City Research Online

Items where Schools and Departments is "Finance" and Year is 2020

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Number of items: 64.

Aftab, M., Ahmad, R., Ismail, I. & Phylaktis, K. ORCID: 0000-0001-9392-1682 (2020). Economic Integration and the Currency and Equity Markets Nexus. International Journal of Finance and Economics, doi: 10.1002/ijfe.2065

Aldunate, F., González, F., Prem, M. & Urzúa, F. ORCID: 0000-0003-4681-7684 (2020). Privatization and business groups: Evidence from the Chicago Boys in Chile. Explorations in Economic History, 101355.. doi: 10.1016/j.eeh.2020.101355

Ayadi, R., Bongini, P., Casu, B. ORCID: 0000-0003-3586-328X & Cucinelli, D. (2020). Bank Business Model Migrations in Europe: Determinants and Effects. British Journal of Management, doi: 10.1111/1467-8551.12437

Ballotta, L. ORCID: 0000-0002-2059-6281, Fusai, G. ORCID: 0000-0001-9215-2586, Kyriakou, I. ORCID: 0000-0001-9592-596X , Papapostolou, N. C. ORCID: 0000-0003-4529-1182 & Pouliasis, P. K. ORCID: 0000-0002-7389-3722 (2020). Risk management of climate impact for tourism operators: An empirical analysis on ski resorts. Tourism Management, 77, 104011.. doi: 10.1016/j.tourman.2019.104011

Baltagi, B. H., Wang, F. & Kao, C. (2020). Estimating and Testing High Dimensional Factor Models With Multiple Structural Changes. Journal of Econometrics, 220(2), doi: 10.1016/j.jeconom.2020.04.005

Bartram, S. M., Branke, J. & Motahari, M. ORCID: 0000-0003-3245-8545 (2020). Artificial Intelligence in Asset Management. Charlottesville, USA: CFA Institute Research Foundation.

Beber, A., Driessen, J., Neuberger, A. ORCID: 0000-0002-5344-1083 & Tuijp, P. (2020). Pricing Liquidity Risk with Heterogeneous Investment Horizons. Journal of Financial and Quantitative Analysis, pp. 1-67. doi: 10.1017/S0022109020000137

Beck, T. ORCID: 0000-0001-8382-2066, Hoseini, M. & Uras, B. R. (2020). Trade Credit and Access to Finance: Evidence from Ethiopian Retailers. Journal of African Economies, 29(2), pp. 146-172. doi: 10.1093/jae/ejz018

Bennouri, M., De Amicis, C. & Falconieri, S. (2020). Welcome on board: A note on gender quotas regulation in Europe. Economic Letters, 190, 109055.. doi: 10.1016/j.econlet.2020.109055

Benos, E., Payne, R. & Vasios, M. (2020). Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd-Frank Act. Journal of Financial and Quantitative Analysis, 55(1), pp. 159-192. doi: 10.1017/S0022109018001527

Blake, D. ORCID: 0000-0002-2453-2090 (2020). How bright are the prospects for UK trade and prosperity post-Brexit?. Journal of Self-Governance and Management Economics, 8(1), pp. 7-99. doi: 10.22381/JSME8120201

Blake, D. ORCID: 0000-0002-2453-2090 (2020). Longevity Risk and Capital Markets: The 2018-19 Update. Annals of Actuarial Science, 14(2), pp. 219-261. doi: 10.1017/S1748499520000202

Blake, D. ORCID: 0000-0002-2453-2090 (2020). Nudges and Networks: How to use behavioural economics to improve the life cycle savings-consumption balance (PI-2009). London, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090 (2020). Striking similarities: The origins of the European Economic Community. City, University of London.

Blake, D. ORCID: 0000-0002-2453-2090 (2020). The UK is the Eurozone's Dumping Ground. City, University of London.

Blake, D. ORCID: 0000-0002-2453-2090, Duffield, M., Tonks, I. , Haig, A., Blower, D. & MacPhee, L. (2020). Grouping Individual Investment Preferences in Retirement Savings: A Cluster Analysis of a USS Members Risk Attitude Survey (PI-2003). London, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090, Duffield, M., Tonks, I. , Haig, A., Blower, D. & MacPhee, L. (2020). One size fits all: How many default funds does a pension scheme need?. London, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090, Kallestrup-Lamb, M., Kjaergaard, S. & Rosenkjold, C. (2020). Insight into Stagnating Life Expectancy: Analysing Cause of Death Patterns across Socio-economic Groups (PI-2001). London, UK: Pensions Institute.

Boffelli, S., Novotny, J. & Urga, G. (2020). A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets. Journal of Financial Econometrics, nbaa039.. doi: 10.1093/jjfinec/nbaa039

Cairns, A. J. G., Blake, D. ORCID: 0000-0002-2453-2090, Kessler, A.R. & Kessler, M. (2020). The Impact of Covid-19 on Future Higher-Age Mortality. London, UK: Pensions Institute.

Carletti, E., De Marco, F., Ioannidou, V. ORCID: 0000-0002-7996-2346 & Sette, E. (2020). Banks As Patient Lenders: Evidence from a Tax Reform (2019-110). BAFFI CAREFIN Centre.

Cestone, G., Fumagalli, C., Kramaz, F. & Pica, G. (2020). Insurance Between Firms: The Role of Internal Labor Markets (CSEF Working Paper 386). Naples, Italy: Centre for Studies in Economics and Finance (CSEF).

Clare, A. ORCID: 0000-0002-4180-6778, Glover, S., Seaton, J. , Smith, P. N. & Thomas, S. ORCID: 0000-0001-5438-4263 (2020). Measuring sequence of returns risk. Journal of Retirement, 8(1), pp. 65-79. doi: 10.3905/JOR.2020.1.066

Colacito, R., Riddiough, S. J. & Sarno, L. ORCID: 0000-0003-1279-9748 (2020). Business Cycles and Currency Returns. Journal of Financial Economics, 137(3), pp. 659-678. doi: 10.1016/j.jfineco.2020.04.005

Cotugno, M., D'Amato, A., Gallo, A. ORCID: 0000-0002-8355-1689 & Stefanelli, V. (2020). DO SUPERVISORY ENFORCEMENT ACTIONS AFFECT board composition?. Corporate Governance: An International Review, doi: 10.1111/corg.12336

De Amicis, C., Falconieri, S. & Tastan, M. (2020). Sentiment Analysis and Gender Differences in Earnings Conference Calls. Journal of Corporate Finance, doi: 10.1016/j.jcorpfin.2020.101809

Degryse, H., Ioannidou, V. ORCID: 0000-0002-7996-2346, Liberti, J. M. & Sturgess, J. (2020). How Do Laws and Institutions Affect Recovery Rates for Collateral?. Review of Corporate Finance Studies, 9(1), pp. 1-43. doi: 10.1093/rcfs/cfz011

Della Corte, P., Kozhan, R. & Neuberger, A. ORCID: 0000-0002-5344-1083 (2020). The Cross-Section of Currency Volatility Premia. Journal of Financial Economics, doi: 10.1016/j.jfineco.2020.08.010

Dowd, K., Cairns, J. G. & Blake, D. ORCID: 0000-0002-2453-2090 (2020). CBDX: A Workhorse Mortality Model from the Cairns-Blake-Dowd Family. Annals of Actuarial Science, 14(2), pp. 445-460. doi: 10.1017/S1748499520000159

Dupuy, P., James, J. & Marsh, I. W. ORCID: 0000-0002-0483-8658 (2020). Attractive and non-attractive currencies. Journal of International Money and Finance, 110, 102253.. doi: 10.1016/j.jimonfin.2020.102253

Elyasiani, E., Hasan, I., Kalotychou, E. , Pouliasis, P. K. ORCID: 0000-0002-7389-3722 & Staikouras, S. (2020). Banks’ equity performance and the term structure of interest rates. Financial Markets, Institutions And Instruments, doi: 10.1111/fmii.12125

Fang, B., Hope, O-K., Huang, Z. ORCID: 0000-0003-2280-3149 & Moldovan, R. (2020). The Effects of MiFID II on Sell-Side Analysts, Buy-Side Analysts, and Firms. Review of Accounting Studies, 25, pp. 855-902. doi: 10.1007/s11142-020-09545-w

Fernandez-Perez, A., Fuertes, A-M. ORCID: 0000-0001-6468-9845, Gonzalez-Fernandez, M. & Miffre, J. (2020). Fear of hazards in commodity futures markets. Journal of Banking and Finance, 119, p. 105902. doi: 10.1016/j.jbankfin.2020.105902

Filip, A., Huang, Z. ORCID: 0000-0003-2280-3149 & Lui, D. (2020). Cross-listing and Corporate Malfeasance: Evidence from P-chip Firms. Journal of Corporate Finance, 63, 101232.. doi: 10.1016/j.jcorpfin.2017.07.003

Fu, R., Kraft, A. ORCID: 0000-0003-1641-1982, Tian, X. , Zhang, H. & Zuo, L. (2020). Financial Reporting Frequency and Corporate Innovation. The Journal of Law and Economics, 63(3), pp. 501-530. doi: 10.1086/708706

Fusai, G. ORCID: 0000-0001-9215-2586, Mignacca, D., Human, B. & Nardon, A. (2020). Equally Diversified or Equally Weighted?. Risk Magazine,

Giamouzi, M. & Nomikos, N. ORCID: 0000-0003-1621-2991 (2020). Identifying shipowners’ risk attitudes over gains and losses: Evidence from the dry bulk freight market. Transportation Research Part E: Logistics and Transportation Review, 145, 10129.. doi: 10.1016/j.tre.2020.102129

Henig, S., Tsolacos, S. & Nanda, A. (2020). Which sentiment indicators matter? An analysis of the European commercial real estate market. Journal of Real Estate Research, doi: 10.1080/08965803.2020.1845562

Hunt, A. & Blake, D. (2020). A Bayesian approach to modeling and projecting cohort effects. North American Actuarial Journal, 25(1), S235-S254. doi: 10.1080/10920277.2019.1649157

Hunt, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2020). Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing. North American Actuarial Journal, 25(S1), S482-S507. doi: 10.1080/10920277.2019.1649159

Hunt, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2020). Identifiability in Age/Period/Cohort Mortality Models. Annals of Actuarial Science, 14(2), pp. 500-536. doi: 10.1017/S1748499520000123

Hunt, A. & Blake, D. (2020). On the Structure and Classification of Mortality Models. North American Actuarial Journal, 25(1), S215-S234. doi: 10.1080/10920277.2019.1649156

Keswani, A. ORCID: 0000-0001-9096-7677, Medhat, M., Miguel, A. F. & Ramos, S. (2020). Uncertainty Avoidance and Mutual Funds. Journal of Corporate Finance, 65, 101748. doi: 10.1016/j.jcorpfin.2020.101748

Lasfer, M. ORCID: 0000-0003-2338-672X, Golubov, A. & Vitkova, V. (2020). Active catering to dividend clienteles: Evidence from takeovers. Journal of Financial Economics, 137(3), pp. 815-836. doi: 10.1016/j.jfineco.2020.04.002

Leong, S. H., Bellavite Pellegrini, C. & Urga, G. ORCID: 0000-0002-6742-7370 (2020). The Contribution of Shadow Insurance to Systemic Risk. Journal of Financial Stability, 51, 100778. doi: 10.1016/j.jfs.2020.100778

Li, J., Li, J., Zhu, X. , Yao, Y. & Casu, B. ORCID: 0000-0003-3586-328X (2020). Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S.. International Review of Financial Analysis, 71, 101544.. doi: 10.1016/j.irfa.2020.101544

Liu, Y., Huang, Z. ORCID: 0000-0003-2280-3149, Jiang, L. & Williamson, M. (2020). Are Investors Warned by Disclosure of Conflicts of Interest? The Moderating Effect of Investment Horizon. The Accounting Review, 95(6), pp. 291-310. doi: 10.2308/tar-2017-0284

Lucchini, L., Alessandretti, L., Lepri, B. , Gallo, A. ORCID: 0000-0002-8355-1689 & Baronchelli, A. ORCID: 0000-0002-0255-0829 (2020). From code to market: Network of developers and correlated returns of cryptocurrencies. Science Advances, 6(51), eabd2204.. doi: 10.1126/sciadv.abd2204

Maglione, F. (2020). The use of compound options for credit risk modelling. (Unpublished Doctoral thesis, City, University of London)

Makinen, T., Sarno, L. ORCID: 0000-0003-1279-9748 & Zinna, G. (2020). Risky Bank Guarantees. Journal of Financial Economics, 136(2), pp. 490-522. doi: 10.1016/j.jfineco.2019.10.005

Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X, Tamvakis, M. ORCID: 0000-0002-5056-0159 & Di Iorio, F. (2020). Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. Energy Economics, 88, 104757. doi: 10.1016/j.eneco.2020.104757

Pazaj, E. (2020). Corporate policies and asset prices. (Unpublished Doctoral thesis, City, University of London)

Pezier, Emmanuel (2020). The impact of intermediaries in activism and IPOs. (Unpublished Doctoral thesis, City, University of London)

Reynolds, B., Blake, D. ORCID: 0000-0002-2453-2090 & Lyddon, R. (2020). Managing Euro Risk: Saving Investors from Systemic Risk. London, UK: Politeia.

Tamvakis, M. ORCID: 0000-0002-5056-0159, Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Di Iorio, F. (2020). Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. Energy Economics, 88, 104757.. doi: 10.1016/j.eneco.2020.104757

Tamvakis, M. ORCID: 0000-0002-5056-0159, Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Di Iorio, F. (2020). Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. Denver, Colorado: J.P. Morgan Center for Commodities, University of Colorado at Denver.

Urga, G., Akgun, O. & Pirotte, A. (2020). Forecasting Using Heterogeneous Panels with Cross-Sectional Dependence. International Journal of Forecasting, doi: 10.1016/j.ijforecast.2019.11.007

Urzúa, F. ORCID: 0000-0003-4681-7684, Gonzalez, F. & Prem, M. (2020). The Privatization Origins of Political Corporations: Evidence from the Pinochet Regime. The Journal of Economic History, doi: 10.1017/S0022050719000780

Urzúa, F. ORCID: 0000-0003-4681-7684, Sertsios, G. & Larrain, B. (2020). The Going Public Decision of Business Group Firms. Journal of Corporate Finance, 66, 101819.. doi: 10.1016/j.jcorpfin.2020.101819

Vakratsas, D., Keswani, A. ORCID: 0000-0001-9096-7677 & Stolin, D. (2020). Advertising persuasion in dual markets. Managerial and Decision Economics, doi: 10.1002/mde.3229

li, Q. (2020). Entrepreneurial strategizing Three studies in the financial technology (Fintech) space. (Unpublished Doctoral thesis, City, University of London)

Černý, A. ORCID: 0000-0001-5583-6516 (2020). Semimartingale theory of monotone mean--variance portfolio allocation. Mathematical Finance, doi: 10.1111/mafi.12241

Černý, A. ORCID: 0000-0001-5583-6516 & Melicherčík, I. (2020). Simple Explicit Formula for Near-Optimal Stochastic Lifestyling. European Journal of Operational Research, 284(2), pp. 769-778. doi: 10.1016/j.ejor.2019.12.032

Černý, A. ORCID: 0000-0001-5583-6516 & Ruf, J. (2020). Simplified stochastics calculus with applications in Economics and Finance. European Journal of Operational Research, doi: 10.1016/j.ejor.2020.12.037

This list was generated on Thu Jul 7 04:29:52 2022 UTC.