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Items where Schools and Departments is "Finance" and Year is 2014

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Number of items: 68.


Andriosopoulos, D. and 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. and 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


Ballotta, L. and Kyriakou, I. (2014). Convertible bond valuation in a jump diffusion setting with stochastic interest rates. Quantitative Finance, doi: 10.1080/14697688.2014.935464

Ballotta, L. and Kyriakou, I. (2014). Monte carlo simulation of the CGMY process and option pricing. Journal of Futures Markets, 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(2HS), pp. 67-72. doi: 10.3917/edd.hs02.0067

Beck, T. (2014). Finance, growth, and stability: Lessons from the crisis. Journal of Financial Stability, 10, 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. and 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. and 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. and 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. and 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. and Simbanegavi, W. (2014). Financial Inclusion and Innovation in Africa: An Overview. Journal of African Economies, 24(suppl1), i3-i11. doi: 10.1093/jae/eju031

Beck, T., Todorov, R. and 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. and DeYoung, R. (2014). A Conference on Postcrisis Banking. Journal of Money, Credit and Banking, 46(1), pp. 1-11. doi: 10.1111/jmcb.12075

Bessler, W., Blake, D., L├╝ckoff, P. and 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. and 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. and 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. and 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. and 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. and 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 and 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. and Turner, J.A. (2014). Longevity Insurance Annuities. Benefits Quarterly, 30(1), pp. 39-47.

Blake, D., Wright, I. D. and 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. and 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. and Coughlan, G. D. (2014). Longevity hedge effectiveness: A decomposition. Quantitative Finance, 14(2), pp. 217-235. doi: 10.1080/14697688.2012.748986

Calcagno, R. and 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. and 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. and Tsiakas, I. (2014). Foreign exchange risk and the predictability of carry trade returns. Journal of Banking & Finance, 42, pp. 302-313. doi: 10.1016/j.jbankfin.2014.01.040

Cespa, G. and Foucault, T. (2014). Illiquidity Contagion and Liquidity Crashes. Review of Financial Studies, 27(6), pp. 1615-1660. doi: 10.1093/rfs/hhu016

Cespa, G. and 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. and 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. and 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. and 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. and 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. and 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. and Payne, R. (2014). Trading anonymity and order anticipation. Journal of Financial Markets, 21, pp. 1-24. doi: 10.1016/j.finmar.2014.07.002

Fuertes, A. (2014). Performance of Idiosyncratic Volatility Strategies in Commodity Markets: Delusion or Reality?. Investment and Pensions Europe, 2014(Summer), pp. 14-17.

Fuertes, A., Muradoglu, G. and 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., Phylaktis, K. and 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. and Blake, D. (2014). The Future of Retirement Income. London: Cass Business School.

Harrison, D., Blake, D. ORCID: 0000-0002-2453-2090 and 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. and 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. and 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. and 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. and 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. and 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, 30(5), pp. 50-55.


Moss, A. and 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. and 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. and Prima, A. D. (2014). Asia Pacific Listed Real Estate: A Contextual Performance Analysis. Singapore: APREA.

Muradoglu, Y.G., Onay, C. and 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., Pouliasis, P. K. and 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. and 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. and Schrimpf, A. (2014). Dividend predictability around the world. Journal of Financial and Quantitative Analysis, 49(5-6), pp. 1255-1277. doi: 10.1017/S0022109014000477


Sarno, L. and 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. and Albuquerque, R. (2014). The Marketability Discount of Controlling Blocks of Shares. KPMG International.

Schroth, E., Suarez, G. A. and 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. and 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.

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