Items where Schools and Departments is "Finance" and Year is 2019
Article
Accominotti, O., Cen, J., Chambers, D. & Marsh, I. W. ORCID: 0000-0002-0483-8658 (2019).
Currency regimes and the carry trade.
Journal of Financial and Quantitative Analysis, 54(5),
pp. 2233-2260.
doi: 10.1017/s002210901900019x
Alexeev, V., Urga, G. & Yao, W. (2019). Asymmetric jump beta estimation with implications for portfolio risk management. International Review of Economics and Finance, 62, pp. 20-40. doi: 10.1016/j.iref.2019.02.014
Alizadeh-Masoodian, A. ORCID: 0000-0003-1588-6214, Huang, C-Y. & Marsh, I. W.
ORCID: 0000-0002-0483-8658 (2019).
Modelling the Volatility of TOCOM Energy Futures: A Regime Switching Realised Volatility Approach.
Energy Economics,
article number 104434.
doi: 10.1016/j.eneco.2019.06.019
Andrew, M. & Larceneux, F. (2019). 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, 51(6), pp. 1370-1388. doi: 10.1177/0308518x18817539
Ballotta, L. ORCID: 0000-0002-2059-6281, Fusai, G.
ORCID: 0000-0001-9215-2586, Loregian, A. & Perez, M. F. (2019).
Estimation of Multivariate Asset Models with Jumps.
Journal of Financial and Quantitative Analysis, 54(5),
pp. 2053-2083.
doi: 10.1017/s0022109018001321
Ballotta, L. ORCID: 0000-0002-2059-6281, Fusai, G.
ORCID: 0000-0001-9215-2586 & Marazzina, D. (2019).
Integrated Structural Approach to Credit Value Adjustment.
European Journal of Operational Research, 272(3),
pp. 1143-1157.
doi: 10.1016/j.ejor.2018.07.026
Banti, C. & Phylaktis, K. (2019). Global liquidity, house prices and policy responses. Journal of Financial Stability, 43, pp. 79-96. doi: 10.1016/j.jfs.2019.05.015
Beck, T. ORCID: 0000-0001-8382-2066, Homanen, M. & Uras, B. R. (2019).
Finance and Demand for Skill: Evidence from Uganda.
Journal of Development Studies, 55(12),
pp. 2495-2512.
doi: 10.1080/00220388.2018.1539477
Beck, T. ORCID: 0000-0001-8382-2066, Ongena, S. & Şendeniz-Yüncü, İ. (2019).
Keep walking? Geographical proximity, religion, and relationship banking.
Journal of Corporate Finance, 55,
pp. 49-68.
doi: 10.1016/j.jcorpfin.2018.07.005
Beck, T. ORCID: 0000-0001-8382-2066 & Gambacorta, L. (2019).
New evidence on the effectiveness of macroprudential policies.
Journal of Financial Intermediation, 42,
article number 100834.
doi: 10.1016/j.jfi.2019.100834
Bergamelli, M., Bianchi, A., Khalaf, L. & Urga, G. (2019). Combining P-values to Test for Multiple Structural Breaks in Cointegrated Regressions. Journal of Econometrics, 211(2), pp. 461-482. doi: 10.1016/j.jeconom.2019.01.013
Bilinski, P. ORCID: 0000-0002-0499-6429, Cumming, D, Hass, L. , Stathopoulos, K. & Walker, M. (2019).
Strategic distortions in analyst forecasts in the presence of short-term institutional investors.
Accounting and Business Research, 49(3),
pp. 305-341.
doi: 10.1080/00014788.2018.1510303
Bilinski, P. ORCID: 0000-0002-0499-6429 & Michael, E. (2019).
Analyst Revenue Forecast Reporting and the Quality of Revenues and Expenses.
Journal of Business Finance and Accounting, 46(1-2),
pp. 136-158.
doi: 10.1111/jbfa.12355
Blake, D. (2019). Modelling Socio-Economic Differences in Mortality Using a New Affluence Index. ASTIN Bulletin - The Journal of the International Actuarial Association, 49(3), pp. 555-590. doi: 10.1017/asb.2019.14
Blake, D., Cairns, A. J. G., Dowd, K. & Kessler, A.R. (2019). Still living with mortality: The longevity risk transfer market after one decade. British Actuarial Journal, 24, article number e1. doi: 10.1017/s1357321718000314
Bruyland, E., Lasfer, M. ORCID: 0000-0003-2338-672X, De Maeseneire, W. & Song, W. (2019).
The Performance of Acquisitions by High Default Risk Bidders.
Journal of Banking and Finance, 101,
pp. 37-58.
doi: 10.1016/j.jbankfin.2019.01.019
Cartea, A., Payne, R., Penalva, J. & Tapia, M. (2019). Ultra-Fast Activity and Intraday Market Quality. Journal of Banking and Finance, 99, pp. 157-181. doi: 10.1016/j.jbankfin.2018.12.003
Casu, B. ORCID: 0000-0003-3586-328X, di Pietro, F. & Trujillo-Ponce, A. (2019).
Liquidity Creation and Bank Capital.
Journal of Financial Services Research, 56(3),
pp. 307-340.
doi: 10.1007/s10693-018-0304-y
Chen, A., Haberman, S. & Thomas, S. (2019). Cumulative Prospect Theory and Deferred Annuities. Review of Behavioural Finance, 11(3), pp. 277-293. doi: 10.1108/rbf-10-2017-0102
Clare, A. ORCID: 0000-0002-4180-6778 & Clare, M. (2019).
An examination of ex ante fund performance: Identifying indicators of future performance.
Journal of Asset Management, 20(3),
pp. 175-195.
doi: 10.1057/s41260-019-00118-4
Clare, A. ORCID: 0000-0002-4180-6778, O’Sullivan, N., Sherman, M. & Zhu, S. (2019).
The Performance of US Bond Mutual Funds.
International Review of Financial Analysis, 61,
pp. 1-8.
doi: 10.1016/j.irfa.2018.12.001
Cook, S. & Fosten, J. (2019). Replicating rockets and feathers. Energy Economics, 82, pp. 139-151. doi: 10.1016/j.eneco.2017.12.021
Crook, J., Bellotti, T., Mues, C. & Fuertes, A-M. ORCID: 0000-0001-6468-9845 (2019).
Preface to the papers on 'Credit risk modelling'.
Journal of the Royal Statistical Society Series A, 182(4),
pp. 1139-1142.
doi: 10.1111/rssa.12525
D'Amato, A. & Gallo, A. ORCID: 0000-0002-8355-1689 (2019).
Bank institutional setting and risk-taking: The missing role of directors’ education and turnover.
Corporate Governance, 19(4),
pp. 774-805.
doi: 10.1108/cg-01-2019-0013
Dowd, K., Blake, D. ORCID: 0000-0002-2453-2090, Buckner, D. & Fry, J. (2019).
The Valuation of No-Negative Equity Guarantees and Equity Release Mortgages.
Economics Letters, 184,
article number 108669.
doi: 10.1016/j.econlet.2019.108669
Fernandez-Perez, A., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Miffre, J. (2019).
A Comprehensive Appraisal of Style-Integration Methods.
Journal of Banking and Finance, 105,
pp. 134-150.
doi: 10.1016/j.jbankfin.2019.05.016
Ferreira, M., Keswani, A. ORCID: 0000-0001-9096-7677, Miguel, A. F. & Ramos, S. (2019).
What Determines Fund Performance Persistence? International Evidence.
Financial Review, 54(4),
pp. 679-708.
doi: 10.1111/fire.12202
Fosten, J. (2019). CO2 emissions and economic activity: A short-to-medium run perspective. Energy Economics, 83, pp. 415-429. doi: 10.1016/j.eneco.2019.07.015
Fratzscher, M., Gloede, O., Menkhoff, L. , Sarno, L. & Stoehr, T. (2019). When is Foreign Exchange Intervention Effective? Evidence from 33 Countries. American Economic Journal: Macroeconomics, 11(1), pp. 132-156. doi: 10.1257/mac.20150317
Fuertes, A-M. ORCID: 0000-0001-6468-9845, Phylaktis, K.
ORCID: 0000-0001-9392-1682 & Yan, C. (2019).
Uncovered Equity “Disparity” in Emerging Markets.
Journal of International Money and Finance, 98,
article number 102066.
doi: 10.1016/j.jimonfin.2019.102066
Gambaro, A. M., Casalini, R., Fusai, G. ORCID: 0000-0001-9215-2586 & Ghilarducci, A. (2019).
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II.
Decisions in Economics and Finance, 42(1),
pp. 157-187.
doi: 10.1007/s10203-019-00242-1
Golubov, A. & Konstantinidi, T. (2019). Where Is the Risk in Value? Evidence From a Market-to-Book Decomposition. The Journal of Finance, 74(6), pp. 3135-3186. doi: 10.1111/jofi.12836
Hanke, B., Keswani, A. ORCID: 0000-0001-9096-7677, Quigley, G. , Stolin, D. & Zagonov, M. (2019).
The equal-weight tilt in managed portfolios.
Economics Letters, 182,
pp. 59-63.
doi: 10.1016/j.econlet.2019.06.003
Hatgioannides, J., Karanassou, M. & Sala, H. (2019). Should the Rich be Taxed More? The Fiscal Inequality Coefficient. Journal of Economic Issues, 53(3), pp. 879-887. doi: 10.1080/00213624.2019.1646624
Jung, J. H. ORCID: 0000-0002-1993-9419, Kumar, A., Lim, S. S. & Yoo, C-Y. (2019).
An Analyst by Any Other Surname: Surname Favorability and Market Reaction to Analyst Forecasts.
Journal of Accounting and Economics, 67(2-3),
pp. 306-335.
doi: 10.1016/j.jacceco.2019.02.002
Larrain, B., Sertsios, G. & Urzúa, F. ORCID: 0000-0003-4681-7684 (2019).
The Effects of Losing a Business Group Affiliation.
The Review of Financial Studies, 32(8),
pp. 3036-3074.
doi: 10.1093/rfs/hhy120
Lasfer, M. ORCID: 0000-0003-2338-672X & Kashefi Pour, E. (2019).
Taxes, Governance, and Debt Maturity Structure: International Evidence.
Journal of International Financial Markets, Institutions and Money, 58,
pp. 136-161.
doi: 10.1016/j.intfin.2018.09.011
Lim, K. G., Nomikos, N. ORCID: 0000-0003-1621-2991 & Yap, N. (2019).
Understanding the fundamentals of freight markets volatility.
Transportation Research Part E: Logistics and Transportation Review, 130,
pp. 1-15.
doi: 10.1016/j.tre.2019.08.003
Mateus, I. B., Mateus, C. & Todorovic, N. ORCID: 0000-0003-4875-623X (2019).
Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks.
Journal of Asset Management, 20(1),
pp. 15-30.
doi: 10.1057/s41260-018-0101-z
Mateus, I. B., Mateus, C. & Todorovic, N. ORCID: 0000-0003-4875-623X (2019).
Review of new trends in the literature on factor models and mutual fund performance.
International Review of Financial Analysis, 63,
pp. 344-354.
doi: 10.1016/j.irfa.2018.12.012
Mateus, I., Mateus, C. & Todorovic, N. ORCID: 0000-0003-4875-623X (2019).
Use of Active Peer Benchmarks in assessing UK mutual fund performance and performance persistence.
The European Journal of Finance, 25(12),
pp. 1077-1098.
doi: 10.1080/1351847x.2019.1581639
Moutzouris, I. C. ORCID: 0000-0002-6954-9961 & Nomikos, N.
ORCID: 0000-0003-1621-2991 (2019).
Earnings Yield and Predictability in the Dry Bulk Shipping Industry.
Transportation Research Part E: Logistics and Transportation Review, 125,
pp. 140-159.
doi: 10.1016/j.tre.2019.03.009
Moutzouris, I. C. ORCID: 0000-0002-6954-9961 & Nomikos, N.
ORCID: 0000-0003-1621-2991 (2019).
The Formation of FFA Rates in Dry Bulk Shipping: Spot Rates, Risk Premia and Heterogeneous Expectations.
Journal of Futures Markets, 39(8),
pp. 1008-1031.
doi: 10.1002/fut.21980
Phelan, C. E., Marazzina, D., Fusai, G. ORCID: 0000-0001-9215-2586 & Germano, G. (2019).
Hilbert transform, spectral filters and option pricing.
Annals of Operations Research, 282(1-2),
pp. 273-298.
doi: 10.1007/s10479-018-2881-4
Raonic, I. ORCID: 0000-0003-2982-8445 & Sahin, A. (2019).
Do analysts understand accruals’ persistence? Evidence revisited.
Journal of Applied Accounting Research, 21(1),
pp. 38-59.
doi: 10.1108/jaar-07-2018-0103
Regli, F. & Nomikos, N. ORCID: 0000-0003-1621-2991 (2019).
The Eye in the Sky - Freight Rate Effects of Tanker Supply.
Transportation Research Part E: Logistics and Transportation Review, 125,
pp. 402-424.
doi: 10.1016/j.tre.2019.03.015
Book Section
de Menezes, L. M. & Tamvakis, M. ORCID: 0000-0002-5056-0159 (2019).
Electricity Market Integration.
In: Soytas, U. & Sari, R. (Eds.),
Handbook of Energy Economics.
. Abingdon, UK: Routledge.
Monograph
Blake, D. ORCID: 0000-0002-2453-2090, Cannon, E. & Wright, I. D. (2019).
Quantifying Loss Aversion: Evidence from a UK Population Survey (PI-1912).
London, UK: Pensions Institute.
Dowd, K. & Blake, D. ORCID: 0000-0002-2453-2090 (2019).
On the Projection of Mortality Rates to Extreme Old Age (PI-1909).
London, UK: Pensions Institute.
Dowd, K., Blake, D. ORCID: 0000-0002-2453-2090, Buckner, D. & Fry, J. (2019).
The Valuation of No-Negative Equity Guarantees and Equity Release Mortgages (PI-1911).
London, UK: Pensions Institute.
Dowd, K., Cairns, J. G. & Blake, D. ORCID: 0000-0002-2453-2090 (2019).
A Simple Approach to Project Extreme Old Age Mortality Rates and Value Mortality-Related Financial Instruments (PI-1907).
London, UK: Pensions Institute.
Report
Moeller, S. ORCID: 0000-0001-5136-0004 (2019).
SS&C Intralinks - 2019 M&A Leaks Report.
Intralinks.
Moeller, S. ORCID: 0000-0001-5136-0004 (2019).
Shareholder Activism: an evolving challenge.
Credit Suisse.
Thesis
Corvino, R. (2019). Essays in asset pricing and corporate finance. (Unpublished Doctoral thesis, City, University of London)
Homanen, M. (2019). Conscious Capital. (Unpublished Doctoral thesis, City, University of London)
Wandhofer, Ruth (2019). Technology Innovation in Financial Markets: Implications for Money, Payments and Settlement Finality. (Unpublished Doctoral thesis, City, University of London)
Zhu, Xingchen (2019). Essays on information and corporate finance. (Unpublished Doctoral thesis, City, University of London)
Working Paper
Keswani, A. ORCID: 0000-0001-9096-7677, Tran, A.
ORCID: 0000-0001-7090-8063 & Volpin, P.
ORCID: 0000-0002-9287-0972 (2019).
Institutional Debt Holdings and Governance (613/2019).
ECGI.
Černý, A. & Melicherčík, I. (2019). Simple Explicit Formula for Near-Optimal Stochastic Lifestyling. City, University of London.
Černý, A. & Ruf, J. (2019). Pure-jump semimartingales. City, University of London.