Items where Schools and Departments is "Finance" and Year is 2008
A
Andrew, Mark, Meen, G., Kasparova, D. , Wood, G., Ball, M., Goody, J., Whitehead, C. & Pyrce, G. (2008). Recent Developments in the Communities and Local Government Affordability Model. Communities and Local Government Publications.
Anim-Odame, W.K. (2008). Residential Real Estate Investment in Emerging Economies: The Case of Ghana. (Unpublished Doctoral thesis, City University London)
B
Beck, T., Demirguc-Kunt, A., Laeven, L. & Levine, R. (2008). Finance, Firm Size, and Growth. Journal of Money, Credit and Banking, 40(7), pp. 1379-1405. doi: 10.1111/j.1538-4616.2008.00164.x
Beck, T., Demirguc-Kunt, A. & Maksimovic, V. (2008). Financing patterns around the world: Are small firms different?. Journal of Financial Economics, 89(3), pp. 467-487. doi: 10.1016/j.jfineco.2007.10.005
Bennouri, M. & Falconieri, S. (2008). The Optimality of Uniform Pricing in IPOs: An Optimal Auction Approach. Review of Finance, 12(4), pp. 673-700. doi: 10.1093/rof/rfn006
Blake, D. 
ORCID: 0000-0002-2453-2090, Khorasanee, Z., Pickles, J. & Tyrrall, D. (2008).
An unreal number: how company pension accounting fosters an illusion of certainty.
London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.
Blake, D. ORCID: 0000-0002-2453-2090 & Pickles, J. (2008).
Apocalyptic Demography? Putting Longevity Risk in Perspective.
CIMA; Pensions Institute.
C
Clare, A. & Motson, N. (2008). How Many Alternative Eggs Should You Put in Your Investment Basket?. London: Cass Business School, City University London.
Corte, P. D., Sarno, L. & Thornton, D. (2008). The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value. Journal of Financial Economics, 89(1), pp. 158-174. doi: 10.1016/j.jfineco.2007.08.002
Cuthbertson, K., Nitzsche, D. & O'Sullivan, N. (2008). False Discoveries: Winners and Losers in Mutual Fund Performance. London: SSRN.
D
Dimitrova, D. S., Kaishev, V. K. & Penev, S. (2008). GeD spline estimation of multivariate Archimedean copulas. Computational Statistics & Data Analysis, 52(7), pp. 3570-3582. doi: 10.1016/j.csda.2007.11.010
Driver, C., Temple, P. & Urga, G. (2008). Real options - delay vs. pre-emption: Do industrial characteristics matter?. International Journal of Industrial Organization, 26(2), pp. 532-545. doi: 10.1016/j.ijindorg.2007.03.003
F
Fuertes, A-M. ORCID: 0000-0001-6468-9845 (2008).
Sieve bootstrap t-tests on long-run average parameters.
Computational Statistics & Data Analysis, 52(7),
pp. 3354-3370.
doi: 10.1016/j.csda.2007.11.014
Fusai, G., Marena, M. & Roncoroni, A. (2008). Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets. Journal of Banking & Finance, 32(10), pp. 2033-2045. doi: 10.1016/j.jbankfin.2007.12.024
Fusai, G. & Meucci, A. (2008). Pricing discretely monitored Asian options under Levy processes. Journal of Banking & Finance, 32(10), pp. 2076-2088. doi: 10.1016/j.jbankfin.2007.12.027
G
Georgievska, A., Georgievska, L., Stojanovic, A. & Todorovic, N. (2008). Sovereign rescheduling probabilities in emerging markets: A comparison with credit rating agencies' ratings. Journal of Applied Statistics, 35(9), pp. 1031-1051. doi: 10.1080/02664760802193112
K
Kos, H. & Todorovic, N. (2008). S&P Global Sector survivals: Momentum effects in sector indices underlying iShares. Quarterly Review of Economics and Finance, 48(3), pp. 520-540. doi: 10.1016/j.qref.2007.12.001
L
Li, X. (2008). The impact of time-varying idiosyncratic risk and trading costs on momentum and value strategies. (Unpublished Doctoral thesis, City University London)
P
Philip, D. (2008). Estimation and testing of latent factors in term structure of interest rates. (Unpublished Doctoral thesis, Cass Business School, City University)
Č
Černý, A. & Kallsen, J. (2008). Mean-variance hedging and optimal investment in Heston's model with correlation. Mathematical Finance, 18(3), pp. 473-492. doi: 10.1111/j.1467-9965.2008.00342.x
Černý, A. & Kallsen, J. (2008). A counterexample concerning the variance-optimal martingalle measure. Mathematical Finance, 18(2), pp. 305-316. doi: 10.1111/j.1467-9965.2007.00334.x