City Research Online

Aftab, M. & Phylaktis, K. ORCID: 0000-0001-9392-1682 (2022). Economic Integration and Exchange Market Pressure in a Policy Uncertain World. Journal of International Money and Finance, 128, article number 102701. doi: 10.1016/j.jimonfin.2022.102701

Alexandridis, G., Hoepner, A., Huang, Z. ORCID: 0000-0002-9489-0168 & Oikonomou, I.view all authors (2022). Corporate social responsibility culture and international M&As. The British Accounting Review, 54(1), article number 101035. doi: 10.1016/j.bar.2021.101035

Angwin, D. N., Urs, U., Appadu, N. , Thanos, I. C., Vourloumis, S. & Kastanakis, M. N.view all authors (2022). Does merger & acquisition (M&A) strategy matter? A contingency perspective. European Management Journal, 40(6), pp. 847-856. doi: 10.1016/j.emj.2022.09.004

Anson, M. & Capie, F. (2022). The Bank of England's profits across 300 years: Wars, financial crises and distribution. Financial History Review, 29(1), pp. 98-119. doi: 10.1017/s0968565022000038

Ballotta, L. ORCID: 0000-0002-2059-6281 (2022). Powering up Fourier valuation to any dimension. Wilmott, 2022(121), pp. 68-71. doi: 10.54946/wilm.11051

Ballotta, L. ORCID: 0000-0002-2059-6281 & Grégory, R. (2022). Smiles & Smirks: Volatility and leverage by jumps. European Journal of Operational Research, 298(3), pp. 1145-1161. doi: 10.1016/j.ejor.2021.08.023

Bas, T., Yaz Gulnur, M. & Phylaktis, K. ORCID: 0000-0001-9392-1682 (2022). Capital Structures of Small Family Firms in Developing Countries. Review of Corporate Finance, 2(4), pp. 745-790. doi: 10.1561/114.00000029

Bellavite Pellegrini, C., Cincinelli, P., Meoli, M. & Urga, G. ORCID: 0000-0002-6742-7370view all authors (2022). The Role of Shadow Banking in Systemic Risk in the European Financial System. Journal of Banking and Finance, 138, article number 106422. doi: 10.1016/j.jbankfin.2022.106422

Bellavite Pellegrini, C., Cincinelli, P., Meoli, M. & Urga, G. ORCID: 0000-0002-6742-7370view all authors (2022). The Contribution of (Shadow) Banks and Real Estate to Systemic Risk in China. Journal of Financial Stability, 60, article number 101018. doi: 10.1016/j.jfs.2022.101018

Bilinski, P. ORCID: 0000-0002-0499-6429 & Bradshaw, M. (2022). Analyst Dividend Forecasts and Their Usefulness to Investors. The Accounting Review, 97(4), pp. 75-104. doi: 10.2308/TAR-2018-0518

Bilinski, P. ORCID: 0000-0002-0499-6429 & Yim, A. ORCID: 0000-0002-8063-6572 (2022). Accounting Firms in the European M&A Advisory Market. British Journal of Management, 33(4), pp. 1820-1842. doi: 10.1111/1467-8551.12571

Blake, D. ORCID: 0000-0002-2453-2090, Duffield, M., Tonks, I. , Haig, A., Blower, D. & MacPhee, L.view all authors (2022). Smart defaults: Determining the number of default funds in a pension scheme. The British Accounting Review, 54(4), article number 101042. doi: 10.1016/j.bar.2021.101042

Blake, D. ORCID: 0000-0002-2453-2090 (2022). The Great Game Will Never End: Why the Global Financial Crisis Is Bound to Be Repeated. Journal of Risk and Financial Management, 15(6), article number 245. doi: 10.3390/jrfm15060245

Blake, D. ORCID: 0000-0002-2453-2090 (2022). Nudges and Networks: How to Use Behavioural Economics to Improve the Life-Cycle Savings-Consumption Balance. Journal of Risk and Financial Management, 15(5), article number 217. doi: 10.3390/jrfm15050217

Blake, D. ORCID: 0000-0002-2453-2090 & Kearns, H. (2022). Looking into longevity: Q & A with Professor David Blake. London, UK: Insight Investment.

Blake, D. ORCID: 0000-0002-2453-2090 & Pickles, J. (2022). Mental time travel and the valuation of financial investments. Review of Behavioral Finance, 14(3), pp. 327-344. doi: 10.1108/RBF-06-2020-0133

Boffelli, S., Novotny, J. & Urga, G. (2022). A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets. Journal of Financial Econometrics, 20(4), pp. 681-715. doi: 10.1093/jjfinec/nbaa039

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 (2022). Vaccines and more: The response of Dark Web marketplaces to the ongoing COVID-19 pandemic. PLoS One, 17(11), article number e0275288. doi: 10.1371/journal.pone.0275288

Cairns, A. J. G., Blake, D. ORCID: 0000-0002-2453-2090, Dowd, K. , Coughlan, G. D., Jones, O. & Rowney, J.view all authors (2022). A General Framework for Analysing the Mortality Experience of a Large Portfolio of Lives: With an Application to the UK Universities Superannuation Scheme. European Actuarial Journal, 12(1), pp. 381-415. doi: 10.1007/s13385-022-00309-1

Cespa, G. ORCID: 0000-0003-2466-6168 & Vives, X. (2022). 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 & Vives, X. (2022). 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. & Sarno, L.view all authors (2022). Foreign exchange volume. The Review of Financial Studies, 35(5), pp. 2386-2427. doi: 10.1093/rfs/hhab095

Cho, C. H., Huang, Z. ORCID: 0000-0003-2280-3149, Liu, S. & Yang, D.view all authors (2022). 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

Cincinelli, P., Pellini, E. ORCID: 0000-0001-9402-3526 & Urga, G. ORCID: 0000-0002-6742-7370 (2022). Systemic Risk in the Chinese Financial System: A Panel Granger Causality Analysis. International Review of Financial Analysis, 82, article number 102179. doi: 10.1016/j.irfa.2022.102179

Clare, A. ORCID: 0000-0002-4180-6778, Sherman, M., O'Sullivan, N. , Gao, J. & Zhu, S.view all authors (2022). Manager characteristics: Predicting fund performance. International Review of Financial Analysis, 80, article number 102049. doi: 10.1016/j.irfa.2022.102049

Clare, A. ORCID: 0000-0002-4180-6778 (2022). Is there a boutique asset management premium? Evidence from the European fund management industry. Journal of Asset Management, 23(1), pp. 19-32. doi: 10.1057/s41260-021-00245-x

Corvino, R. & Fusai, G. ORCID: 0000-0001-9215-2586 (2022). Default risk premium and asset prices. Journal of Financial Stability, 60, article number 101014. doi: 10.1016/j.jfs.2022.101014

Cuthbertson, K., Nitzsche, D. ORCID: 0000-0003-2441-1288 & O'Sullivan, N. (2022). Mutual fund performance persistence: Factor models and portfolio size. International Review of Financial Analysis, 81, article number 102133. doi: 10.1016/j.irfa.2022.102133

Della Corte, P., Sarno, L., Schmeling, M. ORCID: 0000-0002-4488-6750 & Wagner, C.view all authors (2022). Exchange Rates and Sovereign Risk. Management Science, 68(8), pp. 5591-5617. doi: 10.1287/mnsc.2021.4115

Dowd, K. & Blake, D. ORCID: 0000-0002-2453-2090 (2022). Good Practice Principles in Modelling Defined Contribution Pension Plans. Journal of Risk and Financial Management, 15(3), article number 108. doi: 10.3390/jrfm15030108

Dowd, K. & Blake, D. ORCID: 0000-0002-2453-2090 (2022). Projecting Mortality Rates to Extreme Old Age with the CBDX Model. Forecasting, 4(1), pp. 208-218. doi: 10.3390/forecast4010012

Fan, Z., Londono, J. M. & Xiao, X. ORCID: 0000-0002-0564-9795 (2022). Equity tail risk and currency risk premiums. Journal of Financial Economics, 143(1), pp. 484-503. doi: 10.1016/j.jfineco.2021.05.020

Fan, Z., Xiao, X. ORCID: 0000-0002-0564-9795 & Zhou, H. (2022). Moment Risk Premia and Stock Return Predictability. Journal of Financial and Quantitative Analysis, 57(1), pp. 67-93. doi: 10.1017/s002210902000085x

Fosten, J. & Greenaway-McGrevy, R. (2022). Panel data nowcasting. Econometric Reviews, 41(7), pp. 675-696. doi: 10.1080/07474938.2021.2017670

Fuertes, A-M. ORCID: 0000-0001-6468-9845, Liu, Z. & Tang, W. (2022). Risk-neutral skewness and commodity futures pricing. Journal of Futures Markets, 42(4), pp. 751-785. doi: 10.1002/fut.22308

Fusai, G. ORCID: 0000-0001-9215-2586, Longo, G. & Zanotti, G. (2022). 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

Ge, X. (2022). Essays on corporate reporting and auditing. (Unpublished Doctoral thesis, City, University of London)

Han, X., Sakkas, N., Danbolt, J. & Eshraghi, A.view all authors (2022). Persistence of investor sentiment and market mispricing. Financial Review, 57(3), pp. 617-640. doi: 10.1111/fire.12301

Han, Shangqi (2022). Essays in International Finance and Asset Prices. (Unpublished Doctoral thesis, City, University of London)

Hayley, S. & Sefiloglu, O. (2022). Biases in Private Equity Returns. .

Ioannidou, V. ORCID: 0000-0002-7996-2346, Pavanini, N. & Peng, Y. (2022). Collateral and asymmetric information in lending markets. Journal of Financial Economics, 144(1), pp. 93-121. doi: 10.1016/j.jfineco.2021.12.010

Jang, C., Owadally, I. ORCID: 0000-0002-0830-3554, Clare, A. ORCID: 0000-0002-4180-6778 & Kashif, M.view all authors (2022). 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

Jang, C., Clare, A. ORCID: 0000-0002-4180-6778 & Owadally, I. ORCID: 0000-0002-0830-3554 (2022). Glide paths for a retirement plan with deferred annuities. Journal of Pension Economics and Finance, 21(4), pp. 565-581. doi: 10.1017/S1474747221000251

Kazuhiro, H. & Sun, C. (2022). A Toolkit for Exploiting Contemporaneous Stock Correlations. Journal of Empirical Finance, 65, pp. 99-124. doi: 10.1016/j.jempfin.2021.11.003

Khalaf, L., Leccadito, A. & Urga, G. (2022). Multilevel and Tail Risk Management. Journal of Financial Econometrics, 20(5), pp. 839-874. doi: 10.1093/jjfinec/nbaa044

Kladakis, G. & Skouralis, A. ORCID: 0000-0003-0835-1457 (2022). Credit rating downgrades and systemic risk (01/22). London, UK: Centre for Banking Research, Bayes Business School, City, University of London.

Konstantinidi, T. ORCID: 0000-0002-4531-7728 (2022). Firm Life Cycle, Expectation Errors and Future Stock Returns. Journal of Banking and Finance, 143, article number 106591. doi: 10.1016/j.jbankfin.2022.106591

Lux, N. & Skouralis, A. ORCID: 0000-0003-0835-1457 (2022). The debt funding gap in the UK commercial real estate sector. Real Estate Research Centre, Bayes Business School, City, University of London.

Maitra, P., Mitra, S., Mookherjee, D. & Visaria, S. ORCID: 0000-0001-7406-4929view all authors (2022). Evaluating the distributive effects of a micro-credit intervention. Journal of Development Economics, 158, article number 102896. doi: 10.1016/j.jdeveco.2022.102896

Medhat, M. & Schmeling, M. ORCID: 0000-0002-4488-6750 (2022). Short-term Momentum. The Review of Financial Studies, 35(3), pp. 1480-1526. doi: 10.1093/rfs/hhab055

Schmeling, M. ORCID: 0000-0002-4488-6750, Schrimpf, A. & Steffensen, S. A. M. (2022). Monetary policy expectation errors. Journal of Financial Economics, 146(3), pp. 841-858. doi: 10.1016/j.jfineco.2022.09.005

Schreder, M. & Bilinski, P. ORCID: 0000-0002-0499-6429 (2022). Information Quality and the Expected Rate of Return: A Structural Equation Modelling Approach. Asia-Pacific Financial Markets, 29(2), pp. 139-170. doi: 10.1007/s10690-021-09342-8

Schreder, M. & Bilinski, P. ORCID: 0000-0002-0499-6429 (2022). A study of the reliability of cross-sectional earnings forecasting models for estimating IPO firms’ implied cost of capital. Accounting Research Journal, 35(2), pp. 219-237. doi: 10.1108/ARJ-10-2020-0329

Shi, Y. ORCID: 0000-0002-3226-7944, Sorrell, S. R. & J. Foxon, T. (2022). Do Teleworkers Have Lower Transport Emissions? What are the Most Important Factors? (10.2139/ssrn.4223576). .

Tsolacos, S. & Lux, N. ORCID: 0000-0001-6097-8498 (2022). Modelling credit spreads on commercial mortgage loans. Journal of European Real Estate Research, 15(3), pp. 332-350. doi: 10.1108/jerer-04-2021-0022

Ye, X (2022). What Do Insiders Know? The Informational Content of Insider Trading around Three Corporate Events.. (Unpublished Doctoral thesis, City, University of London)

Zhao, Nan (2022). Essays on Commodity Futures Markets. (Unpublished Doctoral thesis, City, University of London)

Černý, A. ORCID: 0000-0001-5583-6516 & Ruf, J. (2022). Simplified stochastic calculus via semimartingale representations. Electronic Journal of Probability, 27, pp. 1-32. doi: 10.1214/21-EJP729