Items where Schools and Departments is "Finance" and Year is 2024
A
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
Andrew, M. ORCID: 0000-0002-5256-4882, Culley, J. & Sleptcovac, M. (2024).
Leasehold extensions: The Relativity conundrum and the time value of housing.
.
B
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, 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
C
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
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,
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,
D
Delvaux, Joe (2024). Essays on Emerging Market and Frontier Market Bonds. (Unpublished Doctoral thesis, City, University of London)
F
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
Franus, T. (2024). Essays on Trading and Manipulation in Financial Markets. (Unpublished Doctoral thesis, City, University of London)
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
H
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
K
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., 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
M
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,
doi: 10.1093/jeea/jvae018
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.
.
Marinoff, E. A. (2024). Behavioural Finance and Cryptocurrencies: Studies of Behavioural Finance in Cryptocurrency Markets. (Unpublished Doctoral thesis, City, University of London)
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., Papapostolou, N., Marchese, M. & Tamvakis, M. ORCID: 0000-0002-5056-0159 (2024).
Determinants of the price premium for Eco vessels.
Commodity Insights Digest, 2(1),
P
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,
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
S
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
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.
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
U
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