Items where Schools and Departments is "Finance" and Year is 2022
Article
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. (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. (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 & 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
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
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: 0000-0002-6742-7370 (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: 0000-0002-6742-7370 (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 & 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
Bilinski, P. ORCID: 0000-0002-0499-6429 (2022).
The content of tweets and the usefulness of YouTube and Instagram in corporate communication.
The European Accounting Review, 33(1),
pp. 279-311.
doi: 10.1080/09638180.2022.2084759
Blake, D. ORCID: 0000-0002-2453-2090, Duffield, M., Tonks, I. , Haig, A., Blower, D. & MacPhee, L. (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 & 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
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 (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. (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
Casu, B. ORCID: 0000-0003-3586-328X, Chiaramonte, L., Croci, E. & Filomeni, S. (2022).
Access to Credit in a Market Downturn.
Journal of Financial Services Research, 66(2),
pp. 143-169.
doi: 10.1007/s10693-022-00388-x
Cespa, G. ORCID: 0000-0003-2466-6168, Gargano, A., Riddiough, S. & Sarno, L. (2022).
Foreign exchange volume.
The Review of Financial Studies, 35(5),
pp. 2386-2427.
doi: 10.1093/rfs/hhab095
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. (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
Danielle, L. & Bilinski, P. ORCID: 0000-0002-0499-6429 (2022).
Does corporate social responsibility affect the institutional ownership of firms in the hospitality and tourism industry?.
Tourism Economics, 29(4),
pp. 853-879.
doi: 10.1177/13548166211069899
Della Corte, P., Sarno, L., Schmeling, M. ORCID: 0000-0002-4488-6750 & Wagner, C. (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
Fich, E. M., Harford, J. & Tran, A. ORCID: 0000-0001-7090-8063 (2022).
Disloyal managers and shareholders’ wealth.
Review of Financial Studies, 36(5),
pp. 1837-1888.
doi: 10.1093/rfs/hhac070
Fosten, J. & Greenaway-McGrevy, R. (2022). Panel data nowcasting. Econometric Reviews, 41(7), pp. 675-696. doi: 10.1080/07474938.2021.2017670
Fratzscher, M., Heidland, T., Menkhoff, L. , Sarno, L. ORCID: 0000-0003-1279-9748 & Schmeling, M. ORCID: 0000-0002-4488-6750 (2022).
Foreign Exchange Intervention: A New Database.
IMF Economic Review, 71(4),
pp. 852-884.
doi: 10.1057/s41308-022-00190-8
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
Gallo, A. ORCID: 0000-0002-8355-1689 & Park, M. (2022).
CLO (Collateralized Loan Obligation) Market and Corporate Lending.
Journal of Money, Credit and Banking, 55(5),
pp. 1077-1118.
doi: 10.1111/jmcb.12941
Han, T., Ghobadian, A., Yim, A. ORCID: 0000-0002-8063-6572 , Tao, R. & Thomas, H. (2022).
Competitive Categorization and Networks: Cognitive Strategic Groups.
British Journal of Management, 34(4),
pp. 1687-1713.
doi: 10.1111/1467-8551.12694
Han, X., Sakkas, N., Danbolt, J. & Eshraghi, A. (2022). Persistence of investor sentiment and market mispricing. Financial Review, 57(3), pp. 617-640. doi: 10.1111/fire.12301
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., 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
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
Maitra, P., Mitra, S., Mookherjee, D. & Visaria, S. ORCID: 0000-0001-7406-4929 (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
Mateus, C., Sarwar, S. & Todorovic, N. ORCID: 0000-0003-4875-623X (2022).
Does equity mutual fund factor-risk-shifting pay off? Evidence from the US.
The European Journal of Finance, 29(4),
pp. 444-465.
doi: 10.1080/1351847x.2022.2071629
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
Nomikos, N. ORCID: 0000-0003-1621-2991 & Tsouknidis, D. (2022).
Disentangling Demand and Supply Shocks in the Shipping Freight Market: their Impact on Shipping Investments.
Maritime Policy & Management, 50(5),
pp. 563-581.
doi: 10.1080/03088839.2021.2017041
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
Spreng, L. & Urga, G. ORCID: 0000-0002-6742-7370 (2022).
Combining p-values for Multivariate Predictive Ability Testing.
Journal of Business and Economic Statistics, 41(3),
pp. 765-777.
doi: 10.1080/07350015.2022.2067545
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
van Binsbergen, J. H., Han, X. & Lopez-Lira, A. (2022). Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases. The Review of Financial Studies, 36(6), pp. 2361-2396. doi: 10.1093/rfs/hhac085
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
Report
Blake, D. ORCID: 0000-0002-2453-2090 & Kearns, H. (2022).
Looking into longevity: Q & A with Professor David Blake.
London, UK: Insight Investment.
Thesis
Ge, X. (2022). Essays on corporate reporting and auditing. (Unpublished Doctoral thesis, City, University of London)
Han, Shangqi (2022). Essays in International Finance and Asset Prices. (Unpublished Doctoral thesis, City, University of London)
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)
Working Paper
Hayley, S. & Sefiloglu, O. (2022). Biases in Private Equity Returns. .
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.
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.
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).
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