City Research Online

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

Up a level
Export as [feed] RSS 2.0 [feed] RSS
Group by: Authors | Type | No Grouping
Jump to: B | C | D | F | G | H | L | M | O | P | S | T | V | Z
Number of items: 30.

B

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

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 (Unpublished Doctoral thesis, City University London)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 (Unpublished Doctoral thesis, City University London)

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

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 (Unpublished Doctoral thesis, City University London)

C

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.

D

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

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)

F

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

G

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

H

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

L

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

M

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

O

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 (Unpublished Doctoral thesis, City University London)

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

P

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

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 (Unpublished Doctoral thesis, City University London)

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.

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 (Unpublished Doctoral thesis, City University London)

S

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 (Unpublished Doctoral thesis, City University London)

T

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

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

V

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 (Unpublished Doctoral thesis, City University London)

Z

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 (Unpublished Doctoral thesis, City University London)

This list was generated on Mon May 16 04:30:28 2022 UTC.