro-forecasters herd? Journal of Money, Credit and Banking, 50 (2-3). pp. 265-292. ISSN 1538-4616 doi: 10.1111/jmcb.12460

Cooper, M. ORCID: https://orcid.org/0000-0002-5777-6489 (2018) What drives the tax avoidance strategies adopted by US MNEs? Understanding the heterogeneity of approaches to corporate tax planning in US multinational enterprises. PhD thesis, University of Reading. doi: 10.48683/1926.00077929

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: 10.1080/14697688.2017.1414484

Hameed, A. (2018) Essays on executive compensation: examining pay and performance associations, choice of performance measures and the use of relative performance evaluation in compensation contracts. PhD thesis, University of Reading.

Hoepner, A. G. F. and Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593 (2018) On the price of morals in markets: an empirical study of the Swedish AP-Funds and the Norwegian Government Pension Fund. Journal of Business Ethics, 151 (3). pp. 665-692. ISSN 1573-0697 doi: 10.1007/s10551-016-3261-0

Hollstein, F. and Prokopczuk, M. (2018) How aggregate volatility-of-volatility affects stock returns. The Review of Asset Pricing Studies, 8 (2). pp. 253-292. ISSN 2045-9939 doi: 10.1093/rapstu/rax019

Huang, G. (2018) Essays on microfinance repayment behaviour: an evaluation in developing countries. PhD thesis, University of Reading.

Huang, Z. (2018) The impact of disparities in acquirer’s and target’s firm characteristics on mergers and acquisitions. PhD thesis, University of Reading.

Kan, Y. Y. (2018) Capital market offenses in Malaysia. Qualitative Research in Financial Markets, 10 (2). pp. 171-188. ISSN 1755-4179 doi: 10.1108/QRFM-04-2017-0038

Kappou, K. ORCID: https://orcid.org/0000-0002-5047-8104 (2018) The diminished effect of index rebalances. Journal of Asset Management, 19 (4). pp. 235-244. ISSN 1470-8272 doi: 10.1057/s41260-018-0077-8

Kim, C. Y. (2018) Investment, financing and mergers & acquisitions in the shipping industry. PhD thesis, University of Reading.

Li, Y. (2018) Essays on corporate governance and corporate finance. PhD thesis, University of Reading.

Liu, C. (2018) Bank lending, bank regulation and European sovereign debt crisis. PhD thesis, University of Reading.

Lucey, B. M., Vigne, S. A., Ballester, L., Barbopoulos, L., Brzeszczynski, J., Carchano, O., Dimic, N., Fernandex, V., Gogolin, F., González-Urteaga, A., Goodell, J. W., Helbing, P., Ichev, R., Kearney, F., Laing, E., Larkin, C. J., Lindblad, A., Lončarski, I., Ly, K. C., Marinč, M., McGee, R. J., McGroarty, F., Neville, C., O'Hagan-Luff, M., Piljak, V., Sevic, A., Sheng, X., Stafylas, D., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243, Versteeg, R., Vu, A. N., Wolfe, S., Yarovaya, L. and Zaghini, A. (2018) Future directions in international financial integration research - a crowdsourced perspective. International Review of Financial Analysis, 55. pp. 35-49. ISSN 1057-5219 doi: 10.1016/j.irfa.2017.10.008

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676, Sebehela, T. and Campani, C. H. (2018) Volatility smiles when information is lagged in prices. North American Journal of Economics and Finance, 46. pp. 151-165. ISSN 1062-9408 doi: 10.1016/j.najef.2018.03.004

Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323 and McCullagh, C. (2018) Feeling able to say it like it is: a case for using focus groups in programme evaluation with international cohorts. International Journal of Management Education, 16 (1). pp. 63-79. ISSN 1472-8117 doi: 10.1016/j.ijme.2017.12.006

Oikonomou, I., Pastra, A. and Visvikis, I. (2018) A financial business case for corporate social responsibility. In: Froholdt, L. L. (ed.) Corporate social responsibility in the maritime industry. WMU studies in maritime affairs (5). Springer, Cham, Switzerland, pp. 219-236. ISBN 9783319691428

Oikonomou, I., Platanakis, E. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2018) Socially responsible investment portfolios: does the optimization process matter? The British Accounting Review, 50 (4). pp. 379-401. ISSN 0890-8389 doi: 10.1016/j.bar.2017.10.003

Platanakis, E., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2018) Optimal vs naïve diversification in cryptocurrencies. Economics Letters, 171. pp. 93-96. ISSN 0165-1765 doi: 10.1016/j.econlet.2018.07.020

Sahoo, S. R. (2018) Essays on derivatives and risk management on freight and commodity: an attempt to anticipate and hedge the market volatilities. PhD thesis, University of Reading.

Salifu, E. ORCID: https://orcid.org/0000-0002-2547-7935, Stittle, J. and Khadaroo, I., (2018) Value for money in a sick PFI hospital: a Gramscian perspective. Working Paper. University of Reading

Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983 (2018) Essays on the repo market. PhD thesis, University of Reading.

Smith, T. W. and Killick, H., eds. (2018) Petitions and strategies of persuasion in the Middle Ages: the English crown and the church, c.1200-c.1550. Boydell and Brewer. ISBN 9781903153833

Sutcliffe, C. M. S. ORCID: https://orcid.org/0000-0003-0187-487X (2018) Financial aspects of UK occupational defined benefit pension schemes. PhD thesis, University of Reading.

Thng, T. Y. H. (2018) Essays on corporate finance. PhD thesis, University of Reading.

Timofeeva, I. (2018) Essays on responsibility and performance investments. PhD thesis, University of Reading.

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2018) What causes the attention of Bitcoin? Economics Letters, 166. pp. 40-44. ISSN 0165-1765 doi: 10.1016/j.econlet.2018.02.017

Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 and Zhao, L. (2018) Systemic risk and bank size. Journal of International Money and Finance, 82. pp. 45-70. ISSN 0261-5606 doi: 10.1016/j.jimonfin.2017.12.002

Yin, C. (2018) Institutional investors: their incentives for monitoring companies and the effect on corporate governance. PhD thesis, University of Reading.

Yin, C., Ward, C. and Tsolacos, S. (2018) Motivated monitoring: the importance of the institutional investment horizon. International Review of Financial Analysis, 60. pp. 197-212. ISSN 1057-5219 doi: 10.1016/j.irfa.2018.08.011

Zeng, Y., Yin, C. and Ward, C. (2018) Institutional investor monitoring motivation and the marginal value of cash. Journal of Corporate Finance, 48. pp. 49-75. ISSN 0929-1199 doi: 10.1016/j.jcorpfin.2017.10.017

2017

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: 10.1016/j.jcorpfin.2017.05.010

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: 10.1016/j.tre.2016.12.007

Alshhadat, M. Q. and Stenka, R. I. ORCID: https://orcid.org/0000-0003-3103-2307 (2017) The Patterns of the intellectual capital disclosure in emerging economies; the case of Jordanian companies. In: Lopes, I. T. and Serrasqueiro, R. (eds.) ECIC 2017 - 9th European Conference on Intellectual Capital. Academic Conferences and Publishing International Limited, pp. 1-9. ISBN 9781911218302

Barkemeyer, R., Figge, F., Hoepner, A., Holt, D., Kraak, J. M. and Yu, P. S. (2017) Media coverage of climate change: an international comparison. Environment and Planning C: Politics and Space, 35 (6). pp. 1029-1054. ISSN 2399-6544 doi: 10.1177/0263774X16680818

Batten, J., Lucey, B., McGroarty, F., Peat, M. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2017) Stylized facts of intraday precious metals. PLoS ONE, 12 (4). ISSN 1932-6203 doi: 10.1371/journal.pone.0174232

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. 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: 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. (2017) Did purchasing power parity hold in medieval Europe? The Manchester School, 85 (6). pp. 682-709. ISSN 1467-9957 doi: 10.1111/manc.12167

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: 10.1111/rode.12316

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: 10.1016/j.irfa.2017.02.010

Chen, Z., Han, B. and Zeng, Y. (2017) Financial hedging and firm performance: evidence from cross-border mergers and acquisitions. European Financial Management, 23 (3). pp. 415-458. ISSN 1468-036X doi: 10.1111/eufm.12103

Chouliaras, A. and Grammatikos, T. (2017) Extreme returns in the European financial crisis. European Financial Management, 23 (4). pp. 728-760. ISSN 1468-036X doi: 10.1111/eufm.12112

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 and Galvão, A. B. (2017) Model and survey estimates of the term structure of US macroeconomic uncertainty. International Journal of Forecasting, 33 (3). pp. 591-604. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2017.01.004

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (2017) Assessing macro uncertainty in real-time when data are subject to revision. Journal of Business & Economic Statistics, 35 (3). pp. 420-433. ISSN 0735-0015 doi: 10.1080/07350015.2015.1081596

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: 10.1080/07350015.2015.1076726

Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X, Stancu, A. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2017) The equity-like behaviour of sovereign bonds. Journal of International Financial Markets, Institutions and Money, 48. pp. 25-46. ISSN 1042-4431 doi: 10.1016/j.intfin.2016.11.014

Eiden, H. (2017) Military aspects of the Peasants’ Revolt of 1381. In: Thornton, C., Ward, J. and Wiffen, N. (eds.) The fighting Essex soldier: recruitment, war and society in the fourteenth century. University of Hertfordshire Press, pp. 143-54. ISBN 9781909291881

Greenwood, M. J., Baylis, R. M. and Tao, L. ORCID: https://orcid.org/0000-0002-5182-1891 (2017) Regulatory incentives and financial reporting quality in public healthcare organisations. Accounting and Business Research, 47 (7). pp. 831-855. ISSN 0001-4788 doi: 10.1080/00014788.2017.1343116

Han, L. ORCID: https://orcid.org/0000-0002-2778-3338 and Mi, B. (2017) Earnings quality, state ownership and syndicated loan: evidence from China. In: Symposium of a special Accounting Horizons forum Conference on “Accounting, Auditing and Corporate Governance Practices in China”, 4-5 November 2017, Suzhou, China.

Hudson, R., McGroarty, F. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2017) Sampling frequency and the performance of different types of technical trading rules. Finance Research Letters, 22. pp. 136-139. ISSN 1544-6123 doi: 10.1016/j.frl.2016.12.015

Kan, Y. Y. (2017) Is portfolio optimization worthwhile? A study in Malaysia. In: The 19th Malaysian Finance Association Annual Conference (MFAC) 2017, 16-18 May 2017, Universiti Tunku Abdul Rahman, Kampar, Perak, Malaysia.

Kan, Y. Y. (2017) Why RMB should be more flexible. Journal of Financial Economic Policy, 9 (2). pp. 156-173. ISSN 1757-6385 doi: 10.1108/JFEP-08-2016-0058

Li, Q. (2017) Corporate social irresponsibility and shareholder value. PhD thesis, University of Reading.

Liesen, A., Figge, F., Hoepner, A. G. and Patten, D. M. (2017) Climate change and asset prices: are corporate carbon disclosure and performance priced appropriately? Journal of Business Finance & Accounting, 44 (1-2). pp. 35-62. ISSN 1468-5957 doi: 10.1111/jbfa.12217

Liu, Y., Padgett, C. and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2017) Corporate governance, bank mergers and executive compensation. International Journal of Finance & Economics, 22 (1). pp. 12-29. ISSN 1099-1158 doi: 10.1002/ijfe.1565

Majoch, A. A. A. (2017) Identifying sources of salience among global asset owners and asset managers: three essays on the principles for responsible investment. PhD thesis, University of Reading.

Majoch, A. A. A., Hoepner, A. G. F. and Hebb, T. (2017) Sources of stakeholder salience in the responsible investment movement: why do investors sign the Principles for Responsible Investment? Journal of Business Ethics, 140 (4). pp. 723-741. ISSN 1573-0697 doi: 10.1007/s10551-016-3057-2

Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323 (2017) Explaining co-movements between equity and CDS bid-ask spreads. Review of Quantitative Finance and Accounting, 49 (3). pp. 811-853. ISSN 1573-7179 doi: 10.1007/s11156-016-0609-6

Mohite, I. (2017) The value of target’s acquisition experience in M&A. European Journal of Finance, 23 (13). pp. 1238-1266. ISSN 1466-4364 doi: 10.1080/1351847X.2016.1212719

Ormrod, W. M., Killick, H. and Bradford, P., eds. (2017) Early common petitions in the English parliament, c. 1280-c. 1400. Royal Historical Society Camden Fifth Series, 52. Cambridge University Press. doi: 10.1017/S0960116316000130

Pele, D. T., Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X (2017) Information entropy and measures of market risk. Entropy, 19 (5). 226. ISSN 1099-4300 doi: 10.3390/e19050226

Platanakis, E. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2017) Asset liability modelling and pension schemes: the application of robust optimization to USS. European Journal of Finance, 23 (4). pp. 324-352. ISSN 1466-4364 doi: 10.1080/1351847X.2015.1071714

Prokopczuk, M., Symeonidis, L. and Wese Simen, C. (2017) Variance risk in commodity markets. Journal of Banking and Finance, 81. pp. 136-149. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2017.05.003

Rajagopalan, R. D. (2017) Asset pricing across asset classes: the impacts of fines and flows. PhD thesis, University of Reading.

Ram, R. ORCID: https://orcid.org/0000-0003-3130-6275 and Newberry, S. (2017) Agenda entrance complexity in international accounting standard setting: the case of IFRS for SMEs. Abacus, 53 (4). pp. 485-512. ISSN 1467-6281 doi: 10.1111/abac.12122

Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593 (2017) Essays on institutional investment and socially responsible investing. PhD thesis, University of Reading.

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2017) How predictable are precious metal returns? European Journal of Finance, 23 (14). pp. 1390-1413. ISSN 1466-4364 doi: 10.1080/1351847X.2016.1204334

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2017) Price clustering in Bitcoin. Economics Letters, 159. pp. 145-148. ISSN 0165-1765 doi: 10.1016/j.econlet.2017.07.035

Wang, J., Tian, G., Fan, W. and Luo, D. (2017) The effect of mandatory regulation on corporate social responsibility reporting quality: evidence from China. Journal of Applied Business Research, 33 (1). pp. 67-86. ISSN 2157-8834 doi: 10.19030/jabr.v33i1.9861

Wang, S. (2017) Counterparty risk modelling of fixed income derivatives. PhD thesis, University of Reading.

Yao, S., Zhang, F., Wang, P. and Luo, D. (2017) Location determinants of China's outward foreign direct investment. China & World Economy, 25 (6). pp. 1-27. ISSN 1671-2234 doi: 10.1111/cwe.12218

Young, S. and Killick, H., eds. (2017) An Analysis of Keith Thomas’s Religion and the Decline of Magic. Taylor & Francis, London, pp100. ISBN 9781351351010 doi: 10.4324/9781912281657

Yuan, T. (2017) CEO Champions: what drives their success? Can they be effectively replaced? PhD thesis, University of Reading.

Zhang, H. (2017) Essays on intraday volatility and market microstructure. PhD thesis, University of Reading.

2016

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: 10.1057/978-1-137-46546-7

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

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

Arismendi, J. C., Back, J., Prokopczuk, M., Paschke, R. and Rudolf, M. (2016) Seasonal stochastic volatility: implications for the pricing of commodity options. Journal of Banking and Finance, 66. pp. 53-65. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2016.02.001

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: 10.1007/s11698-014-0120-z

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: 10.1016/j.ijforecast.2015.05.003

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Fernandez-Perez, A., Miffre, J. and Nneji, O. (2016) Commodity risks and the cross-section of equity returns. The British Accounting Review, 48 (2). pp. 134-150. ISSN 0890-8389 doi: 10.1016/j.bar.2016.03.001

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Godfrey, C., Hillenbrand, C. ORCID: https://orcid.org/0000-0002-2929-5098 and Money, K. (2016) Do investors care about corporate tax? Journal of Corporate Finance, 38. pp. 218-248. ISSN 0929-1199 doi: 10.1016/j.jcorpfin.2016.01.013

Chen, Z. (2016) Financial derivatives hedging and target CEOs’ retention in mergers and acquisitions. PhD thesis, University of Reading.

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (2016) Real-time factor model forecasting and the effects of instability. Computational Statistics and Data Analysis, 100. pp. 661-675. ISSN 0167-9473 doi: 10.1016/j.csda.2015.01.011

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: 10.1016/j.ijforecast.2015.10.005

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: 10.1016/j.mulfin.2016.11.001

Eross, A., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wolfe, S. (2016) Liquidity risk contagion in the interbank market. Journal of International Financial Markets, Institutions and Money, 45. pp. 142-155. ISSN 1042-4431 doi: 10.1016/j.intfin.2016.07.005

Gibbs, S. (2016) The service patterns and social-economic status of English archers, 1367-1417: the evidence of the muster rolls and poll tax returns. PhD thesis, University of Reading.

Gibbs, S. and Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072 (2016) Fighting merchants. In: Allen, M. and Davies, M. (eds.) Medieval merchants and money: essays in honour of James L. Bolton. Institute of Historical Research, London, pp. 93-112. ISBN 9781909646162

Govindarajan Driver, D. and Miglionico, A. ORCID: https://orcid.org/0000-0002-2114-6709 (2016) Rethinking financial regulation: an appraisal of regulatory approaches in the UK and EU. Law and Economics Yearly Review, 5 (1). pp. 98-124. ISSN 2050-9014

Hagfors, L. I., Kamperud, H. H., Paraschiv, F., Prokopczuk, M., Sator, A. and Westgaard, S. (2016) Prediction of extreme price occurrences in the German day-ahead electricity market. Quantitative Finance, 16 (12). pp. 1929-1948. ISSN 1469-7696 doi: 10.1080/14697688.2016.1211794

Hebb, T., Hawley, J. P., Hoepner, A. G. F., Neher, A. L. and Wood, D. (2016) Introduction. In: Hebb, T., Hawley, J. P., Hoepner, A. G. F., Neher, A. L. and Wood, D. (eds.) The Routledge Handbook of Responsible Investment. Routledge, Abingdon, pp. 3-15. ISBN 9780415624510

Hebb, T., Hawley, J. P., Hoepner, A. G. F., Neher, A. L. and Wood, D., eds. (2016) The Routledge Handbook of Responsible Investment. Routledge, Abingdon. ISBN 9780415624510

Herrerias, M. J., Cuadros, A. and Luo, D. (2016) Foreign versus indigenous innovation and energy intensity: further research across Chinese regions. Applied Energy, 162. pp. 1374-1384. ISSN 0306-2619 doi: 10.1016/j.apenergy.2015.01.042

Hoepner, A., Oikonomou, I., Scholtens, L. J. R. and Schröder, M. (2016) The effects of corporate and country sustainability characteristics on the cost of debt: an international investigation. Journal of Business Finance & Accounting, 43 (1-2). pp. 158-190. ISSN 1468-5957 doi: 10.1111/jbfa.12183

Hoepner, A. G. F., Huang, G. and Lui, H. (2016) Beyond outreach: corporate social responsibility and the financial performance of microfinance institutions. In: Hebb, T., Hawley, J. P., Hoepner, A. G. F., Neher, A. L. and Wood, D. (eds.) The Routledge Handbook of Responsible Investment. Routledge, Abingdon, pp. 677-688. ISBN 9780415624510

Hoepner, A. G. F., McMillan, D. G. and Fraser, M. (2016) Is responsible investment proportionally under researched? In: Hebb, T., Hawley, J. P., Hoepner, A. G. F., Neher, A. L. and Wood, D. (eds.) The Routledge Handbook of responsible investment. Routledge, Abingdon, pp. 34-52. ISBN 9780415624510

Hollstein, F. and Prokopczuk, M. (2016) Estimating Beta. Journal of Financial and Quantitative Analysis, 51 (4). pp. 1437-1466. ISSN 1756-6916 doi: 10.1017/S0022109016000508

Ibikunle, G., Gregoriou, A., Hoepner, A. and Rhodes, M. (2016) Liquidity and market efficiency in the world’s largest carbon market. The British Accounting Review, 48 (4). pp. 431-447. ISSN 0890-8389 doi: 10.1016/j.bar.2015.11.001

Kappou, K. ORCID: https://orcid.org/0000-0002-5047-8104 and Oikonomou, I. (2016) Is there a gold social seal? The financial effects of additions to and deletions from social stock indices. Journal of Business Ethics, 133 (3). pp. 533-552. ISSN 1573-0697 doi: 10.1007/s10551-014-2409-z

Killick, H. (2016) Treason, felony and Lollardy: a common petition in the hand of Richard Osbarn, Clerk of the Chamber of the Guildhall 1400–c. 1437. Historical Research, 89 (244). pp. 227-245. ISSN 0950-3471 doi: 10.1111/1468-2281.12125

Liu, Y. S. ORCID: https://orcid.org/0000-0002-3012-0973, Zhou, X., Yang, J. ORCID: https://orcid.org/0000-0002-2394-3058 and Hoepner, A. (2016) Corporate carbon emission and financial performance: does carbon disclosure mediate the relationship in the UK? In: European Accounting Association Annual Congress 2017, 10-12, May, 2017, Valencia, Spain.

Luo, D. (2016) The development of the Chinese financial system and reform of Chinese commercial banks. The Nottingham China Policy Institute Series. Palgrave Macmillan, pp. 481-500. ISBN 9781137454652

Moore, T. (2016) Local administration during the period of reform and rebellion. In: Jobson, A. (ed.) Baronial Reform and Rebellion in England, 1258-1267. Boydell Press, Woodbridge. ISBN 9781843834670

Moore, T. (2016) 'According to the law of merchants and the custom of the city of London': Burton v. Davy (1436) and the negotiability of credit instruments in medieval England. In: Allen, M. and Davies, M. (eds.) Medieval Merchants and Money: Essays in Honour of James L. Bolton. Institute of Historical Research, London. ISBN 9781909646162

Neumann, M., Prokopczuk, M. and Simen, C. W. (2016) Jump and variance risk premia in the S&P 500. Journal of Banking and Finance, 69. pp. 72-83. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2016.03.013

Platanakis, E. (2016) Essays on robust portfolio selection and pension finance. PhD thesis, University of Reading.

Platanakis, E. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2016) Pension scheme redesign and wealth redistribution between the members and sponsor: the USS rule change in October 2011. Insurance: Mathematics and Economics. ISSN 0167-6687 doi: 10.1016/j.insmatheco.2016.04.001

Prokopczuk, M., Symeonidis, L. and Wese Simen, C. (2016) Do jumps matter for volatility forecasting? Evidence from energy markets. Journal of Futures Markets, 36 (8). pp. 758-792. ISSN 1096-9934 doi: 10.1002/fut.21759

Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2016) Finance and occupational pensions: theories and international evidence. Palgrave Macmillan, London , pp332. ISBN 9781349948628

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2016) The inefficiency of Bitcoin. Economics Letters, 148. pp. 80-82. ISSN 0165-1765 doi: 10.1016/j.econlet.2016.09.019

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Hudson, R. (2016) Investor sentiment and local bias in extreme circumstances: the case of the Blitz. Research in International Business and Finance, 36. pp. 340-350. ISSN 0275-5319 doi: 10.1016/j.ribaf.2015.09.010

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and McGroarty, F. (2016) Are stock markets really efficient? Evidence of the adaptive market hypothesis. International Review of Financial Analysis, 47. pp. 39-49. ISSN 1057-5219 doi: 10.1016/j.irfa.2016.06.011

Zameni, A. P. and Yong, O. (2016) Lock-up expiry and trading volume behaviour of Malaysian initial public offering's. International Journal of Economics and Financial Issues, 6 (S3). pp. 12-21. ISSN 2146-4138

Zeng, Y. (2016) Institutional investors: arbitrageurs or rational trend chasers? International Review of Financial Analysis, 45. pp. 240-262. ISSN 1057-5219 doi: 10.1016/j.irfa.2016.03.006

2015

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: 10.1016/j.tre.2015.02.001

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: 10.1111/ecno.12039

Avino, D., Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2015) Time varying price discovery. Economics Letters, 126. pp. 18-21. ISSN 0165-1765 doi: 10.1016/j.econlet.2014.09.030

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)

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

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Prokopczuk, M. and Wu, Y. (2015) Booms and busts in commodity markets: bubbles or fundamentals? Journal of Futures Markets, 35 (10). pp. 916-938. ISSN 1096-9934 doi: 10.1002/fut.21721

Carriero, A., Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Galvao, A. B. (2015) Forecasting with Bayesian multivariate vintage-based VARs. International Journal of Forecasting, 31 (3). pp. 757-768. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2014.05.007

Castle, J. L., Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. (2015) Robust approaches to forecasting. International Journal of Forecasting, 31 (1). pp. 99-112. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2014.11.002

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (2015) Are professional macroeconomic forecasters able to do better than forecasting trends? Journal of Money, Credit and Banking, 472 (2-3). pp. 349-382. ISSN 1538-4616 doi: 10.1111/jmcb.12179

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (2015) Do US macroeconomic forecasters exaggerate their differences? Journal of Forecasting, 34 (8). pp. 649-660. ISSN 1099-131X doi: 10.1002/for.2358

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: 10.1007/s11146-014-9490-z

Diewald, L., Prokopczuk, M. and Wese Simen, C. (2015) Time-variations in commodity price jumps. Journal of Empirical Finance, 31. pp. 72-84. ISSN 0927-5398 doi: 10.1016/j.jempfin.2015.02.004

Füss, R., Mahringer, S. and Prokopczuk, M. (2015) Electricity derivatives pricing with forward-looking information. Journal of Economic Dynamics and Control, 58. pp. 34-57. ISSN 0165-1889 doi: 10.1016/j.jedc.2015.05.016

Goodell, J. W., McGroarty, F. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2015) Political uncertainty and the 2012 US presidential election: a cointegration study of prediction markets, polls and a stand-out expert. International Review of Financial Analysis, 42. pp. 162-171. ISSN 1057-5219 doi: 10.1016/j.irfa.2015.05.003

Hudson, R. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2015) War and stock markets: the effect of World War Two on the British stock market. International Review of Financial Analysis, 40. pp. 166-177. ISSN 1057-5219 doi: 10.1016/j.irfa.2015.05.015

Liesen, A., Hoepner, A. G., Patten, D. M. and Figge, F. (2015) Does stakeholder pressure influence corporate GHG emissions reporting? Empirical evidence from Europe. Accounting, Auditing & Accountability Journal, 28 (7). pp. 1047-1074. ISSN 0951-3574 doi: 10.1108/AAAJ-12-2013-1547

Luo, D., Dong, Y., Armitage, S. and Hou, W. (2015) The impact of foreign bank penetration on the domestic banking sector: new evidence from China. European Journal of Finance. ISSN 1466-4364 doi: 10.1080/1351847X.2014.1003314

Mahringer, S. and Prokopczuk, M. (2015) An empirical model comparison for valuing crack spread options. Energy Economics, 51. pp. 177-187. ISSN 0140-9883 doi: 10.1016/j.eneco.2015.06.015

Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323 (2015) The impact of liquidity on senior credit index spreads during the subprime crisis. International Review of Financial Analysis, 37. pp. 148-167. ISSN 1057-5219 doi: 10.1016/j.irfa.2014.11.016

Moore, T. (2015) 'If I do you wrong, who will do you right?' Justice and politics during the personal rule of Henry III. In: Thompson, B. and Watts, J. (eds.) Political Society in Later Medieval England: A Festschrift for Christine Carpenter. Boydell and Brewer, Woodbridge, pp. 15-37. ISBN 9781783270309

Moore, T. (2015) The fine rolls as evidence for the expansion of royal justice during the reign of Henry III. In: Crook, D. and Wilkinson, L. J. (eds.) The Growth of Royal Government Under Henry III. Boydell and Brewer, Woodbridge, pp. 55-71. ISBN 9781783270675

Moore, T. K. (2015) 'Other Cities Have Citizens, London's are Called Barons': connections between London and Essex during the Magna Carta Civil War (1215-17). In: Wilkin, A., Naylor, J., Keene, D. and Bijsterveld, A.-J. A. (eds.) Town and Country in Medieval North Western Europe: Dynamic Interactions. The Medieval Countryside (11). Brepols, Turnhout, pp. 189-216. ISBN 9782503533872

Newberry, S. and Ram, R. ORCID: https://orcid.org/0000-0003-3130-6275 (2015) Understanding complexities in international accounting standard setting: agenda entry and the case of IFRS for SMEs. In: Accounting & Finance Association of Australia and New Zealand conference, 5 - 7 July 2015, Hobart, Australia. (Unpublished)

Nneji, O., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Ward, C. (2015) Speculative bubble spillovers across regional housing markets. Land Economics, 91 (3). pp. 516-535. ISSN 1543-8325 doi: 10.3368/le.91.3.516

Stenka, R. ORCID: https://orcid.org/0000-0003-3103-2307 and Grossi, G. (2015) For the public without the public. In: International Research Society for Public Management (IRSPM) Annual Conference, March 2015, Birmingham, UK.

Stenka, R. ORCID: https://orcid.org/0000-0003-3103-2307 and Kokot, P. (2015) Accounting as interpretive framing. In: British Accounting and Finance Association (BAFA) Annual Conference, Monday 23 - Wednesday 25 March 2015, Manchester, UK.

Stenka, R. ORCID: https://orcid.org/0000-0003-3103-2307 and Kokot, P. (2015) Numbers in motion. In: Financial Reporting and Business Communication Annual Conference, 2 - 3 July 2015, University of Bristol, UK.

Stenka, R. ORCID: https://orcid.org/0000-0003-3103-2307 and Kokot, P. (2015) The multidimensional character of accounting numbers. In: Alternative Accounts Annual Conference, April 17 – 18, 2015, Ottowa, Canada.

Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2015) Trading death: the implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios. International Review of Financial Analysis, 38. pp. 163-174. ISSN 1057-5219 doi: 10.1016/j.irfa.2014.10.010

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243, Gebka, B. and Hudson, R. (2015) How exactly do markets adapt? Evidence from the moving average rule in three developed markets. Journal of International Financial Markets, Institutions and Money, 38. pp. 127-147. ISSN 1042-4431 doi: 10.1016/j.intfin.2015.05.019

Yu, P.-S. (2015) The financial and environmental performance of firms exposed to the EU Emissions Trading Scheme. PhD thesis, University of Reading.

2014

Agathee, U. S., Sannassee, R. V. and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2014) The long-run performance of IPOs: the case of the Stock Exchange of Mauritius. Applied Financial Economics, 24 (17). pp. 1123-1145. ISSN 0960-3107 doi: 10.1080/09603107.2014.924294

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: 10.1016/j.irfa.2014.07.004

Barkemeyer, R., Figge, F., Hahn, T., Hoepner, A. G. F., Liesen, G. and Neher, A. (2014) Operationalizing socially responsible investment: a non-financial fiduciary duty problem. In: Hawley, J. P., Hoepner, A. G. F., Johnson, K. L., Sandberg, J. and Waitzer, E. J. (eds.) Cambridge Handbook of Institutional Investment and Fiduciary Duty. Cambridge University Press, Cambridge. ISBN 9781107035874

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: 10.1111/1468-0289.12013

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, Fenton, E. M. and Walker, J. T. ORCID: https://orcid.org/0000-0002-3477-0236 (2014) Gender and the evaluation of research. Research Policy, 43 (6). pp. 990-1001. ISSN 0048-7333 doi: 10.1016/j.respol.2013.12.005

Churyk, N. T. and Stenka, R. ORCID: https://orcid.org/0000-0003-3103-2307 (2014) Accounting for complex investment transactions. Journal of Accounting Education, 32 (4). pp. 58-70. ISSN 0748-5751 doi: 10.1016/j.jaccedu.2014.08.001 (Natalie Tatiana Churyk, Renata Stenka, Accounting for complex investment transactions,)

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (2014) Forecast uncertainty—ex Ante and ex Post: U.S. inflation and output growth. Journal of Business & Economic Statistics, 32 (2). pp. 206-216. ISSN 0735-0015 doi: 10.1080/07350015.2013.859618

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (2014) Probability distributions or point predictions? Survey forecasts of US output growth and inflation. International Journal of Forecasting, 30 (1). pp. 99-117. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2013.07.010

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 (2014) US inflation expectations and heterogeneous loss functions, 1968-2010. Journal of Forecasting, 33 (1). pp. 1-14. ISSN 1099-131X doi: 10.1002/for.2277

Dodd, G., Phillips, M. and Killick, H. (2014) Multiple-clause petitions to the English parliament in the later Middle Ages: instruments of pragmatism or persuasion? Journal of Medieval History, 40 (2). pp. 176-194. ISSN 0304-4181 doi: 10.1080/03044181.2014.883574

Hawley, J. P., Hoepner, A. G. F., Johnson, K. L., Sandberg, J. and Waitzer, E. J., eds. (2014) Handbook of institutional investment and fiduciary duty. Cambridge University Press, pp507. ISBN 9781107035874

Hawley, J. P., Hoepner, A. G. F., Johnson, K. L., Sandberg, J. and Waitzer, E. J. (2014) Introduction. In: Hawley, J. P., Hoepner, A. G. F., Johnson, K. L., Sandberg, J. and Waitzer, E. J. (eds.) Cambridge Handbook of Institutional Investment and Fiduciary Duty. Cambridge University Press, Cambridge, pp. 1-8. ISBN 9781107035874

Hoepner, A. G. F. and Zeume, S. (2014) Fiduciary duty and sin stocks: is vice really nice? In: Hawley, J. P., Hoepner, A. G. F., Johnson, K. L., Sandberg, J. and Waitzer, E. J. (eds.) Cambridge Handbook of Institutional Investment and Fiduciary Duty. Cambridge University Press, Cambridge, pp. 181-207. ISBN 9781107035874

Hoepner, A. G. F., de Aguiar, T. R. S. and Majithia, R. (2014) The level of compliance with the International Code of marketing of breast-milk substitutes: does it matter to stock markets? Journal of Business Ethics, 119 (3). pp. 329-348. ISSN 1573-0697 doi: 10.1007/s10551-013-1625-2

Oikonomou, I., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Pavelin, S. (2014) The effects of corporate social performance on the cost of corporate debt and credit ratings. Financial Review, 49 (1). pp. 49-75. ISSN 1540-6288 doi: 10.1111/fire.12025

Oikonomou, I., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Pavelin, S. (2014) The financial effects of uniform and mixed corporate social performance. Journal of Management Studies, 51 (6). pp. 898-925. ISSN 1467-6486 doi: 10.1111/joms.12064

Perlin, M., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X (2014) On the performance of the tick test. Quarterly Review of Economics and Finance, 54 (1). pp. 42-50. ISSN 1062-9769 doi: 10.1016/j.qref.2013.07.009

Perlin, M., Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2014) The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market. Annals of Finance, 10 (3). pp. 457-480. ISSN 1614-2454 doi: 10.1007/s10436-013-0242-5

Prokopczuk, M. and Wese Simen, C. (2014) The importance of the volatility risk premium for volatility forecasting. Journal of Banking and Finance, 40. pp. 303-320. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2013.12.002

Shang, Z., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and McCloy, R. ORCID: https://orcid.org/0000-0003-2333-9640 (2014) Are investors guided by the news disclosed by companies or by journalists? Journal of behavioral and experimental finance, 1. pp. 45-60. ISSN 2214-6350 doi: 10.1016/j.jbef.2014.01.003

Shang, Z., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and McCloy, R. ORCID: https://orcid.org/0000-0003-2333-9640 (2014) Does more detailed information mean better performance? An experiment in information explicitness. Review of Behavioural Finance, 6 (2). pp. 86-103. ISSN 1940-5979 doi: 10.1108/RBF-10-2013-0036

Stenka, R. ORCID: https://orcid.org/0000-0003-3103-2307 (2014) Discourse in international accounting standard setting: legitimacy viewed through a Bourdieusian lens. In: American Accounting Association (AAA) Annual Conference, 2 - 6 August 2014, Atlanta, USA.

Tran, V. ORCID: https://orcid.org/0000-0001-9561-8118, Alsakka, R. and ap Gwilym, O. (2014) Sovereign rating actions and the implied volatility of stock index options. International Review of Financial Analysis, 34. pp. 101-113. ISSN 1057-5219 doi: 10.1016/j.irfa.2014.05.010

Tsolacos, S., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Nneji, O. (2014) On the predictive content of leading indicators: the case of U.S. real estate markets. Journal of Real Estate Research, 36 (4). pp. 541-573. ISSN 0896-5803

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2014) The Euro and European stock market efficiency. Applied Financial Economics, 24 (19). pp. 1235-1248. ISSN 0960-3107 doi: 10.1080/09603107.2014.924292

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and McGroarty, F. (2014) Calendar effects, market conditions and the Adaptive Market Hypothesis: evidence from long-run U.S. data. International Review of Financial Analysis, 35. pp. 154-166. ISSN 1057-5219 doi: 10.1016/j.irfa.2014.08.003

Yao, S., Luo, D. and Wang, J. (2014) Housing development and urbanisation in China. World Economy, 37 (3). pp. 481-500. ISSN 0378-5920 doi: 10.1111/twec.12105

Zeng, Y. and Jiang, W. (2014) State ownership, bank loans, and corporate investment. International Review of Economics and Finance, 32. pp. 92-116. ISSN 1059-0560 doi: 10.1016/j.iref.2014.01.009

Zhou, D. ORCID: https://orcid.org/0000-0003-4238-0526, Jelic, R. and Wright, W. (2014) SMBOs: buying time or improving performance? Managerial and Decision Economics, 35 (2). pp. 88-102. ISSN 1099-1468 doi: 10.1002/mde.2651

2013

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: 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: 10.1016/j.eneco.2012.11.016

Alexander, D. and Stenka, R. ORCID: https://orcid.org/0000-0003-3103-2307 (2013) Capturing meaning construction in financial disclosure. In: Discourses Approach to Financial Communication, 2-6 February 2014, Ascona, Switzerland.

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: 10.1016/j.jcorpfin.2012.10.006

Avino, D., Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 and Varotto, S. ORCID: https://orcid.org/0000-0001-5328-5327 (2013) Price discovery of credit spreads in tranquil and crisis periods. International Review of Financial Analysis, 30. pp. 242-253. ISSN 1057-5219 doi: 10.1016/j.irfa.2013.08.002

Back, J. and Prokopczuk, M. (2013) Commodity price dynamics and derivatives valuation: a review. International Journal of Theoretical and Applied Finance, 16 (6). ISSN 1793-6322 doi: 10.2139/ssrn.2133158

Back, J., Prokopczuk, M. and Rudolf, M. (2013) Seasonality and the valuation of commodity options. Journal of Banking and Finance, 37 (2). pp. 273-290. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2012.08.025

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: 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, 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 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. R. ORCID: https://orcid.org/0000-0003-4531-0072, Curry, A., King, A. and Simpkin, D. (2013) The soldier in later medieval England. Oxford University Press , Oxford, pp360. ISBN 9780199680825

Bhatti-Sinclair, K. and Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X (2013) Challenges in identifying factors which determine the placement of children in care? An international review. Child and Adolescent Social Work Journal, 30 (4). pp. 345-363. ISSN 1573-2797 doi: 10.1007/s10560-012-0293-x

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

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: 10.1080/14697688.2013.769689

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Kappou, K. ORCID: https://orcid.org/0000-0002-5047-8104, Stevenson, S. and Ward, C. (2013) The performance effects of composition changes on sector specific stock indices: The case of European listed real estate. International Review of Financial Analysis, 29. pp. 132-142. ISSN 1057-5219 doi: 10.1016/j.irfa.2013.04.002

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Prokopczuk, M. and Wu, Y. (2013) Commodity futures prices: more evidence on forecast power, risk premia and the theory of storage. The Quarterly Review of Economics and Finance, 53 (1). pp. 73-85. ISSN 1062-9769 doi: 10.1016/j.qref.2013.01.003

Castle, J. L., Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F. (2013) Forecasting by factors, by variables, by both or neither? Journal of Econometrics, 177 (2). pp. 305-319. ISSN 0304-4076 doi: 10.1016/j.jeconom.2013.04.015

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 and Galvao, A.B. (2013) Forecasting with vector autoregressive models of data vintages: US output growth and inflation. International Journal of Forecasting, 29 (4). pp. 698-714. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2011.09.003

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 and Galvao, A.B. (2013) Real-time forecasting of inflation and output growth with autoregressive models in the presence of data revisions. Journal of Applied Econometrics, 28 (3). pp. 458-477. ISSN 1099-1255 doi: 10.1002/jae.2274

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: 10.1016/j.jbankfin.2013.07.010

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

Fanone, E., Gamba, A. and Prokopczuk, M. (2013) The case of negative day-ahead electricity prices. Energy Economics, 35. pp. 22-34. ISSN 0140-9883

Hoepner, A. G. F., Kant, B., Scholtens, B. and Yu, P.-S. (2013) Is the journal 'Ecological Economics' really in itself a poor and misleading guide to what ecological economics is about? A reply to "Influencing the perception of what and who is important in ecological economics". Ecological Economics, 89. pp. 174-176. ISSN 0921-8009 doi: 10.1016/j.ecolecon.2013.03.001

Kaeck, A. and Alexander, C. (2013) Stochastic volatility jump-diffusions for European equity index dynamics. European Financial Management, 19 (3). pp. 470-496. ISSN 1468-036X doi: 10.1111/j.1468-036X.2010.00613.x