City Research Online

Items where Schools and Departments is "Finance" and Year is 2018

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Number of items: 73.


Adland, R. and Alizadeh-Masoodian, A. ORCID: 0000-0003-1588-6214 (2018). Explaining price differences between physical and derivative freight contracts. Transportation Research Part E: Logistics and Transportation Review, 118, pp. 20-33. doi: 10.1016/j.tre.2018.07.002

Afonin, A., Bredin, D., Cuthbertson, K. ORCID: 0000-0003-2004-2630, Muckley, C. B. and Nitzsche, D. (2018). Carbon portfolio management. International Journal of Finance and Economics, doi: 10.1002/ijfe.1620

Ahrends, M., Drobetz, W. and Nomikos, N. (2018). Corporate Cash Holdings in the Shipping Industry. Transportation Research Part E: Logistics and Transportation Review, 112, pp. 107-124. doi: 10.1016/j.tre.2017.10.016

Andrew, M. and Larceneux, F. (2018). The role of emotion in a housing purchase: An empirical analysis of the anatomy of satisfaction from off-plan apartment purchases in France. Environment and Planning A: Economy and Space, doi: 10.1177/0308518X18817539

Audzeyeva, A. and Fuertes, A. ORCID: 0000-0001-6468-9845 (2018). On the predictability of emerging market sovereign credit spreads. Journal of International Money and Finance, 88, pp. 140-157. doi: 10.1016/j.jimonfin.2018.07.005

Ballotta, L. ORCID: 0000-0002-2059-6281, Fusai, G. ORCID: 0000-0001-9215-2586 and Marazzina, D. (2018). Integrated Structural Approach to Credit Value Adjustment. European Journal of Operational Research, doi: 10.1016/j.ejor.2018.07.026

Beck, T., Behr, P. and Madestam, A. (2018). Sex and credit: Do gender interactions matter for credit market outcomes?. Journal of Banking and Finance, 87, pp. 380-396. doi: 10.1016/j.jbankfin.2017.10.018

Beck, T., Degryse, H., De Haas, R. and Van Horen, N. (2018). When Arm’s Length Is Too Far. Relationship Banking over the Credit Cycle. Journal of Financial Economics, 127(1), pp. 174-196. doi: 10.1016/j.jfineco.2017.11.007

Beck, T. ORCID: 0000-0001-8382-2066, Homanen, M. and Uras, B. R. (2018). Finance and Demand for Skill: Evidence from Uganda. Journal of Development Studies, doi: 10.1080/00220388.2018.1539477

Beck, T. ORCID: 0000-0001-8382-2066, Ongena, S. and Şendeniz-Yüncü, İ. (2018). Keep walking? Geographical proximity, religion, and relationship banking. Journal of Corporate Finance, doi: 10.1016/j.jcorpfin.2018.07.005

Beck, T., Uras, B. R., Ramrattan, R and Pamuk, H. (2018). Payment instruments, finance and development. Journal of Development Economics, doi: 10.1016/j.jdeveco.2018.01.005

Benos, E., Payne, R. and Vasios, M. (2018). Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd-Frank Act. Journal of Financial and Quantitative Analysis, doi: 10.1017/S0022109018001527

Biagini, S. and Černý, A. ORCID: 0000-0001-5583-6516 (2018). Convex duality and Orlicz spaces in expected utility maximization. Mathematical Finance,

Bilinski, P. ORCID: 0000-0002-0499-6429, Cumming, D, Hass, L., Stathopoulos, K. and Walker, M. (2018). Strategic distortions in analyst forecasts in the presence of short-term institutional investors. Accounting and Business Research, doi: 10.1080/00014788.2018.1510303

Bilinski, P. ORCID: 0000-0002-0499-6429 and Lyssimachou, D. (2018). Dividend Guidance to Manage Analyst Dividend Expectations. International Review of Financial Analysis, doi: 10.1016/j.irfa.2018.08.013

Bilinski, P. ORCID: 0000-0002-0499-6429 and Michael, E. (2018). Analyst Revenue Forecast Reporting and the Quality of Revenues and Expenses. Journal of Business Finance and Accounting, doi: 10.1111/jbfa.12355

Blake, D. (2018). Longevity: A New Asset Class. Journal of Asset Management, doi: 10.1057/s41260-018-0084-9

Blake, D., El Karoui, N., Loisel, S. and MacMinn, R. (2018). Longevity Risk and Capital Markets: The 2015-16 Update. Insurance: Mathematics and Economics, 78, pp. 157-173. doi: 10.1016/j.insmatheco.2017.10.002

Brunovsky, P., Černý, A. and Komadel, J. (2018). Optimal Trade Execution Under Endogenous Pressure to Liquidate: Theory and Numerical Solutions. European Journal of Operational Research, 264(3), pp. 1159-1171. doi: 10.1016/j.ejor.2017.07.054

Cartea, A., Payne, R., Penalva, J. and Tapia, M. (2018). Ultra-Fast Activity and Intraday Market Quality. Journal of Banking and Finance, doi: 10.1016/j.jbankfin.2018.12.003

Casu, B. ORCID: 0000-0003-3586-328X, Arnaboldi, F., Kalotychou, E. and Sarkisyan, A. (2018). The performance effects of board heterogeneity: What works for EU banks?. European Journal of Finance, doi: 10.1080/1351847X.2018.1479719

Casu, B. ORCID: 0000-0003-3586-328X, di Pietro, F. and Trujillo-Ponce, A. (2018). Liquidity Creation and Bank Capital. Journal of Financial Services Research, doi: 10.1007/s10693-018-0304-y

Clare, A. ORCID: 0000-0002-4180-6778, O’Sullivan, N., Sherman, M. and Zhu, S. (2018). The Performance of US Bond Mutual Funds. International Review of Financial Analysis, doi: 10.1016/j.irfa.2018.12.001

Cucinelli, D., Di Battista, M. L., Marchese, M. and Nieri, L. (2018). Credit risk in European banks: The bright side of the internal ratings based approach. Journal of Banking & Finance, 93, pp. 213-229. doi: 10.1016/j.jbankfin.2018.06.014

Cuthbertson, K. and Beckmann, J. (2018). Special issue of applied economics on ‘Finance and the real economy’. Applied Economics, doi: 10.1080/00036846.2018.1436143

Falconieri, S. and Tastan, M. (2018). The Role of Admission Documents on the Pricing of UK Fixed Priced IPOs. Economics Letters, doi: 10.1016/j.econlet.2018.09.007

Fernandez-Perez, A., Frijns, B., Fuertes, A. and Miffre, J. (2018). The Skewness of Commodity Futures Returns. Journal of Banking and Finance, 86, pp. 143-158. doi: 10.1016/j.jbankfin.2017.06.015

Ferrari, C., Marchese, M. and Tei, A. (2018). Shipbuilding and economic cycles: a non-linear econometric approach. Maritime Business Review, 3(2), pp. 112-127. doi: 10.1108/mabr-01-2018-0002

Ferreira, D., Ferreira, M. and Mariano, B. (2018). Creditor Control Rights and Board Independence. Journal of Finance, doi: 10.1111/jofi.12692

Filip, A., Huang, Z. ORCID: 0000-0003-2280-3149 and Lui, D. (2018). Cross-listing and Corporate Malfeasance: Evidence from P-chip Firms. Journal of Corporate Finance, doi: 10.1016/j.jcorpfin.2017.07.003

Fratzscher, M., Gloede, O., Menkhoff, L., Sarno, L. and Stoehr, T. (2018). When is Foreign Exchange Intervention Effective? Evidence from 33 Countries. American Economic Journal: Macroeconomics,

Gietzmann, M., Isidro, H. and Raonic, I. (2018). Vulture Funds and the Fresh Start Accounting Value of Firms Emerging from Bankruptcy. Journal of Business Finance and Accounting, doi: 10.1111/jbfa.12303

Hatgioannides, J., Karanassou, M and Sala, H (2018). The Legacy of a Fractured Eurozone: The Greek Dra(ch)ma. Geoforum, 93, pp. 11-21. doi: 10.1016/j.geoforum.2018.04.019

Kao, C., Trapani, L. and Urga, G. (2018). Testing for instability in covariance structures. Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 24(1), pp. 740-771. doi: 10.3150/16-BEJ894

Kim, K-M., Kim, G. and Tsolacos, S. (2018). How does liquidity in the financial market affect the real estate market yields?. Journal of Property Investment & Finance, doi: 10.1108/JPIF-03-2018-0020

Kraft, A., Vashishtha, R. and Venkatachalam, M. (2018). Frequent Financial Reporting and Managerial Myopia. Accounting Review, 93(2), pp. 279-275. doi: 10.2308/accr-51838

Larrain, B., Sertsios, G. and Urzúa, F. ORCID: 0000-0003-4681-7684 (2018). The Effects of Losing a Business Group Affiliation. The Review of Financial Studies, doi: 10.1093/rfs/hhy120

Lasfer, M. ORCID: 0000-0003-2338-672X and Kashefi Pour, E. (2018). Taxes, Governance, and Debt Maturity Structure: International Evidence. Journal of International Financial Markets, Institutions and Money, doi: 10.1016/j.intfin.2018.09.011

Loregian, A., Ballotta, L. ORCID: 0000-0002-2059-6281, Fusai, G. ORCID: 0000-0001-9215-2586 and Perez, M. F. (2018). Estimation of Multivariate Asset Models with Jumps. Journal of Financial and Quantitative Analysis, doi: 10.1017/S0022109018001321

Mateus, I. B., Mateus, C. and Todorovic, N. ORCID: 0000-0003-4875-623X (2018). Review of new trends in the literature on factor models and mutual fund performance. International Review of Financial Analysis, doi: 10.1016/j.irfa.2018.12.012

Maxim, Z., Garrett, Q., Bernd, H. and Keswani, A. ORCID: 0000-0001-9096-7677 (2018). Survivorship bias and comparability of UK open-ended fund databases. Economics Letters, 172, pp. 110-114. doi: 10.1016/j.econlet.2018.08.027

Nomikos, N. ORCID: 0000-0003-1621-2991 and Moutzouris, I. (2018). The Formation of FFA Rates in Dry Bulk Shipping: Spot Rates, Risk Premia and Heterogeneous Expectations. Journal of Futures Markets, doi: 10.1002/fut.21980

Novak, J. and Bilinski, P. ORCID: 0000-0002-0499-6429 (2018). Social stigma and executive compensation. Journal of Banking and Finance, 96, pp. 169-184. doi: 10.1016/j.jbankfin.2018.09.003

Pellegrini, C. B., Meoli, M., Pellegrini, L. and Urga, G. (2018). Systemic risk determinants in the European banking industry during financial crises, 2006-2012. Rivista Internazionale di Scienze Sociali, 2018(2), pp. 109-122. doi: 10.26350/000518_000009

Phelan, C. E., Marazzina, D., Fusai, G. ORCID: 0000-0001-9215-2586 and Germano, G. (2018). Fluctuation identities with continuous monitoring and their application to the pricing of barrier options. European Journal of Operational Research, 271(1), pp. 210-223. doi: 10.1016/j.ejor.2018.04.016

Phelan, C. E., Marazzina, D., Fusai, G. ORCID: 0000-0001-9215-2586 and Germano, G. (2018). Hilbert transform, spectral filters and option pricing. Annals of Operations Research, doi: 10.1007/s10479-018-2881-4

Pouliasis, P. K. ORCID: 0000-0002-7389-3722 and Papapostolou, N. C. ORCID: 0000-0003-4529-1182 (2018). Volatility and Correlation Timing: The Role of Commodities. Journal of Futures Markets, doi: 10.1002/fut.21939

Pouliasis, P. K. ORCID: 0000-0002-7389-3722, Papapostolou, N. C. ORCID: 0000-0003-4529-1182, Kyriakou, I. ORCID: 0000-0001-9592-596X and Visvikis, I.D. (2018). Shipping equity risk behavior and portfolio management. Transportation Research Part A: Policy and Practice, 116, pp. 178-200.

Rossi, A. G., Blake, D., Timmermann, A., Tonks, I. and Wermers, R. (2018). Network Centrality and Delegated Investment Performance. Journal of Financial Economics, 128(1), pp. 183-206. doi: 10.1016/j.jfineco.2018.02.003

Sarwar, G., Mateus, C. and Todorovic, N. ORCID: 0000-0003-4875-623X (2018). A guide to survival of momentum in UK style portfolios. International Journal of Banking, Accounting and Finance, 9(2), pp. 192-224. doi: 10.1504/IJBAAF.2018.092134

Urga, G. and Mogliani, M. (2018). On the instability of long-run money demand and the welfare cost of inflation in the U.S.. Journal of Money, Credit and Banking, doi: 10.1111/jmcb.12480

Wu, Y. and Li, Y. (2018). Impact of government intervention in the housing market: evidence from the housing purchase restriction policy in China. Applied Economics, 50(6), pp. 691-705. doi: 10.1080/00036846.2017.1340569

Wu, Y. and Lux, N. (2018). U.K. House Prices: Bubbles or Market Efficiency? Evidence from Regional Analysis. Journal of Risk and Financial Management, 11(3), doi: 10.3390/jrfm11030054

Yin, C., Ward, C. and Tsolacos, S. (2018). Motivated monitoring: The importance of the institutional investment horizon. International Review of Financial Analysis, 60, pp. 197-212. doi: 10.1016/j.irfa.2018.08.011

Book Section

Tamvakis, M. (2018). From Chicago to Shanghai and Dalian: Apprehending the Future of Chinese Commodity Derivative Markets. In: Jégourel, Y. (Ed.), The Financialization of Commodity Markets: A Short-lived Phenomenon? (pp. 125-147). Rabat, Morocco: OCP Policy Centre. ISBN 9789954971789


Blake, D. ORCID: 0000-0002-2453-2090 (2018). Longevity: A New Asset Class (PI-1805). London, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090, Cairns, A., Dowd, K. and Kessler, A.R. (2018). Still Living with Mortality: The Longevity Risk Transfer Market after One Decade (PI-1804). London, UK: Pensions Institute.


Blake, D. (2018). Brexit and the City. London: City, University of London.


Baeckström, Y. (2018). Wealthy investors and financial advisors perceptual variations, portfolio recommendations and gender differences. (Unpublished Doctoral thesis, City, University of London)

Borghi, R. W. (2018). Essays on liquidity commonality in equity markets. (Unpublished Doctoral thesis, City, University of London)

Silva, A. F. (2018). Essays on Financial Intermediation. (Unpublished Doctoral thesis, City, University of London)

Tian, Siyang (2018). Essays in empirical corporate finance. (Unpublished Doctoral thesis, City, University of London)

Working Paper

Ballotta, L. ORCID: 0000-0002-2059-6281 and Fusai, G. ORCID: 0000-0001-9215-2586 (2018). Tools from Stochastic Analysis for Mathematical Finance: A Gentle Introduction (10.2139/ssrn.3183712). SSRN Working Paper Series.

Bilinski, P. ORCID: 0000-0002-0499-6429 and Yim, A. ORCID: 0000-0002-8063-6572 (2018). Knowledge Spillover and Accounting Firms’ Competitive Strength in the M&A Advisory Market (10.2139/ssrn.2695819). .

Blake, D. (2018). Target2: The silent bailout system that keeps the Euro afloat. London: City, University of London.

Corvino, R. (2018). Dynamic Ownership, Private Benefits, and Stock Prices. .

Corvino, R. and Francesco, R. (2018). The Relative Pricing of Sovereign Credit Risk After the Eurozone Crisis. .

Corvino, R. and Fusai, G. (2018). Default risk premium in credit and equity markets. .

Tran, A. and Chbihi, R. (2018). Cross-Fertilising in Cross-sector Deals: The Value of Industry Experience of Target Firms’ CEOs. (MARC Working Paper Series 2018).

Vitkova, V., Golubov, A. and Lasfer, M. (2018). Are they Listening? An M&A Approach to Dividend Catering. (MARC Working Paper Series 2018).

Vitkova, V. and Rosenberg, M. (2018). Playing the long game: Do certain financial advisors in the UK bring longer term value to the M&A table?. (MARC Working Paper Series 2018).

Vitkova, V. and Tian, S. (2018). How, and when, to catch a falling knife: The Benefits, Risks, and Timing Issues Around Distressed M&A. (MARC Working Paper Series 2018).

Vitkova, V., Tian, S. and Sudarsanam, S. (2018). Allocative Efficiency of Internal Capital Markets: Evidence from Equity Carve-outs by Diversified Firms. .

This list was generated on Thu Oct 1 04:25:45 2020 UTC.