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Items where Schools and Departments is "Finance" and Year is 2021

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Number of items: 69.

Article

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, doi: 10.1016/j.bar.2021.101035

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, 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, doi: 10.1016/j.jcorpfin.2021.101882

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, doi: 10.1016/j.insmatheco.2021.08.009

Ballotta, L. ORCID: 0000-0002-2059-6281 & Grégory, R. (2021). Smiles & Smirks: Volatility and leverage by jumps. European Journal of Operational Research, doi: 10.1016/j.ejor.2021.08.023

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

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. SSRN Electronic Journal, doi: 10.2139/ssrn.3807974

Bilinski, P. ORCID: 0000-0002-0499-6429 & Bradshaw, M. (2021). Analyst Dividend Forecasts and Their Usefulness to Investors. The Accounting Review, doi: 10.2308/TAR-2018-0518

Bilinski, P. ORCID: 0000-0002-0499-6429 & Yim, A. ORCID: 0000-0002-8063-6572 (2021). Accounting Firms in the European M&A Advisory Market. British Journal of Management, doi: 10.1111/1467-8551.12571

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 & 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. 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, 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, 101042. doi: 10.1016/j.bar.2021.101042

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), S280-S308. doi: 10.1080/10920277.2019.1644469

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

Blake, D. ORCID: 0000-0002-2453-2090 & Pickles, J. (2021). Mental time travel and the valuation of financial investments. Review of Behavioral Finance, doi: 10.1108/RBF-06-2020-0133

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), 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: 0000-0002-0255-0829 (2021). Dark Web Marketplaces and COVID-19: before the vaccine. EPJ Data Science, 10(1), 6.. doi: 10.1140/epjds/s13688-021-00259-w

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), pp. 6-26. doi: 10.1016/j.jfineco.2020.07.021

Cespa, G. ORCID: 0000-0003-2466-6168, Gargano, A., Riddiough, S. & Sarno, L. (2021). Foreign exchange volume. The Review of Financial Studies, doi: 10.1093/rfs/hhab095

Cespa, G. ORCID: 0000-0003-2466-6168 & Vives, X. (2021). Exchange Competition, Entry, and Welfare. The Review of Financial Studies, doi: 10.1093/rfs/hhab101

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, 102010. doi: 10.1016/j.jcorpfin.2021.102010

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, doi: 10.1007/s10551-021-04762-y

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, doi: 10.1057/s41260-021-00245-x

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

Clare, A. ORCID: 0000-0002-4180-6778, Seaton, J., Smith, P. N. & Thomas, S. ORCID: 0000-0001-5438-4263 (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

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, doi: 10.1002/ijfe.2446

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

Fernandez-Perez, A., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Miffre, J. (2021). The risk premia of energy futures. Energy Economics, 102, doi: 10.1016/j.eneco.2021.105460

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, 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

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, doi: 10.1080/1351847x.2021.1967180

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. (2021). COVID-19 and the commercial real estate market in Ireland. Financial Stability Notes, 2021, 4.

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. doi: 10.1016/j.jcorpfin.2021.101893

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), S508-S533. doi: 10.1080/10920277.2019.1649160

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, doi: 10.1080/14697688.2021.1993624

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,

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), doi: 10.32861/ijefr.71.1.4

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

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, doi: 10.1007/s10690-021-09342-8

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, doi: 10.1108/ARJ-10-2020-0329

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

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.. 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

Monograph

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

Thesis

Cicchetti, C. (2021). New Perspectives on Commodity and Currency Risk. (Unpublished Doctoral thesis, City, University of London)

Feng, L (2021). Asset Pricing across Asset Classes and Microstructure Analysis in Equity and Cryptocurrency Market. (Unpublished Doctoral thesis, City, University of London)

Katsoulis, P. (2021). Essays in financial stability and intermediation. (Unpublished Doctoral thesis, City, University of London)

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)

Shu, S (2021). Investigations of Pennies, Percent, and Temporal Reframing to Improve Savings. (Unpublished Doctoral thesis, City, University of London)

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

Working Paper

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.

This list was generated on Thu Jul 7 04:29:51 2022 UTC.