Items where Schools and Departments is "Finance" and Year is 2013
A
Andriosopoulos, K., Doumpos, M., Papapostolou, N. C. & Pouliasis, P. K. (2013). Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms. Transportation Research Part E: Logistics and Transportation Review, 52, pp. 16-34. doi: 10.1016/j.tre.2012.11.006
Aterido, R., Beck, T. & Iacovone, L. (2013). Access to Finance in Sub-Saharan Africa: Is There a Gender Gap?. World Development, 47, pp. 102-120. doi: 10.1016/j.worlddev.2013.02.013
B
Banti, Chiara (2013). Essays in FX market microstructure. (Unpublished Doctoral thesis, City University London)
Beck, T., Demirguc-Kunt, A. & Singer, D. (2013). Is Small Beautiful? Financial Structure, Size and Access to Finance. World Development, 52, pp. 19-33. doi: 10.1016/j.worlddev.2013.05.014
Beck, T. (2013). Bank Financing for SMEs – Lessons from the Literature. National Institute Economic Review, 225(1), R23-R38. doi: 10.1177/002795011322500105
Beck, T. (2013). Finance, growth and fragility: The role of government. International Journal of Banking, Accounting and Finance, 5(1/2), pp. 49-77. doi: 10.1504/ijbaaf.2013.058088
Beck, T., Behr, P. & Guettler, A. (2013). Gender and Banking: Are Women Better Loan Officers?. Review of Finance, 17(4), pp. 1279-1321. doi: 10.1093/rof/rfs028
Beck, T., De Jonghe, O. & Schepens, G. (2013). Bank competition and stability: Cross-country heterogeneity. Journal of Financial Intermediation, 22(2), pp. 218-244. doi: 10.1016/j.jfi.2012.07.001
Beck, T., Demirguc-Kunt, A. & Merrouche, O. (2013). Islamic vs. conventional banking: Business model, efficiency and stability. Journal of Banking & Finance, 37(2), pp. 433-447. doi: 10.1016/j.jbankfin.2012.09.016
Bezerianos, George (2013). 2-Factor Models in Credit and Energy Markets. (Unpublished Doctoral thesis, City University London)
Biffis, E. & Blake, D. (2013). Informed intermediation of longevity exposures. Journal of Risk and Insurance, 80(3), pp. 559-584. doi: 10.1111/j.1539-6975.2013.01524.x
Bilinski, P. & Strong, N. (2013). Managers' private information, investor underreaction and long-run SEO performance. European Financial Management, 19(5), pp. 956-990. doi: 10.1111/j.1468-036x.2011.00616.x
Blake, D., Wright, I. D. & Zhang, Y. (2013). Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion. Journal of Economic Dynamics and Control, 37(1), pp. 195-209. doi: 10.1016/j.jedc.2012.08.001
Blake, D. & Boardman, T. (2013). Spend more today safely: Using behavioral economics to improve retirement expenditure decisions with SPEEDOMETER plans. Risk Management and Insurance Review, 17(1), pp. 83-112. doi: 10.1111/rmir.12007
Blake, D., Cairns, A.J.G., Coughlan, G. D. , Dowd, K. & MacMinn, R. (2013). The New Life Market. Journal of Risk and Insurance, 80(3), pp. 501-558. doi: 10.1111/j.1539-6975.2012.01514.x
Blake, D., Rossi, A.G., Timmermann, A. , Tonks, I. & Wermers, R. (2013). Decentralized Investment Management: Evidence from the Pension Fund Industry. Journal of Finance, 68(3), pp. 1133-1178. doi: 10.1111/jofi.12024
Boutin, X., Cestone, G., Fumagalli, C. , Pica, G. & Serrano-Velarde, N. (2013). The deep-pocket effect of internal capital markets. Journal of Financial Economics, 109(1), pp. 122-145. doi: 10.1016/j.jfineco.2013.02.003
Byrne, P., Jackson, C. & Lee, S. (2013). Bias or rationality? The case of UK commercial real estate investment. Journal of European Real Estate Research, 6(1), pp. 6-33. doi: 10.1108/17539261311312960
C
Caldana, R. & Fusai, G. (2013). A general closed-form spread option pricing formula. Journal of Banking & Finance, 37(12), pp. 4893-4906. doi: 10.1016/j.jbankfin.2013.08.016
Casu, B., Clare, A., Sarkisyan, A. & Thomas, S. (2013). Securitization and Bank Performance. Securitization and Bank Performance, 45(8), pp. 1617-1658. doi: 10.1111/jmcb.12064
Casu, B., Ferrari, A. & Zhao, T. (2013). Regulatory Reform and Productivity Change in Indian Banking. The Review of Economics and Statistics, 95(3), pp. 1066-1077. doi: 10.1162/rest_a_00298
Casu, B. & Sarkisyan, A. (2013). Retained Interests in Securitisations and Implications for Bank Solvency (ECB Working Paper No. 1538). European Central Bank, ISSN 1725-2806.
Clare, A., Gulamhussen, M. & Pinheiro, C. (2013). What factors cause foreign banks to stay in London?. Journal of International Money and Finance, 32(1), pp. 739-761. doi: 10.1016/j.jimonfin.2012.06.007
Clare, A., Motson, N. & Thomas, S. (2013). An Evaluation of Alternative Equity Indices - Part 1: Heuristic and Optimised Weighting Schemes. London: SSRN.
Clare, A., Nitzsche, D. & Sherman, M. (2013). Mutual fund performance and management location. Journal of Asset Management, 14(6), pp. 336-353. doi: 10.1057/jam.2013.23
Clare, A., Seaton, J., Smith, P. N. & Thomas, S. (2013). Breaking into the blackbox: Trend following, stop losses and the frequency of trading - The case of the S&P500. Journal of Asset Management, 14(3), pp. 182-194. doi: 10.1057/jam.2013.11
Cocco, J. F. & Volpin, P. (2013). Corporate pension plans as takeover deterrents. Journal of Financial and Quantitative Analysis, 48(4), pp. 1119-1144. doi: 10.1017/s0022109013000355
Coughlan, G. D., Blake, D. 
ORCID: 0000-0002-2453-2090, MacMinn, R. , Cairns, A. J. G. & Dowd, K. (2013).
Longevity Risk and Hedging Solutions.
In: Dionne, G. (Ed.),
Handbook of Insurance.
(pp. 997-1035). New York, USA: Springer Science & Business Media.
doi: 10.1007/978-1-4614-0155-1_34
Cuthbertson, K. & Nitzsche, D. (2013). Performance, Stock Selection and Market Timing of the German Equity Mutual Fund Industry. Journal of Empirical Finance, 21(1), pp. 86-101. doi: 10.1016/j.jempfin.2012.12.002
Cuthbertson, K. & Nitzsche, D. (2013). Winners and losers: German equity mutual funds. European Journal of Finance, 19(10), pp. 951-963. doi: 10.1080/1351847x.2012.684098
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Della Corte, P., Sarno, L., Schmeling, M. & Wagner, C. (2013). Exchange Rates and Sovereign Risk. SSRN.
Dowd, K. & Blake, D. (2013). Good Practice Principles in Modelling Defined Contribution Pension Plans (PI-1302). UK: Pensions Institute.
Driver, C., Trapani, L. & Urga, G. (2013). On the use of cross-sectional measures of forecast uncertainty. International Journal of Forecasting, 29(3), pp. 367-377. doi: 10.1016/j.ijforecast.2012.11.005
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Faelten, A., Gietzmann, M. & Vitkova, V. ORCID: 0000-0003-3137-6564 (2013).
Learning from your investors: can the geographical composition of institutional investors affect the chance of success in international M&A deals?.
Journal of Management and Governance, 19(1),
pp. 47-69.
doi: 10.1007/s10997-013-9268-3
Fei, Fei (2013). Essays on Quantitative Risk Management. (Unpublished Doctoral thesis, City University London)
Ferreira, M., Keswani, A., Ramos, S. & Miguel, A. F. (2013). The Determinants of Mutual Fund Performance: A Cross-Country Study. Review of Finance, 17(2), pp. 483-525. doi: 10.1093/rof/rfs013
Fich, E. M., Tran, A. & Walkling, R. A. (2013). On the importance of golden parachutes. Journal of Financial and Quantitative Analysis, 48(6), pp. 1717-1753. doi: 10.1017/s002210901300063x
Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Olmo, J. (2013).
Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction.
International Journal of Forecasting, 29(1),
pp. 28-42.
doi: 10.1016/j.ijforecast.2012.05.005
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Gietzmann, M. & Raonic, I. (2013). Thinly Traded Growth Stocks: A Joint Examination of Transparency in Communication and the Trading Platform. European Accounting Review, 23(2), pp. 257-289. doi: 10.1080/09638180.2013.768802
Gounopoulos, D., Molyneux, P., Staikouras, S. , Wilson, J. O. S. & Zhao, G. (2013). Exchange rate risk and the equity performance of financial intermediaries. International Review of Financial Analysis, 29, pp. 271-282. doi: 10.1016/j.irfa.2012.04.001
H
Harrison, D, Blake, D. ORCID: 0000-0002-2453-2090 & Key, T. (2013).
Returning to the Core - Rediscovering a Role for Real Estate in Defined Contribution Pension Schemes.
London, UK: The Pensions Institute, ISSN 1367-580X.
Harrison, D. & Blake, D. ORCID: 0000-0002-2453-2090 (2013).
A Healthier Way to De-Risk: The Introduction of Medical Underwriting to the Defined Benefit De-Risking Market.
London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.
I
Ipatova, E. & Trapani, L. (2013). First-differenced inference for panel factor series. Economics Letters, 118(2), pp. 364-366. doi: 10.1016/j.econlet.2012.11.026
J
Jin, XiaoYe (2013). Essays on the empirical analysis of volatility transmission in petroleum markets. (Unpublished Doctoral thesis, City University London)
K
Kashefi-Pour, E. & Lasfer, M. (2013). Why Do Companies Delist Voluntarily from the Stock Market?. Journal of Banking and Finance, 37(12), pp. 4850-4860. doi: 10.1016/j.jbankfin.2013.08.022
Kozhan, R., Neuberger, A. & Schneider, P. (2013). The Skew Risk Premium in the Equity Index Market. The Review of Financial Studies, 26(9), pp. 2174-2203. doi: 10.1093/rfs/hht039
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Lando, D., Medhat, M., Nielsen, M. S. & Nielsen, S. F. (2013). Additive Intensity Regression Models in Corporate Default Analysis. Journal of Financial Econometrics, 11(3), pp. 443-485. doi: 10.1093/jjfinec/nbs018
Lins, K. V., Volpin, P. & Wagner, H. F. (2013). Does family control matter? International evidence from the 2008-2009 financial crisis. Review of Financial Studies, 26(10), pp. 2583-2619. doi: 10.1093/rfs/hht044
M
Marena, M., Roncoroni, A. & Fusai, G. (2013). Asian options with jumps: A closed form formula. Argo Newsletter: New Frontiers in Practical Risk Management,, 1(1), pp. 47-56.
Moss, A. & Baum, A. (2013). Are listed real estate stocks managed as part of the real estate allocation?. UK: EPRA.
Moss, A. & Baum, A. (2013). The use of listed real estate securities in asset management. UK: EPRA.
N
Nomikos, N. ORCID: 0000-0003-1621-2991 & Doctor, K. (2013).
Economic significance of market timing rules in the Forward Freight Agreement markets.
Transportation Research Part E: Logistics and Transportation Review, 52,
pp. 77-93.
doi: 10.1016/j.tre.2012.11.009
O
Osborne, Matthew (2013). Essays on bank capital and balance sheet adjustment in the UK and US, and implications for regulatory policy. (Unpublished Doctoral thesis, City University London)
Owadally, I., Haberman, S. & Gomez, D. (2013). 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
Passari, Evgenia (2013). Essays in international finance. (Unpublished Doctoral thesis, City University London)
Phylaktis, K. & Aristidou, A. (2013). Margin Changes and Futures Trading Activity: a New Approach. European Financial Management, 19(1), pp. 45-71. doi: 10.1111/j.1468-036x.2012.00565.x
Phylaktis, K. & Manalis, G. (2013). Futures trading and market microstructure of the underlying security: A high frequency experiment at the single stock future level. Borsa Istanbul Review, 13(4), pp. 79-92. doi: 10.1016/j.bir.2013.10.012
Potgeiter, L. & Fusai, G. (2013). Sovereign credit risk in a hidden Markov regime-switching framework. Part 1: Methodology. Journal of Financial Transformation, 37, pp. 99-109.
Potgieter, L. & Fusai, G. (2013). Cutting EdgE Sovereign Credit Risk in a Hidden Markov Regime- Switching Framework. Part 2. Journal of Financial Transformation, 38, pp. 67-81.
R
Rallis, G., Miffre, J. & Fuertes, A-M. ORCID: 0000-0001-6468-9845 (2013).
Strategic and Tactical Roles of Enhanced Commodity Indices.
Journal of Futures Markets, 33(10),
pp. 965-992.
doi: 10.1002/fut.21571
Roschkow, Slawa (2013). Empirical analysis of microstructural dynamics across cross-listed stocks on the London and Moscow exchanges. (Unpublished Doctoral thesis, City University London)
T
Thomas, P. & Chrystal, A. (2013). Explaining the “Buy One Get One Free” Promotion: The Golden Ratio as a Marketing Tool. American Journal of Industrial and Business Management, 03(08), pp. 655-673. doi: 10.4236/ajibm.2013.38075
Thomas, P. & Chrystal, A. (2013). Generalized Demand Densities for Retail Price Investigation. American Journal of Industrial and Business Management, 03(03), pp. 279-294. doi: 10.4236/ajibm.2013.33034
Thomas, P. & Chrystal, A. (2013). Using Relative Utility Pricing to Explain Multibuy Prices in Supermarkets and on the Internet. American Journal of Industrial and Business Management, 03(08), pp. 687-699. doi: 10.4236/ajibm.2013.38078
Thomas, P.J. & Chrystal, A. (2013). Retail price optimisation from sparse demand data. American Journal of Industrial and Business Management, 03(03), pp. 295-306. doi: 10.4236/ajibm.2013.33035
Thomas, S., Clare, A. & Motson, N. (2013). An Evaluation of Alternative Equity Indices - Part 2: Fundamental Weighting Schemes. London: SSRN.
Trapani, L. (2013). On bootstrapping panel factor series. Journal of Econometrics, 172(1), pp. 127-141. doi: 10.1016/j.jeconom.2012.09.001
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Ulloa, Barbara (2013). Essays on international finance. (Unpublished Doctoral thesis, City University London)
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Zhao, Gang (2013). The risk-related behaviour of financial intermediaries. (Unpublished Doctoral thesis, City University London)