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

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Number of items: 60.

A

Akgun, O., Pirotte, A. and 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 and 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. and Sarkisyan, A. (2021). Gender diversity and bank misconduct. Journal of Corporate Finance, 101834. doi: 10.1016/j.jcorpfin.2020.101834

B

Baeckstrom, Y., Marsh, I. ORCID: 0000-0002-0483-8658 and 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. and 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 and 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. and 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 and 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. and 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 and 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 and Yim, A. ORCID: 0000-0002-8063-6572 (2021). Accounting Firms in the European M&A Advisory Market. British Journal of Management,

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 and 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. and 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. and 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. and 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. and 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 and 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. and 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 and 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

C

Carletti, E., De Marco, F., Ioannidou, V. ORCID: 0000-0002-7996-2346 and 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. and Sarno, L. (2021). Foreign exchange volume. The Review of Financial Studies, doi: 10.1093/rfs/hhab095

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

Cespa, G. ORCID: 0000-0003-2466-6168 and 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. and 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. and 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. and 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 and 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. and 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

D

Dergiades, T. and 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

F

Fuertes, A-M. ORCID: 0000-0001-6468-9845 and 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. and 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. and 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

G

Garcia Osma, B. and 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 and 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

Gietzmann, M., Isidro, H. and 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. and 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

H

Hope, O-K., Huang, Z. ORCID: 0000-0003-2280-3149 and 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. and 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

I

Ioannidou, V. ORCID: 0000-0002-7996-2346, Pavanini, N. and Peng, Y. (2021). Collateral Requirements and Adverse Selection in Lending Markets. Journal of Financial Economics,

J

Jang, C., Clare, A. ORCID: 0000-0002-4180-6778 and 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 and Kashif, M. (2021). Lifetime consumption and investment with housing, deferred annuities and home equity release. Quantitative Finance,

K

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

Khalaf, L., Leccadito, A. and 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 and Zhou, X. (2021). A Quantitative Model of the Oil Tanker Market in the Arabian Gulf. Energy Journal,

L

Leong, S. H. (2021). Modelling and Testing Financial Risk. (Unpublished Doctoral thesis, City, University of London)

M

Max, S. and 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,

N

Neuberger, A. ORCID: 0000-0002-5344-1083 and 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

Nomikos, N. ORCID: 0000-0003-1621-2991 and Tsouknidis, D. (2021). Disentangling Demand and Supply Shocks in the Shipping Freight Market: their Impact on Shipping Investments. Maritime Policy & Management,

O

Owadally, I. ORCID: 0000-0002-0830-3554, Jang, C. ORCID: 0000-0002-1883-7971 and 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

S

Schreder, M. and 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

Sun, C. and Kazuhiro, H. (2021). A Toolkit for Exploiting Contemporaneous Stock Correlations. Journal of Empirical Finance,

T

Tian, H., Yim, A. ORCID: 0000-0002-8063-6572 and 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)

V

van de Wiel, W., Castillo-Laborde, C., Urzúa, F. ORCID: 0000-0003-4681-7684, Fish, M. and 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

Č

Černý, A. ORCID: 0000-0001-5583-6516 and Ruf, J. (2021). Pure-jump semimartingales. Bernoulli: a journal of mathematical statistics and probability, 27(4), pp. 2624-2648. doi: 10.3150/21-BEJ1325

This list was generated on Fri Dec 3 04:27:32 2021 UTC.