Items where Schools and Departments is "Finance" and Year is 2014
Andriosopoulos, D. & Lasfer, M. (2014). The Market Valuation of Share Repurchases in Europe. Journal of Banking and Finance, 55, pp. 327-339. doi: 10.1016/j.jbankfin.2014.04.017
Appadu, N., Faelten, A., Moeller, S. & Vitkova, V. (2014). Assessing market attractiveness for mergers and acquisitions: the M&A Attractiveness Index Score. European Journal of Finance, 22(8-9), pp. 732-755. doi: 10.1080/1351847x.2014.888362
Asanga, S., Asimit, A.V., Badescu, A. & Haberman, S. (2014). Portfolio Optimization under Solvency Constraints: A Dynamical Approach. North American Actuarial Journal, 18(3), pp. 394-416. doi: 10.1080/10920277.2014.910127
Ballotta, L. & Kyriakou, I. (2014). Convertible bond valuation in a jump diffusion setting with stochastic interest rates. Quantitative Finance, 15(1), pp. 115-129. doi: 10.1080/14697688.2014.935464
Ballotta, L. & Kyriakou, I. (2014). Monte carlo simulation of the CGMY process and option pricing. Journal of Futures Markets, 34(12), pp. 1095-1121. doi: 10.1002/fut.21647
Beck, T (2014). Finance and growth: Too much of a good thing?: Comments on "financial development and economic growth: Known knowns, known unknowns, and unknown unknowns". Revue d'Economie du Developpement, 22(2), pp. 67-73. doi: 10.3917/edd.282.0067
Beck, T. (2014). Finance, growth, and stability: Lessons from the crisis. Journal of Financial Stability, 10(1), pp. 1-6. doi: 10.1016/j.jfs.2013.12.006
Beck, T. (2014). Ireland's banking system - Looking forward. Economic and Social Review, 45(1), pp. 113-134.
Beck, T., Colciago, A. & Pfajfar, D. (2014). The role of financial intermediaries in monetary policy transmission. Journal of Economic Dynamics and Control, 43, pp. 1-11. doi: 10.1016/j.jedc.2014.04.010
Beck, T. & Cull, R. (2014). SME Finance in Africa. Journal of African Economies, 23(5), pp. 583-613. doi: 10.1093/jae/eju016
Beck, T., Degryse, H. & Kneer, C. (2014). Is more finance better? Disentangling intermediation and size effects of financial systems. Journal of Financial Stability, 10, pp. 50-64. doi: 10.1016/j.jfs.2013.03.005
Beck, T., Lin, C. & Ma, Y. (2014). Why Do Firms Evade Taxes? The Role of Information Sharing and Financial Sector Outreach. The Journal Of Finance, 69(2), pp. 763-817. doi: 10.1111/jofi.12123
Beck, T., Senbet, L. & Simbanegavi, W. (2014). Financial Inclusion and Innovation in Africa: An Overview. Journal of African Economies, 24(suppl ), i3-i11. doi: 10.1093/jae/eju031
Beck, T., Todorov, R. & Wagner, W. (2014). Supervising cross-border banks: theory, evidence and policy. Economic Policy, 28(73), pp. 5-44. doi: 10.1111/1468-0327.12001
Beck, T., de Haan, J. & DeYoung, R. (2014). A Conference on Postcrisis Banking. Journal of Money, Credit and Banking, 46(s1), pp. 1-11. doi: 10.1111/jmcb.12075
Bessler, W., Blake, D., Lückoff, P. & Tonks, I. (2014). Why Does Mutual Fund Performance Not Persist? The impact and interaction of fund flows and manager changes (PI-1009). London, UK: Pensions Institute.
Biffis, E. & Blake, D. (2014). Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers (PI - 1207). London, UK: Pensions Institute, ISSN 1367-580X.
Biffis, E. & Blake, D. (2014). Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers. North American Actuarial Journal, 18(1), pp. 14-21. doi: 10.1080/10920277.2013.872552
Bilinski, P. (2014). Do analysts disclose cash flow forecasts with earnings estimates when earnings quality is low?. Journal of Business Finance and Accounting, 41(3-4), pp. 401-434. doi: 10.1111/jbfa.12056
Bilinski, P. & Lyssimachou, D. (2014). Risk Interpretation of the CAPM's Beta: Evidence from a New Research Method. Abacus, 50(2), pp. 203-226. doi: 10.1111/abac.12028
Blake, D. (2014). On the Disclosure of the Cost of Investment Management (PI-1407). London, UK: Pensions Institute.
Blake, D. (2014). The consequences of not having to buy an annuity (PI-1409). London, UK: Pensions Institute.
Blake, D., Boardman, T. & Cairns, A. J. G. (2014). Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds. North American Actuarial Journal, 18(1), pp. 258-277. doi: 10.1080/10920277.2014.883229
Blake, D., Caulfield, T., Ioannidis, C. & Tonks, I. (2014). Improved inference in the evaluation of mutual fund performance using panel bootstrap methods. Journal of Econometrics, 183(2), pp. 202-210. doi: 10.1016/j.jeconom.2014.05.010
Blake, D. 
ORCID: 0000-0002-2453-2090 & Haig, A. (2014).
How do savers think about and respond to risk? Evidence from a population survey and lessons for the investment industry.
London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.
Blake, D. & Turner, J.A. (2014). Longevity Insurance Annuities. Benefits Quarterly, 30(1), pp. 39-47.
Blake, D., Wright, I. D. & Zhang, Y. (2014). Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners. Journal of Economic Dynamics and Control, 38(1), pp. 105-124. doi: 10.1016/j.jedc.2013.11.001
Bredin, D., Cuthbertson, K., Nitzsche, D. & Thomas, D. C. (2014). Performance and performance persistence of UK closed-end equity funds. International Review of Financial Analysis, 34, pp. 189-199. doi: 10.1016/j.irfa.2014.05.011
Cairns, A. J. G., Dowd, K., Blake, D. & Coughlan, G. D. (2014). Longevity hedge effectiveness: A decomposition. Quantitative Finance, 14(2), pp. 217-235. doi: 10.1080/14697688.2012.748986
Calcagno, R. & Falconieri, S. (2014). Competition and the Dynamics of Takeover Contests. Journal of Corporate Finance, 26, pp. 36-56. doi: 10.1016/j.jcorpfin.2014.02.003
Casu, B., Fabbri, D. & Wilson, J. O. S. (2014). Emerging issues in financial institutions and markets. The European Journal of Finance, 20(10), pp. 847-849. doi: 10.1080/1351847x.2013.833531
Cenedese, G., Sarno, L. & Tsiakas, I. (2014). Foreign exchange risk and the predictability of carry trade returns. Journal of Banking & Finance, 42(1), pp. 302-313. doi: 10.1016/j.jbankfin.2014.01.040
Cespa, G. & Foucault, T. (2014). Illiquidity Contagion and Liquidity Crashes. Review of Financial Studies, 27(6), pp. 1615-1660. doi: 10.1093/rfs/hhu016
Cespa, G. & Foucault, T. (2014). Sale of price information by exchanges: Does it promote price discovery?. Management Science, 60(1), pp. 148-165. doi: 10.1287/mnsc.2013.1735
Cestone, G. (2014). Venture Capital Meets Contract Theory: Risky Claims or Formal Control?. Review of Finance, 18(3), pp. 1097-1137. doi: 10.1093/rof/rft021
Clare, A., Motson, N., Payne, R. & Thomas, S. (2014). Heads We Win, Tails You Lose. Why Don't More Fund Managers Offer Symmetric Performance Fees?. London: Cass Business School, City University, London.
Clare, A., Motson, N., Sapuric, S. & Todorovic, N. (2014). What impact does a change of fund manager have on mutual fund performance?. International Review of Financial Analysis, 35, pp. 167-177. doi: 10.1016/j.irfa.2014.08.005
Clare, A., O'Sullivan, N. & Sherman, M. (2014). Family status and mutual fund performance. Journal of Asset Management, 15(3), pp. 163-175. doi: 10.1057/jam.2014.19
Clare, A., Seaton, J., Smith, P. N. & Thomas, S. (2014). Trend following, risk parity and momentum in commodity futures. International Review of Financial Analysis, 31, pp. 1-12. doi: 10.1016/j.irfa.2013.10.001
Faelten, A., Gietzmann, M. & Vitkova, V. (2014). Naked M&A Transactions: How the Lack of Local Expertise in Cross-Border Deals Can Negatively Affect Acquirer Performance - and How Informed Institutional Investors can Mitigate This Effect. Journal of Business Finance and Accounting, 41(3-4), pp. 469-506. doi: 10.1111/jbfa.12049
Friederich, S. & Payne, R. (2014). Trading anonymity and order anticipation. Journal of Financial Markets, 21(Novemb), pp. 1-24. doi: 10.1016/j.finmar.2014.07.002
Fuertes, A-M. ORCID: 0000-0001-6468-9845 (2014).
Performance of Idiosyncratic Volatility Strategies in Commodity Markets: Delusion or Reality?.
Investment and Pensions Europe, 2014(Summer),
pp. 14-17.
Fuertes, A-M. ORCID: 0000-0001-6468-9845, Muradoglu, G. & Ozturkkal, B. (2014).
A behavioral analysis of investor diversification.
The European Journal of Finance, 20(6),
pp. 499-523.
doi: 10.1080/1351847x.2012.719829
Fuertes, A-M. ORCID: 0000-0001-6468-9845, Phylaktis, K. & Yan, C. (2014).
Hot money in bank credit flows to emerging markets during the banking globalization era.
Journal of International Money and Finance, 60,
pp. 29-52.
doi: 10.1016/j.jimonfin.2014.10.002
Harrison, D. & Blake, D. (2014). The Future of Retirement Income. London: Cass Business School.
Harrison, D., Blake, D. ORCID: 0000-0002-2453-2090 & Dowd, K. (2014).
VfM: Assessing value for money in defined contribution default funds.
London: The Pensions Institute; Cass Business School, ISSN 1367-580X.
Hayley, S. (2014). Hindsight Effects in Dollar-Weighted Returns. Journal of Financial and Quantitative Analysis, 49(1), pp. 249-269. doi: 10.1017/s0022109014000155
Hunt, A. & Blake, D. (2014). A General Procedure for Constructing Mortality Models. North American Actuarial Journal, 18(1), pp. 116-138. doi: 10.1080/10920277.2013.852963
Ipatova, Ekaterina (2014). Essays on Factor Models, Application to the Energy Markets. (Unpublished Doctoral thesis, City University London)
Iwatsubo, K. & Marsh, I. W. (2014). Order flows, fundamentals and exchange rates. International Journal of Finance and Economics, 19(4), pp. 251-266. doi: 10.1002/ijfe.1490
Kalotychou, E., Staikouras, S. & Zhao, G. (2014). The role of correlation dynamics in sector allocation. Journal of Banking & Finance, 48, pp. 1-12. doi: 10.1016/j.jbankfin.2014.06.025
Khalaf, L. & Urga, G. (2014). Identification robust inference in cointegrating regressions. Journal of Econometrics, 182(2), pp. 385-396. doi: 10.1016/j.jeconom.2014.06.001
Leccadito, A., Boffelli, S. & Urga, G. (2014). Evaluating the Accuracy of Value-at-Risk Forecasts: New Multilevel Tests. International Journal of Forecasting, 30(2), pp. 206-216. doi: 10.1016/j.ijforecast.2013.07.014
Lee, S. (2014). The Contribution Risk of REITs in the Blended Public and Private Real Estate Portfolio. Real Estate Finance, 31(1), pp. 50-55.
Moss, A. & Farrelly, K. (2014). Blending public and private real estate allocations for defined contribution pension funds: A U.K. Case study. Journal of Real Estate Literature, 20(3), pp. 137-150.
Moss, A. & Lux, N. (2014). The impact of liquidity on the valuation of European real estate securities. Journal of European Real Estate Research, 7(2), pp. 139-157. doi: 10.1108/jerer-12-2013-0026
Moss, A. & Prima, A. D. (2014). Asia Pacific Listed Real Estate: A Contextual Performance Analysis. Singapore: APREA.
Muradoglu, Y.G., Onay, C. & Phylaktis, K. (2014). European integration and corporate financing. International Review of Financial Analysis, 33, pp. 138-157. doi: 10.1016/j.irfa.2014.02.002
Papapostolou, N. C., Nomikos, N. ORCID: 0000-0003-1621-2991, Pouliasis, P. K. & Kyriakou, I. (2014).
Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market*.
Review of Finance, 18(4),
pp. 1507-1539.
doi: 10.1093/rof/rft037
Phylaktis, K. & Banti, C. (2014). FX market liquidity, funding constraints and capital. Journal of International Money and Finance: theoretical and empirical research in international economics and finance, 56, pp. 114-134. doi: 10.1016/j.jimonfin.2014.11.002
Rangvid, J., Schmeling, M. & Schrimpf, A. (2014). Dividend predictability around the world. Journal of Financial and Quantitative Analysis, 46(4), pp. 1255-1277. doi: 10.1017/S0022109014000477
Sarno, L. & Schmeling, M. (2014). Which fundamentals drive exchange rates? A cross-sectional perspective. Journal of Money, Credit and Banking, 46(2-3), pp. 267-292. doi: 10.1111/jmcb.12106
Schroth, E. & Albuquerque, R. (2014). The Marketability Discount of Controlling Blocks of Shares. KPMG International.
Schroth, E., Suarez, G. A. & Taylor, L. A. (2014). Dynamic debt runs and financial fragility: Evidence from the 2007 ABCP crisis. Journal of Financial Economics, 112(2), pp. 164-189. doi: 10.1016/j.jfineco.2014.01.002
Sesana, D., Marazzina, D. & Fusai, G. (2014). Pricing exotic derivatives exploiting structure. European Journal of Operational Research, 236(1), pp. 369-381. doi: 10.1016/j.ejor.2013.12.009
Tastan, M. (2014). Essays on initial public offerings. (Unpublished Doctoral thesis, City University London)
Trapani, L. (2014). Chover-type laws of the k-iterated logarithm for weighted sums of strongly mixing sequences. Journal of Mathematical Analysis and Applications, 420(2), pp. 908-916. doi: 10.1016/j.jmaa.2014.06.042
Trapani, L. (2014). Comments on: Extensions of some classical methods in change point analysis. TEST, 23(2), pp. 283-286. doi: 10.1007/s11749-014-0367-5
Yim, A. (2014). Mixture and Continuous 'Discontinuity' Hypotheses: An Earnings Management Model with Auditor-Required Adjustment. SSRN: SSRN Working Paper.