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Akgun, O., Pirotte, A. & Urga, G. (2021). Heterogeneity and cross-sectional dependence in panels: Heterogeneous vs. homogeneous estimators. Revue d'Economie Politique, 131(1), pp. 19-55. doi: 10.3917/redp.311.0025
Alexandridis, G., Hoepner, A., Huang, Z. ORCID: 0000-0002-9489-0168 & Oikonomou, I. (2021).
Corporate social responsibility culture and international M&As.
The British Accounting Review,
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Arnaboldi, F., Casu, B. ORCID: 0000-0003-3586-328X, Gallo, A. , Kalotychou, E. & Sarkisyan, A. (2021).
Gender diversity and bank misconduct.
Journal of Corporate Finance,
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Baeckstrom, Y., Marsh, I. ORCID: 0000-0002-0483-8658 & Sylvester, J. (2021).
Financial Advice and Gender: Wealthy Individual Investors in the UK.
Journal of Corporate Finance,
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Ballotta, L. ORCID: 0000-0002-2059-6281, Eberlein, E., Schmidt, T. & Zeineddine, R. (2021).
Fourier based methods for the management of complex life insurance products.
Insurance: Mathematics and Economics,
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Ballotta, L. ORCID: 0000-0002-2059-6281 & Grégory, R. (2021).
Smiles & Smirks: Volatility and leverage by jumps.
European Journal of Operational Research,
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Bartram, S. M., Branke, J., Rossi, G. D. & Motahari, M. ORCID: 0000-0003-3245-8545 (2021).
Machine Learning for Active Portfolio Management.
The Journal of Financial Data Science, 3(3),
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Baudot, L., Huang, Z. ORCID: 0000-0003-2280-3149 & Wallace, D. (2021).
Stakeholder Perceptions of Risk in Mandatory Corporate Responsibility Disclosure.
Journal of Business Ethics, 172,
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Beck, T. ORCID: 0000-0001-8382-2066, Silva, A. & Da-Rocha-Lopes, S. (2021).
Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins.
The Review of Financial Studies, 34(4),
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Bilinski, P. ORCID: 0000-0002-0499-6429 (2021).
Analyst Information Intermediation during the COVID-19 Pandemic.
SSRN Electronic Journal,
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Bilinski, P. ORCID: 0000-0002-0499-6429 & Bradshaw, M. (2021).
Analyst Dividend Forecasts and Their Usefulness to Investors.
The Accounting Review,
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Bilinski, P. ORCID: 0000-0002-0499-6429 & Yim, A.
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Accounting Firms in the European M&A Advisory Market.
British Journal of Management,
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Blake, D. ORCID: 0000-0002-2453-2090 (2021).
Making Astrology Look Respectable: On the Extraordinary Abuse of Economic Models in the EU Referendum Debate.
Advances in Politics and Economics, 4(4),
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Blake, D. ORCID: 0000-0002-2453-2090 (2021).
Striking Similarities: The Origins of the European Economic Community.
Advances in Politics and Economics, 4(1),
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Blake, D. ORCID: 0000-0002-2453-2090 (2021).
The UK is the Eurozone’s Dumping Ground.
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Blake, D. ORCID: 0000-0002-2453-2090 & Cairns, A. J. G. (2021).
Longevity Risk and Capital Markets: The 2019-20 Update.
Insurance: Mathematics and Economics, 99,
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Blake, D. ORCID: 0000-0002-2453-2090, Cannon, E. & Wright, I. D. (2021).
Quantifying Loss Aversion: Evidence from a UK Population Survey.
Journal of Risk and Uncertainty, 63,
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Blake, D. ORCID: 0000-0002-2453-2090, Duffield, M., Tonks, I. , Haig, A., Blower, D. & MacPhee, L. (2021).
Smart defaults: Determining the number of default funds in a pension scheme.
The British Accounting Review,
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Blake, D. & MacMinn, R. (2021). Longevity Risk and Capital Markets: The 2016-17 Update. North American Actuarial Journal, 25(Sup 1), S1-S6. doi: 10.1080/10920277.2019.1652101
Blake, D. ORCID: 0000-0002-2453-2090, MacMinn, R., Tsai, J. C. & Wang, J. (2021).
L13: Longevity Risk and Capital Markets: The 2017-18 Update.
North American Actuarial Journal, 25(Sup 1),
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Blake, D. ORCID: 0000-0002-2453-2090 & Pickles, J. (2021).
Mental Time Travel and Retirement Savings.
Journal of Risk and Financial Management, 14,
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Blake, D. ORCID: 0000-0002-2453-2090 & Pickles, J. (2021).
Mental time travel and the valuation of financial investments.
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Blouin, J., Fich, E. M., Rice, E. & Tran, A. ORCID: 0000-0001-7090-8063 (2021).
Corporate Tax Cuts, Merger Activity, and Shareholder Wealth.
Journal of Accounting and Economics, 71(1),
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Bracci, A., Nadini, M., Aliapoulios, M. , McCoy, D., Gray, I., Teytelboym, A., Gallo, A. ORCID: 0000-0002-8355-1689 & Baronchelli, A.
ORCID: 0000-0002-0255-0829 (2021).
Dark Web Marketplaces and COVID-19: before the vaccine.
EPJ Data Science, 10(1),
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Carletti, E., De Marco, F., Ioannidou, V. ORCID: 0000-0002-7996-2346 & Sette, E. (2021).
Banks as patient lenders: Evidence from a tax reform.
Journal of Financial Economics, 141(1),
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Cespa, G. ORCID: 0000-0003-2466-6168, Gargano, A., Riddiough, S. & Sarno, L. (2021).
Foreign exchange volume.
The Review of Financial Studies,
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Cespa, G. ORCID: 0000-0003-2466-6168, Gargano, A., Riddiough, S. J. & Sarno, L.
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Foreign Exchange Volume (DP16128).
London, UK: CEPR.
Cespa, G. ORCID: 0000-0003-2466-6168 & Vives, X. (2021).
Exchange Competition, Entry, and Welfare.
The Review of Financial Studies,
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Chen, J., Lasfer, M. ORCID: 0000-0003-2338-672X, Song, W. & Zhou, S. (2021).
Recession managers and mutual fund performance.
Journal of Corporate Finance, 69,
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Cho, C. H., Huang, Z. ORCID: 0000-0003-2280-3149, Liu, S. & Yang, D. (2021).
Contaminated Heart: Does Air Pollution Harm Business Ethics? Evidence from Earnings Manipulation.
Journal of Business Ethics,
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Cicchetti, C. (2021). New Perspectives on Commodity and Currency Risk. (Unpublished Doctoral thesis, City, University of London)
Cincinelli, P., Pellini, E. & Urga, G. (2021). Leverage and Systemic Risk Pro-Cyclicality in the Chinese Financial System. International Review of Financial Analysis, 78, 101895. doi: 10.1016/j.irfa.2021.101895
Clare, A. ORCID: 0000-0002-4180-6778 (2021).
Is there a boutique asset management premium? Evidence from the European fund management industry.
Journal of Asset Management,
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Clare, A. ORCID: 0000-0002-4180-6778, Cuthbertson, K.
ORCID: 0000-0003-2004-2630, Nitzsche, D.
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How skilful are US fixed-income fund managers?.
International Review of Financial Analysis, 74,
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Clare, A. ORCID: 0000-0002-4180-6778, Seaton, J., Smith, P. N. & Thomas, S.
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Perfect withdrawal in a noisy world: Investing lessons with and without annuities while in drawdown between 2000 and 2019.
Journal of Retirement, 9(1),
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Dergiades, T. & Pouliasis, P. K. ORCID: 0000-0002-7389-3722 (2021).
Should Stock Returns Predictability be “hooked on” Long Horizon Regressions?.
International Journal of Finance and Economics,
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Farrelly, K. & Moss, A. ORCID: 0000-0002-4320-1764 (2021).
Reexamining the Real Estate Quadrants.
The Journal of Portfolio Management, 47(10),
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Feng, L (2021). Asset Pricing across Asset Classes and Microstructure Analysis in Equity and Cryptocurrency Market. (Unpublished Doctoral thesis, City, University of London)
Fernandez-Perez, A., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Miffre, J. (2021).
The risk premia of energy futures.
Energy Economics, 102,
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Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Robles, M-D. (2021).
Bank credit risk events and peers' equity value.
International Review of Financial Analysis, 75,
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Fullwood, J., James, J. & Marsh, I. W. ORCID: 0000-0002-0483-8658 (2021).
Volatility and the cross-section of returns on FX options.
Journal of Financial Economics, 141(3),
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Fusai, G. ORCID: 0000-0001-9215-2586, Longo, G. & Zanotti, G. (2021).
Interest rate structured products: can they improve the risk–return profile?.
The European Journal of Finance,
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Garcia Osma, B. & Grande-Herrera, C. (2021). The role of users’ engagement in shaping financial reporting: Should activists target accounting more?. Accounting and Business Research, 51(5), pp. 511-544. doi: 10.1080/00014788.2021.1932261
Ge, X., Bilinski, P. ORCID: 0000-0002-0499-6429 & Kraft, A.
ORCID: 0000-0003-1641-1982 (2021).
Institutional Blockholders and Voluntary Disclosure.
The European Accounting Review, 30(5),
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Gerard, K., Killeen, N., Skouralis, A. ORCID: 0000-0003-0835-1457 , Velasco, S. & Wosser, M. (2021).
COVID-19 and the commercial real estate market in Ireland.
Financial Stability Notes, 2021,
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Gietzmann, M., Isidro, H. & Raonic, I. ORCID: 0000-0003-2982-8445 (2021).
The Rise of Covenant-Lite Bond Contracting.
JAAF: Journal of Accounting Auditing and Finance,
doi: 10.1177/0148558X20987384
Gomez-Valle, L., Kyriakou, I. ORCID: 0000-0001-9592-596X, Martinez-Rodriguez, J. & Nomikos, N.
ORCID: 0000-0003-1621-2991 (2021).
Estimating risk-neutral freight rate dynamics: A nonparametric approach.
Journal of Futures Markets,
doi: 10.1002/fut.22244
Goncharov, I., Ioannidou, V. ORCID: 0000-0002-7996-2346 & Schmalz, M. (2021).
(Why) do central banks care about their profits?.
The Journal of Finance,
Hope, O-K., Huang, Z. ORCID: 0000-0003-2280-3149 & Moldovan, R. (2021).
Wall street analysts as investor relations officers.
Journal of Corporate Finance, 67,
101893.
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Hunt, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2021).
Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies.
North American Actuarial Journal, 25(S1),
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Jang, C., Clare, A. ORCID: 0000-0002-4180-6778 & Owadally, I.
ORCID: 0000-0002-0830-3554 (2021).
Glide paths for a retirement plan with deferred annuities.
Journal of Pension Economics and Finance,
doi: 10.1017/S1474747221000251
Jang, C., Owadally, I. ORCID: 0000-0002-0830-3554, Clare, A.
ORCID: 0000-0002-4180-6778 & Kashif, M. (2021).
Lifetime consumption and investment with housing, deferred annuities and home equity release.
Quantitative Finance,
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Katsoulis, P. (2021). Essays in financial stability and intermediation. (Unpublished Doctoral thesis, City, University of London)
Keswani, A. ORCID: 0000-0001-9096-7677, Tran, A.
ORCID: 0000-0001-7090-8063 & Volpin, P.
ORCID: 0000-0002-9287-0972 (2021).
Institutional Debt Holder Governance.
Journal of Financial and Quantitative Analysis, 56(6),
pp. 2103-2135.
doi: 10.1017/S0022109020000630
Khalaf, L., Leccadito, A. & Urga, G. (2021). Multilevel and Tail Risk Management. Journal of Financial Econometrics, doi: 10.1093/jjfinec/nbaa044
Kilian, L., Nomikos, N. ORCID: 0000-0003-1621-2991 & Zhou, X. (2021).
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf.
Energy Journal,
Leong, S. H. (2021). Modelling and Testing Financial Risk. (Unpublished Doctoral thesis, City, University of London)
Liu, J. (2021). Essays in Financial Market and Information Acquisition. (Unpublished Doctoral thesis, City, University of London)
Lux, N. ORCID: 0000-0001-6097-8498 & Tsolacos, S. (2021).
Loan Characteristics as Predictors of Default in Commercial Mortgage Portfolios.
International Journal of Economics and Financial Research(71),
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Neuberger, A. ORCID: 0000-0002-5344-1083 & Payne, R. G. (2021).
The Skewness of the Stock Market at Long Horizons.
The Review of Financial Studies, 34(3),
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Owadally, I. ORCID: 0000-0002-0830-3554, Jang, C.
ORCID: 0000-0002-1883-7971 & Clare, A.
ORCID: 0000-0002-4180-6778 (2021).
Optimal Investment for a Retirement Plan with Deferred Annuities.
Insurance: Mathematics and Economics, 98,
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Schreder, M. & Bilinski, P. ORCID: 0000-0002-0499-6429 (2021).
Information Quality and the Expected Rate of Return: A Structural Equation Modelling Approach.
Asia-Pacific Financial Markets,
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Schreder, M. & Bilinski, P. ORCID: 0000-0002-0499-6429 (2021).
A study of the reliability of cross-sectional earnings forecasting models for estimating IPO firms’ implied cost of capital.
Accounting Research Journal,
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Shu, S (2021). Investigations of Pennies, Percent, and Temporal Reframing to Improve Savings. (Unpublished Doctoral thesis, City, University of London)
Skouralis, A. ORCID: 0000-0003-0835-1457 (2021).
The Role of Systemic Risk Spillovers in the Transmission of Euro Area Monetary Policy (10.2139/ssrn.3986747).
Frankfurt am Main, Germany: European Systemic Risk Board, ISSN 2467-0677.
Tian, H., Yim, A. ORCID: 0000-0002-8063-6572 & Newton, D. (2021).
Tail-Heaviness, Asymmetry, and Profitability Forecasting by Quantile Regression.
Management Science, 67(8),
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Tietz, R (2021). Monetary Policy and Financial Markets. (Unpublished Doctoral thesis, City, University of London)
van de Wiel, W., Castillo-Laborde, C., Urzúa, F. ORCID: 0000-0003-4681-7684 , Fish, M. & Scholte, W. F. (2021).
Mental health consequences of long-term stays in refugee camps: preliminary evidence from Moria.
BMC Public Health, 21(1),
1290..
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Černý, A. ORCID: 0000-0001-5583-6516 & Ruf, J. (2021).
Pure-jump semimartingales.
Bernoulli: a journal of mathematical statistics and probability, 27(4),
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