Items where Schools and Departments is "Finance" and Year is 2024
Article
Acosta-Smith, J., Ferrara, G. & Rodriguez-Tous, F. 
ORCID: 0000-0001-8394-2770 (2024).
Bank Capital Regulation and Derivatives Clearing.
International Journal of Finance and Economics,
Akgun, O., Pirotte, A., Urga, G. ORCID: 0000-0002-6742-7370 & Yang, Z. (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
Amici, G., Ballotta, L. ORCID: 0000-0002-2059-6281 & Semeraro, P. (2024).
Multivariate Additive Subordination with Applications in Finance.
European Journal of Operational Research, 321(3),
pp. 1004-1020.
doi: 10.1016/j.ejor.2024.10.010
Bailey, W., Muradoglu, G., Onay, C. & Phylaktis, K. ORCID: 0000-0001-9392-1682 (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 (2024).
The calibration conundrum.
Wilmott, 2024(134),
pp. 18-20.
doi: 10.54946/wilm.12087
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, 24(11),
pp. 1621-1640.
doi: 10.1080/14697688.2024.2357731
Banti, C. & Phylaktis, K. ORCID: 0000-0001-9392-1682 (2024).
Are Institutional Investors the Culprit of Rising Global House Prices?.
Real Estate Economics,
doi: 10.1111/1540-6229.12514
Bhattacharya, U., Kumar, A., Visaria, S. ORCID: 0000-0001-7406-4929 & Zhao, J. (2024).
Do Women Receive Worse Financial Advice?.
The Journal of Finance, 79(5),
pp. 3261-3307.
doi: 10.1111/jofi.13366
Bilinski, P. ORCID: 0000-0002-0499-6429 (2024).
Beyond the street EPS surprise – when ‘other surprises’ matter in explaining earnings announcement returns.
Accounting and Business Research,
doi: 10.1080/00014788.2024.2400875
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,
doi: 10.1108/rbf-11-2023-0303
Cairns, A. J. G. ORCID: 0000-0001-9732-4850, Blake, D. ORCID: 0000-0002-2453-2090, Kessler, A. , Kessler, M. & Mathur, R. (2024).
Covid-19 mortality: the Proportionality Hypothesis.
European Actuarial Journal,
doi: 10.1007/s13385-024-00400-9
Chen, A., Haberman, S. ORCID: 0000-0003-2269-9759 & Thomas, S. ORCID: 0000-0001-5438-4263 (2024).
The Role of the Annuity Price in Decumulation Strategies with Deferred Annuities.
Journal of Retirement,
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, 74,
article number 101300.
doi: 10.1016/j.jfs.2024.101300
Clare, A. ORCID: 0000-0002-4180-6778, Seaton, J., Smith, P. N. & Thomas, S. ORCID: 0000-0001-5438-4263 (2024).
The Science of Flexible Retirement Choices: Switching Retirement Savings into an Annuity.
Journal of Retirement, 11(4),
pp. 59-75.
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, 50(9),
pp. 152-163.
doi: 10.3905/jpm.2024.1.620
Coppola, A., Urga, G. ORCID: 0000-0002-6742-7370 & Varaldo, A. (2024).
Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets.
Journal of Financial Stability,
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
Fosten, J., Gutknecht, D. & Pohle, M-O. (2024). Testing Quantile Forecast Optimality. Journal of Business & Economic Statistics, 42(4), pp. 1367-1378. doi: 10.1080/07350015.2024.2316091
Fridgen, G., Kräussl, R. ORCID: 0000-0001-8933-9278, Papageorgiou, O. & Tugnetti, A. (2024).
Pricing dynamics and herding behaviour of NFTs.
European Financial Management,
doi: 10.1111/eufm.12506
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
Fusai, G. ORCID: 0000-0001-9215-2586 & Gambaro, A. M. (2024).
Pricing on Trees Using New Risk-Free Rates.
The Journal of Derivatives, 32(1),
pp. 139-159.
doi: 10.3905/jod.2024.1.214
Fusai, G. ORCID: 0000-0001-9215-2586, Mignacca, D. & Al-Thani, K. (2024).
Converting a covariance matrix from local currencies to a common currency.
The Journal of Risk, 26(6),
pp. 77-85.
doi: 10.21314/jor.2024.009
Gamba, A., Gong, J. Y. & Ma, K. (2024). Nondilutive CoCo Bonds: A Necessary Evil?. The Review of Corporate Finance Studies, doi: 10.1093/rcfs/cfae004
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
Hilders, B., Marx, S. & Tsolacos, S. (2024). The Effect of Sector Specialisation on Unlisted Real Estate Fund Performance Amid Economic Downturns. Journal of Asset Management, doi: 10.1057/s41260-024-00373-0
Kerssenfischer, M. & Schmeling, M. ORCID: 0000-0002-4488-6750 (2024).
What moves markets?.
Journal of Monetary Economics, 145,
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. (2024).
The performance of marketplace lenders.
Journal of Banking & Finance, 162,
article number 107124.
doi: 10.1016/j.jbankfin.2024.107124
Larrain, B., Phillips, G., Sertsios, G. & Urzua, F. ORCID: 0000-0003-4681-7684 (2024).
The Effects of Going Public on Firm Profitability and Strategy.
The Review of financial studies,
Lasfer, M. ORCID: 0000-0003-2338-672X & Ye, X. (2024).
Executive Equity-Based Compensation and Tournament Incentives.
European Financial Management,
doi: 10.1111/eufm.12533
Li, G., Spence, C. & Chen, Z. (2024). Sell-Side Analysts as Social Intermediaries. Contemporary Accounting Research, 41(3), pp. 1925-1951. doi: 10.1111/1911-3846.12968
Luo, M. ORCID: 0009-0008-2356-1536, Manconi, A. & Schumacher, D. (2024).
Returns to Scale from Labor Specialization: Evidence from Asset Management Mergers.
The Review of Corporate Finance Studies, 13(2),
pp. 384-427.
doi: 10.1093/rcfs/cfad024
Maitra, P., Mitra, S., Mookherjee, D. & Visaria, S. ORCID: 0000-0001-7406-4929 (2024).
Decentralized Targeting of Agricultural Credit Programs: Private versus Political Intermediaries.
Journal of the European Economic Association, 22(6),
pp. 2648-2699.
doi: 10.1093/jeea/jvae018
Mateus, C., Mateus, I. B. & Todorovic, N. ORCID: 0000-0003-4875-623X (2024).
Mutual fund performance: The model for selecting persistent winners.
European Journal of Finance, The,
pp. 1-23.
doi: 10.1080/1351847x.2024.2425401
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. (2024).
Nonstandard Errors.
The Journal of Finance, 79(3),
pp. 2339-2390.
doi: 10.1111/jofi.13337
Moutzouris, I. C. ORCID: 0000-0002-6954-9961, Papapostolou, N. C. ORCID: 0000-0003-4529-1182, Marchese, M. ORCID: 0000-0001-6801-911X & Tamvakis, M. ORCID: 0000-0002-5056-0159 (2024).
Determinants of the price premium for Eco vessels.
Commodity Insights Digest, 2(1),
doi: 10.1016/j.trd.2024.104414
Moutzouris, I. C. ORCID: 0000-0002-6954-9961, Papapostolou, N. C. ORCID: 0000-0003-4529-1182, Marchese, M. ORCID: 0000-0001-6801-911X , Tamvakis, M. N. ORCID: 0000-0002-5056-0159 & Shi, Y. ORCID: 0000-0002-3226-7944 (2024).
Determinants of the price premium for eco vessels.
Transportation Research Part D: Transport and Environment, 136,
article number 104414.
doi: 10.1016/j.trd.2024.104414
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,
pp. 1-32.
doi: 10.1017/s0022109024000073
Skouralis, A. ORCID: 0000-0003-0835-1457, Lux, N. ORCID: 0000-0001-6097-8498 & Andrew, M. ORCID: 0000-0002-5256-4882 (2024).
Does flood risk affect property prices? Evidence from a property-level flood score.
Journal of Housing Economics, 66,
article number 102027.
doi: 10.1016/j.jhe.2024.102027
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
Černý, A. ORCID: 0000-0001-5583-6516 & Czichowsky, C. (2024).
The law of one price in quadratic hedging and mean-variance portfolio selection.
Finance and Stochastics,
Conference or Workshop Item
Mudarisov, T., State, R. V., Kraussl, Z. ORCID: 0000-0001-8718-4874 , Yakubov, A. & Petrova, T. (2024).
Cross-Sector Market Regime Forecasting with LLM-Augmented News Analysis.
In:
Proceedings of the 5th ACM International Conference on AI in Finance.
ICAIF '24: 5th ACM International Conference on AI in Finance, 14-17 Nov 2024, Brooklyn, NY, USA.
doi: 10.1145/3677052.3698642
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
Aslam, M.N. (2024). Profit and Loss Sharing Finance – Application, Risk Management and Theories of Capital Structure. (Unpublished Doctoral thesis, City, University of London)
Delvaux, Joe (2024). Essays on Emerging Market and Frontier Market Bonds. (Unpublished Doctoral thesis, City, University of London)
Forcellini, M. (2024). Essays on supervisory banking activities and financial stability. (Unpublished Doctoral thesis, City, University of London)
Franco, L. (2024). New developments in financial technology and banking regulation. (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)
Li, J. (2024). Essays on Corporate Finance and Corporate Governance. (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)
Snyder, D. C. (2024). Essays on Credit Scoring and Credit Risk Data for Small and Medium Enterprise (SME) Lending. (Unpublished Doctoral thesis, City, University of London)
Tao, J. (2024). Essays on Empirical Corporate Finance. (Unpublished Doctoral thesis, City, University of London)
Wang, L. (2024). Bayesian Markov-Switching Models with Economic and Financial Applications. (Unpublished Doctoral thesis, City, University of London)
Working Paper
Andrew, M. ORCID: 0000-0002-5256-4882 & Culley, J. (2024).
Housing Tenure Outcomes of Young Adults in England Since 2000: Reviewing the Evidence.
London, UK: .
Andrew, M. ORCID: 0000-0002-5256-4882, Culley, J. & Sleptcovac, M. (2024).
Leasehold extensions: The Relativity conundrum and the time value of housing.
.
Kladakis, G. & Skouralis, A. ORCID: 0000-0003-0835-1457 (2024).
Election cycles and systemic risk (WP-CBR-02-2024).
London, UK: Centre for Banking Research, Bayes Business School, City St George's University of London.
Maitra, P., Mitra, S., Mookherjee, D. & Visaria, S. ORCID: 0000-0001-7406-4929 (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.