City Research Online

Acharya, V., Gabarro, M. & Volpin, P. ORCID: 0000-0002-9287-0972 (2021). Competition for Managers and Corporate Governance. Journal of Law, Finance, and Accounting, 6(1), pp. 179-219. doi: 10.1561/108.00000053

Adams, R. B., Kräussl, R. ORCID: 0000-0001-8933-9278, Navone, M. & Verwijmeren, P.view all authors (2021). Gendered Prices. The Review of Financial Studies, 34(8), pp. 3789-3839. doi: 10.1093/rfs/hhab046

Aftab, M., Ahmad, R., Ismail, I. & Phylaktis, K. ORCID: 0000-0001-9392-1682view all authors (2021). Economic Integration and the Currency and Equity Markets Nexus. International Journal of Finance and Economics, 26(4), pp. 5278-5301. doi: 10.1002/ijfe.2065

Akgun, O., Pirotte, A. & Urga, G. (2021). Heterogeneity and cross-sectional dependence in panels: Heterogeneous vs. homogeneous estimators. Revue d'Economie Politique, Vol. 131(1), pp. 19-55. doi: 10.3917/redp.311.0025

Andonov, A., Kräussl, R. ORCID: 0000-0001-8933-9278 & Rauh, J. (2021). Institutional Investors and Infrastructure Investing. The Review of Financial Studies, 34(8), pp. 3880-3934. doi: 10.1093/rfs/hhab048

Arnaboldi, F., Casu, B. ORCID: 0000-0003-3586-328X, Gallo, A. , Kalotychou, E. & Sarkisyan, A.view all authors (2021). Gender diversity and bank misconduct. Journal of Corporate Finance, 71, article number 101834. doi: 10.1016/j.jcorpfin.2020.101834

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, 71, article number 101882. doi: 10.1016/j.jcorpfin.2021.101882

Baeckström, Y., Marsh, I. W. ORCID: 0000-0002-0483-8658 & Silvester, J. (2021). Variations in investment advice provision: A study of financial advisors of millionaire investors. Journal of Economic Behavior & Organization, 188, pp. 716-735. doi: 10.1016/j.jebo.2021.05.008

Ballotta, L. ORCID: 0000-0002-2059-6281, Eberlein, E., Schmidt, T. & Zeineddine, R.view all authors (2021). Fourier based methods for the management of complex life insurance products. Insurance: Mathematics and Economics, 101(B), pp. 320-341. doi: 10.1016/j.insmatheco.2021.08.009

Baltagi, B. H., Wang, F. & Kao, C. (2021). Estimating and Testing High Dimensional Factor Models With Multiple Structural Changes. Journal of Econometrics, 220(2), pp. 349-365. doi: 10.1016/j.jeconom.2020.04.005

Bartram, S. M., Branke, J., Rossi, G. D. & Motahari, M. ORCID: 0000-0003-3245-8545view all authors (2021). Machine Learning for Active Portfolio Management. The Journal of Financial Data Science, 3(3), pp. 9-30. doi: 10.3905/jfds.2021.1.071

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(1), pp. 151-174. doi: 10.1007/s10551-020-04476-7

Beber, A., Fabbri, D. ORCID: 0000-0001-8580-2560, Pagano, M. & Simonelli, S.view all authors (2021). Short-Selling Bans and Bank Stability. The Review of Corporate Finance Studies, 10(1), pp. 158-187. doi: 10.1093/rcfs/cfaa022

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), pp. 1747-1788. doi: 10.1093/rfs/hhaa067

Bilinski, P. ORCID: 0000-0002-0499-6429 (2021). Analyst Information Intermediation during the COVID-19 Pandemic (10.2139/ssrn.3807974). Elsevier BV, ISSN 1556-5068.

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, pp. 395-439. doi: 10.1016/j.insmatheco.2021.04.001

Blake, D. & MacMinn, R. (2021). Longevity Risk and Capital Markets: The 2016-17 Update. North American Actuarial Journal, 25(sup1), S1-S6. doi: 10.1080/10920277.2019.1652101

Blake, D. ORCID: 0000-0002-2453-2090, MacMinn, R., Tsai, J. C. & Wang, J.view all authors (2021). L13: Longevity Risk and Capital Markets: The 2017-18 Update. North American Actuarial Journal, 25(sup1), S280-S308. doi: 10.1080/10920277.2019.1644469

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), pp. 15-79. doi: 10.22158/ape.v4n4p15

Blake, D. ORCID: 0000-0002-2453-2090 (2021). Striking Similarities: The Origins of the European Economic Community. Advances in Politics and Economics, 4(1), pp. 1-19. doi: 10.22158/ape.v4n1p1

Blake, D. ORCID: 0000-0002-2453-2090 (2021). The UK is the Eurozone’s Dumping Ground. Review of Economics and Finance, 19, pp. 124-141. doi: 10.35341/1923-7529.2021.19.13

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, pp. 27-57. doi: 10.1007/s11166-021-09356-7

Blake, D. ORCID: 0000-0002-2453-2090 & Pickles, J. (2021). Mental Time Travel and Retirement Savings. Journal of Risk and Financial Management, 14(12), article number 581. doi: 10.3390/jrfm14120581

Blouin, J., Fich, E. M., Rice, E. & Tran, A. ORCID: 0000-0001-7090-8063view all authors (2021). Corporate Tax Cuts, Merger Activity, and Shareholder Wealth. Journal of Accounting and Economics, 71(1), article number 101315. doi: 10.1016/j.jacceco.2020.101315

Bracci, A., Nadini, M., Aliapoulios, M. , McCoy, D., Gray, I., Teytelboym, A., Gallo, A. ORCID: 0000-0002-8355-1689 & Baronchelli, A. ORCID: 0000-0002-0255-0829view all authors (2021). Dark Web Marketplaces and COVID-19: before the vaccine. EPJ Data Science, 10(1), article number 6. doi: 10.1140/epjds/s13688-021-00259-w

Carletti, E., De Marco, F., Ioannidou, V. ORCID: 0000-0002-7996-2346 & Sette, E.view all authors (2021). Banks as patient lenders: Evidence from a tax reform. Journal of Financial Economics, 141(1), pp. 6-26. doi: 10.1016/j.jfineco.2020.07.021

Cespa, G. ORCID: 0000-0003-2466-6168, Gargano, A., Riddiough, S. J. & Sarno, L. ORCID: 0000-0003-1279-9748view all authors (2021). Foreign Exchange Volume (DP16128). London, UK: CEPR.

Chen, J., Lasfer, M. ORCID: 0000-0003-2338-672X, Song, W. & Zhou, S.view all authors (2021). Recession managers and mutual fund performance. Journal of Corporate Finance, 69, article number 102010. doi: 10.1016/j.jcorpfin.2021.102010

Cho, H. & Choi, G-Y. ORCID: 0000-0001-5285-2617 (2021). Managerial ability and revenue-expense matching: accrual estimation versus real business decision. Asia-Pacific Journal of Accounting & Economics, 30(4), pp. 1120-1135. doi: 10.1080/16081625.2021.1977663

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), article number 101895. doi: 10.1016/j.irfa.2021.101895

Clare, A. ORCID: 0000-0002-4180-6778, Cuthbertson, K. ORCID: 0000-0003-2004-2630, Nitzsche, D. ORCID: 0000-0003-2441-1288 & O'Sullivan, N.view all authors (2021). How skilful are US fixed-income fund managers?. International Review of Financial Analysis, 74, article number 101673. doi: 10.1016/j.irfa.2021.101673

Clare, A. ORCID: 0000-0002-4180-6778, Seaton, J., Smith, P. N. & Thomas, S. H.view all authors (2021). Can Sustainable Withdrawal Rates Be Enhanced by Trend Following?. International Journal of Finance and Economics, 26(1), pp. 27-41. doi: 10.1002/ijfe.1774

Clare, A. ORCID: 0000-0002-4180-6778, Seaton, J., Smith, P. N. & Thomas, S. ORCID: 0000-0001-5438-4263view all authors (2021). Perfect withdrawal in a noisy world: Investing lessons with and without annuities while in drawdown between 2000 and 2019. Journal of Retirement, 9(1), pp. 9-39. doi: 10.3905/jor.2021.1.090

Cotugno, M., D'Amato, A., Gallo, A. ORCID: 0000-0002-8355-1689 & Stefanelli, V.view all authors (2021). Do supervisory enforcement actions affect board composition?. Corporate Governance: An International Review, 29(1), pp. 22-44. doi: 10.1111/corg.12336

De Amicis, C., Falconieri, S. & Tastan, M. (2021). Sentiment Analysis and Gender Differences in Earnings Conference Calls. Journal of Corporate Finance, 71, article number 101809. doi: 10.1016/j.jcorpfin.2020.101809

Della Corte, P., Kozhan, R. & Neuberger, A. ORCID: 0000-0002-5344-1083 (2021). The Cross-Section of Currency Volatility Premia. Journal of Financial Economics, 139(3), pp. 950-970. doi: 10.1016/j.jfineco.2020.08.010

Dowd, K., Cairns, A. J. G. & Blake, D. (2021). Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model. North American Actuarial Journal, 25(sup1), S170-S181. doi: 10.1080/10920277.2019.1652102

Dupuy, P., James, J. & Marsh, I. W. ORCID: 0000-0002-0483-8658 (2021). Attractive and non-attractive currencies. Journal of International Money and Finance, 110, article number 102253. doi: 10.1016/j.jimonfin.2020.102253

Farrelly, K. & Moss, A. ORCID: 0000-0002-4320-1764 (2021). Reexamining the Real Estate Quadrants. The Journal of Portfolio Management, 47(10), pp. 62-74. doi: 10.3905/jpm.2021.1.271

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, article number 105460. doi: 10.1016/j.eneco.2021.105460

Fosten, J. ORCID: 0000-0001-5123-8500 & Gutknecht, D. (2021). Horizon confidence sets. Empirical Economics, 61(2), pp. 667-692. doi: 10.1007/s00181-020-01891-7

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, article number 101668. doi: 10.1016/j.irfa.2021.101668

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), pp. 1262-1284. doi: 10.1016/j.jfineco.2021.04.030

Félix, L., Kräussl, R. ORCID: 0000-0001-8933-9278 & Stork, P. (2021). Strategic bias and popularity effect in the prediction of economic surprises. Journal of Forecasting, 40(6), pp. 1095-1117. doi: 10.1002/for.2764

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), pp. 1013-1042. doi: 10.1080/09638180.2021.1979418

Gerard, K., Killeen, N., Skouralis, A. ORCID: 0000-0003-0835-1457 , Velasco, S. & Wosser, M.view all authors (2021). COVID-19 and the commercial real estate market in Ireland. Financial Stability Notes, 2021, article number 4.

Giamouzi, M. & Nomikos, N. ORCID: 0000-0003-1621-2991 (2021). Identifying shipowners’ risk attitudes over gains and losses: Evidence from the dry bulk freight market. Transportation Research Part E: Logistics and Transportation Review, 145, article number 102129. doi: 10.1016/j.tre.2020.102129

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, article number 101893. doi: 10.1016/j.jcorpfin.2021.101893

Hunt, A. & Blake, D. (2021). A Bayesian approach to modeling and projecting cohort effects. North American Actuarial Journal, 25(sup1), S235-S254. doi: 10.1080/10920277.2019.1649157

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(sup1), S508-S533. doi: 10.1080/10920277.2019.1649160

Hunt, A. & Blake, D. (2021). On the Structure and Classification of Mortality Models. North American Actuarial Journal, 25(sup1), S215-S234. doi: 10.1080/10920277.2019.1649156

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

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, 44(5), pp. 95-114. doi: 10.5547/01956574.44.4.lkil

Kroencke, T. A., Schmeling, M. ORCID: 0000-0002-4488-6750 & Schrimpf, A. (2021). The FOMC Risk Shift. Journal of Monetary Economics, 120, pp. 21-39. doi: 10.1016/j.jmoneco.2021.02.003

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, 7(71), pp. 1-4. doi: 10.32861/ijefr.71.1.4

Mousavi, P. (2021). Debt-by-Price Ratio, End-of-Year Economic Growth, and Long-Term Prediction of Stock Returns. Mathematics, 9(13), article number 1550. doi: 10.3390/math9131550

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), pp. 1572-1616. doi: 10.1093/rfs/hhaa048

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, pp. 51-62. doi: 10.1016/j.insmatheco.2021.02.001

Roszkowska, P. ORCID: 0000-0001-6929-1764 (2021). Fintech in financial reporting and audit for fraud prevention and safeguarding equity investments. Journal of Accounting & Organizational Change, 17(2), pp. 164-196. doi: 10.1108/jaoc-09-2019-0098

Roszkowska, P. ORCID: 0000-0001-6929-1764, Langer, L. K. & Langer, P. B. (2021). Pension funds and IPO pricing. Evidence from a quasi-experiment. The British Accounting Review, 53(4), article number 100943. doi: 10.1016/j.bar.2020.100943

Roszkowska, P. ORCID: 0000-0001-6929-1764 & Melé, D. (2021). Organizational Factors in the Individual Ethical Behaviour. The Notion of the “Organizational Moral Structure”. Humanistic Management Journal, 6(2), pp. 187-209. doi: 10.1007/s41463-020-00080-z

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), pp. 5209-5233. doi: 10.1287/mnsc.2020.3694

Tietz, R (2021). Monetary Policy and Financial Markets. (Unpublished Doctoral thesis, City, University of London)

Urzúa, F. ORCID: 0000-0003-4681-7684, Sertsios, G. & Larrain, B. (2021). The Going Public Decision of Business Group Firms. Journal of Corporate Finance, 66, article number 101819. doi: 10.1016/j.jcorpfin.2020.101819

Vakratsas, D., Keswani, A. ORCID: 0000-0001-9096-7677 & Stolin, D. (2021). Advertising persuasion in dual markets. Managerial and Decision Economics, 42(1), pp. 239-245. doi: 10.1002/mde.3229

van de Wiel, W., Castillo-Laborde, C., Urzúa, F. ORCID: 0000-0003-4681-7684 , Fish, M. & Scholte, W. F.view all authors (2021). Mental health consequences of long-term stays in refugee camps: preliminary evidence from Moria. BMC Public Health, 21(1), article number 1290. doi: 10.1186/s12889-021-11301-x

Černý, A. ORCID: 0000-0001-5583-6516 & Ruf, J. (2021). Pure-jump semimartingales. Bernoulli: a journal of mathematical statistics and probability, 27(4), pp. 2624-2648. doi: 10.3150/21-bej1325

Černý, A. ORCID: 0000-0001-5583-6516 & Ruf, J. (2021). Simplified stochastics calculus with applications in Economics and Finance. European Journal of Operational Research, 293(2), pp. 547-560. doi: 10.1016/j.ejor.2020.12.037