City Research Online

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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

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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

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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: 0000-0001-5438-4263view all authors (2024). The Science of Flexible Retirement Choices: Switching Retirement Savings into an Annuity. Journal of Retirement,

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 (Unpublished Doctoral thesis, City, University of London)

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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

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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

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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

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. .

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.view all authors (2024). Non-Standard Errors. The Journal of Finance, 79(3), pp. 2339-2390. doi: 10.1111/jofi.13337

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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

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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

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Urga, G. ORCID: 0000-0002-6742-7370 & Wang, F. (2024). Estimation and Inference for High Dimensional Factor Model with Regime Switching. Journal of Econometrics,