Items where Schools and Departments is "Finance" and Year is 2023
Al-Sarraf, J.A. (2023). Essays on Diversity and Firm Performance. (Unpublished Doctoral thesis, City, University of London)
Andrew, M. 
ORCID: 0000-0002-5256-4882 & Culley, J. (2023).
Leasehold Reform Proposals in England and Wales: The unconsidered financial implications of reducing the premium in lease extensions.
UK Centre for Collaborative Housing Evidence.
Andrew, M. ORCID: 0000-0002-5256-4882 & Culley, J. (2023).
Leasehold Reform Proposals in England and Wales: The unintended consequences of proposals to reduce the premium in short leasehold extensions.
.
Aurelio, V. & Xiao, X. ORCID: 0000-0002-0564-9795 (2023).
Default risk and option returns.
Management Science, 70(4),
pp. 2144-2167.
doi: 10.1287/mnsc.2023.4796
Ayadi, R., Bongini, P., Casu, B. ORCID: 0000-0003-3586-328X & Cucinelli, D. (2023).
Bank Business Models in MENA and African Countries: The Relevance of Contextual Variables.
Review of Corporate Finance, 3(3),
pp. 329-359.
doi: 10.1561/114.00000043
Bae, J. ORCID: 0000-0003-1580-8718 & Yu, J. (2023).
Misstatement verifiability and managers’ earnings warning decisions.
Journal of Accounting and Public Policy, 42(6),
article number 107152.
doi: 10.1016/j.jaccpubpol.2023.107152
Bae, J. ORCID: 0000-0003-1580-8718, Yu Hung, C. & van Lent, L. (2023).
Mobilizing Text As Data.
European Accounting Review, 32(5),
pp. 1085-1106.
doi: 10.1080/09638180.2023.2218423
Ballotta, L. ORCID: 0000-0002-2059-6281 (2023).
Once upon a time there was a magic formula.
Wilmott Magazine, 2023(126),
pp. 70-72.
doi: 10.54946/wilm.11151
Ballotta, L. ORCID: 0000-0002-2059-6281 (2023).
Demystifying generic beliefs on jump models.
Wilmott, 2023(124),
pp. 70-73.
doi: 10.54946/wilm.11110
Bennouri, M., Falconieri, S. ORCID: 0000-0002-7633-562X & Weaver, D. (2023).
The Cost of Fragmentation: Lessons from Initial Public Offerings.
The European Journal of Finance, 30(2),
pp. 205-228.
doi: 10.1080/1351847x.2023.2206972
Bilinski, P. ORCID: 0000-0002-0499-6429 (2023).
Analyst Research Activity During the COVID-19 Pandemic.
Abacus, 59(4),
pp. 1041-1073.
doi: 10.1111/abac.12291
Blake, D. ORCID: 0000-0002-2453-2090 (2023).
Target2: The Silent Bailout System That Keeps the Euro Afloat.
Journal of Risk and Financial Management, 16(12),
article number 506.
doi: 10.3390/jrfm16120506
Blake, D. ORCID: 0000-0002-2453-2090, Cairns, A. J. G., Kallestrup-Lamb, M. & Rangvid, J. (2023).
Longevity risk and capital markets: the 2021–22 update.
Journal of Demographic Economics, 89(3),
pp. 299-312.
doi: 10.1017/dem.2023.2
Blake, D. ORCID: 0000-0002-2453-2090 (2023).
Productivity and exports – how SMART planning can resolve the UK’s two most serious economic crises.
London, UK: City, Univeristy of London.
Cao, J. J., Vasquez, A. A., Xiao, X. ORCID: 0000-0002-0564-9795 & Zhan, X. E. (2023).
Why Does Volatility Uncertainty Predict Equity Option Returns?.
The Quarterly Journal of Finance, 13(1),
article number 2350005.
doi: 10.1142/s2010139223500052
Cao, J., Goyal, A., Xiao, X. ORCID: 0000-0002-0564-9795 & Zhan, X. (2023).
Implied Volatility Changes and Corporate Bond Returns.
Management Science, 69(3),
pp. 1375-1397.
doi: 10.1287/mnsc.2022.4379
Casu, B. ORCID: 0000-0003-3586-328X, Gallo, A., Kalotychou, E. & Sarkisyan, A. (2023).
Bank Misconduct, Board Diversity and CEO Turnover.
Review of Corporate Finance, 3(1–2),
pp. 149-174.
doi: 10.1561/114.00000038
Cestone, G. ORCID: 0000-0002-3667-7895, Fumagalli, C., Kramarz, F. & Pica, G. (2023).
Exploiting Growth Opportunities: The Role of Internal Labor Markets.
The Review of Economic Studies, 91(5),
pp. 2676-2716.
doi: 10.1093/restud/rdad094
Cho, H., Choi, G-Y. ORCID: 0000-0001-5285-2617 & Lee, J. (2023).
The impact of internet articles on investor trading decisions by investor types: Evidence from Korean stock market.
Finance Research Letters, 56,
article number 104110.
doi: 10.1016/j.frl.2023.104110
Ciampini, A. (2023). Essays on Factor Models in Asset Pricing. (Unpublished Doctoral thesis, City, University of London)
Clare, A. D., Seaton, J., Smith, P. N. & Thomas, S. ORCID: 0000-0001-5438-4263 (2023).
The Minimum Acceptable Annual Withdrawal with the Perfect Withdrawal Rate Rule.
Journal of Retirement, 11(1),
pp. 34-55.
doi: 10.3905/jor.2023.1.131
Corradi, V., Fosten, J. & Gutknecht, D. (2023). Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk. Journal of Econometrics, 236(2), article number 105490. doi: 10.1016/j.jeconom.2023.105490
Cuthbertson, K. ORCID: 0000-0003-2004-2630, Nitzsche, D. ORCID: 0000-0003-2441-1288 & O'Sullivan, N. (2023).
UK mutual funds: performance persistence and portfolio size.
Journal of Asset Management, 24(4),
pp. 284-298.
doi: 10.1057/s41260-023-00310-7
Degryse, H., De Winne, R., Gresse, C. & Payne, R. ORCID: 0000-0003-3123-5243 (2023).
Duplicated Orders, Swift Cancellations, and Fast Market Making in Fragmented Markets (10.2139/ssrn.3356695).
SSRN.
Falconieri, S. ORCID: 0000-0002-7633-562X & Akter, M. (2023).
Gender diversity and beyond in corporate finance: where do we stand?.
Review of Corporate Finance, 3(1-2),
pp. 1-33.
doi: 10.1561/114.00000034
Falconieri, S. ORCID: 0000-0002-7633-562X & De Amicis, C. (2023).
Managerial diversity and corporate communication in periods of crisis.
Review of Corporate Finance, 3(1–2),
pp. 213-244.
doi: 10.1561/114.00000040
Fernandez-Perez, A., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Miffre, J. (2023).
The Negative Pricing of the May 2020 WTI Contract.
The Energy Journal, 44(1),
pp. 119-142.
doi: 10.5547/01956574.44.1.afer
Fich, E. M., Parrino, R. & Tran, A. ORCID: 0000-0001-7090-8063 (2023).
When and How Are Rule 10b5-1 Plans Used for Insider Stock Sales?.
Journal of Financial Economics, 149(1),
pp. 1-26.
doi: 10.1016/j.jfineco.2023.04.009
Findlater, A. (2023). The Annuity Puzzle: Insights from Recent UK Pension Developments. (Unpublished Doctoral thesis, City, University of London)
Fosten, J. ORCID: 0000-0001-5123-8500 & Nandi, S. (2023).
Nowcasting U.S. state-level CO2 emissions and energy consumption.
International Journal of Forecasting, 41(1),
pp. 20-30.
doi: 10.1016/j.ijforecast.2023.10.002
Fosten, J. & Nandi, S. (2023). Nowcasting from cross‐sectionally dependent panels. Journal of Applied Econometrics, 38(6), pp. 898-919. doi: 10.1002/jae.2980
Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Zhao, N. (2023).
A Bayesian perspective on commodity style integration.
Journal of Commodity Markets, 30,
article number 100328.
doi: 10.1016/j.jcomm.2023.100328
Gambaro, A. M., Fusai, G. ORCID: 0000-0001-9215-2586, Sodhi, M. ORCID: 0000-0002-2031-4387 , May, C. & Morelli, C. (2023).
ICU Capacity Expansion Under Uncertainty in the Early Stages of a Pandemic.
Production and Operations Management, 32(8),
pp. 2455-2474.
doi: 10.1111/poms.13985
Gao, D. (2023). Essays in Financial Intermediation. (Unpublished Doctoral thesis, City, University of London)
Gemayel, R., Franus, T. & Bowden, J. (2023). Price discovery between Bitcoin spot markets and exchange traded products. Economics Letters, 228, article number 111152. doi: 10.1016/j.econlet.2023.111152
Goncharov, I., Ioannidou, V. ORCID: 0000-0002-7996-2346 & Schmalz, M. (2023).
(Why) do central banks care about their profits?.
The Journal of Finance, 78(5),
pp. 2991-3045.
doi: 10.1111/jofi.13257
Hillebrand, E., Mikkelsen, J., Spreng, L. & Urga, G. ORCID: 0000-0002-6742-7370 (2023).
Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings.
Journal of Applied Econometrics, 38(6),
pp. 857-877.
doi: 10.1002/jae.2984
Hwan Ahn, J., Zulfiqar Ali Shah, S. & Park, G. ORCID: 0000-0002-1009-7462 (2023).
A concave relation between equity-based incentives and misreporting.
Journal of Accounting and Public Policy, 42(5),
article number 107134.
doi: 10.1016/j.jaccpubpol.2023.107134
Jung, J. H. ORCID: 0000-0002-1993-9419, Lim, S. S. & Park, J. (2023).
Is your surname remunerative? Surname favorability and CEO compensation.
Journal of Corporate Finance, 83,
article number 102474.
doi: 10.1016/j.jcorpfin.2023.102474
Junzi, Z. ORCID: 0000-0002-4960-8741, Bilinski, P. ORCID: 0000-0002-0499-6429, Ivana, R. ORCID: 0000-0003-2982-8445 & James, R. (2023).
Enforcing Disclosure Compliance in Mergers and Acquisitions: Evidence from China.
The European Accounting Review,
pp. 1-34.
doi: 10.1080/09638180.2023.2273380
Kempf, E., Luo, M. ORCID: 0009-0008-2356-1536, Schäfer, L. & Tsoutsoura, M. (2023).
Political ideology and international capital allocation.
Journal of Financial Economics, 148(2),
pp. 150-173.
doi: 10.1016/j.jfineco.2023.02.005
Kilian, L., Nomikos, N. ORCID: 0000-0003-1621-2991 & Zhou, X. (2023).
Container Trade and the U.S. Recovery.
International Journal of Central Banking, 19(1),
pp. 417-450.
Kladakis, G., Bellos, S. K. & Skouralis, A. ORCID: 0000-0003-0835-1457 (2023).
Societal trust and bank opacity.
Journal of Financial Regulation and Compliance, 31(5),
pp. 770-783.
doi: 10.1108/jfrc-05-2023-0073
Kraussl, R., Oladiran, T. & Stefanova, D. (2023). A review on ESG investing: Investors' expectations, beliefs and perceptions. Journal of Economic Surveys, 38(2), pp. 476-502. doi: 10.1111/joes.12599
Kräussl, Z. ORCID: 0000-0001-8718-4874, Baida, Z., Post, S. , Rukanova, B. & Tan, Y. H. (2023).
Digital Infrastructures for Monitoring Circular Economy Investments by Financial Institutions and Government: A Research Agenda.
In:
Proceedings of Ongoing Research, Practitioners, Posters, Workshops, and Projects.
International Conference EGOV-CeDEM-ePart 2022, 6-8 Sep 2022, Linköping, Sweden.
Kumar, A., Motahari, M. ORCID: 0000-0003-3245-8545 & Taffler, R. J. (2023).
Skewness Sentiment and Market Anomalies.
Management Science, 70(7),
pp. 4328-4356.
doi: 10.1287/mnsc.2023.4898
Kyriakou, I. ORCID: 0000-0001-9592-596X, Brignone, R. & Fusai, G. ORCID: 0000-0001-9215-2586 (2023).
Unified moment-based modelling of integrated stochastic processes.
Operations Research, 72(4),
pp. 1630-1653.
doi: 10.1287/opre.2022.2422
Larrain, B., Sertsios, G. & Urzúa, F. ORCID: 0000-0003-4681-7684 (2023).
Funding Contagion through Common Owners.
The Review of Corporate Finance Studies,
article number cfad019.
doi: 10.1093/rcfs/cfad019
Larrain, B., Roosenboom, P., Sertsios, G. & Urzúa, F. ORCID: 0000-0003-4681-7684 (2023).
Ownership Concentration and Firm Value: New Evidence from Owner Stakes in IPOs.
Management Science, 70(7),
pp. 4441-4464.
doi: 10.1287/mnsc.2021.01039
Lasfer, M. ORCID: 0000-0003-2338-672X & Ye, X. (2023).
Corporate insiders’ exploitation of investors’ anchoring bias at the 52-week high and low.
The Financial Review, 59(2),
pp. 391-432.
doi: 10.1111/fire.12371
Lee, T. ORCID: 0000-0002-4989-619X, Moutzouris, I. C. ORCID: 0000-0002-6954-9961, Papapostolou, N. C. ORCID: 0000-0003-4529-1182 & Fatouh, M. (2023).
Foreign exchange hedging using regime‐switching models: The case of pound sterling.
International Journal of Finance and Economics, 29(4),
pp. 4813-4835.
doi: 10.1002/ijfe.2893
Leong, S. H. & Urga, G. ORCID: 0000-0002-6742-7370 (2023).
A practical multivariate approach to testing volatility spillover.
Journal of Economic Dynamics and Control, 153,
article number 104694.
doi: 10.1016/j.jedc.2023.104694
Marchese, M. ORCID: 0000-0001-6801-911X, Kyriakou, I. ORCID: 0000-0001-9592-596X, Di Iorio, F. & Tamvakis, M. ORCID: 0000-0002-5056-0159 (2023).
Asset Correlations and Macroeconomic Fundamentals.
Commodity Insights Digest, 1(2),
Mateus, C., Mateus, I. & Todorovic, N. ORCID: 0000-0003-4875-623X (2023).
Searching for mutual fund winners? the strategy is to outbid both, the benchmark and the peer group.
Applied Economics, 56(11),
pp. 1268-1282.
doi: 10.1080/00036846.2023.2175778
Mignacca, D. & Fusai, G. ORCID: 0000-0001-9215-2586 (2023).
Incremental Volatility and Related Portfolio Analytics.
The Journal of Portfolio Management: the journal for investment professionals, 49(5),
pp. 131-147.
doi: 10.3905/jpm.2023.1.476
Muganda, B., Kyriakou, I. ORCID: 0000-0001-9592-596X & Shibwabo Kasamani, B. (2023).
Modelling asymmetric dependence in stochastic volatility and option pricing: A conditional copula approach.
Scientific African, 21,
article number e01765.
doi: 10.1016/j.sciaf.2023.e01765
Müller, M., Peter, C. D. & Urzúa, F. ORCID: 0000-0003-4681-7684 (2023).
Owner Exposure Through Firm Disclosure.
Accounting Review, 98(6),
doi: 10.2308/TAR-2020-0270
Müller, M. A., Peter, C. D. & Urzúa, F. ORCID: 0000-0003-4681-7684 (2023).
Owner Exposure Through Firm Disclosure.
Accounting Review, 98(6),
pp. 381-405.
doi: 10.2308/tar-2020-0270
Neuberger, A. ORCID: 0000-0002-5344-1083 (2023).
The Black–Scholes paper: a personal perspective.
Decisions in Economics and Finance, 46(2),
pp. 713-730.
doi: 10.1007/s10203-023-00415-z
Newell, G., Nanda, A. & Moss, A. ORCID: 0000-0002-4320-1764 (2023).
Improving the benchmarking of ESG in real estate investment.
Journal of Property Investment and Finance, 41(4),
pp. 380-405.
doi: 10.1108/jpif-10-2021-0084
Ortiz, M., Peter, C. D., Urzúa, F. ORCID: 0000-0003-4681-7684 & Volpin, P. ORCID: 0000-0002-9287-0972 (2023).
Mandatory Financial Disclosure and M&A Activity.
The Review of Financial Studies, 36(12),
pp. 4788-4823.
doi: 10.1093/rfs/hhad052
Peydró, J-L., Rodriguez Tous, F. ORCID: 0000-0001-8394-2770, Tripathy, J. & Uluc, A. (2023).
Macroprudential Policy, Mortgage Cycles and Distributional Effects: Evidence from the United Kingdom.
The Review of Financial Studies, 37(3),
pp. 727-760.
doi: 10.1093/rfs/hhad070
Pezier, E. & Volpin, P. ORCID: 0000-0002-9287-0972 (2023).
Shareholder Activism in Small-Cap Newly Public Firms.
Financial Analysts Journal, 80(2),
pp. 52-73.
doi: 10.1080/0015198X.2023.2283445
Pouliasis, P. K. ORCID: 0000-0002-7389-3722, Papapostolou, N. C. ORCID: 0000-0003-4529-1182, Tamvakis, M. ORCID: 0000-0002-5056-0159 & Moutzouris, I. C. ORCID: 0000-0002-6954-9961 (2023).
Carbon Emissions in the US: Factor Decomposition and Cross-State Inequality Dynamics.
Energy Journal, 44(6),
pp. 135-162.
doi: 10.5547/01956574.44.6.ppou
Pouliasis, P. K. ORCID: 0000-0002-7389-3722 (2023).
Oil price uncertainty and the relation to tanker shipping.
International Journal of Finance and Economics, 29(2),
pp. 2472-2494.
doi: 10.1002/ijfe.2792
Shi, Y. ORCID: 0000-0002-3226-7944, Sorrell, S. & Foxon, T. (2023).
The impact of teleworking on domestic energy use and carbon emissions: An assessment for England.
Energy and Buildings, 287,
article number 112996.
doi: 10.1016/j.enbuild.2023.112996
Skouralis, A. ORCID: 0000-0003-0835-1457 (2023).
The Role of Systemic Risk Spillovers in the Transmission of Euro Area Monetary Policy.
Open Economies Review, 34(5),
pp. 1079-1106.
doi: 10.1007/s11079-022-09707-0
Spreng, L. (2023). Essays on Econometric Forecasting. (Unpublished Doctoral thesis, City, University of London)
Tsolacos, S., Lee, S. & Tse, H. (2023). ‘Space-As-A-Service’: A Premium to Office Rents?. Journal of European Real Estate Research, 16(1), pp. 64-77. doi: 10.1108/jerer-10-2021-0049
Vitkova, V. ORCID: 0000-0003-3137-6564, Tian, S. & Sudarsanam, S. (2023).
Allocative efficiency of internal capital markets: Evidence from equity carve-outs by diversified firms.
International Review of Financial Analysis, 86,
article number 102500.
doi: 10.1016/j.irfa.2023.102500
Wang, L. (2023). Essays on Rational Expectation Equilibrium and Mutual Fund Disclosure. (Unpublished Doctoral thesis, City, University of London)
Černý, A. ORCID: 0000-0001-5583-6516 & Ruf, J. (2023).
Simplified calculus for semimartingales: Multiplicative compensators and changes of measure.
Stochastic Processes and their Applications, 161,
pp. 572-602.
doi: 10.1016/j.spa.2023.04.010
Černý, A. ORCID: 0000-0001-5583-6516, Czichowsky, C. & Kallsen, J. (2023).
Numeraire-invariant quadratic hedging and mean-variance portfolio allocation.
Mathematics of Operations Research, 49(2),
pp. 752-781.
doi: 10.1287/moor.2023.1374