Items where Schools and Departments is "Finance" and Year is 2022
A
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
B
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: 0000-0002-6742-7370 (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 & 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. (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: 0000-0002-0255-0829 (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
C
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
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. (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. (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. (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
D
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
F
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
G
Ge, X. (2022). Essays on corporate reporting and auditing. (Unpublished Doctoral thesis, City, University of London)
H
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
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. .
I
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
J
Jang, C., Owadally, I. ORCID: 0000-0002-0830-3554, Clare, A. ORCID: 0000-0002-4180-6778 & Kashif, M. (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
K
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
L
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.
M
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
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
S
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).
.
T
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
Y
Ye, X (2022). What Do Insiders Know? The Informational Content of Insider Trading around Three Corporate Events.. (Unpublished Doctoral thesis, City, University of London)
Z
Zhao, Nan (2022). Essays on Commodity Futures Markets. (Unpublished Doctoral thesis, City, University of London)
Č
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