Items where Schools and Departments is "Finance" and Year is 2021
A
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
Akgun, O., Pirotte, A. & Urga, G. (2021). Heterogeneity and cross-sectional dependence in panels: Heterogeneous vs. homogeneous estimators. Revue d'Economie Politique, Vol. 1(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. (2021).
Gender diversity and bank misconduct.
Journal of Corporate Finance, 71,
article number 101834.
doi: 10.1016/j.jcorpfin.2020.101834
B
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. (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
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(1),
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 (10.2139/ssrn.3807974).
Elsevier BV, ISSN 1556-5068.
Bilinski, P. ORCID: 0000-0002-0499-6429 & Bradshaw, M. (2021).
Analyst Dividend Forecasts and Their Usefulness to Investors.
The Accounting Review, 97(4),
pp. 75-104.
doi: 10.2308/TAR-2018-0518
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. & 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. (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 & 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: 0000-0001-7090-8063 (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: 0000-0002-0255-0829 (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
C
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 & Vives, X. (2021).
Exchange Competition, Entry, and Welfare.
The Review of Financial Studies, 35(5),
pp. 2570-2624.
doi: 10.1093/rfs/hhab101
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.
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,
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
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, 177(1),
pp. 151-172.
doi: 10.1007/s10551-021-04762-y
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. (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. 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. & 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, 28(1),
pp. 718-732.
doi: 10.1002/ijfe.2446
F
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
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, 28(13-15),
pp. 1481-1512.
doi: 10.1080/1351847x.2021.1967180
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
G
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,
article number 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, 38(3),
pp. 483-509.
doi: 10.1177/0148558x20987384
H
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. 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
J
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, 22(1),
pp. 129-145.
doi: 10.1080/14697688.2021.1993624
K
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, 20(5), pp. 839-874. 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, 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
L
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
M
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
N
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
O
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
R
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
S
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.
T
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)
V
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),
article number 1290.
doi: 10.1186/s12889-021-11301-x
Č
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