City Research Online

2025

Halická, M., Trnovská, M. & Černý, A. ORCID: 0000-0001-5583-6516 (2025). On indication, strict monotonicity, and efficiency of projections in a general class of path-based data envelopment models. European Journal of Operational Research, 320(1), pp. 175-187. doi: 10.1016/j.ejor.2024.08.009

2024

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

Amici, G., Ballotta, L. ORCID: 0000-0002-2059-6281 & Semeraro, P. (2024). Multivariate Additive Subordination with Applications in Finance. European Journal of Operational Research, doi: 10.1016/j.ejor.2024.10.010

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. (2024). Leasehold Reform Bill: Written evidence submitted by Dr Mark Andrew and Dr James Culley (LFRB23). UK Parliament.

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

Aslam, M.N. (2024). Profit and Loss Sharing Finance – Application, Risk Management and Theories of Capital Structure. (Unpublished Doctoral thesis, City, University of London)

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 (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, 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.view all authors (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

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: 0000-0001-5438-4263view all authors (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

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 (Unpublished Doctoral thesis, City, University of London)

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

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)

Fridgen, G., Kräussl, R. ORCID: 0000-0001-8933-9278, Papageorgiou, O. & Tugnetti, A.view all authors (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

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.

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

Larrain, B., Phillips, G., Sertsios, G. & Urzua, F. ORCID: 0000-0003-4681-7684view all authors (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,

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

Li, J. (2024). Essays on Corporate Finance and Corporate Governance. (Unpublished Doctoral thesis, City, University of London)

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: 0000-0001-7406-4929view 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). 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: 0000-0002-5056-0159view all authors (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: 0000-0002-3226-7944view all authors (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

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

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. (2024). Measuring the interconnectedness and systemic risk in the European listed real estate sector. Brussels, Belgium: EPRA.

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

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)

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

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

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

Wang, L. (2024). Bayesian Markov-Switching Models with Economic and Financial Applications. (Unpublished Doctoral thesis, City, University of London)

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,

2023

Al-Sarraf, J.A. (2023). Essays on Diversity and Firm Performance. (Unpublished Doctoral thesis, City, University of London)

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.

Andrew, M. ORCID: 0000-0002-5256-4882 & Culley, J. (2023). Leasehold Reform Proposals in England and Wales: The unintended consequences of proposals to reduce the premium in short leasehold extensions. .

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

Ayadi, R., Bongini, P., Casu, B. ORCID: 0000-0003-3586-328X & Cucinelli, D.view all authors (2023). Bank Business Models in MENA and African Countries: The Relevance of Contextual Variables. Review of Corporate Finance, 3(3), pp. 329-359. doi: 10.1561/114.00000043

Bae, J. ORCID: 0000-0003-1580-8718 & Yu, J. (2023). Misstatement verifiability and managers’ earnings warning decisions. Journal of Accounting and Public Policy, 42(6), article number 107152. doi: 10.1016/j.jaccpubpol.2023.107152

Bae, J. ORCID: 0000-0003-1580-8718, Yu Hung, C. & van Lent, L. (2023). Mobilizing Text As Data. European Accounting Review, 32(5), pp. 1085-1106. doi: 10.1080/09638180.2023.2218423

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

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.view all authors (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

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.

Cao, J. J., Vasquez, A. A., Xiao, X. ORCID: 0000-0002-0564-9795 & Zhan, X. E.view all authors (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.view all authors (2023). Implied Volatility Changes and Corporate Bond Returns. Management Science, 69(3), pp. 1375-1397. doi: 10.1287/mnsc.2022.4379

Casu, B. ORCID: 0000-0003-3586-328X, Gallo, A., Kalotychou, E. & Sarkisyan, A.view all authors (2023). Bank Misconduct, Board Diversity and CEO Turnover. Review of Corporate Finance, 3(1–2), pp. 149-174. doi: 10.1561/114.00000038

Cestone, G. ORCID: 0000-0002-3667-7895, Fumagalli, C., Kramarz, F. & Pica, G.view all authors (2023). Exploiting Growth Opportunities: The Role of Internal Labor Markets. The Review of Economic Studies, 91(5), pp. 2676-2716. 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

Ciampini, A. (2023). Essays on Factor Models in Asset Pricing. (Unpublished Doctoral thesis, City, University of London)

Clare, A. D., Seaton, J., Smith, P. N. & Thomas, S. ORCID: 0000-0001-5438-4263view all authors (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

Corradi, V., Fosten, J. & Gutknecht, D. (2023). Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk. Journal of Econometrics, 236(2), article number 105490. doi: 10.1016/j.jeconom.2023.105490

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

Degryse, H., De Winne, R., Gresse, C. & Payne, R. ORCID: 0000-0003-3123-5243view all authors (2023). Duplicated Orders, Swift Cancellations, and Fast Market Making in Fragmented Markets (10.2139/ssrn.3356695). SSRN.

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., 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

Findlater, A. (2023). The Annuity Puzzle: Insights from Recent UK Pension Developments. (Unpublished Doctoral thesis, City, University of London)

Fosten, J. ORCID: 0000-0001-5123-8500 & Nandi, S. (2023). Nowcasting U.S. state-level CO2 emissions and energy consumption. International Journal of Forecasting, doi: 10.1016/j.ijforecast.2023.10.002

Fosten, J. & Nandi, S. (2023). Nowcasting from cross‐sectionally dependent panels. Journal of Applied Econometrics, 38(6), pp. 898-919. doi: 10.1002/jae.2980

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.view all authors (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

Gao, D. (2023). Essays in Financial Intermediation. (Unpublished Doctoral thesis, City, University of London)

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: 0000-0002-6742-7370view all authors (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.view all authors (2023). Enforcing Disclosure Compliance in Mergers and Acquisitions: Evidence from China. The European Accounting Review, pp. 1-34. doi: 10.1080/09638180.2023.2273380

Kempf, E., Luo, M. ORCID: 0009-0008-2356-1536, Schäfer, L. & Tsoutsoura, M.view all authors (2023). Political ideology and international capital allocation. Journal of Financial Economics, 148(2), pp. 150-173. doi: 10.1016/j.jfineco.2023.02.005

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.

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

Kräussl, Z. ORCID: 0000-0001-8718-4874, Baida, Z., Post, S. , Rukanova, B. & Tan, Y. H.view all authors (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.

Kumar, A., Motahari, M. ORCID: 0000-0003-3245-8545 & Taffler, R. J. (2023). Skewness Sentiment and Market Anomalies. Management Science, 70(7), pp. 4328-4356. 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, 72(4), pp. 1630-1653. 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: 0000-0003-4681-7684view all authors (2023). Ownership Concentration and Firm Value: New Evidence from Owner Stakes in IPOs. Management Science, 70(7), pp. 4441-4464. 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.view all authors (2023). Foreign exchange hedging using regime‐switching models: The case of pound sterling. International Journal of Finance and Economics, 29(4), pp. 4813-4835. 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: 0000-0002-5056-0159view all authors (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: 0000-0002-9287-0972view all authors (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.view all authors (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

Pezier, E. & Volpin, P. ORCID: 0000-0002-9287-0972 (2023). Shareholder Activism in Small-Cap Newly Public Firms. Financial Analysts Journal, 80(2), pp. 52-73. doi: 10.1080/0015198X.2023.2283445

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: 0000-0002-6954-9961view all authors (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

Shi, Y. ORCID: 0000-0002-3226-7944, Sorrell, S. & Foxon, T. (2023). The impact of teleworking on domestic energy use and carbon emissions: An assessment for England. Energy and Buildings, 287, article number 112996. doi: 10.1016/j.enbuild.2023.112996

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

Spreng, L. (2023). Essays on Econometric Forecasting. (Unpublished Doctoral thesis, City, University of London)

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

Wang, L. (2023). Essays on Rational Expectation Equilibrium and Mutual Fund Disclosure. (Unpublished Doctoral thesis, City, University of London)

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, 49(2), pp. 752-781. doi: 10.1287/moor.2023.1374

2022

Aftab, M. & Phylaktis, K. ORCID: 0000-0001-9392-1682 (2022). Economic Integration and Exchange Market Pressure in a Policy Uncertain World. Journal of International Money and Finance, 128, article number 102701. doi: 10.1016/j.jimonfin.2022.102701

Alexandridis, G., Hoepner, A., Huang, Z. ORCID: 0000-0002-9489-0168 & Oikonomou, I.view all authors (2022). Corporate social responsibility culture and international M&As. The British Accounting Review, 54(1), article number 101035. doi: 10.1016/j.bar.2021.101035

Angwin, D. N., Urs, U., Appadu, N. , Thanos, I. C., Vourloumis, S. & Kastanakis, M. N.view all authors (2022). Does merger & acquisition (M&A) strategy matter? A contingency perspective. European Management Journal, 40(6), pp. 847-856. doi: 10.1016/j.emj.2022.09.004

Anson, M. & Capie, F. (2022). The Bank of England's profits across 300 years: Wars, financial crises and distribution. Financial History Review, 29(1), pp. 98-119. doi: 10.1017/s0968565022000038

Ballotta, L. ORCID: 0000-0002-2059-6281 & Grégory, R. (2022). Smiles & Smirks: Volatility and leverage by jumps. European Journal of Operational Research, 298(3), pp. 1145-1161. doi: 10.1016/j.ejor.2021.08.023

Ballotta, L. ORCID: 0000-0002-2059-6281 (2022). Powering up Fourier valuation to any dimension. Wilmott, 2022(121), pp. 68-71. doi: 10.54946/wilm.11051

Bas, T., Yaz Gulnur, M. & Phylaktis, K. ORCID: 0000-0001-9392-1682 (2022). Capital Structures of Small Family Firms in Developing Countries. Review of Corporate Finance, 2(4), pp. 745-790. doi: 10.1561/114.00000029

Bellavite Pellegrini, C., Cincinelli, P., Meoli, M. & Urga, G. ORCID: 0000-0002-6742-7370view all authors (2022). The Role of Shadow Banking in Systemic Risk in the European Financial System. Journal of Banking and Finance, 138, article number 106422. doi: 10.1016/j.jbankfin.2022.106422

Bellavite Pellegrini, C., Cincinelli, P., Meoli, M. & Urga, G. ORCID: 0000-0002-6742-7370view all authors (2022). The Contribution of (Shadow) Banks and Real Estate to Systemic Risk in China. Journal of Financial Stability, 60, article number 101018. doi: 10.1016/j.jfs.2022.101018

Bilinski, P. ORCID: 0000-0002-0499-6429 & Yim, A. ORCID: 0000-0002-8063-6572 (2022). Accounting Firms in the European M&A Advisory Market. British Journal of Management, 33(4), pp. 1820-1842. doi: 10.1111/1467-8551.12571

Bilinski, P. ORCID: 0000-0002-0499-6429 (2022). The content of tweets and the usefulness of YouTube and Instagram in corporate communication. The European Accounting Review, 33(1), pp. 279-311. doi: 10.1080/09638180.2022.2084759

Blake, D. ORCID: 0000-0002-2453-2090, Duffield, M., Tonks, I. , Haig, A., Blower, D. & MacPhee, L.view all authors (2022). Smart defaults: Determining the number of default funds in a pension scheme. The British Accounting Review, 54(4), article number 101042. doi: 10.1016/j.bar.2021.101042

Blake, D. ORCID: 0000-0002-2453-2090 (2022). The Great Game Will Never End: Why the Global Financial Crisis Is Bound to Be Repeated. Journal of Risk and Financial Management, 15(6), article number 245. doi: 10.3390/jrfm15060245

Blake, D. ORCID: 0000-0002-2453-2090 (2022). Nudges and Networks: How to Use Behavioural Economics to Improve the Life-Cycle Savings-Consumption Balance. Journal of Risk and Financial Management, 15(5), article number 217. doi: 10.3390/jrfm15050217

Blake, D. ORCID: 0000-0002-2453-2090 & Kearns, H. (2022). Looking into longevity: Q & A with Professor David Blake. London, UK: Insight Investment.

Blake, D. ORCID: 0000-0002-2453-2090 & Pickles, J. (2022). Mental time travel and the valuation of financial investments. Review of Behavioral Finance, 14(3), pp. 327-344. doi: 10.1108/RBF-06-2020-0133

Bracci, A., Nadini, M., Aliapoulios, M. , McCoy, D., Gray, I., Teytelboym, A., Gallo, A. ORCID: 0000-0002-8355-1689 & Baronchelli, A. ORCID: 0000-0002-0255-0829view all authors (2022). Vaccines and more: The response of Dark Web marketplaces to the ongoing COVID-19 pandemic. PLoS One, 17(11), article number e0275288. doi: 10.1371/journal.pone.0275288

Cairns, A. J. G., Blake, D. ORCID: 0000-0002-2453-2090, Dowd, K. , Coughlan, G. D., Jones, O. & Rowney, J.view all authors (2022). A General Framework for Analysing the Mortality Experience of a Large Portfolio of Lives: With an Application to the UK Universities Superannuation Scheme. European Actuarial Journal, 12(1), pp. 381-415. doi: 10.1007/s13385-022-00309-1

Casu, B. ORCID: 0000-0003-3586-328X, Chiaramonte, L., Croci, E. & Filomeni, S.view all authors (2022). Access to Credit in a Market Downturn. Journal of Financial Services Research, 66(2), pp. 143-169. doi: 10.1007/s10693-022-00388-x

Cespa, G. ORCID: 0000-0003-2466-6168, Gargano, A., Riddiough, S. & Sarno, L.view all authors (2022). Foreign exchange volume. The Review of Financial Studies, 35(5), pp. 2386-2427. doi: 10.1093/rfs/hhab095

Cincinelli, P., Pellini, E. ORCID: 0000-0001-9402-3526 & Urga, G. ORCID: 0000-0002-6742-7370 (2022). Systemic Risk in the Chinese Financial System: A Panel Granger Causality Analysis. International Review of Financial Analysis, 82, article number 102179. doi: 10.1016/j.irfa.2022.102179

Clare, A. ORCID: 0000-0002-4180-6778, Sherman, M., O'Sullivan, N. , Gao, J. & Zhu, S.view all authors (2022). Manager characteristics: Predicting fund performance. International Review of Financial Analysis, 80, article number 102049. doi: 10.1016/j.irfa.2022.102049

Clare, A. ORCID: 0000-0002-4180-6778 (2022). Is there a boutique asset management premium? Evidence from the European fund management industry. Journal of Asset Management, 23(1), pp. 19-32. doi: 10.1057/s41260-021-00245-x

Corvino, R. & Fusai, G. ORCID: 0000-0001-9215-2586 (2022). Default risk premium and asset prices. Journal of Financial Stability, 60, article number 101014. doi: 10.1016/j.jfs.2022.101014

Cuthbertson, K., Nitzsche, D. ORCID: 0000-0003-2441-1288 & O'Sullivan, N. (2022). Mutual fund performance persistence: Factor models and portfolio size. International Review of Financial Analysis, 81, article number 102133. doi: 10.1016/j.irfa.2022.102133

Danielle, L. & Bilinski, P. ORCID: 0000-0002-0499-6429 (2022). Does corporate social responsibility affect the institutional ownership of firms in the hospitality and tourism industry?. Tourism Economics, 29(4), pp. 853-879. doi: 10.1177/13548166211069899

Della Corte, P., Sarno, L., Schmeling, M. ORCID: 0000-0002-4488-6750 & Wagner, C.view all authors (2022). Exchange Rates and Sovereign Risk. Management Science, 68(8), pp. 5591-5617. doi: 10.1287/mnsc.2021.4115

Dowd, K. & Blake, D. ORCID: 0000-0002-2453-2090 (2022). Good Practice Principles in Modelling Defined Contribution Pension Plans. Journal of Risk and Financial Management, 15(3), article number 108. doi: 10.3390/jrfm15030108

Dowd, K. & Blake, D. ORCID: 0000-0002-2453-2090 (2022). Projecting Mortality Rates to Extreme Old Age with the CBDX Model. Forecasting, 4(1), pp. 208-218. doi: 10.3390/forecast4010012

Fan, Z., Londono, J. M. & Xiao, X. ORCID: 0000-0002-0564-9795 (2022). Equity tail risk and currency risk premiums. Journal of Financial Economics, 143(1), pp. 484-503. doi: 10.1016/j.jfineco.2021.05.020

Fan, Z., Xiao, X. ORCID: 0000-0002-0564-9795 & Zhou, H. (2022). Moment Risk Premia and Stock Return Predictability. Journal of Financial and Quantitative Analysis, 57(1), pp. 67-93. doi: 10.1017/s002210902000085x

Fich, E. M., Harford, J. & Tran, A. ORCID: 0000-0001-7090-8063 (2022). Disloyal managers and shareholders’ wealth. Review of Financial Studies, 36(5), pp. 1837-1888. doi: 10.1093/rfs/hhac070

Fosten, J. & Greenaway-McGrevy, R. (2022). Panel data nowcasting. Econometric Reviews, 41(7), pp. 675-696. doi: 10.1080/07474938.2021.2017670

Fratzscher, M., Heidland, T., Menkhoff, L. , Sarno, L. ORCID: 0000-0003-1279-9748 & Schmeling, M. ORCID: 0000-0002-4488-6750view all authors (2022). Foreign Exchange Intervention: A New Database. IMF Economic Review, 71(4), pp. 852-884. doi: 10.1057/s41308-022-00190-8

Fuertes, A-M. ORCID: 0000-0001-6468-9845, Liu, Z. & Tang, W. (2022). Risk-neutral skewness and commodity futures pricing. Journal of Futures Markets, 42(4), pp. 751-785. doi: 10.1002/fut.22308

Gallo, A. ORCID: 0000-0002-8355-1689 & Park, M. (2022). CLO (Collateralized Loan Obligation) Market and Corporate Lending. Journal of Money, Credit and Banking, 55(5), pp. 1077-1118. doi: 10.1111/jmcb.12941

Ge, X. (2022). Essays on corporate reporting and auditing. (Unpublished Doctoral thesis, City, University of London)

Han, Shangqi (2022). Essays in International Finance and Asset Prices. (Unpublished Doctoral thesis, City, University of London)

Han, T., Ghobadian, A., Yim, A. ORCID: 0000-0002-8063-6572 , Tao, R. & Thomas, H.view all authors (2022). Competitive Categorization and Networks: Cognitive Strategic Groups. British Journal of Management, 34(4), pp. 1687-1713. doi: 10.1111/1467-8551.12694

Han, X., Sakkas, N., Danbolt, J. & Eshraghi, A.view all authors (2022). Persistence of investor sentiment and market mispricing. Financial Review, 57(3), pp. 617-640. doi: 10.1111/fire.12301

Hayley, S. & Sefiloglu, O. (2022). Biases in Private Equity Returns. .

Ioannidou, V. ORCID: 0000-0002-7996-2346, Pavanini, N. & Peng, Y. (2022). Collateral and asymmetric information in lending markets. Journal of Financial Economics, 144(1), pp. 93-121. doi: 10.1016/j.jfineco.2021.12.010

Jang, C., Clare, A. ORCID: 0000-0002-4180-6778 & Owadally, I. ORCID: 0000-0002-0830-3554 (2022). Glide paths for a retirement plan with deferred annuities. Journal of Pension Economics and Finance, 21(4), pp. 565-581. doi: 10.1017/S1474747221000251

Kazuhiro, H. & Sun, C. (2022). A Toolkit for Exploiting Contemporaneous Stock Correlations. Journal of Empirical Finance, 65, pp. 99-124. doi: 10.1016/j.jempfin.2021.11.003

Kladakis, G. & Skouralis, A. ORCID: 0000-0003-0835-1457 (2022). Credit rating downgrades and systemic risk (01/22). London, UK: Centre for Banking Research, Bayes Business School, City, University of London.

Konstantinidi, T. ORCID: 0000-0002-4531-7728 (2022). Firm Life Cycle, Expectation Errors and Future Stock Returns. Journal of Banking and Finance, 143, article number 106591. doi: 10.1016/j.jbankfin.2022.106591

Lux, N. & Skouralis, A. ORCID: 0000-0003-0835-1457 (2022). The debt funding gap in the UK commercial real estate sector. Real Estate Research Centre, Bayes Business School, City, University of London.

Maitra, P., Mitra, S., Mookherjee, D. & Visaria, S. ORCID: 0000-0001-7406-4929view all authors (2022). Evaluating the distributive effects of a micro-credit intervention. Journal of Development Economics, 158, article number 102896. doi: 10.1016/j.jdeveco.2022.102896

Mateus, C., Sarwar, S. & Todorovic, N. ORCID: 0000-0003-4875-623X (2022). Does equity mutual fund factor-risk-shifting pay off? Evidence from the US. The European Journal of Finance, 29(4), pp. 444-465. doi: 10.1080/1351847x.2022.2071629

Medhat, M. & Schmeling, M. ORCID: 0000-0002-4488-6750 (2022). Short-term Momentum. The Review of Financial Studies, 35(3), pp. 1480-1526. doi: 10.1093/rfs/hhab055

Nomikos, N. ORCID: 0000-0003-1621-2991 & Tsouknidis, D. (2022). Disentangling Demand and Supply Shocks in the Shipping Freight Market: their Impact on Shipping Investments. Maritime Policy & Management, 50(5), pp. 563-581. doi: 10.1080/03088839.2021.2017041

Schmeling, M. ORCID: 0000-0002-4488-6750, Schrimpf, A. & Steffensen, S. A. M. (2022). Monetary policy expectation errors. Journal of Financial Economics, 146(3), pp. 841-858. doi: 10.1016/j.jfineco.2022.09.005

Schreder, M. & Bilinski, P. ORCID: 0000-0002-0499-6429 (2022). Information Quality and the Expected Rate of Return: A Structural Equation Modelling Approach. Asia-Pacific Financial Markets, 29(2), pp. 139-170. doi: 10.1007/s10690-021-09342-8

Schreder, M. & Bilinski, P. ORCID: 0000-0002-0499-6429 (2022). A study of the reliability of cross-sectional earnings forecasting models for estimating IPO firms’ implied cost of capital. Accounting Research Journal, 35(2), pp. 219-237. doi: 10.1108/ARJ-10-2020-0329

Shi, Y. ORCID: 0000-0002-3226-7944, Sorrell, S. R. & J. Foxon, T. (2022). Do Teleworkers Have Lower Transport Emissions? What are the Most Important Factors? (10.2139/ssrn.4223576). .

Spreng, L. & Urga, G. ORCID: 0000-0002-6742-7370 (2022). Combining p-values for Multivariate Predictive Ability Testing. Journal of Business and Economic Statistics, 41(3), pp. 765-777. doi: 10.1080/07350015.2022.2067545

Tsolacos, S. & Lux, N. ORCID: 0000-0001-6097-8498 (2022). Modelling credit spreads on commercial mortgage loans. Journal of European Real Estate Research, 15(3), pp. 332-350. doi: 10.1108/jerer-04-2021-0022

Ye, X (2022). What Do Insiders Know? The Informational Content of Insider Trading around Three Corporate Events.. (Unpublished Doctoral thesis, City, University of London)

Zhao, Nan (2022). Essays on Commodity Futures Markets. (Unpublished Doctoral thesis, City, University of London)

van Binsbergen, J. H., Han, X. & Lopez-Lira, A. (2022). Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases. The Review of Financial Studies, 36(6), pp. 2361-2396. doi: 10.1093/rfs/hhac085

Černý, A. ORCID: 0000-0001-5583-6516 & Ruf, J. (2022). Simplified stochastic calculus via semimartingale representations. Electronic Journal of Probability, 27, pp. 1-32. doi: 10.1214/21-EJP729

2021

Acharya, V., Gabarro, M. & Volpin, P. ORCID: 0000-0002-9287-0972 (2021). Competition for Managers and Corporate Governance. Journal of Law, Finance, and Accounting, 6(1), pp. 179-219. doi: 10.1561/108.00000053

Akgun, O., Pirotte, A. & Urga, G. (2021). Heterogeneity and cross-sectional dependence in panels: Heterogeneous vs. homogeneous estimators. Revue d'Economie Politique, Vol. 1(1), pp. 19-55. doi: 10.3917/redp.311.0025

Andonov, A., Kräussl, R. ORCID: 0000-0001-8933-9278 & Rauh, J. (2021). Institutional Investors and Infrastructure Investing. The Review of Financial Studies, 34(8), pp. 3880-3934. doi: 10.1093/rfs/hhab048

Arnaboldi, F., Casu, B. ORCID: 0000-0003-3586-328X, Gallo, A. , Kalotychou, E. & Sarkisyan, A.view all authors (2021). Gender diversity and bank misconduct. Journal of Corporate Finance, 71, article number 101834. doi: 10.1016/j.jcorpfin.2020.101834

Baeckstrom, Y., Marsh, I. ORCID: 0000-0002-0483-8658 & Sylvester, J. (2021). Financial Advice and Gender: Wealthy Individual Investors in the UK. Journal of Corporate Finance, 71, article number 101882. doi: 10.1016/j.jcorpfin.2021.101882

Baeckström, Y., Marsh, I. W. ORCID: 0000-0002-0483-8658 & Silvester, J. (2021). Variations in investment advice provision: A study of financial advisors of millionaire investors. Journal of Economic Behavior & Organization, 188, pp. 716-735. doi: 10.1016/j.jebo.2021.05.008

Ballotta, L. ORCID: 0000-0002-2059-6281, Eberlein, E., Schmidt, T. & Zeineddine, R.view all authors (2021). Fourier based methods for the management of complex life insurance products. Insurance: Mathematics and Economics, 101(B), pp. 320-341. doi: 10.1016/j.insmatheco.2021.08.009

Bartram, S. M., Branke, J., Rossi, G. D. & Motahari, M. ORCID: 0000-0003-3245-8545view all authors (2021). Machine Learning for Active Portfolio Management. The Journal of Financial Data Science, 3(3), pp. 9-30. doi: 10.3905/jfds.2021.1.071

Baudot, L., Huang, Z. ORCID: 0000-0003-2280-3149 & Wallace, D. (2021). Stakeholder Perceptions of Risk in Mandatory Corporate Responsibility Disclosure. Journal of Business Ethics, 172(1), pp. 151-174. doi: 10.1007/s10551-020-04476-7

Beck, T. ORCID: 0000-0001-8382-2066, Silva, A. & Da-Rocha-Lopes, S. (2021). Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins. The Review of Financial Studies, 34(4), pp. 1747-1788. doi: 10.1093/rfs/hhaa067

Bilinski, P. ORCID: 0000-0002-0499-6429 (2021). Analyst Information Intermediation during the COVID-19 Pandemic (10.2139/ssrn.3807974). Elsevier BV, ISSN 1556-5068.

Bilinski, P. ORCID: 0000-0002-0499-6429 & Bradshaw, M. (2021). Analyst Dividend Forecasts and Their Usefulness to Investors. The Accounting Review, 97(4), pp. 75-104. doi: 10.2308/TAR-2018-0518

Blake, D. ORCID: 0000-0002-2453-2090 (2021). Making Astrology Look Respectable: On the Extraordinary Abuse of Economic Models in the EU Referendum Debate. Advances in Politics and Economics, 4(4), pp. 15-79. doi: 10.22158/ape.v4n4p15

Blake, D. ORCID: 0000-0002-2453-2090 (2021). Striking Similarities: The Origins of the European Economic Community. Advances in Politics and Economics, 4(1), pp. 1-19. doi: 10.22158/ape.v4n1p1

Blake, D. ORCID: 0000-0002-2453-2090 (2021). The UK is the Eurozone’s Dumping Ground. Review of Economics and Finance, 19, pp. 124-141. doi: 10.35341/1923-7529.2021.19.13

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Blake, D. ORCID: 0000-0002-2453-2090 & Pickles, J. (2021). Mental Time Travel and Retirement Savings. Journal of Risk and Financial Management, 14(12), article number 581. doi: 10.3390/jrfm14120581

Blouin, J., Fich, E. M., Rice, E. & Tran, A. ORCID: 0000-0001-7090-8063view all authors (2021). Corporate Tax Cuts, Merger Activity, and Shareholder Wealth. Journal of Accounting and Economics, 71(1), article number 101315. doi: 10.1016/j.jacceco.2020.101315

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Chen, J., Lasfer, M. ORCID: 0000-0003-2338-672X, Song, W. & Zhou, S.view all authors (2021). Recession managers and mutual fund performance. Journal of Corporate Finance, 69, article number 102010. doi: 10.1016/j.jcorpfin.2021.102010

Cho, H. & Choi, G-Y. ORCID: 0000-0001-5285-2617 (2021). Managerial ability and revenue-expense matching: accrual estimation versus real business decision. Asia-Pacific Journal of Accounting & Economics, 30(4), pp. 1120-1135. doi: 10.1080/16081625.2021.1977663

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Cincinelli, P., Pellini, E. & Urga, G. (2021). Leverage and Systemic Risk Pro-Cyclicality in the Chinese Financial System. International Review of Financial Analysis, 78(101895), article number 101895. doi: 10.1016/j.irfa.2021.101895

Clare, A. ORCID: 0000-0002-4180-6778, Cuthbertson, K. ORCID: 0000-0003-2004-2630, Nitzsche, D. ORCID: 0000-0003-2441-1288 & O'Sullivan, N.view all authors (2021). How skilful are US fixed-income fund managers?. International Review of Financial Analysis, 74, article number 101673. doi: 10.1016/j.irfa.2021.101673

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Dergiades, T. & Pouliasis, P. K. ORCID: 0000-0002-7389-3722 (2021). Should Stock Returns Predictability be “hooked on” Long Horizon Regressions?. International Journal of Finance and Economics, 28(1), pp. 718-732. doi: 10.1002/ijfe.2446

Farrelly, K. & Moss, A. ORCID: 0000-0002-4320-1764 (2021). Reexamining the Real Estate Quadrants. The Journal of Portfolio Management, 47(10), pp. 62-74. doi: 10.3905/jpm.2021.1.271

Feng, L (2021). Asset Pricing across Asset Classes and Microstructure Analysis in Equity and Cryptocurrency Market. (Unpublished Doctoral thesis, City, University of London)

Fernandez-Perez, A., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Miffre, J. (2021). The risk premia of energy futures. Energy Economics, 102, article number 105460. doi: 10.1016/j.eneco.2021.105460

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Fullwood, J., James, J. & Marsh, I. W. ORCID: 0000-0002-0483-8658 (2021). Volatility and the cross-section of returns on FX options. Journal of Financial Economics, 141(3), pp. 1262-1284. doi: 10.1016/j.jfineco.2021.04.030

Fusai, G. ORCID: 0000-0001-9215-2586, Longo, G. & Zanotti, G. (2021). Interest rate structured products: can they improve the risk–return profile?. The European Journal of Finance, 28(13-15), pp. 1481-1512. doi: 10.1080/1351847x.2021.1967180

Félix, L., Kräussl, R. ORCID: 0000-0001-8933-9278 & Stork, P. (2021). Strategic bias and popularity effect in the prediction of economic surprises. Journal of Forecasting, 40(6), pp. 1095-1117. doi: 10.1002/for.2764

Garcia Osma, B. & Grande-Herrera, C. (2021). The role of users’ engagement in shaping financial reporting: Should activists target accounting more?. Accounting and Business Research, 51(5), pp. 511-544. doi: 10.1080/00014788.2021.1932261

Ge, X., Bilinski, P. ORCID: 0000-0002-0499-6429 & Kraft, A. ORCID: 0000-0003-1641-1982 (2021). Institutional Blockholders and Voluntary Disclosure. The European Accounting Review, 30(5), pp. 1013-1042. doi: 10.1080/09638180.2021.1979418

Gerard, K., Killeen, N., Skouralis, A. ORCID: 0000-0003-0835-1457 , Velasco, S. & Wosser, M.view all authors (2021). COVID-19 and the commercial real estate market in Ireland. Financial Stability Notes, 2021, article number 4.

Gietzmann, M., Isidro, H. & Raonic, I. ORCID: 0000-0003-2982-8445 (2021). The Rise of Covenant-Lite Bond Contracting. JAAF: Journal of Accounting Auditing and Finance, 38(3), pp. 483-509. doi: 10.1177/0148558x20987384

Hope, O-K., Huang, Z. ORCID: 0000-0003-2280-3149 & Moldovan, R. (2021). Wall street analysts as investor relations officers. Journal of Corporate Finance, 67, article number 101893. doi: 10.1016/j.jcorpfin.2021.101893

Hunt, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2021). Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies. North American Actuarial Journal, 25(sup1), S508-S533. doi: 10.1080/10920277.2019.1649160

Jang, C., Owadally, I. ORCID: 0000-0002-0830-3554, Clare, A. ORCID: 0000-0002-4180-6778 & Kashif, M.view all authors (2021). Lifetime consumption and investment with housing, deferred annuities and home equity release. Quantitative Finance, 22(1), pp. 129-145. doi: 10.1080/14697688.2021.1993624

Katsoulis, P. (2021). Essays in financial stability and intermediation. (Unpublished Doctoral thesis, City, University of London)

Keswani, A. ORCID: 0000-0001-9096-7677, Tran, A. ORCID: 0000-0001-7090-8063 & Volpin, P. ORCID: 0000-0002-9287-0972 (2021). Institutional Debt Holder Governance. Journal of Financial and Quantitative Analysis, 56(6), pp. 2103-2135. doi: 10.1017/S0022109020000630

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Kilian, L., Nomikos, N. ORCID: 0000-0003-1621-2991 & Zhou, X. (2021). A Quantitative Model of the Oil Tanker Market in the Arabian Gulf. Energy Journal, 44(5), pp. 95-114. doi: 10.5547/01956574.44.4.lkil

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Roszkowska, P. ORCID: 0000-0001-6929-1764 (2021). Fintech in financial reporting and audit for fraud prevention and safeguarding equity investments. Journal of Accounting & Organizational Change, 17(2), pp. 164-196. doi: 10.1108/jaoc-09-2019-0098

Roszkowska, P. ORCID: 0000-0001-6929-1764, Langer, L. K. & Langer, P. B. (2021). Pension funds and IPO pricing. Evidence from a quasi-experiment. The British Accounting Review, 53(4), article number 100943. doi: 10.1016/j.bar.2020.100943

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Skouralis, A. ORCID: 0000-0003-0835-1457 (2021). The Role of Systemic Risk Spillovers in the Transmission of Euro Area Monetary Policy (10.2139/ssrn.3986747). Frankfurt am Main, Germany: European Systemic Risk Board, ISSN 2467-0677.

Tian, H., Yim, A. ORCID: 0000-0002-8063-6572 & Newton, D. (2021). Tail-Heaviness, Asymmetry, and Profitability Forecasting by Quantile Regression. Management Science, 67(8), pp. 5209-5233. doi: 10.1287/mnsc.2020.3694

Tietz, R (2021). Monetary Policy and Financial Markets. (Unpublished Doctoral thesis, City, University of London)

van de Wiel, W., Castillo-Laborde, C., Urzúa, F. ORCID: 0000-0003-4681-7684 , Fish, M. & Scholte, W. F.view all authors (2021). Mental health consequences of long-term stays in refugee camps: preliminary evidence from Moria. BMC Public Health, 21(1), article number 1290. doi: 10.1186/s12889-021-11301-x

Černý, A. ORCID: 0000-0001-5583-6516 & Ruf, J. (2021). Pure-jump semimartingales. Bernoulli: a journal of mathematical statistics and probability, 27(4), pp. 2624-2648. doi: 10.3150/21-bej1325

2020

Aftab, M., Ahmad, R., Ismail, I. & Phylaktis, K. ORCID: 0000-0001-9392-1682view all authors (2020). Economic Integration and the Currency and Equity Markets Nexus. International Journal of Finance and Economics, 26(4), pp. 5278-5301. doi: 10.1002/ijfe.2065

Aldunate, F., González, F., Prem, M. & Urzúa, F. ORCID: 0000-0003-4681-7684view all authors (2020). Privatization and business groups: Evidence from the Chicago Boys in Chile. Explorations in Economic History, 78, article number 101355. doi: 10.1016/j.eeh.2020.101355

Ayadi, R., Bongini, P., Casu, B. ORCID: 0000-0003-3586-328X & Cucinelli, D.view all authors (2020). Bank Business Model Migrations in Europe: Determinants and Effects. British Journal of Management, 32(4), pp. 1007-1026. doi: 10.1111/1467-8551.12437

Ballotta, L. ORCID: 0000-0002-2059-6281, Fusai, G. ORCID: 0000-0001-9215-2586, Kyriakou, I. ORCID: 0000-0001-9592-596X , Papapostolou, N. C. ORCID: 0000-0003-4529-1182 & Pouliasis, P. K. ORCID: 0000-0002-7389-3722view all authors (2020). Risk management of climate impact for tourism operators: An empirical analysis on ski resorts. Tourism Management, 77, article number 104011. doi: 10.1016/j.tourman.2019.104011

Baltagi, B. H., Wang, F. & Kao, C. (2020). Estimating and Testing High Dimensional Factor Models With Multiple Structural Changes. Journal of Econometrics, 220(2), pp. 349-365. doi: 10.1016/j.jeconom.2020.04.005

Bartram, S. M., Branke, J. & Motahari, M. ORCID: 0000-0003-3245-8545 (2020). Artificial Intelligence in Asset Management. Charlottesville, USA: CFA Institute Research Foundation.

Beber, A., Driessen, J., Neuberger, A. ORCID: 0000-0002-5344-1083 & Tuijp, P.view all authors (2020). Pricing Liquidity Risk with Heterogeneous Investment Horizons. Journal of Financial and Quantitative Analysis, pp. 1-67. doi: 10.1017/S0022109020000137

Beck, T. ORCID: 0000-0001-8382-2066, Hoseini, M. & Uras, B. R. (2020). Trade Credit and Access to Finance: Evidence from Ethiopian Retailers. Journal of African Economies, 29(2), pp. 146-172. doi: 10.1093/jae/ejz018

Bennouri, M., De Amicis, C. & Falconieri, S. (2020). Welcome on board: A note on gender quotas regulation in Europe. Economic Letters, 190, article number 109055. doi: 10.1016/j.econlet.2020.109055

Benos, E., Payne, R. & Vasios, M. (2020). Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd-Frank Act. Journal of Financial and Quantitative Analysis, 55(1), pp. 159-192. doi: 10.1017/s0022109018001527

Blake, D. ORCID: 0000-0002-2453-2090 (2020). How bright are the prospects for UK trade and prosperity post-Brexit?. Journal of Self-Governance and Management Economics, 8(1), pp. 7-99. doi: 10.22381/JSME8120201

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Blake, D. ORCID: 0000-0002-2453-2090 (2020). Striking similarities: The origins of the European Economic Community. City, University of London.

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Blake, D. ORCID: 0000-0002-2453-2090, Duffield, M., Tonks, I. , Haig, A., Blower, D. & MacPhee, L.view all authors (2020). Grouping Individual Investment Preferences in Retirement Savings: A Cluster Analysis of a USS Members Risk Attitude Survey (PI-2003). London, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090, Duffield, M., Tonks, I. , Haig, A., Blower, D. & MacPhee, L.view all authors (2020). One size fits all: How many default funds does a pension scheme need?. London, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090, Kallestrup-Lamb, M., Kjaergaard, S. & Rosenkjold, C.view all authors (2020). Insight into Stagnating Life Expectancy: Analysing Cause of Death Patterns across Socio-economic Groups (PI-2001). London, UK: Pensions Institute.

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Cairns, A. J. G., Blake, D. ORCID: 0000-0002-2453-2090, Kessler, A.R. & Kessler, M.view all authors (2020). The Impact of Covid-19 on Future Higher-Age Mortality. London, UK: Pensions Institute.

Carletti, E., De Marco, F., Ioannidou, V. ORCID: 0000-0002-7996-2346 & Sette, E.view all authors (2020). Banks As Patient Lenders: Evidence from a Tax Reform (2019-110). BAFFI CAREFIN Centre.

Cestone, G., Fumagalli, C., Kramaz, F. & Pica, G.view all authors (2020). Insurance Between Firms: The Role of Internal Labor Markets (CSEF Working Paper 386). Naples, Italy: Centre for Studies in Economics and Finance (CSEF).

Clare, A. ORCID: 0000-0002-4180-6778, Glover, S., Seaton, J. , Smith, P. N. & Thomas, S. ORCID: 0000-0001-5438-4263view all authors (2020). Measuring sequence of returns risk. Journal of Retirement, 8(1), pp. 65-79. doi: 10.3905/jor.2020.1.066

Colacito, R., Riddiough, S. J. & Sarno, L. ORCID: 0000-0003-1279-9748 (2020). Business Cycles and Currency Returns. Journal of Financial Economics, 137(3), pp. 659-678. doi: 10.1016/j.jfineco.2020.04.005

Cotugno, M., D'Amato, A., Gallo, A. ORCID: 0000-0002-8355-1689 & Stefanelli, V.view all authors (2020). DO SUPERVISORY ENFORCEMENT ACTIONS AFFECT board composition?. Corporate Governance: An International Review, 29(1), pp. 22-44. doi: 10.1111/corg.12336

De Amicis, C., Falconieri, S. & Tastan, M. (2020). Sentiment Analysis and Gender Differences in Earnings Conference Calls. Journal of Corporate Finance, 71, article number 101809. doi: 10.1016/j.jcorpfin.2020.101809

Degryse, H., Ioannidou, V. ORCID: 0000-0002-7996-2346, Liberti, J. M. & Sturgess, J.view all authors (2020). How Do Laws and Institutions Affect Recovery Rates for Collateral?. Review of Corporate Finance Studies, 9(1), pp. 1-43. doi: 10.1093/rcfs/cfz011

Della Corte, P., Kozhan, R. & Neuberger, A. ORCID: 0000-0002-5344-1083 (2020). The Cross-Section of Currency Volatility Premia. Journal of Financial Economics, 139(3), pp. 950-970. doi: 10.1016/j.jfineco.2020.08.010

Dowd, K., Cairns, J. G. & Blake, D. ORCID: 0000-0002-2453-2090 (2020). CBDX: A Workhorse Mortality Model from the Cairns-Blake-Dowd Family. Annals of Actuarial Science, 14(2), pp. 445-460. doi: 10.1017/s1748499520000159

Dupuy, P., James, J. & Marsh, I. W. ORCID: 0000-0002-0483-8658 (2020). Attractive and non-attractive currencies. Journal of International Money and Finance, 110, article number 102253. doi: 10.1016/j.jimonfin.2020.102253

Elyasiani, E., Hasan, I., Kalotychou, E. , Pouliasis, P. K. ORCID: 0000-0002-7389-3722 & Staikouras, S.view all authors (2020). Banks’ equity performance and the term structure of interest rates. Financial Markets, Institutions And Instruments, 29(2), pp. 43-64. doi: 10.1111/fmii.12125

Fang, B., Hope, O-K., Huang, Z. ORCID: 0000-0003-2280-3149 & Moldovan, R.view all authors (2020). The Effects of MiFID II on Sell-Side Analysts, Buy-Side Analysts, and Firms. Review of Accounting Studies, 25(3), pp. 855-902. doi: 10.1007/s11142-020-09545-w

Fernandez-Perez, A., Fuertes, A-M. ORCID: 0000-0001-6468-9845, Gonzalez-Fernandez, M. & Miffre, J.view all authors (2020). Fear of hazards in commodity futures markets. Journal of Banking and Finance, 119, article number 105902. doi: 10.1016/j.jbankfin.2020.105902

Filip, A., Huang, Z. ORCID: 0000-0003-2280-3149 & Lui, D. (2020). Cross-listing and Corporate Malfeasance: Evidence from P-chip Firms. Journal of Corporate Finance, 63, article number 101232. doi: 10.1016/j.jcorpfin.2017.07.003

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Fu, R., Kraft, A. ORCID: 0000-0003-1641-1982, Tian, X. , Zhang, H. & Zuo, L.view all authors (2020). Financial Reporting Frequency and Corporate Innovation. The Journal of Law and Economics, 63(3), pp. 501-530. doi: 10.1086/708706

Fusai, G. ORCID: 0000-0001-9215-2586, Mignacca, D., Human, B. & Nardon, A.view all authors (2020). Equally Diversified or Equally Weighted?. Risk Magazine,

Giamouzi, M. & Nomikos, N. ORCID: 0000-0003-1621-2991 (2020). Identifying shipowners’ risk attitudes over gains and losses: Evidence from the dry bulk freight market. Transportation Research Part E: Logistics and Transportation Review, 145, article number 102129. doi: 10.1016/j.tre.2020.102129

Henig, S., Tsolacos, S. & Nanda, A. (2020). Which sentiment indicators matter? An analysis of the European commercial real estate market. Journal of Real Estate Research, 42(4), pp. 499-530. doi: 10.1080/08965803.2020.1845562

Hunt, A. & Blake, D. (2020). A Bayesian approach to modeling and projecting cohort effects. North American Actuarial Journal, 25(sup1), S235-S254. doi: 10.1080/10920277.2019.1649157

Hunt, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2020). Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing. North American Actuarial Journal, 25(sup1), S482-S507. doi: 10.1080/10920277.2019.1649159

Hunt, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2020). Identifiability in Age/Period/Cohort Mortality Models. Annals of Actuarial Science, 14(2), pp. 500-536. doi: 10.1017/s1748499520000123

Hunt, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2020). Identifiability in age/period mortality models. Annals of Actuarial Science, 14(2), pp. 461-499. doi: 10.1017/S1748499520000111

Hunt, A. & Blake, D. (2020). On the Structure and Classification of Mortality Models. North American Actuarial Journal, 25(sup1), S215-S234. doi: 10.1080/10920277.2019.1649156

Keswani, A. ORCID: 0000-0001-9096-7677, Medhat, M., Miguel, A. F. & Ramos, S.view all authors (2020). Uncertainty Avoidance and Mutual Funds. Journal of Corporate Finance, 65, article number 101748. doi: 10.1016/j.jcorpfin.2020.101748

Lasfer, M. ORCID: 0000-0003-2338-672X, Golubov, A. & Vitkova, V. (2020). Active catering to dividend clienteles: Evidence from takeovers. Journal of Financial Economics, 137(3), pp. 815-836. doi: 10.1016/j.jfineco.2020.04.002

Leong, S. H., Bellavite Pellegrini, C. & Urga, G. ORCID: 0000-0002-6742-7370 (2020). The Contribution of Shadow Insurance to Systemic Risk. Journal of Financial Stability, 51, article number 100778. doi: 10.1016/j.jfs.2020.100778

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Lim, W. & Visaria, S. ORCID: 0000-0001-7406-4929 (2020). The Borrowing Puzzle: Why Do Filipino Domestic Workers in Hong Kong, China Borrow Rather than Dissave?. Asian Development Review, 37(2), pp. 77-99. doi: 10.1162/adev_a_00150

Liu, Y., Huang, Z. ORCID: 0000-0003-2280-3149, Jiang, L. & Williamson, M.view all authors (2020). Are Investors Warned by Disclosure of Conflicts of Interest? The Moderating Effect of Investment Horizon. The Accounting Review, 95(6), pp. 291-310. doi: 10.2308/tar-2017-0284

Lucchini, L., Alessandretti, L., Lepri, B. , Gallo, A. ORCID: 0000-0002-8355-1689 & Baronchelli, A. ORCID: 0000-0002-0255-0829view all authors (2020). From code to market: Network of developers and correlated returns of cryptocurrencies. Science Advances, 6(51), article number eabd2204. doi: 10.1126/sciadv.abd2204

Maglione, F. (2020). The use of compound options for credit risk modelling. (Unpublished Doctoral thesis, City, University of London)

Makinen, T., Sarno, L. ORCID: 0000-0003-1279-9748 & Zinna, G. (2020). Risky Bank Guarantees. Journal of Financial Economics, 136(2), pp. 490-522. doi: 10.1016/j.jfineco.2019.10.005

Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X, Tamvakis, M. ORCID: 0000-0002-5056-0159 & Di Iorio, F.view all authors (2020). Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. Energy Economics, 88, article number 104757. doi: 10.1016/j.eneco.2020.104757

Pazaj, E. (2020). Corporate policies and asset prices. (Unpublished Doctoral thesis, City, University of London)

Pezier, Emmanuel (2020). The impact of intermediaries in activism and IPOs. (Unpublished Doctoral thesis, City, University of London)

Reynolds, B., Blake, D. ORCID: 0000-0002-2453-2090 & Lyddon, R. (2020). Managing Euro Risk: Saving Investors from Systemic Risk. London, UK: Politeia.

Tamvakis, M. ORCID: 0000-0002-5056-0159, Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Di Iorio, F.view all authors (2020). Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. Energy Economics, 88, article number 104757. doi: 10.1016/j.eneco.2020.104757

Tamvakis, M. ORCID: 0000-0002-5056-0159, Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Di Iorio, F.view all authors (2020). Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. Denver, Colorado: J.P. Morgan Center for Commodities, University of Colorado at Denver.

Urga, G., Akgun, O. & Pirotte, A. (2020). Forecasting Using Heterogeneous Panels with Cross-Sectional Dependence. International Journal of Forecasting, 36(4), pp. 1211-1227. doi: 10.1016/j.ijforecast.2019.11.007

Urzúa, F. ORCID: 0000-0003-4681-7684, Gonzalez, F. & Prem, M. (2020). The Privatization Origins of Political Corporations: Evidence from the Pinochet Regime. The Journal of Economic History, 80(2), pp. 417-456. doi: 10.1017/s0022050719000780

Urzúa, F. ORCID: 0000-0003-4681-7684, Sertsios, G. & Larrain, B. (2020). The Going Public Decision of Business Group Firms. Journal of Corporate Finance, 66, article number 101819. doi: 10.1016/j.jcorpfin.2020.101819

Vakratsas, D., Keswani, A. ORCID: 0000-0001-9096-7677 & Stolin, D. (2020). Advertising persuasion in dual markets. Managerial and Decision Economics, 42(1), pp. 239-245. doi: 10.1002/mde.3229

li, Q. (2020). Entrepreneurial strategizing Three studies in the financial technology (Fintech) space. (Unpublished Doctoral thesis, City, University of London)

Černý, A. ORCID: 0000-0001-5583-6516 (2020). Semimartingale theory of monotone mean--variance portfolio allocation. Mathematical Finance, 30(3), pp. 1168-1178. doi: 10.1111/mafi.12241

Černý, A. ORCID: 0000-0001-5583-6516 & Melicherčík, I. (2020). Simple Explicit Formula for Near-Optimal Stochastic Lifestyling. European Journal of Operational Research, 284(2), pp. 769-778. doi: 10.1016/j.ejor.2019.12.032

Černý, A. ORCID: 0000-0001-5583-6516 & Ruf, J. (2020). Simplified stochastics calculus with applications in Economics and Finance. European Journal of Operational Research, 293(2), pp. 547-560. doi: 10.1016/j.ejor.2020.12.037

2019

Accominotti, O., Cen, J., Chambers, D. & Marsh, I. W. ORCID: 0000-0002-0483-8658view all authors (2019). Currency regimes and the carry trade. Journal of Financial and Quantitative Analysis, 54(5), pp. 2233-2260. doi: 10.1017/s002210901900019x

Alexeev, V., Urga, G. & Yao, W. (2019). Asymmetric jump beta estimation with implications for portfolio risk management. International Review of Economics and Finance, 62, pp. 20-40. doi: 10.1016/j.iref.2019.02.014

Alizadeh-Masoodian, A. ORCID: 0000-0003-1588-6214, Huang, C-Y. & Marsh, I. W. ORCID: 0000-0002-0483-8658 (2019). Modelling the Volatility of TOCOM Energy Futures: A Regime Switching Realised Volatility Approach. Energy Economics, article number 104434. doi: 10.1016/j.eneco.2019.06.019

Andrew, M. & Larceneux, F. (2019). The role of emotion in a housing purchase: An empirical analysis of the anatomy of satisfaction from off-plan apartment purchases in France. Environment and Planning A: Economy and Space, 51(6), pp. 1370-1388. doi: 10.1177/0308518x18817539

Ayyagari, M., Beck, T. ORCID: 0000-0001-8382-2066 & Hoseini, M. (2019). Finance, Law and Poverty: Evidence from India. Journal of Corporate Finance, 60, article number 101515. doi: 10.1016/j.jcorpfin.2019.101515

Ballotta, L. ORCID: 0000-0002-2059-6281, Eberlein, E., Schmidt, T. & Zeineddine, R.view all authors (2019). Variable annuities in a Lévy-based hybrid model with surrender risk. Quantitative Finance, 20(5), pp. 867-886. doi: 10.1080/14697688.2019.1687929

Ballotta, L. ORCID: 0000-0002-2059-6281, Fusai, G. ORCID: 0000-0001-9215-2586, Loregian, A. & Perez, M. F.view all authors (2019). Estimation of Multivariate Asset Models with Jumps. Journal of Financial and Quantitative Analysis, 54(5), pp. 2053-2083. doi: 10.1017/s0022109018001321

Ballotta, L. ORCID: 0000-0002-2059-6281, Fusai, G. ORCID: 0000-0001-9215-2586 & Marazzina, D. (2019). Integrated Structural Approach to Credit Value Adjustment. European Journal of Operational Research, 272(3), pp. 1143-1157. doi: 10.1016/j.ejor.2018.07.026

Banti, C. & Phylaktis, K. (2019). Global liquidity, house prices and policy responses. Journal of Financial Stability, 43, pp. 79-96. doi: 10.1016/j.jfs.2019.05.015

Beck, T. ORCID: 0000-0001-8382-2066 & Gambacorta, L. (2019). New evidence on the effectiveness of macroprudential policies. Journal of Financial Intermediation, 42, article number 100834. doi: 10.1016/j.jfi.2019.100834

Bergamelli, M., Bianchi, A., Khalaf, L. & Urga, G.view all authors (2019). Combining P-values to Test for Multiple Structural Breaks in Cointegrated Regressions. Journal of Econometrics, 211(2), pp. 461-482. doi: 10.1016/j.jeconom.2019.01.013

Biagini, S. & Černý, A. ORCID: 0000-0001-5583-6516 (2019). Convex duality and Orlicz spaces in expected utility maximization. Mathematical Finance, 30(1), pp. 85-127. doi: 10.1111/mafi.12209

Blake, D. (2019). Modelling Socio-Economic Differences in Mortality Using a New Affluence Index. ASTIN Bulletin - The Journal of the International Actuarial Association, 49(3), pp. 555-590. doi: 10.1017/asb.2019.14

Blake, D., Cairns, A. J. G., Dowd, K. & Kessler, A.R.view all authors (2019). Still living with mortality: The longevity risk transfer market after one decade. British Actuarial Journal, 24, article number e1. doi: 10.1017/s1357321718000314

Blake, D. ORCID: 0000-0002-2453-2090, Cannon, E. & Wright, I. D. (2019). Quantifying Loss Aversion: Evidence from a UK Population Survey (PI-1912). London, UK: Pensions Institute.

Bruyland, E., Lasfer, M. ORCID: 0000-0003-2338-672X, De Maeseneire, W. & Song, W.view all authors (2019). The Performance of Acquisitions by High Default Risk Bidders. Journal of Banking and Finance, 101, pp. 37-58. doi: 10.1016/j.jbankfin.2019.01.019

Buchuk, D., Larrain, B., Prem, M. & Urzúa, F. ORCID: 0000-0003-4681-7684view all authors (2019). How Do Internal Capital Markets Work? Evidence from the Great Recession. Review of Finance, 24(4), pp. 847-889. doi: 10.1093/rof/rfz022

Casu, B. ORCID: 0000-0003-3586-328X (2019). Board Diversity Reforms: Do they Matter for EU Bank Performance?. European Financial Management, 26(2), pp. 416-454. doi: 10.1111/eufm.12238

Chen, A., Haberman, S. & Thomas, S. (2019). Cumulative Prospect Theory and Deferred Annuities. Review of Behavioural Finance, 11(3), pp. 277-293. doi: 10.1108/rbf-10-2017-0102

Chen, A., Haberman, S. ORCID: 0000-0003-2269-9759 & Thomas, S. ORCID: 0000-0001-5438-4263 (2019). The implication of the hyperbolic discount model for annuitisation decisions. Journal of Pension Economics and Finance, 19(3), pp. 372-391. doi: 10.1017/s1474747218000343

Clare, A. ORCID: 0000-0002-4180-6778 & Clare, M. (2019). An examination of ex ante fund performance: Identifying indicators of future performance. Journal of Asset Management, 20(3), pp. 175-195. doi: 10.1057/s41260-019-00118-4

Clare, A. ORCID: 0000-0002-4180-6778, Seaton, J., Smith, P. N. & Thomas, S. H.view all authors (2019). Can Sustainable Withdrawal Rates Be Enhanced by Trend Following?. International Journal of Finance and Economics, 26(1), pp. 27-41. doi: 10.1002/ijfe.1774

Cook, S. & Fosten, J. (2019). Replicating rockets and feathers. Energy Economics, 82, pp. 139-151. doi: 10.1016/j.eneco.2017.12.021

Corvino, R. (2019). Essays in asset pricing and corporate finance. (Unpublished Doctoral thesis, City, University of London)

Crook, J., Bellotti, T., Mues, C. & Fuertes, A-M. ORCID: 0000-0001-6468-9845view all authors (2019). Preface to the papers on 'Credit risk modelling'. Journal of the Royal Statistical Society Series A, 182(4), pp. 1139-1142. doi: 10.1111/rssa.12525

D'Amato, A. & Gallo, A. ORCID: 0000-0002-8355-1689 (2019). Bank institutional setting and risk-taking: The missing role of directors’ education and turnover. Corporate Governance, 19(4), pp. 774-805. doi: 10.1108/cg-01-2019-0013

Dowd, K. & Blake, D. ORCID: 0000-0002-2453-2090 (2019). On the Projection of Mortality Rates to Extreme Old Age (PI-1909). London, UK: Pensions Institute.

Dowd, K., Blake, D. ORCID: 0000-0002-2453-2090, Buckner, D. & Fry, J.view all authors (2019). The Valuation of No-Negative Equity Guarantees and Equity Release Mortgages. Economics Letters, 184, article number 108669. doi: 10.1016/j.econlet.2019.108669

Dowd, K., Blake, D. ORCID: 0000-0002-2453-2090, Buckner, D. & Fry, J.view all authors (2019). The Valuation of No-Negative Equity Guarantees and Equity Release Mortgages (PI-1911). London, UK: Pensions Institute.

Dowd, K., Cairns, A. J. G. & Blake, D. (2019). Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model. North American Actuarial Journal, 25(sup1), S170-S181. doi: 10.1080/10920277.2019.1652102

Dowd, K., Cairns, J. G. & Blake, D. ORCID: 0000-0002-2453-2090 (2019). A Simple Approach to Project Extreme Old Age Mortality Rates and Value Mortality-Related Financial Instruments (PI-1907). London, UK: Pensions Institute.

Fan, J. H., Fernandez-Perez, A., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Miffre, J.view all authors (2019). Speculative Pressure. Journal of Futures Markets, 40(4), pp. 575-597. doi: 10.1002/fut.22085

Fernandez-Perez, A., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Miffre, J. (2019). A Comprehensive Appraisal of Style-Integration Methods. Journal of Banking and Finance, 105, pp. 134-150. doi: 10.1016/j.jbankfin.2019.05.016

Ferreira, M., Keswani, A. ORCID: 0000-0001-9096-7677, Miguel, A. F. & Ramos, S.view all authors (2019). What Determines Fund Performance Persistence? International Evidence. Financial Review, 54(4), pp. 679-708. doi: 10.1111/fire.12202

Fosten, J. (2019). CO2 emissions and economic activity: A short-to-medium run perspective. Energy Economics, 83, pp. 415-429. doi: 10.1016/j.eneco.2019.07.015

Fuertes, A-M. ORCID: 0000-0001-6468-9845, Phylaktis, K. ORCID: 0000-0001-9392-1682 & Yan, C. (2019). Uncovered Equity “Disparity” in Emerging Markets. Journal of International Money and Finance, 98, article number 102066. doi: 10.1016/j.jimonfin.2019.102066

Gambaro, A. M., Casalini, R., Fusai, G. ORCID: 0000-0001-9215-2586 & Ghilarducci, A.view all authors (2019). A market-consistent framework for the fair evaluation of insurance contracts under Solvency II. Decisions in Economics and Finance, 42(1), pp. 157-187. doi: 10.1007/s10203-019-00242-1

Golubov, A. & Konstantinidi, T. (2019). Where Is the Risk in Value? Evidence From a Market-to-Book Decomposition. The Journal of Finance, 74(6), pp. 3135-3186. doi: 10.1111/jofi.12836

Hanke, B., Keswani, A. ORCID: 0000-0001-9096-7677, Quigley, G. , Stolin, D. & Zagonov, M.view all authors (2019). The equal-weight tilt in managed portfolios. Economics Letters, 182, pp. 59-63. doi: 10.1016/j.econlet.2019.06.003

Hatgioannides, J., Karanassou, M. & Sala, H. (2019). Should the Rich be Taxed More? The Fiscal Inequality Coefficient. Journal of Economic Issues, 53(3), pp. 879-887. doi: 10.1080/00213624.2019.1646624

Homanen, M. (2019). Conscious Capital. (Unpublished Doctoral thesis, City, University of London)

Jung, J. H. ORCID: 0000-0002-1993-9419, Kumar, A., Lim, S. S. & Yoo, C-Y.view all authors (2019). An Analyst by Any Other Surname: Surname Favorability and Market Reaction to Analyst Forecasts. Journal of Accounting and Economics, 67(2-3), pp. 306-335. doi: 10.1016/j.jacceco.2019.02.002

Keswani, A. ORCID: 0000-0001-9096-7677, Tran, A. ORCID: 0000-0001-7090-8063 & Volpin, P. ORCID: 0000-0002-9287-0972 (2019). Institutional Debt Holdings and Governance (613/2019). ECGI.

Lausberg, C., Lee, S. ORCID: 0000-0003-1606-0625, Müller, M. , Oertel, C. & Schultheiß, T.view all authors (2019). Risk measures for direct real estate investments with non-normal or unknown return distributions. Zeitschrift für Immobilienökonomie, 6(1), pp. 3-27. doi: 10.1365/s41056-019-00028-x

Lim, K. G., Nomikos, N. ORCID: 0000-0003-1621-2991 & Yap, N. (2019). Understanding the fundamentals of freight markets volatility. Transportation Research Part E: Logistics and Transportation Review, 130, pp. 1-15. doi: 10.1016/j.tre.2019.08.003

Mateus, I., Mateus, C. & Todorovic, N. ORCID: 0000-0003-4875-623X (2019). Use of Active Peer Benchmarks in assessing UK mutual fund performance and performance persistence. The European Journal of Finance, 25(12), pp. 1077-1098. doi: 10.1080/1351847x.2019.1581639

Mateus, I. B., Mateus, C. & Todorovic, N. ORCID: 0000-0003-4875-623X (2019). Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks. Journal of Asset Management, 20(1), pp. 15-30. doi: 10.1057/s41260-018-0101-z

Moutzouris, I. C. ORCID: 0000-0002-6954-9961 & Nomikos, N. ORCID: 0000-0003-1621-2991 (2019). Asset Pricing with Mean reversion: The Case of Ships. Journal of Banking and Finance, 111, article number 105708. doi: 10.1016/j.jbankfin.2019.105708

Moutzouris, I. C. ORCID: 0000-0002-6954-9961 & Nomikos, N. ORCID: 0000-0003-1621-2991 (2019). Earnings Yield and Predictability in the Dry Bulk Shipping Industry. Transportation Research Part E: Logistics and Transportation Review, 125, pp. 140-159. doi: 10.1016/j.tre.2019.03.009

Pouliasis, P. K. ORCID: 0000-0002-7389-3722, Visvikis, I.D., Papapostolou, N. C. ORCID: 0000-0003-4529-1182 & Kryukov, A. A.view all authors (2019). A Novel Risk Management Framework for Natural Gas Markets. Journal of Futures Markets, 40(3), pp. 430-459. doi: 10.1002/fut.22067

Raonic, I. ORCID: 0000-0003-2982-8445 & Sahin, A. (2019). Do analysts understand accruals’ persistence? Evidence revisited. Journal of Applied Accounting Research, 21(1), pp. 38-59. doi: 10.1108/jaar-07-2018-0103

Regli, F. & Nomikos, N. ORCID: 0000-0003-1621-2991 (2019). The Eye in the Sky - Freight Rate Effects of Tanker Supply. Transportation Research Part E: Logistics and Transportation Review, 125, pp. 402-424. doi: 10.1016/j.tre.2019.03.015

Wandhofer, Ruth (2019). Technology Innovation in Financial Markets: Implications for Money, Payments and Settlement Finality. (Unpublished Doctoral thesis, City, University of London)

Zhu, Xingchen (2019). Essays on information and corporate finance. (Unpublished Doctoral thesis, City, University of London)

de Menezes, L. M. & Tamvakis, M. ORCID: 0000-0002-5056-0159 (2019). Electricity Market Integration. In: Soytas, U. & Sari, R. (Eds.), Handbook of Energy Economics. . Abingdon, UK: Routledge.

Černý, A. & Melicherčík, I. (2019). Simple Explicit Formula for Near-Optimal Stochastic Lifestyling. City, University of London.

Černý, A. & Ruf, J. (2019). Pure-jump semimartingales. City, University of London.

2018

Adland, R. & Alizadeh-Masoodian, A. ORCID: 0000-0003-1588-6214 (2018). Explaining price differences between physical and derivative freight contracts. Transportation Research Part E: Logistics and Transportation Review, 118, pp. 20-33. doi: 10.1016/j.tre.2018.07.002

Afonin, A., Bredin, D., Cuthbertson, K. ORCID: 0000-0003-2004-2630 , Muckley, C. B. & Nitzsche, D.view all authors (2018). Carbon portfolio management. International Journal of Finance and Economics, 23(4), pp. 349-361. doi: 10.1002/ijfe.1620

Ahrends, M., Drobetz, W. & Nomikos, N. ORCID: 0000-0003-1621-2991 (2018). Corporate Cash Holdings in the Shipping Industry. Transportation Research Part E: Logistics and Transportation Review, 112, pp. 107-124. doi: 10.1016/j.tre.2017.10.016

Audzeyeva, A. & Fuertes, A-M. ORCID: 0000-0001-6468-9845 (2018). On the predictability of emerging market sovereign credit spreads. Journal of International Money and Finance, 88, pp. 140-157. doi: 10.1016/j.jimonfin.2018.07.005

Baeckström, Y. (2018). Wealthy investors and financial advisors perceptual variations, portfolio recommendations and gender differences. (Unpublished Doctoral thesis, City, University of London)

Ballotta, L. ORCID: 0000-0002-2059-6281 & Fusai, G. ORCID: 0000-0001-9215-2586 (2018). Tools from Stochastic Analysis for Mathematical Finance: A Gentle Introduction (10.2139/ssrn.3183712). SSRN Working Paper Series.

Beck, T., Behr, P. & Madestam, A. (2018). Sex and credit: Do gender interactions matter for credit market outcomes?. Journal of Banking and Finance, 87, pp. 380-396. doi: 10.1016/j.jbankfin.2017.10.018

Beck, T., Degryse, H., De Haas, R. & Van Horen, N.view all authors (2018). When Arm’s Length Is Too Far. Relationship Banking over the Credit Cycle. Journal of Financial Economics, 127(1), pp. 174-196. doi: 10.1016/j.jfineco.2017.11.007

Beck, T. ORCID: 0000-0001-8382-2066, Homanen, M. & Uras, B. R. (2018). Finance and Demand for Skill: Evidence from Uganda. Journal of Development Studies, 55(12), pp. 2495-2512. doi: 10.1080/00220388.2018.1539477

Beck, T., Ioannidou, V. & Schaefer, L. (2018). Foreigners vs. Natives: Bank Lending Technologies and Loan Pricing. Management Science, 64(8), pp. 3792-3820. doi: 10.1287/mnsc.2016.2706

Beck, T. ORCID: 0000-0001-8382-2066, Ongena, S. & Şendeniz-Yüncü, İ. (2018). Keep walking? Geographical proximity, religion, and relationship banking. Journal of Corporate Finance, 55, pp. 49-68. doi: 10.1016/j.jcorpfin.2018.07.005

Beck, T., Uras, B. R., Ramrattan, R & Pamuk, H.view all authors (2018). Payment instruments, finance and development. Journal of Development Economics, 133, pp. 162-186. doi: 10.1016/j.jdeveco.2018.01.005

Bessler, W., Blake, D., Lückoff, P. & Tonks, I.view all authors (2018). Fund Flows, Manager Changes, and Performance Persistence. Review of Finance, 22(5), pp. 1911-1947. doi: 10.1093/rof/rfx017

Bilinski, P. ORCID: 0000-0002-0499-6429, Cumming, D, Hass, L. , Stathopoulos, K. & Walker, M.view all authors (2018). Strategic distortions in analyst forecasts in the presence of short-term institutional investors. Accounting and Business Research, 49(3), pp. 305-341. doi: 10.1080/00014788.2018.1510303

Bilinski, P. ORCID: 0000-0002-0499-6429 & Lyssimachou, D. (2018). Dividend Guidance to Manage Analyst Dividend Expectations. International Review of Financial Analysis, 60, pp. 53-68. doi: 10.1016/j.irfa.2018.08.013

Bilinski, P. ORCID: 0000-0002-0499-6429 & Michael, E. (2018). Analyst Revenue Forecast Reporting and the Quality of Revenues and Expenses. Journal of Business Finance and Accounting, 46(1-2), pp. 136-158. doi: 10.1111/jbfa.12355

Bilinski, P. ORCID: 0000-0002-0499-6429 & Yim, A. ORCID: 0000-0002-8063-6572 (2018). Knowledge Spillover and Accounting Firms’ Competitive Strength in the M&A Advisory Market (10.2139/ssrn.2695819). .

Blake, D. (2018). Brexit and the City. London: City, University of London.

Blake, D. (2018). Longevity: A New Asset Class. Journal of Asset Management, 19(5), pp. 278-300. doi: 10.1057/s41260-018-0084-9

Blake, D. ORCID: 0000-0002-2453-2090 (2018). Longevity: A New Asset Class (PI-1805). London, UK: Pensions Institute.

Blake, D. (2018). Target2: The silent bailout system that keeps the Euro afloat. London: City, University of London.

Blake, D. ORCID: 0000-0002-2453-2090, Cairns, A., Dowd, K. & Kessler, A.R.view all authors (2018). Still Living with Mortality: The Longevity Risk Transfer Market after One Decade (PI-1804). London, UK: Pensions Institute.

Blake, D., El Karoui, N., Loisel, S. & MacMinn, R.view all authors (2018). Longevity Risk and Capital Markets: The 2015-16 Update. Insurance: Mathematics and Economics, 78, pp. 157-173. doi: 10.1016/j.insmatheco.2017.10.002

Blake, D. ORCID: 0000-0002-2453-2090 & Roy, M. (2018). Bringing Black Box Thinking to the Pensions Industry. London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.

Borghi, R. W. (2018). Essays on liquidity commonality in equity markets. (Unpublished Doctoral thesis, City, University of London)

Bragoli, D. & Fosten, J. (2018). Nowcasting Indian GDP. Oxford Bulletin of Economics and Statistics, 80(2), pp. 259-282. doi: 10.1111/obes.12219

Brunovsky, P., Černý, A. & Komadel, J. (2018). Optimal Trade Execution Under Endogenous Pressure to Liquidate: Theory and Numerical Solutions. European Journal of Operational Research, 264(3), pp. 1159-1171. doi: 10.1016/j.ejor.2017.07.054

Cartea, A., Payne, R., Penalva, J. & Tapia, M.view all authors (2018). Ultra-Fast Activity and Intraday Market Quality. Journal of Banking and Finance, 99, pp. 157-181. doi: 10.1016/j.jbankfin.2018.12.003

Casu, B. ORCID: 0000-0003-3586-328X, Arnaboldi, F., Kalotychou, E. & Sarkisyan, A.view all authors (2018). The performance effects of board heterogeneity: What works for EU banks?. European Journal of Finance, 26(10), pp. 897-924. doi: 10.1080/1351847x.2018.1479719

Casu, B. ORCID: 0000-0003-3586-328X, di Pietro, F. & Trujillo-Ponce, A. (2018). Liquidity Creation and Bank Capital. Journal of Financial Services Research, 56(3), pp. 307-340. doi: 10.1007/s10693-018-0304-y

Clare, A. ORCID: 0000-0002-4180-6778, O’Sullivan, N., Sherman, M. & Zhu, S.view all authors (2018). The Performance of US Bond Mutual Funds. International Review of Financial Analysis, 61, pp. 1-8. doi: 10.1016/j.irfa.2018.12.001

Corvino, R. (2018). Dynamic Ownership, Private Benefits, and Stock Prices. .

Corvino, R. & Francesco, R. (2018). The Relative Pricing of Sovereign Credit Risk After the Eurozone Crisis. .

Corvino, R. & Fusai, G. (2018). Default risk premium in credit and equity markets. .

Cucinelli, D., Di Battista, M. L., Marchese, M. & Nieri, L.view all authors (2018). Credit risk in European banks: The bright side of the internal ratings based approach. Journal of Banking & Finance, 93, pp. 213-229. doi: 10.1016/j.jbankfin.2018.06.014

Cuthbertson, K. & Beckmann, J. (2018). Special issue of applied economics on ‘Finance and the real economy’. Applied Economics, 50(34-35), pp. 3645-3646. doi: 10.1080/00036846.2018.1436143

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Sarno, L., Blake, D. & Zinna, G. (2017). The market for lemmings: The herding behavior of pension funds. Journal of Financial Markets, 36, pp. 17-39. doi: 10.1016/j.finmar.2017.03.001

Sarwar, G., Mateus, C. & Todorovic, N. (2017). US sector rotation with five-factor Fama–French alphas. Journal of Asset Management, 19(2), pp. 116-132. doi: 10.1057/s41260-017-0067-2

Sarwar, G., Mateus, C. & Todorovic, N. (2017). A tale of two states: asymmetries in the UK small, value and momentum premiums. Applied Economics, 49(5), pp. 456-476. doi: 10.1080/00036846.2016.1200184

Spilda, J. (2017). On sources of risk in quadratic hedging and incomplete markets. (Unpublished Doctoral thesis, City, University of London)

Tian, S. & Moeller, S. (2017). You can make the jump, but can you stick the landing? Private equity goes international. (MARC Working Paper Series 2017).

Urga, G., Bellavite Pellegrini, C. & Meoli, M. (2017). Money Market Funds, Shadow Banking and Systemic Risk in United Kingdom. Finance Research Letters, 21, pp. 163-171. doi: 10.1016/j.frl.2017.02.002

Vitkova, V. & Krsticevic, Z-L. (2017). The Goldilocks Effect: Industry-relatedness and M&A. (MARC Working Paper Series 2017).

Vitkova, V., Tian, S. & Sudarsanam, S. (2017). Let's Stay in Touch: The Carve-out Option for Conglomerates. (MARC Working Paper Series 2017).

2016

Abbassi, P., Iyer, R., Peydró, J.L. & Tous, F.R.view all authors (2016). Securities trading by banks and credit supply: Micro-evidence from the crisis. Journal of Financial Economics, 121(3), pp. 569-594. doi: 10.1016/j.jfineco.2016.05.005

Acharya, V., Pagano, M. & Volpin, P. (2016). Seeking Alpha: Excess risk taking and competition for managerial talent. The Review of Financial Studies, 29(10), pp. 2565-2599. doi: 10.1093/rfs/hhw036