City Research Online

Article

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

Abouarghoub, W., Nomikos, N. ORCID: 0000-0003-1621-2991 & Petropoulos, F. (2017). On reconciling macro and micro energy transport forecasts for strategic decision making in the tanker industry. Transportation Research Part E: Logistics and Transportation Review, 113, pp. 225-238. doi: 10.1016/j.tre.2017.10.012

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

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

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

Acharya, V. V. & Volpin, P. (2010). Corporate Governance Externalities. Review of Finance, 14(1), pp. 1-33. doi: 10.1093/rof/rfp002

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

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

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

Agyei-Ampomah, S., Clare, A., Mason, A. & Thomas, S.view all authors (2015). On luck versus skill when performance benchmarks are style-consistent. Journal of Banking & Finance, 59, pp. 127-145. doi: 10.1016/j.jbankfin.2015.05.013

Ahoniemi, K., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Olmo, J. (2016). Overnight News and Daily Equity Trading Risk Limits. Journal of Financial Econometrics, 14(3), pp. 525-551. doi: 10.1093/jjfinec/nbu032

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

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

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

Albuquerque, R. & Schroth, E. (2015). The Value of Control and the Costs of Illiquidity. Journal of Finance, 70(4), pp. 1405-1455. doi: 10.1111/jofi.12207

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

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

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

Alizadeh-Masoodian, A., Strandenes, S.P. & Thanopoulou, H. (2016). Capacity retirement in the dry bulk market: A vessel based logit model. Transportation Research Part E: Logistics and Transportation Review, 92, pp. 28-42. doi: 10.1016/j.tre.2016.03.005

Alizadeh-Masoodian, A., Thanopoulou, H. & Strandenes, S.P. (2017). Capacity adjustment decisions in the service industry under stochastic revenue: the case of the shipping industry.

Alizadeh-Masoodian, A., Thanopoulou, H. & Yip, T.L. (2017). Investors' behaviour and dynamics of ship prices: a heterogeneous agent model. Transportation Research Part E Logistics and Transportation Review, 106, pp. 98-114. doi: 10.1016/j.tre.2017.07.012

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

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

Andrada-Felix, J., Fernandez-Rodriguez, F. & Fuertes, A-M. ORCID: 0000-0001-6468-9845 (2016). Combining Nearest Neighbor Predictions and Model-Based Predictions of Realized Variance: Does it Pay?. International Journal of Forecasting, 32(3), pp. 695-715. doi: 10.1016/j.ijforecast.2015.10.004

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

Andriosopoulos, D. & Lasfer, M. (2014). The Market Valuation of Share Repurchases in Europe. Journal of Banking and Finance, 55, pp. 327-339. doi: 10.1016/j.jbankfin.2014.04.017

Andriosopoulos, K., Chan, Ka Kei, Dontis-Charitos, P. & Staikouras, S.view all authors (2016). Wealth and risk implications of the Dodd-Frank Act on the U.S. financial intermediaries. Journal of Financial Stability, 33, pp. 366-379. doi: 10.1016/j.jfs.2016.09.006

Andriosopoulos, K., Doumpos, M., Papapostolou, N. C. & Pouliasis, P. K.view all authors (2013). Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms. Transportation Research Part E: Logistics and Transportation Review, 52, pp. 16-34. doi: 10.1016/j.tre.2012.11.006

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

Appadu, N., Faelten, A., Moeller, S. & Vitkova, V.view all authors (2014). Assessing market attractiveness for mergers and acquisitions: the M&A Attractiveness Index Score. European Journal of Finance, 22(8-9), pp. 732-755. doi: 10.1080/1351847x.2014.888362

Arezki, R., Beck, T., DeYoung, R. , Duca, J. V., Loungani, P. & Murphy, A.view all authors (2015). Conference on Housing, Stability, and the Macroeconomy: International Perspectives. Journal of Money, Credit and Banking, 47(S1), pp. 1-11. doi: 10.1111/jmcb.12185

Argimón, I., Arque, G. & Rodriguez Tous, F. (2012). Does the Intensity of Prudential Regulation Affect Banks? Evidence from the 2007-2009 Crises. Journal of Governance and Regulation, 1(3), pp. 14-26. doi: 10.22495/jgr_v1_i3_p2

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

Arping, S. & Falconieri, S. (2010). Strategic versus financial investors: the role of strategic objectives in financial contracting. Oxford Economic Papers, 62(4), pp. 691-714. doi: 10.1093/oep/gpp038

Asanga, S., Asimit, A.V., Badescu, A. & Haberman, S.view all authors (2014). Portfolio Optimization under Solvency Constraints: A Dynamical Approach. North American Actuarial Journal, 18(3), pp. 394-416. doi: 10.1080/10920277.2014.910127

Aterido, R., Beck, T. & Iacovone, L. (2013). Access to Finance in Sub-Saharan Africa: Is There a Gender Gap?. World Development, 47, pp. 102-120. doi: 10.1016/j.worlddev.2013.02.013

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

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

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

Ayadi, R., Naceur, S., Casu, B. & Quinn, B.view all authors (2016). Does Basel compliance matter for bank performance?. Journal of Financial Stability, 23, pp. 15-32. doi: 10.1016/j.jfs.2015.12.007

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

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

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

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

Ballester, L., Casu, B. & González-Urteaga, A. (2016). Bank fragility and contagion: Evidence from the bank CDS market. Journal of Empirical Finance, 38(A), pp. 394-416. doi: 10.1016/j.jempfin.2016.01.011

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 (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 (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

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 (2023). Demystifying generic beliefs on jump models. Wilmott, 2023(124), pp. 70-73. doi: 10.54946/wilm.11110

Ballotta, L. (2010). Efficient pricing of ratchet equity-indexed annuities in a variance-gamma economy. North American Actuarial Journal, 14(3), pp. 355-368. doi: 10.1080/10920277.2010.10597639

Ballotta, L. (2005). A Levy process-based framework for the fair valuation of participating life insurance contracts. Insurance: Mathematics and Economics, 37(2), pp. 173-196. doi: 10.1016/j.insmatheco.2004.10.001

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

Ballotta, L. & Bonfiglioli, E. (2016). Multivariate Asset Models Using Levy Processes and Applications. The European Journal of Finance, 22(13), pp. 1320-1350. doi: 10.1080/1351847x.2013.870917

Ballotta, L., Deelstra, G. & Rayée, G. (2017). Multivariate FX models with jumps: triangles, Quantos and implied correlation. European Journal of Operational Research, 260(3), pp. 1181-1199. doi: 10.1016/j.ejor.2017.02.018

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

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 (2015). Counterparty credit risk in a multivariate structural model with jumps. Finance, Revue de l'Association Française de Finance, Vol. 3(1), pp. 39-74. doi: 10.3917/fina.361.0039

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

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

Ballotta, L., Gerrard, R. J. G. & Kyriakou, I. (2017). Hedging of Asian options under exponential Lévy models: computation and performance. The European Journal of Finance, 23(4), pp. 297-323. doi: 10.1080/1351847x.2015.1066694

Ballotta, L. & Haberman, S. (2003). Pricing of guaranteed annuity conversion options.. INSURANCE MATHEMATICS & ECONOMICS, 32(1), pp. 87-108.

Ballotta, L., Haberman, S. & Wang, N. (2006). Guarantees in with-profit and unitized with-profit life insurance contracts: Fair valuation problem in presence of the default option. Journal of Risk and Insurance, 73(1), pp. 97-121. doi: 10.1111/j.1539-6975.2006.00167.x

Ballotta, L. & Kyprianou, A.E. (2001). A note on the alpha-quantile option. Applied Mathematical Finance, 8(3), pp. 137-144. doi: 10.1080/13504860210122375

Ballotta, L. & Kyriakou, I. (2014). Convertible bond valuation in a jump diffusion setting with stochastic interest rates. Quantitative Finance, 15(1), pp. 115-129. doi: 10.1080/14697688.2014.935464

Ballotta, L. & Kyriakou, I. (2014). Monte carlo simulation of the CGMY process and option pricing. Journal of Futures Markets, 34(12), pp. 1095-1121. doi: 10.1002/fut.21647

Baltagi, B. H., Kao, C. & Wang, F. (2017). Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model. Econometric Reviews, 36(6-9), pp. 853-882. doi: 10.1080/07474938.2017.1307580

Baltagi, B. H., Kao, C. & Wang, F. (2017). Identification and estimation of a large factor model with structural instability. Journal of Econometrics, 197(1), pp. 87-100. doi: 10.1016/j.jeconom.2016.10.007

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

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

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

Banti, C., Phylaktis, K. & Sarno, L. (2012). Global liquidity risk in the foreign exchange market. Journal of International Money and Finance, 31(2), pp. 267-291. doi: 10.1016/j.jimonfin.2011.11.010

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

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

Batchelor, R. (2010). Worst-Case Scenarios in Forecasting: How Bad Can Things Get?. Foresight: The International Journal of Applied Forecasting, 18, pp. 27-32.

Bathia, D., Bredin, D. & Nitzsche, D. (2016). International Sentiment Spillovers in Equity Returns. International Journal of Finance and Economics, 21(4), pp. 332-359. doi: 10.1002/ijfe.1549

Battaglia, F. & Gallo, A. (2017). Strong boards, ownership concentration and EU banks' systemic risk-taking: Evidence from the financial crisis. Journal of International Financial Markets, Institutions and Money, 46, pp. 128-146. doi: 10.1016/j.intfin.2016.08.002

Baudot, L., Demek, K. & Huang, Z. (2017). The Accounting Profession’s Engagement with Accounting Standards: Conceptualizing Accounting Complexity through Big 4 Comment Letters. Auditing: A Journal of Practice and Theory, 37(2), pp. 175-196. doi: 10.2308/ajpt-51898

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

Beber, A., Brandt, M. W. & Kavajecz, K. A. (2009). Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market. Review of Financial Studies, 22(3), pp. 925-957. doi: 10.1093/rfs/hhm088

Beber, A., Brandt, M. W. & Kavajecz, K. A. (2011). What Does Equity Sector Orderflow Tell Us About the Economy?. The Review of Financial Studies, 24(11), pp. 3688-3730. doi: 10.1093/rfs/hhr067

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 (2014). Finance and growth: Too much of a good thing?: Comments on "financial development and economic growth: Known knowns, known unknowns, and unknown unknowns". Revue d'Economie du Developpement, 22(2), pp. 67-73. doi: 10.3917/edd.282.0067

Beck, T. (2013). Bank Financing for SMEs – Lessons from the Literature. National Institute Economic Review, 225(1), R23-R38. doi: 10.1177/002795011322500105

Beck, T. (2015). Cross-border banking and financial deepening: The African experience. Journal of African Economies, 24(suppl ), i32-i45. doi: 10.1093/jae/eju028

Beck, T. (2013). Finance, growth and fragility: The role of government. International Journal of Banking, Accounting and Finance, 5(1/2), pp. 49-77. doi: 10.1504/ijbaaf.2013.058088

Beck, T. (2014). Finance, growth, and stability: Lessons from the crisis. Journal of Financial Stability, 10(1), pp. 1-6. doi: 10.1016/j.jfs.2013.12.006

Beck, T. (2014). Ireland's banking system - Looking forward. Economic and Social Review, 45(1), pp. 113-134.

Beck, T. (2015). Macroprudential Policies and Housing Prices: A New Database and Empirical Evidence for Central, Eastern, and Southeastern Europe Discussion of Vandenbussche, Vogel, and Detragiache. Journal of Money, Credit and Banking, 47(S1), pp. 379-381. doi: 10.1111/jmcb.12207

Beck, T. (2016). Regulatory Cooperation on Cross-Border Banking – Progress and Challenges After the Crisis. National Institute Economic Review, 235(1), R40-R49. doi: 10.1177/002795011623500114

Beck, T. & Behr, P. (2017). Individual versus Village Lending: Evidence from Montenegro. Review of Development Economics, 21(4), e67-e87. doi: 10.1111/rode.12308

Beck, T., Behr, P. & Guettler, A. (2013). Gender and Banking: Are Women Better Loan Officers?. Review of Finance, 17(4), pp. 1279-1321. doi: 10.1093/rof/rfs028

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. & Brown, M. (2015). Foreign bank ownership and household credit. Journal of Financial Intermediation, 24(4), pp. 466-486. doi: 10.1016/j.jfi.2013.10.002

Beck, T., Chen, T., Lin, C. & Song, F. M.view all authors (2016). Financial innovation: The bright and the dark sides. Journal of Banking and Finance, 72, pp. 28-51. doi: 10.1016/j.jbankfin.2016.06.012

Beck, T., Colciago, A. & Pfajfar, D. (2014). The role of financial intermediaries in monetary policy transmission. Journal of Economic Dynamics and Control, 43, pp. 1-11. doi: 10.1016/j.jedc.2014.04.010

Beck, T. & Cull, R. (2014). SME Finance in Africa. Journal of African Economies, 23(5), pp. 583-613. doi: 10.1093/jae/eju016

Beck, T., De Jonghe, O. & Schepens, G. (2013). Bank competition and stability: Cross-country heterogeneity. Journal of Financial Intermediation, 22(2), pp. 218-244. doi: 10.1016/j.jfi.2012.07.001

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., Degryse, H. & Kneer, C. (2014). Is more finance better? Disentangling intermediation and size effects of financial systems. Journal of Financial Stability, 10, pp. 50-64. doi: 10.1016/j.jfs.2013.03.005

Beck, T., Demirguc-Kunt, A., Laeven, L. & Levine, R.view all authors (2008). Finance, Firm Size, and Growth. Journal of Money, Credit and Banking, 40(7), pp. 1379-1405. doi: 10.1111/j.1538-4616.2008.00164.x

Beck, T., Demirguc-Kunt, A. & Maksimovic, V. (2008). Financing patterns around the world: Are small firms different?. Journal of Financial Economics, 89(3), pp. 467-487. doi: 10.1016/j.jfineco.2007.10.005

Beck, T., Demirguc-Kunt, A. & Merrouche, O. (2013). Islamic vs. conventional banking: Business model, efficiency and stability. Journal of Banking & Finance, 37(2), pp. 433-447. doi: 10.1016/j.jbankfin.2012.09.016

Beck, T., Demirguc-Kunt, A. & Singer, D. (2013). Is Small Beautiful? Financial Structure, Size and Access to Finance. World Development, 52, pp. 19-33. doi: 10.1016/j.worlddev.2013.05.014

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

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. 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

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., Levine, R. & Levkov, A. (2010). Big Bad Banks? The Winners and Losers from Bank Deregulation in the United States. The Journal of Finance, 65(5), pp. 1637-1667. doi: 10.1111/j.1540-6261.2010.01589.x

Beck, T., Lin, C. & Ma, Y. (2014). Why Do Firms Evade Taxes? The Role of Information Sharing and Financial Sector Outreach. The Journal Of Finance, 69(2), pp. 763-817. doi: 10.1111/jofi.12123

Beck, T., Liping, L. & Yang, R. (2015). Finance and Growth for Microenterprises: Evidence from Rural China. World Development, 67, pp. 38-56. doi: 10.1016/j.worlddev.2014.10.008

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., Pamuk, H. & Uras, B.R. (2017). Entrepreneurial Saving Practices and Reinvestment: Theory and Evidence. Review of Development Economics, 21(4), pp. 1205-1228. doi: 10.1111/rode.12300

Beck, T., Senbet, L. & Simbanegavi, W. (2014). Financial Inclusion and Innovation in Africa: An Overview. Journal of African Economies, 24(suppl ), i3-i11. doi: 10.1093/jae/eju031

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

Beck, T., Todorov, R. & Wagner, W. (2014). Supervising cross-border banks: theory, evidence and policy. Economic Policy, 28(73), pp. 5-44. doi: 10.1111/1468-0327.12001

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

Beck, T. & Wagner, W. (2016). Supranational Supervision - How Much and for Whom?. International Journal of Central Banking, 12(2), pp. 221-268.

Beck, T., de Haan, J. & DeYoung, R. (2014). A Conference on Postcrisis Banking. Journal of Money, Credit and Banking, 46(s1), pp. 1-11. doi: 10.1111/jmcb.12075

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

Belvisi, M, Pianeti, R & Urga, G. (2016). Modelling financial markets comovements during crises: A dynamic multi-factor approach. Advances in Econometrics, 35, pp. 317-360. doi: 10.1108/S0731-905320150000035008

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

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

Bennouri, M. & Falconieri, S. (2008). The Optimality of Uniform Pricing in IPOs: An Optimal Auction Approach. Review of Finance, 12(4), pp. 673-700. doi: 10.1093/rof/rfn006

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

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

Bergamelli, M., Novotny, J. & Urga, G. (2015). MAXIMUM NON-EXTENSIVE ENTROPY BLOCK BOOTSTRAP FOR NON-STATIONARY PROCESSES. L'Actualité Economique, 91(1-2), pp. 115-139. doi: 10.7202/1036916ar

Berger, A. N., Frame, W. S. & Ioannidou, V. ORCID: 0000-0002-7996-2346 (2016). Reexamining the empirical relation between loan risk and collateral: The roles of collateral liquidity and types. Journal of Financial Intermediation, 26, pp. 28-46. doi: 10.1016/j.jfi.2015.11.002

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

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

Biagini, S. & Černý, A. (2011). Admissible strategies in semimartingale portfolio selection. SIAM Journal on Control and Optimization, 49(1), pp. 42-72. doi: 10.1137/090774458

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

Biais, B., Mariotti, T., Rochet, J.C. & Villeneuve, S.view all authors (2010). Large risks, limited liability, and dynamic moral hazard. Econometrica, 78(1), pp. 73-118. doi: 10.3982/ecta7261

Biffis, E. & Blake, D. (2013). Informed intermediation of longevity exposures. Journal of Risk and Insurance, 80(3), pp. 559-584. doi: 10.1111/j.1539-6975.2013.01524.x

Biffis, E. & Blake, D. (2014). Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers. North American Actuarial Journal, 18(1), pp. 14-21. doi: 10.1080/10920277.2013.872552

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

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 (2023). Analyst Research Activity During the COVID-19 Pandemic. Abacus, 59(4), pp. 1041-1073. doi: 10.1111/abac.12291

Bilinski, P. (2014). Do analysts disclose cash flow forecasts with earnings estimates when earnings quality is low?. Journal of Business Finance and Accounting, 41(3-4), pp. 401-434. doi: 10.1111/jbfa.12056

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

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

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., Liu, W. & Strong, N. (2012). Does liquidity risk explain low firm performance following seasoned equity offerings?. Journal of Banking and Finance, 36(10), pp. 2770-2785. doi: 10.1016/j.jbankfin.2012.07.009

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. & Lyssimachou, D. (2014). Risk Interpretation of the CAPM's Beta: Evidence from a New Research Method. Abacus, 50(2), pp. 203-226. doi: 10.1111/abac.12028

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. & Mohamed, A. (2015). The Signaling Effect of Durations between Equity and Debt Issues. Financial Markets, Institutions, & Instruments, 24(2-3), pp. 159-190. doi: 10.1111/fmii.12027

Bilinski, P. & Strong, N. (2013). Managers' private information, investor underreaction and long-run SEO performance. European Financial Management, 19(5), pp. 956-990. doi: 10.1111/j.1468-036x.2011.00616.x

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, 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 & 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

Blake, D. ORCID: 0000-0002-2453-2090 (2003). Financial System Requirements for Successful Pension Reform. Pensions, 9(1), pp. 59-87. doi: 10.1057/palgrave.pm.5940250

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 (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

Blake, D. ORCID: 0000-0002-2453-2090 (2020). Longevity Risk and Capital Markets: The 2018-19 Update. Annals of Actuarial Science, 14(2), pp. 219-261. doi: 10.1017/s1748499520000202

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 (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. (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. 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 (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

Blake, D. & Boardman, T. (2013). Spend more today safely: Using behavioral economics to improve retirement expenditure decisions with SPEEDOMETER plans. Risk Management and Insurance Review, 17(1), pp. 83-112. doi: 10.1111/rmir.12007

Blake, D., Boardman, T. & Cairns, A. J. G. (2014). Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds. North American Actuarial Journal, 18(1), pp. 258-277. doi: 10.1080/10920277.2014.883229

Blake, D., Byrne, A. & Mannion, G. (2010). Pension Plan Decisions. Review of Behavioural Finance, 2(1), pp. 19-36. doi: 10.1108/19405979201000002

Blake, D. ORCID: 0000-0002-2453-2090, Cairns, A. & Dowd, K. (2004). Long-term Value at Risk. Journal of Risk Finance, 5(2), pp. 52-57. doi: 10.1108/eb022986

Blake, D. ORCID: 0000-0002-2453-2090 & Cairns, A. J. G. (2021). Longevity Risk and Capital Markets: The 2019-20 Update. Insurance: Mathematics and Economics, 99, pp. 395-439. doi: 10.1016/j.insmatheco.2021.04.001

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., Cairns, A.J.G., Coughlan, G. D. , Dowd, K. & MacMinn, R.view all authors (2013). The New Life Market. Journal of Risk and Insurance, 80(3), pp. 501-558. doi: 10.1111/j.1539-6975.2012.01514.x

Blake, D. ORCID: 0000-0002-2453-2090, Cannon, E. & Wright, I. D. (2021). Quantifying Loss Aversion: Evidence from a UK Population Survey. Journal of Risk and Uncertainty, 63, pp. 27-57. doi: 10.1007/s11166-021-09356-7

Blake, D., Caulfield, T., Ioannidis, C. & Tonks, I.view all authors (2014). Improved inference in the evaluation of mutual fund performance using panel bootstrap methods. Journal of Econometrics, 183(2), pp. 202-210. doi: 10.1016/j.jeconom.2014.05.010

Blake, D., Caulfield, T., Ioannidis, C. & Tonks, I.view all authors (2017). New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods. Journal of Financial and Quantitative Analysis, 52(3), pp. 1279-1299. doi: 10.1017/s0022109017000229

Blake, D., Courbage, C., MacMinn, R. & Sherris, M.view all authors (2011). Longevity Risk and Capital Markets: The 2010-2011 Update. The Geneva Papers On Risk And Insurance: Issues And Practice, 36(4), pp. 489-500. doi: 10.1057/gpp.2011.27

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. & MacMinn, R. (2021). Longevity Risk and Capital Markets: The 2016-17 Update. North American Actuarial Journal, 25(sup1), S1-S6. doi: 10.1080/10920277.2019.1652101

Blake, D. ORCID: 0000-0002-2453-2090, MacMinn, R., Tsai, J. C. & Wang, J.view all authors (2021). L13: Longevity Risk and Capital Markets: The 2017-18 Update. North American Actuarial Journal, 25(sup1), S280-S308. doi: 10.1080/10920277.2019.1644469

Blake, D. & Morales, M. (2017). Longevity Risk and Capital Markets: The 2014-15 Update. Journal Of Risk And Insurance, 84(S1), pp. 279-297. doi: 10.1111/jori.12213

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

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

Blake, D., Rossi, A., Timmermann, T. , Tonks, I. & Wermers, R.view all authors (2015). Decentralization in Pension Fund Management. Journal of Investment Management, 13(3),

Blake, D., Rossi, A.G., Timmermann, A. , Tonks, I. & Wermers, R.view all authors (2013). Decentralized Investment Management: Evidence from the Pension Fund Industry. Journal of Finance, 68(3), pp. 1133-1178. doi: 10.1111/jofi.12024

Blake, D. & Turner, J.A. (2014). Longevity Insurance Annuities. Benefits Quarterly, 30(1), pp. 39-47.

Blake, D., Wright, I. D. & Zhang, Y. (2014). Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners. Journal of Economic Dynamics and Control, 38(1), pp. 105-124. doi: 10.1016/j.jedc.2013.11.001

Blake, D., Wright, I. D. & Zhang, Y. (2013). Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion. Journal of Economic Dynamics and Control, 37(1), pp. 195-209. doi: 10.1016/j.jedc.2012.08.001

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

Boffelli, S., Novotny, J. & Urga, G. (2020). A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets. Journal of Financial Econometrics, 20(4), pp. 681-715. doi: 10.1093/jjfinec/nbaa039

Boffelli, S., Skintzi, V. D. & Urga, G. (2016). High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers. Journal of Financial Econometrics, 15(1), pp. 62-105. doi: 10.1093/jjfinec/nbv023

Boffelli, S. & Urga, G. (2015). Macroannouncements, Bond Auctions and Rating Actions in the European Government Bond Spreads. Journal of International Money and Finance, 53, pp. 148-173. doi: 10.1016/j.jimonfin.2015.01.004

Boubaker, S., Derouiche, I. & Lasfer, M. (2015). Geographic Location, Excess Control Rights, and Cash Holdings. International Review of Financial Analysis, 42, pp. 24-37. doi: 10.1016/j.irfa.2014.07.008

Boutin, X., Cestone, G., Fumagalli, C. , Pica, G. & Serrano-Velarde, N.view all authors (2013). The deep-pocket effect of internal capital markets. Journal of Financial Economics, 109(1), pp. 122-145. doi: 10.1016/j.jfineco.2013.02.003

Bozcuk, A. & Lasfer, M. (2005). The information content of institutional trades on the London Stock Exchange. Journal of Financial and Quantitative Analysis, 40(3), pp. 621-644. doi: 10.1017/s0022109000001897

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 (2021). Dark Web Marketplaces and COVID-19: before the vaccine. EPJ Data Science, 10(1), article number 6. doi: 10.1140/epjds/s13688-021-00259-w

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

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

Bredin, D., Cuthbertson, K., Nitzsche, D. & Thomas, D. C.view all authors (2014). Performance and performance persistence of UK closed-end equity funds. International Review of Financial Analysis, 34, pp. 189-199. doi: 10.1016/j.irfa.2014.05.011

Britten-Jones, M., Neuberger, A. & Nolte, I. (2011). Improved Inference in Regression with Overlapping Observations. Journal of Business Finance & Accounting, 38(5-6), pp. 657-683. doi: 10.1111/j.1468-5957.2011.02244.x

Bruche, M. (2011). Creditor coordination, liquidation timing, and debt valuation. Journal of Financial and Quantitative Analysis, 46(5), pp. 1407-1436. doi: 10.1017/s0022109011000330

Bruche, M. & Gonzalez-Aguado, C. (2010). Recovery rates, default probabilities, and the credit cycle. Journal of Banking & Finance, 34(4), pp. 754-764. doi: 10.1016/j.jbankfin.2009.04.009

Bruche, M. & Llobet, G (2013). Preventing Zombie Lending. The Review of Financial Studies, 27(3), pp. 923-956. doi: 10.1093/rfs/hht064

Bruche, M. & Naqvi, H. (2010). A structural model of debt pricing with creditor-determined liquidation. Journal of Economic Dynamics and Control, 34(5), pp. 951-967. doi: 10.1016/j.jedc.2010.01.005

Bruche, M. & Segura, A. (2017). Debt Maturity and the Liquidity of Secondary Debt Markets. Journal of Financial Economics, 124(3), pp. 599-613. doi: 10.1016/j.jfineco.2017.04.002

Bruche, M. & Suarez, J. (2010). Deposit insurance and money market freezes. Journal of Monetary Economics, 57(1), pp. 45-61. doi: 10.1016/j.jmoneco.2009.11.007

Brun-Aguerre, R., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Greenwood-Nimmo, M. (2016). Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through into Import Prices. Journal of the Royal Statistical Society Series A: Statistics in Society, 180(2), pp. 587-612. doi: 10.1111/rssa.12213

Brun-Aguerre, R., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Phylaktis, K. (2012). Exchange rate pass-through into import prices revisited: What drives it?. Journal of International Money and Finance, 31(4), pp. 818-844. doi: 10.1016/j.jimonfin.2012.01.009

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

Brunovsky, P., Černý, A. & Winkler, M. (2017). Erratum to: A Singular Differential Equation Stemming from an Optimal Control Problem in Financial Economics. Applied Mathematics and Optimization, 75(1), p. 149. doi: 10.1007/s00245-016-9398-5

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

Bussiere, M. & Phylaktis, K. (2016). Emerging markets finance: Issues of international capital flows - Overview of the special issue. Journal of International Money and Finance, 60, pp. 1-7. doi: 10.1016/j.jimonfin.2015.09.007

Byrne, P., Jackson, C. & Lee, S. (2013). Bias or rationality? The case of UK commercial real estate investment. Journal of European Real Estate Research, 6(1), pp. 6-33. doi: 10.1108/17539261311312960

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

Cairns, A. J. G., Dowd, K., Blake, D. & Coughlan, G. D.view all authors (2014). Longevity hedge effectiveness: A decomposition. Quantitative Finance, 14(2), pp. 217-235. doi: 10.1080/14697688.2012.748986

Cairns, A.J.G., Blake, D., Dowd, K. & Kessler, A.R.view all authors (2016). Phantoms never die: Living with unreliable population data. Journal of the Royal Statistical Society. Series A: Statistics in Society, 179(4), pp. 975-1005. doi: 10.1111/rssa.12159

Calcagno, R. & Falconieri, S. (2014). Competition and the Dynamics of Takeover Contests. Journal of Corporate Finance, 26, pp. 36-56. doi: 10.1016/j.jcorpfin.2014.02.003

Caldana, R., Cheang, G.H.L., Chiarella, C. & Fusai, G.view all authors (2015). Correction: Exchange Option under Jump-diffusion Dynamics. Applied Mathematical Finance, 22(1), pp. 99-103. doi: 10.1080/1350486x.2014.937564

Caldana, R. & Fusai, G. (2013). A general closed-form spread option pricing formula. Journal of Banking & Finance, 37(12), pp. 4893-4906. doi: 10.1016/j.jbankfin.2013.08.016

Caldana, R., Fusai, G., Gnoatto, A. & Grasselli, M.view all authors (2016). General closed-form basket option pricing bounds. Quantitative Finance, 16(4), pp. 535-554. doi: 10.1080/14697688.2015.1073854

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

Carapeto, M., Moeller, S., Faelten, A. , Vitkova, V. & Bortolotto, L.view all authors (2011). Distress classification measures in the banking sector. Risk governance and control: financial markets & institutions, 1(4), pp. 19-30. doi: 10.22495/rgcv1i4art2

Carapeto, M., Moeller, S., Faelten, A. , Vitkova, V. & Bortolotto, L.view all authors (2010). Distress resolution strategies in the banking sector: Implications for global financial crises. International Finance Review, 11, pp. 335-360. doi: 10.1108/S1569-3767(2010)0000011015

Carletti, E., De Marco, F., Ioannidou, V. ORCID: 0000-0002-7996-2346 & Sette, E.view all authors (2021). Banks as patient lenders: Evidence from a tax reform. Journal of Financial Economics, 141(1), pp. 6-26. doi: 10.1016/j.jfineco.2020.07.021

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

Castagnetti, C., Rossi, E. & Trapani, L. (2015). Inference on factor structures in heterogeneous panels. Journal of Econometrics, 184(1), pp. 145-157. doi: 10.1016/j.jeconom.2014.08.004

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

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

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, 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

Casu, B., Clare, A., Sarkisyan, A. & Thomas, S.view all authors (2013). Securitization and Bank Performance. Securitization and Bank Performance, 45(8), pp. 1617-1658. doi: 10.1111/jmcb.12064

Casu, B., Deng, B. & Ferrari, A. (2016). Post-crisis regulatory reforms and bank performance: lessons from Asia. European Journal of Finance, 23(15), pp. 1544-1571. doi: 10.1080/1351847x.2016.1177566

Casu, B., Dontis-Charitos, P., Staikouras, S. & Williams, J.view all authors (2016). Diversification, Size and Risk: the Case of Bank Acquisitions of Nonbank Financial Firms. European Financial Management, 22(2), pp. 235-275. doi: 10.1111/eufm.12061

Casu, B., Fabbri, D. & Wilson, J. O. S. (2014). Emerging issues in financial institutions and markets. The European Journal of Finance, 20(10), pp. 847-849. doi: 10.1080/1351847x.2013.833531

Casu, B., Ferrari, A., Girardone, C. & Wilson, J. O. S.view all authors (2016). Integration, productivity and technological spillovers: Evidence for eurozone banking industries. European Journal of Operational Research, 255(3), pp. 971-983. doi: 10.1016/j.ejor.2016.06.007

Casu, B., Ferrari, A. & Zhao, T. (2013). Regulatory Reform and Productivity Change in Indian Banking. The Review of Economics and Statistics, 95(3), pp. 1066-1077. doi: 10.1162/rest_a_00298

Casu, B. & Girardone, C. (2010). Integration and efficiency convergence in EU banking markets. Omega, 38(5), pp. 260-267. doi: 10.1016/j.omega.2009.08.004

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

Cenedese, G., Payne, R., Sarno, L. & Valente, G.view all authors (2016). What Do Stock Markets Tell Us about Exchange Rates?. Review of Finance, 20(3), pp. 1045-1080. doi: 10.1093/rof/rfv032

Cenedese, G., Sarno, L. & Tsiakas, I. (2014). Foreign exchange risk and the predictability of carry trade returns. Journal of Banking & Finance, 42(1), pp. 302-313. doi: 10.1016/j.jbankfin.2014.01.040

Cespa, G. ORCID: 0000-0003-2466-6168 & Vives, X. (2021). Exchange Competition, Entry, and Welfare. The Review of Financial Studies, 35(5), pp. 2570-2624. doi: 10.1093/rfs/hhab101

Cespa, G. & Foucault, T. (2014). Illiquidity Contagion and Liquidity Crashes. Review of Financial Studies, 27(6), pp. 1615-1660. doi: 10.1093/rfs/hhu016

Cespa, G. & Foucault, T. (2014). Sale of price information by exchanges: Does it promote price discovery?. Management Science, 60(1), pp. 148-165. doi: 10.1287/mnsc.2013.1735

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

Cespa, G. & Vives, X. (2015). The Beauty Contest and Short-Term Trading. The Journal of Finance, 70(5), pp. 2099-2154. doi: 10.1111/jofi.12279

Cespa, G. & Vives, X. (2012). Dynamic trading and asset prices: Keynes vs. Hayek. Review of Economic Studies, 79(2), pp. 539-580. doi: 10.1093/restud/rdr040

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

Cestone, G. (2014). Venture Capital Meets Contract Theory: Risky Claims or Formal Control?. Review of Finance, 18(3), pp. 1097-1137. doi: 10.1093/rof/rft021

Chari, S., Balabanis, G., Robson, M.J. & Slater, S.view all authors (2016). Alignments and misalignments of realized marketing strategies with administrative systems: Performance implications. Industrial Marketing Management, 63(May 20), pp. 129-144. doi: 10.1016/j.indmarman.2016.11.002

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,

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

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

Chiaramonte, L. & Casu, B. (2016). Capital and liquidity ratios and financial distress. Evidence from the European banking industry. British Accounting Review, 49(2), pp. 138-161. doi: 10.1016/j.bar.2016.04.001

Chiaramonte, L. & Casu, B. (2012). The determinants of bank CDS spreads: Evidence from the financial crisis. The European Journal of Finance, 2(9), pp. 51-77. doi: 10.1080/1351847X.2011.636832

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

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

Cho, C. H., Huang, Z. ORCID: 0000-0003-2280-3149, Liu, S. & Yang, D.view all authors (2021). Contaminated Heart: Does Air Pollution Harm Business Ethics? Evidence from Earnings Manipulation. Journal of Business Ethics, 177(1), pp. 151-172. doi: 10.1007/s10551-021-04762-y

Cho, C. H., Jung, J. H., Kwak, B. , Lee, J. & Yoo, C-Y.view all authors (2017). Professors on the Board: Do They Contribute to Society Outside the Classroom?. Journal of Business Ethics, 141(2), pp. 393-409. doi: 10.1007/s10551-015-2718-x

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., 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

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

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, 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. 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. 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

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

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

Clare, A. (2017). The performance of long-serving fund managers. International Review of Financial Analysis, 52(2017), pp. 152-159. doi: 10.1016/j.irfa.2017.07.001

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, 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

Clare, A., Duygun, M., Gulamhussen, M. & Pozzolo, A.view all authors (2016). Bank business models, regulation, and the role of financial market participants in the global financial crisis. Journal of Banking and Finance, 72(Supple), S1-S5. doi: 10.1016/j.jbankfin.2016.10.007

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

Clare, A., Gulamhussen, M. & Pinheiro, C. (2013). What factors cause foreign banks to stay in London?. Journal of International Money and Finance, 32(1), pp. 739-761. doi: 10.1016/j.jimonfin.2012.06.007

Clare, A., Motson, N., Sapuric, S. & Todorovic, N.view all authors (2014). What impact does a change of fund manager have on mutual fund performance?. International Review of Financial Analysis, 35, pp. 167-177. doi: 10.1016/j.irfa.2014.08.005

Clare, A., Nitzsche, D. & Sherman, M. (2013). Mutual fund performance and management location. Journal of Asset Management, 14(6), pp. 336-353. doi: 10.1057/jam.2013.23

Clare, A., O'Sullivan, N. & Sherman, M. (2014). Family status and mutual fund performance. Journal of Asset Management, 15(3), pp. 163-175. doi: 10.1057/jam.2014.19

Clare, A., O'Sullivan, N., Sherman, M. & Thomas, S.view all authors (2016). Multi-asset class mutual funds: Can they time the market? Evidence from the US, UK and Canada. Research in International Business and Finance, 36, pp. 212-221. doi: 10.1016/j.ribaf.2015.09.011

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

Clare, A., Sapuric, S. & Todorovic, N. (2010). Quantitative or momentum-based multi-style rotation? UK experience. Journal of Asset Management, 10(6), pp. 370-381. doi: 10.1057/jam.2009.19

Clare, A., Seaton, J., Smith, P. N. & Thomas, S.view all authors (2013). Breaking into the blackbox: Trend following, stop losses and the frequency of trading - The case of the S&P500. Journal of Asset Management, 14(3), pp. 182-194. doi: 10.1057/jam.2013.11

Clare, A. ORCID: 0000-0002-4180-6778, Seaton, J., Smith, P. N. & Thomas, S. ORCID: 0000-0001-5438-4263view all authors (2021). Perfect withdrawal in a noisy world: Investing lessons with and without annuities while in drawdown between 2000 and 2019. Journal of Retirement, 9(1), pp. 9-39. doi: 10.3905/jor.2021.1.090

Clare, A., Seaton, J., Smith, P. N. & Thomas, S.view all authors (2017). Reducing sequence risk using trend following and the CAPE ratio. Financial Analysts Journal, 73(4), pp. 91-103. doi: 10.2469/faj.v73.n4.5

Clare, A. ORCID: 0000-0002-4180-6778, Seaton, J., Smith, P. N. & Thomas, S. ORCID: 0000-0001-5438-4263view all authors (2017). Size Matters: Tail Risk, Momentum and Trend Following in International Equity Portfolios. Journal of Investing, 26(3), pp. 53-64. doi: 10.3905/joi.2017.26.3.053

Clare, A., Seaton, J., Smith, P. N. & Thomas, S.view all authors (2014). Trend following, risk parity and momentum in commodity futures. International Review of Financial Analysis, 31, pp. 1-12. doi: 10.1016/j.irfa.2013.10.001

Clare, A., Seaton, J., Smith, P. N. & Thomas, S.view all authors (2016). The trend is our friend: Risk parity, momentum and trend following in global asset allocation. Journal of Behavioral and Experimental Finance, 9, pp. 63-80. doi: 10.1016/j.jbef.2016.01.002

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

Cocco, J. F. & Volpin, P. (2013). Corporate pension plans as takeover deterrents. Journal of Financial and Quantitative Analysis, 48(4), pp. 1119-1144. doi: 10.1017/s0022109013000355

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

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

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. (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

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

Corte, P. D., Sarno, L. & Sestieri, G. (2012). The predictive information content of external imbalances for exchange rate returns: How much is it worth?. Review of Economics and Statistics, 94(1), pp. 100-115. doi: 10.1162/rest_a_00157

Corte, P. D., Sarno, L. & Thornton, D. (2008). The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value. Journal of Financial Economics, 89(1), pp. 158-174. doi: 10.1016/j.jfineco.2007.08.002

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

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

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

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

Curcio, D., De Simone, A. & Gallo, A. (2017). Financial crisis and international supervision: New evidence on the discretionary use of loan loss provisions at Euro Area commercial banks. The British Accounting Review, 49(2), pp. 181-193. doi: 10.1016/j.bar.2016.09.001

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

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

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

Cuthbertson, K., Hayley, S., Motson, N. & Nitzsche, D.view all authors (2016). What Does Rebalancing Really Achieve?. International Journal of Finance & Economics, 21(3), pp. 224-240. doi: 10.1002/ijfe.1545

Cuthbertson, K. & Nitzsche, D. (2013). Performance, Stock Selection and Market Timing of the German Equity Mutual Fund Industry. Journal of Empirical Finance, 21(1), pp. 86-101. doi: 10.1016/j.jempfin.2012.12.002

Cuthbertson, K. & Nitzsche, D. (2013). Winners and losers: German equity mutual funds. European Journal of Finance, 19(10), pp. 951-963. doi: 10.1080/1351847x.2012.684098

Cuthbertson, K., Nitzsche, D. & O'Sullivan, N. (2010). Mutual fund performance: Measurement and evidence. Financial Markets, Institutions and Instruments, 19(2), pp. 95-187. doi: 10.1111/j.1468-0416.2010.00156.x

Cuthbertson, K., Nitzsche, D. & O'Sullivan, N. (2016). A review of behavioural and management effects in mutual fund performance. International Review of Financial Analysis, 44, pp. 162-176. doi: 10.1016/j.irfa.2016.01.016

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

D'Amato, A. & Gallo, A. (2017). Does Bank Institutional Setting Affect Board Effectiveness? Evidence from Cooperative and Joint-Stock Banks. Corporate Governance, 25(2), pp. 78-99. doi: 10.1111/corg.12185

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

Dargenidou, C., McLeay, S. & Raonic, I. (2011). Accruals, Disclosure and the Pricing of Future Earnings in the European Market. Journal of Business Finance & Accounting, 38(5-6), pp. 473-504. doi: 10.1111/j.1468-5957.2011.02245.x

Dawson, P., Dowd, K., Cairns, A.J.G. & Blake, D.view all authors (2010). Survivor Derivatives: A Consistent Pricing Framework. Journal Of Risk And Insurance, 77(3), pp. 579-596. doi: 10.1111/j.1539-6975.2010.01356.x

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

Degryse, H., Ioannidou, V. ORCID: 0000-0002-7996-2346 & Von Schedvin, E. (2016). On the nonexclusivity of loan contracts: An empirical investigation. Management Science, 62(12), pp. 3510-3533. doi: 10.1287/mnsc.2015.2277

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

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

Della Corte, P., Ramadorai, T. & Sarno, L. (2016). Volatility Risk Premia and Exchange Rate Predictability. Journal of Financial Economics, 120(1), pp. 21-40. doi: 10.1016/j.jfineco.2016.02.015

Della Corte, P., Sarno, L. & Tsiakas, I. (2011). Spot and forward volatility in foreign exchange. Journal of Financial Economics, 100(3), pp. 496-513. doi: 10.1016/j.jfineco.2011.01.007

Denuit, M., Haberman, S. & Renshaw, A. E. (2010). Comonotonic approximations to quantiles of life annuity conditional expected present values: extensions to general arima models and comparison with the bootstrap. ASTIN Bulletin, 40(1), pp. 331-349. doi: 10.2143/ast.40.1.2049232

Denuit, M., Haberman, S. & Renshaw, A. E. (2011). Longevity-indexed annuities. North American Actuarial Journal, 15(1), pp. 97-111. doi: 10.1080/10920277.2011.10597611

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

Dessaint, O., Golubov, A. & Volpin, P. (2017). Employment Protection and Takeovers. Journal of Financial Economics, 125(2), pp. 369-388. doi: 10.1016/j.jfineco.2017.05.005

Dimitrova, D. S., Kaishev, V. K. & Penev, S. (2008). GeD spline estimation of multivariate Archimedean copulas. Computational Statistics & Data Analysis, 52(7), pp. 3570-3582. doi: 10.1016/j.csda.2007.11.010

Dimitrova, D. S., Kaishev, V. K. & Zhao, S. (2015). On finite-time ruin probabilities in a generalized dual risk model with dependence. European Journal of Operational Research, 242(1), pp. 134-148. doi: 10.1016/j.ejor.2014.10.007

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

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. & Cairns, A. J. G. (2016). The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts. Risks, 4(3), article number 21. doi: 10.3390/risks4030021

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 (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

Driver, C., Temple, P. & Urga, G. (2008). Real options - delay vs. pre-emption: Do industrial characteristics matter?. International Journal of Industrial Organization, 26(2), pp. 532-545. doi: 10.1016/j.ijindorg.2007.03.003

Driver, C., Trapani, L. & Urga, G. (2013). On the use of cross-sectional measures of forecast uncertainty. International Journal of Forecasting, 29(3), pp. 367-377. doi: 10.1016/j.ijforecast.2012.11.005

Duffuor, K., Marsh, I. W. & Phylaktis, K. (2012). Order flow and exchange rate dynamics: an application to emerging markets. International Journal of Finance and Economics, 17(3), pp. 290-304. doi: 10.1002/ijfe.451

Dumitru, A-M. & Urga, G. (2012). Identifying jumps in financial assets: A comparison between nonparametric jump tests. Journal of Business and Economic Statistics, 30(2), pp. 242-255. doi: 10.1080/07350015.2012.663250

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

Eichengreen, B., Mody, A., Nedeljkovic, M. & Sarno, L.view all authors (2012). How the Subprime Crisis went global: Evidence from bank credit default swap spreads. Journal of International Money and Finance, 31(5), pp. 1299-1318. doi: 10.1016/j.jimonfin.2012.02.002

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

Elyasiani, E., Kalotychou, E., Staikouras, S. & Zhao, G.view all authors (2015). Return and Volatility Spillover among Banks and Insurers: Evidence from Pre-Crisis and Crisis Periods. Journal of Financial Services Research, 48(1), pp. 21-52. doi: 10.1007/s10693-014-0200-z

Elyasiani, E., Staikouras, S. & Dontis-Charitos, P. (2016). Cross-Industry Product Diversification and Contagion in Risk and Return: The case of Bank-Insurance and Insurance-Bank Takeovers. Journal Of Risk And Insurance, 83(3), pp. 681-718. doi: 10.1111/jori.12066

Emms, P. & Haberman, S. (2009). Optimal management of an insurer's exposure in a competitive general insurance market. North American Actuarial Journal, 13(1), pp. 77-105. doi: 10.1080/10920277.2009.10597541

Fabbri, D. (2010). Law Enforcement and Firm Financing: Theory and Evidence. Journal of the European Economic Association, 8(4), pp. 776-816. doi: 10.1111/j.1542-4774.2010.tb00540.x

Fabbri, D. & Klapper, L.F. (2016). Bargaining power and trade credit. Journal of Corporate Finance, 41, pp. 66-80. doi: 10.1016/j.jcorpfin.2016.07.001

Fabbri, D. & Menichini, A.M.C. (2016). The commitment problem of secured lending. Journal of Financial Economics, 120(3), pp. 561-584. doi: 10.1016/j.jfineco.2016.02.009

Faelten, A., Gietzmann, M. & Vitkova, V. (2013). Learning from your investors: can the geographical composition of institutional investors affect the chance of success in international M&A deals?. Journal of Management and Governance, 19(1), pp. 47-69. doi: 10.1007/s10997-013-9268-3

Faelten, A., Gietzmann, M. & Vitkova, V. (2014). Naked M&A Transactions: How the Lack of Local Expertise in Cross-Border Deals Can Negatively Affect Acquirer Performance - and How Informed Institutional Investors can Mitigate This Effect. Journal of Business Finance and Accounting, 41(3-4), pp. 469-506. doi: 10.1111/jbfa.12049

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

Falconieri, S. & Bennouri, M. (2015). Single versus multiple banking: lessons from initial public offerings. The European Journal of Finance, 23(10), pp. 841-858. doi: 10.1080/1351847x.2015.1053149

Falconieri, S., Murphy, A. & Weaver, D. (2009). Underpricing and Ex Post Value Uncertainty. Financial Management, 38(2), pp. 285-300. doi: 10.1111/j.1755-053x.2009.01036.x

Falconieri, S. & Tastan, M. (2018). The Role of Admission Documents on the Pricing of UK Fixed Priced IPOs. Economics Letters, 173, pp. 44-46. doi: 10.1016/j.econlet.2018.09.007

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

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

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

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

Favara, G., Morellec, E., Schroth, E. & Valta, P.view all authors (2016). Debt Enforcement, Investment, and Risk Taking Across Countries. Journal of Financial Economics, 123(1), pp. 22-41. doi: 10.1016/j.jfineco.2016.09.002

Favara, G., Schroth, E. & Valta, P. (2012). Strategic Default and Equity Risk Across Countries. The Journal of Finance, 67(6), pp. 2051-2095. doi: 10.1111/j.1540-6261.2012.01781.x

Fei, F., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Kalotychou, E. (2017). Dependence in Credit Default Swap and Equity Markets: Dynamic Copula with Markov Switching. International Journal of Forecasting, 33(3), pp. 662-678. doi: 10.1016/j.ijforecast.2017.01.006

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

Fernandez-Perez, A, Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Miffre, J (2016). Is idiosyncratic volatility priced in commodity futures markets?. International Review of Financial Analysis, 46, pp. 219-226. doi: 10.1016/j.irfa.2016.06.002

Fernandez-Perez, A., Frijns, B., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Miffre, J.view all authors (2018). The Skewness of Commodity Futures Returns. Journal of Banking and Finance, 86, pp. 143-158. doi: 10.1016/j.jbankfin.2017.06.015

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

Fernandez-Perez, A., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Miffre, J. (2016). Commodity Markets, Long-Run Predictability and Intertemporal Pricing. Review of Finance, 21(3), doi: 10.1093/rof/rfw034

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

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

Ferrari, C., Marchese, M. & Tei, A. (2018). Shipbuilding and economic cycles: a non-linear econometric approach. Maritime Business Review, 3(2), pp. 112-127. doi: 10.1108/mabr-01-2018-0002

Ferreira, D., Ferreira, M. & Mariano, B. (2018). Creditor Control Rights and Board Independence. Journal of Finance, 73(5), pp. 2385-2423. doi: 10.1111/jofi.12692

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

Ferreira, M., Keswani, A., Ramos, S. & Miguel, A. F.view all authors (2013). The Determinants of Mutual Fund Performance: A Cross-Country Study. Review of Finance, 17(2), pp. 483-525. doi: 10.1093/rof/rfs013

Ferreira, M. A., Keswani, A., Miguel, A. F. & Ramos, S.view all authors (2012). The flow-performance relationship around the world. Journal of Banking & Finance, 36(6), pp. 1759-1780. doi: 10.1016/j.jbankfin.2012.01.019

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

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

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

Fich, E. M., Cai, J. & Tran, A. (2010). Stock option grants to target CEOs during private merger negotiations. Journal of Financial Economics, 101(2), pp. 413-430. doi: 10.1016/j.jfineco.2011.03.010

Fich, E. M., Harford, J. & Tran, A. (2015). Motivated monitors: the importance of institutional investors’ portfolio weights. Journal of Financial Economics, 118(1), pp. 21-48. doi: 10.1016/j.jfineco.2015.06.014

Fich, E. M., Tran, A. & Walkling, R. A. (2013). On the importance of golden parachutes. Journal of Financial and Quantitative Analysis, 48(6), pp. 1717-1753. doi: 10.1017/s002210901300063x

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

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

Fosten, J. (2017). Confidence intervals in regressions with estimated factors and idiosyncratic components. Economics Letters, 157, pp. 71-74. doi: 10.1016/j.econlet.2017.05.034

Fosten, J. (2017). Model selection with estimated factors and idiosyncratic components. Journal of Applied Econometrics, 32(6), pp. 1087-1106. doi: 10.1002/jae.2567

Fosten, J. (2017). Revisiting Targeted Factors. Journal of Forecasting, 36(2), pp. 207-216. doi: 10.1002/for.2429

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

Fosten, J. ORCID: 0000-0001-5123-8500 & Gutknecht, D. (2021). Horizon confidence sets. Empirical Economics, 61(2), pp. 667-692. doi: 10.1007/s00181-020-01891-7

Fosten, J. & Gutknecht, D. (2020). Testing Nowcast Monotonicity with Estimated Factors. Journal of Business & Economic Statistics, 38(1), pp. 107-123. doi: 10.1080/07350015.2018.1458623

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

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

Franks, J., Mayer, C., Volpin, P. & Wagner, H. F.view all authors (2012). The life cycle of family ownership: International evidence. Review of Financial Studies, 25(6), pp. 1675-1712. doi: 10.1093/rfs/hhr135

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

Fratzscher, M., Gloede, O., Menkhoff, L. , Sarno, L. & Stoehr, T.view all authors (2018). When is Foreign Exchange Intervention Effective? Evidence from 33 Countries. American Economic Journal: Macroeconomics, 11(1), pp. 132-156. doi: 10.1257/mac.20150317

Fratzscher, M., Juvenal, L. & Sarno, L. (2010). Asset prices, exchange rates and the current account. European Economic Review, 54(5), pp. 643-658. doi: 10.1016/j.euroecorev.2009.12.005

Fratzscher, M., Rime, D., Sarno, L. & Zinna, G.view all authors (2015). The scapegoat theory of exchange rates: the first tests. Journal of Monetary Economics, 70, pp. 1-21. doi: 10.1016/j.jmoneco.2014.09.001

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

Friederich, S. & Payne, R. (2015). Order-to-trade ratios and market liquidity. Journal of Banking & Finance, 50, pp. 214-223. doi: 10.1016/j.jbankfin.2014.10.005

Friederich, S. & Payne, R. (2014). Trading anonymity and order anticipation. Journal of Financial Markets, 21(Novemb), pp. 1-24. doi: 10.1016/j.finmar.2014.07.002

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

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

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

Fuertes, A-M. ORCID: 0000-0001-6468-9845 (2014). Performance of Idiosyncratic Volatility Strategies in Commodity Markets: Delusion or Reality?. Investment and Pensions Europe, 2014(Summer), pp. 14-17.

Fuertes, A-M. ORCID: 0000-0001-6468-9845 (2008). Sieve bootstrap t-tests on long-run average parameters. Computational Statistics & Data Analysis, 52(7), pp. 3354-3370. doi: 10.1016/j.csda.2007.11.014

Fuertes, A-M. ORCID: 0000-0001-6468-9845, Izzeldin, M. & Kalotychou, E. (2009). On forecasting daily stock volatility: The role of intraday information and market conditions. International Journal of Forecasting, 25(2), pp. 259-281. doi: 10.1016/j.ijforecast.2009.01.006

Fuertes, A-M. ORCID: 0000-0001-6468-9845, Kalotychou, E. & Saka, O. (2015). How did the ECB save the Eurozone without spending a single euro?. VOX, CEPR’s Policy Portal,

Fuertes, A-M. ORCID: 0000-0001-6468-9845, Kalotychou, E. & Todorovic, N. (2015). Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy?. Review of Quantitative Finance and Accounting, 45(2), pp. 251-278. doi: 10.1007/s11156-014-0436-6

Fuertes, A-M. ORCID: 0000-0001-6468-9845, Miffre, J. & Fernandez-Perez, A. (2015). Commodity strategies based on momentum, term structure, and idiosyncratic volatility. Journal of Futures Markets, 35(3), pp. 274-297. doi: 10.1002/fut.21656

Fuertes, A-M. ORCID: 0000-0001-6468-9845, Miffre, J. & Rallis, G. (2010). Tactical allocation in commodity futures markets: Combining momentum and term structure signals. Journal of Banking & Finance, 34(10), pp. 2530-2548. doi: 10.1016/j.jbankfin.2010.04.009

Fuertes, A-M. ORCID: 0000-0001-6468-9845, Muradoglu, G. & Ozturkkal, B. (2014). A behavioral analysis of investor diversification. The European Journal of Finance, 20(6), pp. 499-523. doi: 10.1080/1351847x.2012.719829

Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Olmo, J. (2016). On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open?. Journal of Risk and Financial Management, 9(3), article number 10. doi: 10.3390/jrfm9030010

Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Olmo, J. (2013). Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction. International Journal of Forecasting, 29(1), pp. 28-42. doi: 10.1016/j.ijforecast.2012.05.005

Fuertes, A-M. ORCID: 0000-0001-6468-9845, Phylaktis, K. & Yan, C. (2014). Hot money in bank credit flows to emerging markets during the banking globalization era. Journal of International Money and Finance, 60, pp. 29-52. doi: 10.1016/j.jimonfin.2014.10.002

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

Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Robles, M-D. (2021). Bank credit risk events and peers' equity value. International Review of Financial Analysis, 75, article number 101668. doi: 10.1016/j.irfa.2021.101668

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 (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

Fusai, G. (2000). Corridor options and arc-sine law. ANNALS OF APPLIED PROBABILITY, 10(2), pp. 634-663. doi: 10.1214/aoap/1019487359

Fusai, G., Caldana, R. & Roncoroni, A. (2017). Electricity Forward Curves with Thin Granularity: Theory and Empirical Evidence in the Hourly EPEX Spot Market. European Journal of Operational Research, 261(2), pp. 715-734. doi: 10.1016/j.ejor.2017.02.016

Fusai, G., Gambaro, A. & Casalini, R. (2017). Approximate Pricing of Swaptions in Affine and Quadratic Models. Quantitative Finance, 17(9), pp. 1325-1345. doi: 10.1080/14697688.2017.1292043

Fusai, G., Germano, G. & Marazzina, D. (2016). Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options. European Journal of Operational Research, 251(1), pp. 124-134. doi: 10.1016/j.ejor.2015.11.027

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

Fusai, G., Marazzina, D. & Marena, M. (2011). Pricing Discretely Monitored Asian Options by Maturity Randomization. SIAM Journal on Financial Mathematics, 2(1), pp. 383-403. doi: 10.1137/09076115x

Fusai, G., Marena, M. & Roncoroni, A. (2008). Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets. Journal of Banking & Finance, 32(10), pp. 2033-2045. doi: 10.1016/j.jbankfin.2007.12.024

Fusai, G. & Meucci, A. (2008). Pricing discretely monitored Asian options under Levy processes. Journal of Banking & Finance, 32(10), pp. 2076-2088. doi: 10.1016/j.jbankfin.2007.12.027

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

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

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

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

Gambaro, A. M., Casalini, R., Fusai, G. & Ghilarducci, A.view all authors (2017). Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts. Insurance: Mathematics and Economics, 81, pp. 117-129. doi: 10.1016/j.insmatheco.2017.10.005

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

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

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

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

Georgievska, A., Georgievska, L., Stojanovic, A. & Todorovic, N.view all authors (2008). Sovereign rescheduling probabilities in emerging markets: A comparison with credit rating agencies' ratings. Journal of Applied Statistics, 35(9), pp. 1031-1051. doi: 10.1080/02664760802193112

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.

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

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

Gietzmann, M., Isidro, H. & Raonic, I. (2018). Vulture Funds and the Fresh Start Accounting Value of Firms Emerging from Bankruptcy. Journal of Business Finance and Accounting, 45(3-4), pp. 410-436. doi: 10.1111/jbfa.12303

Gietzmann, M. & Raonic, I. (2013). Thinly Traded Growth Stocks: A Joint Examination of Transparency in Communication and the Trading Platform. European Accounting Review, 23(2), pp. 257-289. doi: 10.1080/09638180.2013.768802

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

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

Gounopoulos, D., Molyneux, P., Staikouras, S. , Wilson, J. O. S. & Zhao, G.view all authors (2013). Exchange rate risk and the equity performance of financial intermediaries. International Review of Financial Analysis, 29, pp. 271-282. doi: 10.1016/j.irfa.2012.04.001

Green, R., Fusai, G. & Abrahams, I. D. (2010). The wiener-hopf technique and discretely monitored path-dependent option pricing. Mathematical Finance, 20(2), pp. 259-288. doi: 10.1111/j.1467-9965.2010.00397.x

Haenschel, C., Bittner, R. A., Waltz, J. , Haertling, F., Wibral, M., Singer, W., Linden, D. E. J. & Rodriguez, E.view all authors (2009). Cortical oscillatory activity is critical for working memory as revealed by deficits in early-onset schizophrenia. Journal of Neuroscience, 29(30), pp. 9481-9489. doi: 10.1523/jneurosci.1428-09.2009

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

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

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

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 , Karanasos, M. G. & Koutroumpis, P.view all authors (2018). The Legacy of a Fractured Eurozone: The Greek Dra(ch)ma. Geoforum, 93, pp. 11-21. doi: 10.1016/j.geoforum.2018.04.019

Hatgioannides, J. & Karanassou, M. (2017). Warrant Economics, Call-Put Policy Options and the Great Recession. Review of Political Economy,

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

Hatzopoulos, P. & Haberman, S. (2011). A dynamic parameterization modeling for age-period-cohort mortality. Insurance: Mathematics and Economics, 49(2), pp. 155-174. doi: 10.1016/j.insmatheco.2011.02.007

Hatzopoulos, P. & Haberman, S. (2009). A parameterized approach to modeling and forecasting mortality. Insurance: Mathematics and Economics, 44(1), pp. 103-123. doi: 10.1016/j.insmatheco.2008.10.008

Hayley, S. (2014). Hindsight Effects in Dollar-Weighted Returns. Journal of Financial and Quantitative Analysis, 49(1), pp. 249-269. doi: 10.1017/s0022109014000155

Hayley, S. & Marsh, I. W. (2016). What do retail FX traders learn?. Journal of International Money and Finance, 64, pp. 16-38. doi: 10.1016/j.jimonfin.2016.02.001

Hayley, S., Nitzsche, D. & Cuthbertson, K. (2016). Market and Style Timing: German Equity and Bond Funds. European Financial Management, 22(4), pp. 667-696. doi: 10.1111/eufm.12080

Hearn, B., Phylaktis, K. & Piesse, J. (2017). Expropriation risk by block holders, institutional quality and expected stock returns. Journal of Corporate Finance, 45, pp. 122-149. doi: 10.1016/j.jcorpfin.2017.04.016

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

Herrera, H. & Schroth, E. (2011). Advantageous Innovation in the Underwriting Market for Corporate Securities. Journal of Banking and Finance, 35(5), pp. 1097-1113. doi: 10.1016/j.jbankfin.2010.09.019

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

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

Hobson, D.E. & Neuberger, A. (2017). Model uncertainty and the pricing of American options. Finance and Stochastics, 21(1), pp. 285-329. doi: 10.1007/s00780-016-0314-2

Hobson, D.E. & Neuberger, A. (2012). Robust bounds for forward start options. Mathematical Finance, 22(1), pp. 31-56. doi: 10.1111/j.1467-9965.2010.00473.x

Hoesli, M., Milcheva, S. & Moss, A. (2017). Is Financial Regulation Good or Bad for Real Estate Companies? – An Event Study. Journal of Real Estate Finance and Economics, 61(3), pp. 369-407. doi: 10.1007/s11146-017-9634-z

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

Hoque, K., Wass, V., Bacon, N. & Jones, M.view all authors (2018). Are High Performance Work Practices (HPWPs) enabling or disabling? Exploring the relationship between selected HPWPs and work-related disability disadvantage. Human Resource Management, 57(2), pp. 499-513. doi: 10.1002/hrm.21881

Horváth, L. & Trapani, L. (2016). Statistical inference in a random coefficient panel model. Journal of Econometrics, 193(1), pp. 54-75. doi: 10.1016/j.jeconom.2016.01.006

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 (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

Hunt, A. & Blake, D. (2014). A General Procedure for Constructing Mortality Models. North American Actuarial Journal, 18(1), pp. 116-138. doi: 10.1080/10920277.2013.852963

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. (2017). Identifiability, cointegration and the gravity model. Insurance: Mathematics and Economics, 78, pp. 360-368. doi: 10.1016/j.insmatheco.2017.09.014

Hunt, A. & Blake, D. (2017). Modelling Mortality for Pension Schemes. ASTIN Bulletin, 47(2), pp. 601-629. doi: 10.1017/asb.2016.40

Hunt, A. & Blake, D. (2015). Modelling longevity bonds: Analysing the Swiss Re Kortis bond. Insurance: Mathematics and Economics, 63, pp. 12-29. doi: 10.1016/j.insmatheco.2015.03.017

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

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

Inkmann, J., Blake, D. & Shi, Z. (2015). Managing Financially Distressed Pension Plans in the Interest of Beneficiaries. Journal of Risk and Insurance, 84(2), pp. 539-565. doi: 10.1111/jori.12090

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

Ipatova, E. & Trapani, L. (2013). First-differenced inference for panel factor series. Economics Letters, 118(2), pp. 364-366. doi: 10.1016/j.econlet.2012.11.026

Iwatsubo, K. & Marsh, I. W. (2014). Order flows, fundamentals and exchange rates. International Journal of Finance and Economics, 19(4), pp. 251-266. doi: 10.1002/ijfe.1490

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

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

Jarzabkowski, P. (2004). Strategy as practice: Recursiveness, adaptation, and practices-in-use. Organization Studies, 25(4), pp. 529-560. doi: 10.1177/0170840604040675

Jensen, T., Lando, D. & Medhat, M. (2017). Cyclicality and Firm-size in Private Firm Defaults. International Journal of Central Banking(Dec),

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

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

Jung, J. H., Lim, S.S., Pae, J. & Yoo, C.Y.view all authors (2017). Do Analysts Who Understand Accounting Conservatism Exhibit Better Forecasting Performance?. Journal of Business Finance and Accounting, 44(7-8), pp. 953-985. doi: 10.1111/jbfa.12254

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

Kaishev, V. K. & Dimitrova, D. S. (2006). Excess of loss reinsurance under joint survival optimality. Insurance: Mathematics and Economics, 39(3), pp. 376-389. doi: 10.1016/j.insmatheco.2006.05.005

Kaishev, V. K., Dimitrova, D. S. & Haberman, S. (2007). Modelling the joint distribution of competing risks survival times using copula functions. Insurance: Mathematics and Economics, 41(3), pp. 339-361. doi: 10.1016/j.insmatheco.2006.11.006

Kalotychou, E., Staikouras, S. & Zhao, G. (2014). The role of correlation dynamics in sector allocation. Journal of Banking & Finance, 48, pp. 1-12. doi: 10.1016/j.jbankfin.2014.06.025

Kao, C., Trapani, L. & Urga, G. (2012). Asymptotics for Panel Models with Common Shocks. Econometric Reviews, 31(4), pp. 390-439. doi: 10.1080/07474938.2011.607991

Kao, C., Trapani, L. & Urga, G. (2018). Testing for instability in covariance structures. Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 24(1), pp. 740-771. doi: 10.3150/16-bej894

Karimalis, E. & Nomikos, N. ORCID: 0000-0003-1621-2991 (2017). Measuring Systemic Risk in the European Banking Sector: A copula CoVar approach. European Journal of Finance, 24(11), pp. 944-975. doi: 10.1080/1351847x.2017.1366350

Karouzakis, N., Hatgioannides, J. & Andriosopoulos, C. (2017). Convexity Adjustment for Constant maturity Swaps in a Multi-Curve Framework. Annals of Operations Research, 266(1-2), pp. 159-181. doi: 10.1007/s10479-017-2430-6

Kashefi-Pour, E. & Lasfer, M. (2013). Why Do Companies Delist Voluntarily from the Stock Market?. Journal of Banking and Finance, 37(12), pp. 4850-4860. doi: 10.1016/j.jbankfin.2013.08.022

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

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

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

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

Keswani, A. & Stolin, D. (2012). Investor reaction to Mutual fund performance: Evidence from UK distribution channels. Journal of Financial Research, 35(3), pp. 425-450. doi: 10.1111/j.1475-6803.2012.01323.x

Keswani, A., Stolin, D. & Tran, A. (2016). Frenemies: how do financial firms vote on their own kind?. Management Science, 63(3), pp. 631-654. doi: 10.1287/mnsc.2015.2314

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

Khalaf, L., Leccadito, A. & Urga, G. (2021). Multilevel and Tail Risk Management. Journal of Financial Econometrics, 20(5), pp. 839-874. doi: 10.1093/jjfinec/nbaa044

Khalaf, L. & Urga, G. (2014). Identification robust inference in cointegrating regressions. Journal of Econometrics, 182(2), pp. 385-396. doi: 10.1016/j.jeconom.2014.06.001

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.

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

Kim, K-M., Kim, G. & Tsolacos, S. (2018). How does liquidity in the financial market affect the real estate market yields?. Journal of Property Investment & Finance, 37(1), pp. 2-19. doi: 10.1108/jpif-03-2018-0020

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

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

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

Konstantinidi, T. & Pope, P. (2016). Forecasting risk in earnings. Contemporary Accounting Research, 33(2), pp. 487-525. doi: 10.1111/1911-3846.12158

Kos, H. & Todorovic, N. (2008). S&P Global Sector survivals: Momentum effects in sector indices underlying iShares. Quarterly Review of Economics and Finance, 48(3), pp. 520-540. doi: 10.1016/j.qref.2007.12.001

Kozhan, R., Neuberger, A. & Schneider, P. (2013). The Skew Risk Premium in the Equity Index Market. The Review of Financial Studies, 26(9), pp. 2174-2203. doi: 10.1093/rfs/hht039

Kraft, A., Vashishtha, R. & Venkatachalam, M. (2018). Frequent Financial Reporting and Managerial Myopia. Accounting Review, 93(2), pp. 249-275. doi: 10.2308/accr-51838

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

Kroencke, T. A., Schmeling, M. ORCID: 0000-0002-4488-6750 & Schrimpf, A. (2021). The FOMC Risk Shift. Journal of Monetary Economics, 120, pp. 21-39. doi: 10.1016/j.jmoneco.2021.02.003

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

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

Kyriakou, I., Nomikos, N. ORCID: 0000-0003-1621-2991, Pouliasis, P. K. & Papapostolou, N. C.view all authors (2016). Affine-Structure Models and the Pricing of Energy Commodity Derivatives. European Financial Management, 22(5), pp. 853-881. doi: 10.1111/eufm.12071

Kyriakou, I., Pouliasis, P. K. & Papapostolou, N. C. (2016). Jumps and stochastic volatility in crude oil prices and advances in average option pricing. Quantitative Finance, 16(12), pp. 1859-1873. doi: 10.1080/14697688.2016.1211798

Kyriakou, I., Pouliasis, P. K., Papapostolou, N. C. & Andriosopoulos, K.view all authors (2017). Freight Derivatives Pricing for Decoupled Mean-Reverting Diffusion and Jumps. Transportation Research Part E: Logistics and Transportation Review, 108, pp. 80-96. doi: 10.1016/j.tre.2017.09.002

Kyriakou, I., Pouliasis, P. K., Papapostolou, N. C. & Nomikos, N. ORCID: 0000-0003-1621-2991view all authors (2017). Income Uncertainty and the Decision to Invest in Bulk Shipping. European Financial Management, 24(3), pp. 387-417. doi: 10.1111/eufm.12132

Lando, D., Medhat, M., Nielsen, M. S. & Nielsen, S. F.view all authors (2013). Additive Intensity Regression Models in Corporate Default Analysis. Journal of Financial Econometrics, 11(3), pp. 443-485. doi: 10.1093/jjfinec/nbs018

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,

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

Larrain, B., Sertsios, G. & Urzúa, F. ORCID: 0000-0003-4681-7684 (2018). The Effects of Losing a Business Group Affiliation. The Review of Financial Studies, 32(8), pp. 3036-3074. doi: 10.1093/rfs/hhy120

Larrain, B., Tapia, M. & Urzúa, F. ORCID: 0000-0003-4681-7684 (2017). Investor protection and corporate control. Journal of Corporate Finance, 47, pp. 174-190. doi: 10.1016/j.jcorpfin.2017.09.002

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

Lasfer, M. ORCID: 0000-0003-2338-672X & Ye, X. (2024). Executive Equity-Based Compensation and Tournament Incentives. European Financial Management,

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

Lasfer, M. & Hoque, H. (2015). Directors' Dealing and Post-IPO Performance. European Financial Management, 21(1), pp. 178-204. doi: 10.1111/j.1468-036x.2013.12013.x

Lasfer, M. ORCID: 0000-0003-2338-672X & Kashefi Pour, E. (2018). Taxes, Governance, and Debt Maturity Structure: International Evidence. Journal of International Financial Markets, Institutions and Money, 58, pp. 136-161. doi: 10.1016/j.intfin.2018.09.011

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

Laušev, J., Stojanovic, A. & Todorovic, N. (2011). Determinants of debt rescheduling in Eastern European countries. Economic Annals, 56(188), pp. 7-31. doi: 10.2298/eka1188007l

Lazarova, S., Trapani, L. & Urga, G. (2007). Common stochastic trends and aggregation in heterogeneous panels. Econometric Theory, 23(01), pp. 89-105. doi: 10.1017/s0266466607070041

Leccadito, A, Tunaru, RS & Urga, G. (2015). Trading strategies with implied forward credit default swap spreads. Journal of Banking &Finance, 58, pp. 361-375. doi: 10.1016/j.jbankfin.2015.04.018

Leccadito, A., Boffelli, S. & Urga, G. (2014). Evaluating the Accuracy of Value-at-Risk Forecasts: New Multilevel Tests. International Journal of Forecasting, 30(2), pp. 206-216. doi: 10.1016/j.ijforecast.2013.07.014

Leccadito, A., Rachedi, O. & Urga, G. (2015). True Versus Spurious Long Memory: Some Theoretical Results and a Monte Carlo Comparison. Econometric Reviews, 34(4), pp. 452-479. doi: 10.1080/07474938.2013.808462

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

Lee, S. (2014). The Contribution Risk of REITs in the Blended Public and Private Real Estate Portfolio. Real Estate Finance, 31(1), pp. 50-55.

Lee, S. (2017). Convergence in the UK Direct Real Estate Market. Journal of Property Investment & Finance, 35(4), pp. 382-396. doi: 10.1108/jpif-06-2016-0043

Lee, S. (2016). Distance and diversification. Journal of European Real Estate Research, 9(2), pp. 183-192. doi: 10.1108/jerer-02-2016-0010

Lee, S. (2016). REITs and the Taper Tantrum. Journal of Property Investment and Finance, 34(5), pp. 457-464. doi: 10.1108/jpif-03-2016-0020

Lee, S. & Jadevicius, A. (2017). UK REITs don’t like Mondays. Journal of Property Investment & Finance, 35(1), pp. 58-74. doi: 10.1108/jpif-03-2016-0021

Lee, S. & Morri, G. (2015). Real estate fund active management. Journal of Property Investment and Finance, 33(6), pp. 494-516. doi: 10.1108/jpif-06-2014-0043

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

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