Items where Schools and Departments is "Finance" and Year is 2020
A
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, 78,
article number 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, 32(4),
pp. 1007-1026.
doi: 10.1111/1467-8551.12437
Ayyagari, M., Beck, T. ORCID: 0000-0001-8382-2066 & Hoseini, M. (2020).
Finance, Law and Poverty: Evidence from India.
Journal of Corporate Finance, 60,
article number 101515.
doi: 10.1016/j.jcorpfin.2019.101515
B
Ballotta, L. ORCID: 0000-0002-2059-6281, Eberlein, E., Schmidt, T. & Zeineddine, R. (2020).
Variable annuities in a Lévy-based hybrid model with surrender risk.
Quantitative Finance, 20(5),
pp. 867-886.
doi: 10.1080/14697688.2019.1687929
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,
article number 104011.
doi: 10.1016/j.tourman.2019.104011
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, article number 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
Biagini, S. & Černý, A. ORCID: 0000-0001-5583-6516 (2020).
Convex duality and Orlicz spaces in expected utility maximization.
Mathematical Finance, 30(1),
pp. 85-127.
doi: 10.1111/mafi.12209
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.
Buchuk, D., Larrain, B., Prem, M. & Urzúa, F. ORCID: 0000-0003-4681-7684 (2020).
How Do Internal Capital Markets Work? Evidence from the Great Recession.
Review of Finance, 24(4),
pp. 847-889.
doi: 10.1093/rof/rfz022
C
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.
Casu, B. ORCID: 0000-0003-3586-328X (2020).
Board Diversity Reforms: Do they Matter for EU Bank Performance?.
European Financial Management, 26(2),
pp. 416-454.
doi: 10.1111/eufm.12238
Casu, B. ORCID: 0000-0003-3586-328X, Arnaboldi, F., Kalotychou, E. & Sarkisyan, A. (2020).
The performance effects of board heterogeneity: What works for EU banks?.
European Journal of Finance, 26(10),
pp. 897-924.
doi: 10.1080/1351847x.2018.1479719
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).
Chen, A., Haberman, S. ORCID: 0000-0003-2269-9759 & Thomas, S.
ORCID: 0000-0001-5438-4263 (2020).
The implication of the hyperbolic discount model for annuitisation decisions.
Journal of Pension Economics and Finance, 19(3),
pp. 372-391.
doi: 10.1017/s1474747218000343
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
D
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
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
E
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, 29(2),
pp. 43-64.
doi: 10.1111/fmii.12125
F
Fan, J. H., Fernandez-Perez, A., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Miffre, J. (2020).
Speculative Pressure.
Journal of Futures Markets, 40(4),
pp. 575-597.
doi: 10.1002/fut.22085
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(3),
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,
article number 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,
article number 101232.
doi: 10.1016/j.jcorpfin.2017.07.003
Fosten, J. & Gutknecht, D. (2020). Testing Nowcast Monotonicity with Estimated Factors. Journal of Business & Economic Statistics, 38(1), pp. 107-123. doi: 10.1080/07350015.2018.1458623
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,
H
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, 42(4), pp. 499-530. doi: 10.1080/08965803.2020.1845562
Hoesli, M., Milcheva, S. & Moss, A. (2020). Is Financial Regulation Good or Bad for Real Estate Companies? – An Event Study. Journal of Real Estate Finance and Economics, 61(3), pp. 369-407. doi: 10.1007/s11146-017-9634-z
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. ORCID: 0000-0002-2453-2090 (2020).
Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing.
North American Actuarial Journal, 25(sup1),
S482-S507.
doi: 10.1080/10920277.2019.1649159
Hunt, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2020).
Identifiability in age/period mortality models.
Annals of Actuarial Science, 14(2),
pp. 461-499.
doi: 10.1017/S1748499520000111
K
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,
article number 101748.
doi: 10.1016/j.jcorpfin.2020.101748
L
Lasfer, M. ORCID: 0000-0003-2338-672X, Golubov, A. & Vitkova, V.
ORCID: 0000-0003-3137-6564 (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
Lausberg, C., Lee, S. ORCID: 0000-0003-1606-0625, Müller, M. , Oertel, C. & Schultheiß, T. (2020).
Risk measures for direct real estate investments with non-normal or unknown return distributions.
Zeitschrift für Immobilienökonomie, 6(1),
pp. 3-27.
doi: 10.1365/s41056-019-00028-x
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,
article number 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,
article number 101544.
doi: 10.1016/j.irfa.2020.101544
Lim, W. & Visaria, S. ORCID: 0000-0001-7406-4929 (2020).
The Borrowing Puzzle: Why Do Filipino Domestic Workers in Hong Kong, China Borrow Rather than Dissave?.
Asian Development Review, 37(2),
pp. 77-99.
doi: 10.1162/adev_a_00150
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),
article number eabd2204.
doi: 10.1126/sciadv.abd2204
li, Q. (2020). Entrepreneurial strategizing Three studies in the financial technology (Fintech) space. (Unpublished Doctoral thesis, City, University of London)
M
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,
article number 104757.
doi: 10.1016/j.eneco.2020.104757
Moeller, S. ORCID: 0000-0001-5136-0004 (2020).
2020 M&A Leaks Report: A study by SS&C Intralinks and The M&A Research Centre at The Business School (formerly Cass), City, University of London.
Intralinks.
Moutzouris, I. C. ORCID: 0000-0002-6954-9961 & Nomikos, N.
ORCID: 0000-0003-1621-2991 (2020).
Asset Pricing with Mean reversion: The Case of Ships.
Journal of Banking and Finance, 111,
article number 105708.
doi: 10.1016/j.jbankfin.2019.105708
P
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)
Pouliasis, P. K. ORCID: 0000-0002-7389-3722, Visvikis, I.D., Papapostolou, N. C.
ORCID: 0000-0003-4529-1182 & Kryukov, A. A. (2020).
A Novel Risk Management Framework for Natural Gas Markets.
Journal of Futures Markets, 40(3),
pp. 430-459.
doi: 10.1002/fut.22067
R
Reynolds, B., Blake, D. ORCID: 0000-0002-2453-2090 & Lyddon, R.
(2020).
Managing Euro Risk: Saving Investors from Systemic Risk. London, UK: Politeia.
T
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,
article number 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.
U
Urga, G., Akgun, O. & Pirotte, A. (2020). Forecasting Using Heterogeneous Panels with Cross-Sectional Dependence. International Journal of Forecasting, 36(4), pp. 1211-1227. 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, 80(2),
pp. 417-456.
doi: 10.1017/s0022050719000780
Č
Černý, A. ORCID: 0000-0001-5583-6516 (2020).
Semimartingale theory of monotone mean--variance portfolio allocation.
Mathematical Finance, 30(3),
pp. 1168-1178.
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