City Research Online

Article

Akgun, O., Pirotte, A., Urga, G. ORCID: 0000-0002-6742-7370 & Yang, Z.view all authors (2024). Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts. International Journal of Forecasting, 40(1), pp. 202-228. doi: 10.1016/j.ijforecast.2023.02.001

Bailey, W., Muradoglu, G., Onay, C. & Phylaktis, K. ORCID: 0000-0001-9392-1682view all authors (2024). Foreign investors, firm level productivity, and European economic integration. Journal of Corporate Finance, 85, article number 102564. doi: 10.1016/j.jcorpfin.2024.102564

Ballotta, L. ORCID: 0000-0002-2059-6281 (2024). Is the VIX Just Volatility? The Devil is in the (De)tails. Wilmott, 2024(130), doi: 10.54946/wilm.12022

Ballotta, L. ORCID: 0000-0002-2059-6281, Fusai, G. ORCID: 0000-0001-9215-2586 & Marazzina, D. (2024). Counting jumps: does the counting process count?. Quantitative Finance, doi: 10.1080/14697688.2024.2357731

Blake, D. ORCID: 0000-0002-2453-2090 & Li, J. (2024). Longevity risk and capital markets: the 2022–2023 update. The Geneva Papers on Risk and Insurance - Issues and Practice, 49(2), pp. 229-233. doi: 10.1057/s41288-024-00314-3

Blake, D. ORCID: 0000-0002-2453-2090 & Pickles, J. (2024). Mental time travel and the valuation of financial investments: analysing five biases that cause pricing anomalies. Review of Behavioral Finance,

Cincinelli, P., Pellini, E. & Urga, G. ORCID: 0000-0002-6742-7370 (2024). Is There an Optimal Level of Leverage? The Case of Banks and Non-Bank Institutions in Europe. International Review of Financial Analysis, 94, article number 103323. doi: 10.1016/j.irfa.2024.103323

Cincinelli, P., Tsolacos, S. & Urga, G. ORCID: 0000-0002-6742-7370 (2024). Price Exuberance Episodes in Private Real Estate. Journal of Financial Stability,

Clare, A. ORCID: 0000-0002-4180-6778, Seaton, J., Smith, P. N. & Thomas, S. ORCID: 0000-0001-5438-4263view all authors (2024). The Science of Flexible Retirement Choices: Switching Retirement Savings into an Annuity. Journal of Retirement, 11(4), doi: 10.3905/jor.2024.1.160

Clare, A. D. ORCID: 0000-0002-4180-6778, Keswani, A. ORCID: 0000-0001-9096-7677 & Motson, N. ORCID: 0000-0003-1418-9927 (2024). The Case for Integrating ESG into Fixed Income Portfolios. The Journal of Portfolio Management,

Corradi, V., Fosten, J. & Gutknecht, D. (2024). Predictive ability tests with possibly overlapping models. Journal of Econometrics, 241(1), article number 105716. doi: 10.1016/j.jeconom.2024.105716

Fich, E. M., Starks, L. & Tran, A. ORCID: 0000-0001-7090-8063 (2024). Target Firm Advertising and Firm Value. Management Science, doi: 10.1287/mnsc.2022.01534

Fusai, G. ORCID: 0000-0001-9215-2586 (2024). Monotonic transformation and recovering the implied stock price process. Decisions in Economics and Finance, doi: 10.1007/s10203-024-00447-z

Halická, M., Trnovská, M. & Černý, A. ORCID: 0000-0001-5583-6516 (2024). A unified approach to radial, hyperbolic, and directional efficiency measurement in Data Envelopment Analysis. European Journal of Operational Research, 312(1), pp. 298-314. doi: 10.1016/j.ejor.2023.06.039

Kerssenfischer, M. & Schmeling, M. ORCID: 0000-0002-4488-6750 (2024). What moves markets?. Journal of Monetary Economics, article number 103560. doi: 10.1016/j.jmoneco.2024.103560

Kladakis, G. & Skouralis, A. ORCID: 0000-0003-0835-1457 (2024). Credit rating downgrades and systemic risk. Journal of International Financial Markets, Institutions and Money, 90, article number 101902. doi: 10.1016/j.intfin.2023.101902

Kräussl, R. ORCID: 0000-0001-8933-9278, Kräussl, Z. ORCID: 0000-0001-8718-4874, Pollet, J. & Rinne, K.view all authors (2024). The performance of marketplace lenders. Journal of Banking & Finance, 162, article number 107124. doi: 10.1016/j.jbankfin.2024.107124

Li, G., Spence, C. & Chen, Z. (2024). Sell-Side Analysts as Social Intermediaries. Contemporary Accounting Research, doi: 10.1111/1911-3846.12968

Maitra, P., Mitra, S., Mookherjee, D. & Visaria, S. ORCID: 0000-0001-7406-4929view all authors (2024). Decentralized Targeting of Agricultural Credit Programs: Private versus Political Intermediaries. Journal of the European Economic Association, doi: 10.1093/jeea/jvae018

Menkveld, A. J., Dreber, A., Holzmeister, F. , Huber, J., Johanneson, M., Kirchler, M., Neusüss, S., Razen, M., Weitzel, U., Franus, T. ORCID: 0000-0003-0230-1387 & et al.view all authors (2024). Nonstandard Errors. The Journal of Finance, 79(3), pp. 2339-2390. doi: 10.1111/jofi.13337

Moutzouris, I., Papapostolou, N., Marchese, M. & Tamvakis, M. ORCID: 0000-0002-5056-0159view all authors (2024). Determinants of the price premium for Eco vessels. Commodity Insights Digest, 2(1),

Park, G. ORCID: 0000-0002-1009-7462 (2024). The Impact of Performance Reporting on Investment Behavior: Evidence from Disclosure Reform in the U.K. The Accounting Review, 99(4), pp. 427-453. doi: 10.2308/tar-2021-0863

Protopsalti, D. & Skouralis, A. ORCID: 0000-0003-0835-1457 (2024). Can toll prices changes affect the housing market? The case of the Severn crossing toll removal. Journal of European Real Estate Research, 17(1), pp. 87-101. doi: 10.1108/jerer-09-2023-0034

Schmeling, M. ORCID: 0000-0002-4488-6750 & Wagner, C. (2024). Does Central Bank Tone Move Asset Prices?. Journal of Financial and Quantitative Analysis, doi: 10.1017/s0022109024000073

Sun, C. ORCID: 0000-0003-4081-2815 (2024). Factor correlation and the cross section of asset returns: A correlation-robust machine learning approach. Journal of Empirical Finance, 77, article number 101497. doi: 10.1016/j.jempfin.2024.101497

Urga, G. ORCID: 0000-0002-6742-7370 & Wang, F. (2024). Estimation and Inference for High Dimensional Factor Model with Regime Switching. Journal of Econometrics, 241(2), article number 105752. doi: 10.1016/j.jeconom.2024.105752

Other

Andrew, M. ORCID: 0000-0002-5256-4882 & Culley, J. (2024). Leasehold Reform Bill: Written evidence submitted by Dr Mark Andrew and Dr James Culley (LFRB23). UK Parliament.

Thesis

Delvaux, Joe (2024). Essays on Emerging Market and Frontier Market Bonds. (Unpublished Doctoral thesis, City, University of London)

Franus, T. (2024). Essays on Trading and Manipulation in Financial Markets. (Unpublished Doctoral thesis, City, University of London)

Marinoff, E. A. (2024). Behavioural Finance and Cryptocurrencies: Studies of Behavioural Finance in Cryptocurrency Markets. (Unpublished Doctoral thesis, City, University of London)

Odumodu, R. J. (2024). Macro-financial and geopolitical analysis of African equity capital markets. (Unpublished Doctoral thesis, City, University of London)

Tao, J. (2024). Essays on Empirical Corporate Finance. (Unpublished Doctoral thesis, City, University of London)

Working Paper

Andrew, M. ORCID: 0000-0002-5256-4882, Culley, J. & Sleptcovac, M. (2024). Leasehold extensions: The Relativity conundrum and the time value of housing. .

Maitra, P., Mitra, S., Mookherjee, D. & Visaria, S. ORCID: 0000-0001-7406-4929view all authors (2024). Declining Clientelism of Welfare Benefits? Targeting and Political Competition based Evidence from an Indian State. .

Skouralis, A. ORCID: 0000-0003-0835-1457 & Lux, N. (2024). Measuring the interconnectedness and systemic risk in the European listed real estate sector. Brussels, Belgium: EPRA.