Items where Schools and Departments is "Finance" and Year is 2009
Ballotta, L. & Haberman, S. (2009). Investment Strategies and Risk Management for Participating Life Insurance Contracts. London: SSRN.
Beber, A., Brandt, M. W. & Kavajecz, K. A. (2009). Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market. Review of Financial Studies, 22(3), pp. 925-957. doi: 10.1093/rfs/hhm088
Chen, Y. (2009). Essays on the Role of Informed Trading in Stock Markets. (Unpublished Doctoral thesis, City University London)
Clare, A., ap Gwilym, O., Seaton, J. & Thomas, S. (2009). Price and Momentum as Robust Tactical Approaches to Global Equity Investing. London: Cass Business School.
Emms, P. & Haberman, S. (2009). Optimal management of an insurer's exposure in a competitive general insurance market. North American Actuarial Journal, 13(1), pp. 77-105. doi: 10.1080/10920277.2009.10597541
Falconieri, S., Murphy, A. & Weaver, D. (2009). Underpricing and Ex Post Value Uncertainty. Financial Management, 38(2), pp. 285-300. doi: 10.1111/j.1755-053x.2009.01036.x
Fuertes, A-M. 
ORCID: 0000-0001-6468-9845, Izzeldin, M. & Kalotychou, E. (2009).
On forecasting daily stock volatility: The role of intraday information and market conditions.
International Journal of Forecasting, 25(2),
pp. 259-281.
doi: 10.1016/j.ijforecast.2009.01.006
Haenschel, C., Bittner, R. A., Waltz, J. , Haertling, F., Wibral, M., Singer, W., Linden, D. E. J. & Rodriguez, E. (2009). Cortical oscillatory activity is critical for working memory as revealed by deficits in early-onset schizophrenia. Journal of Neuroscience, 29(30), pp. 9481-9489. doi: 10.1523/jneurosci.1428-09.2009
Hatzopoulos, P. & Haberman, S. (2009). A parameterized approach to modeling and forecasting mortality. Insurance: Mathematics and Economics, 44(1), pp. 103-123. doi: 10.1016/j.insmatheco.2008.10.008
Jokipii, T.K. (2009). Bank Capital Management. (Unpublished Doctoral thesis, City University London)
Kyriacou, M. (2009). Foreign Exchange Market Microstructure and Forecasting. (Unpublished Doctoral thesis, City University London)
Lu, C. (2009). Essays on Cross-Sectional Asset Pricing. (Unpublished Doctoral thesis, Cass Business School)
Motson, N. (2009). Essays on hedge fund risk, return and incentives. (Unpublished Doctoral thesis, City University London)
Munira, S. (2009). Momentum return: is it a compensation for risk?. (Unpublished Doctoral thesis, City, University of London)
Phylaktis, K. & Xia, L. (2009). Equity Market Comovement and Contagion: A Sectoral Perspective. Financial Management, 38(2), pp. 381-409. doi: 10.1111/j.1755-053x.2009.01040.x
Rubesam, A. (2009). ESSAYS ON EMPIRICAL ASSET PRICING USING BAYESIAN METHODS. (Unpublished Doctoral thesis, City University London)
Sarno, L., Della Corte, P. & Tsiakas, I. (2009). An Economic Evaluation of Empirical Exchange Rate Models. Review of Financial Studies, 22(9), pp. 3491-3530. doi: 10.1093/rfs/hhn058
Schmeling, M., Melvin, M. M. & Menkhoff, L. (2009). Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book. Journal of International Economics, 79(1), pp. 54-63. doi: 10.1016/j.jinteco.2009.06.008
Schroth, E. & Albuquerque, R. (2009). Quantifying Private Benefits of Control from a Structural Model of Block Trades (202/2008). ECGI.
Trapani, L. & Urga, G. (2009). Optimal forecasting with heterogeneous panels: A Monte Carlo study. International Journal of Forecasting, 25(3), pp. 567-586. doi: 10.1016/j.ijforecast.2009.02.001
Yim, A. (2009). Efficient Committed Budget for Implementing Target Audit Probability for Many Inspectees. Management Science, 55(12), pp. 2000-2018. doi: 10.1287/mnsc.1090.1083
Černý, A. & Kallsen, J. (2009). Hedging by sequential regressions revisited. Mathematical Finance, 19(4), pp. 591-617. doi: 10.1111/j.1467-9965.2009.00381.x