Items where Schools and Departments is "Finance" and Year is 2019
A
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
B
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
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.
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
C
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
Corvino, R. (2019). Essays in asset pricing and corporate finance. (Unpublished Doctoral thesis, City, University of London)
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
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 (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.
Economics Letters, 184,
article number 108669.
doi: 10.1016/j.econlet.2019.108669
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.
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.
F
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
G
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
H
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
Homanen, M. (2019). Conscious Capital. (Unpublished Doctoral thesis, City, University of London)
J
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
K
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.
L
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
M
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
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.
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
P
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
R
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
W
Wandhofer, Ruth (2019). Technology Innovation in Financial Markets: Implications for Money, Payments and Settlement Finality. (Unpublished Doctoral thesis, City, University of London)
Z
Zhu, Xingchen (2019). Essays on information and corporate finance. (Unpublished Doctoral thesis, City, University of London)
Č
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.