Items where Schools and Departments is "Finance" and Year is 2023
Article
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
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
Bhattacharya, U., Kumar, A., Visaria, S. ORCID: 0000-0001-7406-4929 & Zhao, J. (2023).
Do Women Receive Worse Financial Advice?.
The Journal of Finance,
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
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
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,
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
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
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
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., Starks, L. & Tran, A. ORCID: 0000-0001-7090-8063 (2023).
Target Firm Advertising and Firm Value.
Management Science, forthc,
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
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
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
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.
Kilian, L., Nomikos, N. ORCID: 0000-0003-1621-2991 & Zhou, X. (2023).
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf.
The Energy Journal, 44(5),
pp. 95-114.
doi: 10.5547/01956574.44.4.lkil
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
Kumar, A., Motahari, M. ORCID: 0000-0003-3245-8545 & Taffler, R. J. (2023).
Skewness Sentiment and Market Anomalies.
Management Science,
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,
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,
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,
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
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
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
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
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,
doi: 10.1287/moor.2023.1374
Conference or Workshop Item
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.
Report
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.
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.
Thesis
Al-Sarraf, J.A. (2023). Essays on Diversity and Firm Performance. (Unpublished Doctoral thesis, City, University of London)
Ciampini, A. (2023). Essays on Factor Models in Asset Pricing. (Unpublished Doctoral thesis, City, University of London)
Findlater, A. (2023). The Annuity Puzzle: Insights from Recent UK Pension Developments. (Unpublished Doctoral thesis, City, University of London)
Gao, D. (2023). Essays in Financial Intermediation. (Unpublished Doctoral thesis, City, University of London)
Spreng, L. (2023). Essays on Econometric Forecasting. (Unpublished Doctoral thesis, City, University of London)
Wang, L. (2023). Essays on Rational Expectation Equilibrium and Mutual Fund Disclosure. (Unpublished Doctoral thesis, City, University of London)