City Research Online

Items where Schools and Departments is "Finance" and Year is 2011

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Number of items: 30.

Article

Beber, A., Brandt, M. W. & Kavajecz, K. A. (2011). What Does Equity Sector Orderflow Tell Us About the Economy?. The Review of Financial Studies, 24(11), pp. 3688-3730. doi: 10.1093/rfs/hhr067

Biagini, S. & Černý, A. (2011). Admissible strategies in semimartingale portfolio selection. SIAM Journal on Control and Optimization, 49(1), pp. 42-72. doi: 10.1137/090774458

Blake, D., Courbage, C., MacMinn, R. & Sherris, M. (2011). Longevity Risk and Capital Markets: The 2010-2011 Update. The Geneva Papers On Risk And Insurance: Issues And Practice, 36(4), doi: 10.1057/gpp.2011.27

Britten-Jones, M., Neuberger, A. & Nolte, I. (2011). Improved Inference in Regression with Overlapping Observations. Journal of Business Finance & Accounting, 38(5-6), pp. 657-683. doi: 10.1111/j.1468-5957.2011.02244.x

Bruche, M. (2011). Creditor coordination, liquidation timing, and debt valuation. Journal of Financial and Quantitative Analysis, 46(5), pp. 1407-1436. doi: 10.1017/S0022109011000330

Carapeto, M., Moeller, S., Faelten, A. , Vitkova, V. & Bortolotto, L. (2011). Distress classification measures in the banking sector. Risk governance and control: financial markets & institutions, 1(4), pp. 19-30.

Dargenidou, C., McLeay, S. & Raonic, I. (2011). Accruals, Disclosure and the Pricing of Future Earnings in the European Market. Journal of Business Finance & Accounting, 38(5-6), pp. 473-504. doi: 10.1111/j.1468-5957.2011.02245.x

Della Corte, P., Sarno, L. & Tsiakas, I. (2011). Spot and forward volatility in foreign exchange. Journal of Financial Economics, 100(3), pp. 496-513. doi: 10.1016/j.jfineco.2011.01.007

Denuit, M., Haberman, S. & Renshaw, A. E. (2011). Longevity-indexed annuities. North American Actuarial Journal, 15(1), pp. 97-111. doi: 10.1080/10920277.2011.10597611

Fusai, G., Marazzina, D. & Marena, M. (2011). Pricing Discretely Monitored Asian Options by Maturity Randomization. SIAM Journal on Financial Mathematics, 2(1), pp. 383-403. doi: 10.1137/09076115X

Hatzopoulos, P. & Haberman, S. (2011). A dynamic parameterization modeling for age-period-cohort mortality. Insurance: Mathematics and Economics, 49(2), pp. 155-174. doi: 10.1016/j.insmatheco.2011.02.007

Herrera, H. & Schroth, E. (2011). Advantageous Innovation in the Underwriting Market for Corporate Securities. Journal of Banking and Finance, 35(5), pp. 1097-1113. doi: 10.1016/j.jbankfin.2010.09.019

Laušev, J., Stojanovic, A. & Todorovic, N. (2011). Determinants of debt rescheduling in Eastern European countries. Economic Annals, 56(188), pp. 7-31. doi: 10.2298/EKA1188007L

Marsh, I. W. (2011). Order flow and central bank intervention: An empirical analysis of recent Bank of Japan actions in the foreign exchange market. Journal of International Money and Finance, 30(2), pp. 377-392. doi: 10.1016/j.jimonfin.2010.10.001

Owadally, I., Haberman, S. & Gomez, D. (2011). A Savings Plan with Targeted Contributions. Journal of Risk and Insurance, 80(4), pp. 975-1000. doi: 10.1111/j.1539-6975.2012.01485.x

Tran, A. & Jeon, B. (2011). The dynamic impact of macroeconomic factors on initial public offerings: evidence from time-series analysis. Applied Economics, 43(23), pp. 3187-3201. doi: 10.1080/00036840903493267

Book Section

Georgievska, A., Georgievska, L., Stojanovic, A. & Todorovic, N. (2011). Country Debt Default Probabilities in Emerging Markets: Were Credit Rating Agencies Wrong? In: Kolb, R. W. (Ed.), Sovereign Debt: From Safety to Default. (pp. 353-360). Wiley. doi: 10.1002/9781118267073.ch39

Monograph

Pouliasis, P. K., Nomikos, N. & Papapostolou, N. C. (2011). Analysis of Volatility and Correlation for CME Steel Products. London: Cass Business School, City University London.

Report

Payne, R. & Friederich, S. (2011). Computer based trading, liquidity and trading costs. Foresight - Government Office for Science.

Thesis

Bertolini, Lorenzo (2011). Trading foreign exchange carry portfolios. (Unpublished Doctoral thesis, City University London)

Besar, Dwityapoetra Soeyasa (2011). Essays on Indonesian Banking: Competition, Efficiency, and its Role in Monetary Policy Transmission. (Unpublished Doctoral thesis, City University London)

Brutting, Milena (2011). Goodwill impairment: causes and impact. (Unpublished Doctoral thesis, City University London)

Dontis-Charitos, Panagiotis (2011). Bank-insurance M&A Deals: An Empirical Investigation of the Risk-return Effects on Acquiring Firms and On the Financial Industry. (Unpublished Doctoral thesis, City University London)

O'Neill, Mark (2011). Museums and social justice: A theory of pratice. (Unpublished Doctoral thesis, City University London)

Pettinicchio, A.K. (2011). Auditing and Regulations. (Unpublished Doctoral thesis, City University London)

Pouliasis, Panagiotis (2011). Essays on the empirical analysis of energy risk. (Unpublished Doctoral thesis, City University London)

Sarkisyan, Anna (2011). Three essays on securitisation. (Unpublished Doctoral thesis, City University London)

Vasileva, Kristina (2011). Foreign direct investment – a behavioural finance approach. (Unpublished Doctoral thesis, City University London)

Zagonov, Maxim (2011). Financial intermediation and interest rate risk. (Unpublished Doctoral thesis, City University London)

Working Paper

Tan, F. & Yim, A. (2011). Can Strategic Uncertainty Help Deter Tax Evasion? – An Experiment on Auditing Rules (2011-21). SSRN: SSRN Working Paper.

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