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Number of items: **21**.

Andrew, Mark, Meen, G., Kasparova, D., Wood, G., Ball, M., Goody, J., Whitehead, C. and 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(Unpublished Doctoral thesis, City University London)

Beck, T., Demirguc-Kunt, A., Laeven, L. and 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. and 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. and 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. and 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 and Pickles, J. (2008).
*Apocalyptic Demography? Putting Longevity Risk in Perspective*.
CIMA; Pensions Institute.

Clare, A. and 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. and 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. and O'Sullivan, N. (2008).
*False Discoveries: Winners and Losers in Mutual Fund Performance*.
London: SSRN.

Dimitrova, D. S., Kaishev, V. K. and 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. and 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

Fuertes, A. (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. and 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. and 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

Georgievska, A., Georgievska, L., Stojanovic, A. and 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

Kos, H. and 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

Li, X. (2008).
*The impact of time-varying idiosyncratic risk and trading costs on momentum and value strategies*.
(Unpublished Doctoral thesis, City University London)

Philip, D. (2008).
*Estimation and testing of latent factors in term structure of interest rates*.
(Unpublished Doctoral thesis, Cass Business School, City University)

Černý, A. and 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. and 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