City Research Online

Browse by Schools and Department by Authors

Up a level
Group by: Authors | Type | Date | No Grouping
Jump to: A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | R | S | T | U | V | W | X | Y | Z | Č
Number of items at this level: 1028.

A

Abbassi, P., Iyer, R., Peydró, J.L. & Tous, F.R. (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: 0000-0002-0483-8658 (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

Adekanye, F.A.Z. (1993). Commercial bank performance in a developing country : a case study of Nigeria. (Unpublished Doctoral thesis, City University London)

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. (2018). Carbon portfolio management. International Journal of Finance and Economics, 23(4), pp. 349-361. doi: 10.2139/ssrn.2507725

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: 0000-0001-9392-1682 (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. (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. (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

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 (Unpublished Doctoral thesis, City, University of London)

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: 0000-0003-4681-7684 (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. (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. & Nomikos, N. ORCID: 0000-0003-1621-2991 (2005). Agricultural Reforms and Use of Market Mechanisms for Risk Management. Cass Business School, City University London.

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. & Talley, W.K. (2010). Dynamics of the Forward Curve and Volatility of Energy Futures Prices. London: SSRN.

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. & Strandenes, S.P. (2015). Capacity retirement in the dry bulk market: A vessel based logit model. Paper presented at the IAME Annual Conference 2015, 24-26 Aug 2015, Kuala Lumpur, Malaysia.

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

Allen, H.L. (1990). Chartism in the foreign exchange market. (Unpublished Doctoral thesis, City University London)

Anastassopoulou, N. (2006). Credit risk measurement and modelling. (Unpublished Doctoral thesis, City University London)

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. ORCID: 0000-0002-5256-4882 & Culley, J. (2023). Leasehold Reform Proposals in England and Wales: The unconsidered financial implications of reducing the premium in lease extensions. UK Centre for Collaborative Housing Evidence.

Andrew, M. & 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

Andrew, Mark, Allmendinger, P., Ball, M. , Cameron, G., Evans, A., Gibb, K., Goody, J., Holmans, A., Kasparova, D., Meen, G., Monk, S., Muellbauer, J., Murphy, A., Whitehead, C. & Wilson, A. (2005). Affordability targets: Implications for Housing Supply. London: The Office of the Deputy Prime Minister.

Andrew, Mark, Meen, G., Kasparova, D. , Wood, G., Ball, M., Goody, J., Whitehead, C. & Pyrce, G. (2008). Recent Developments in the Communities and Local Government Affordability Model. Communities and Local Government Publications.

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. (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. (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. (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

Anim-Odame, W.K. (2008). Residential Real Estate Investment in Emerging Economies: The Case of Ghana. (Unpublished Doctoral thesis, City University London)

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. (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. (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

Aristidou, A. (2007). Market microstructure issues related to the Greek capital market. (Unpublished Doctoral thesis, City University London)

Arkoulis, Angelos George (2001). Important factors for shipping companies in raising funds in the equity and high yield bond public capital markets. (Submitted Doctoral thesis, City University Business School)

Arnaboldi, F., Casu, B. ORCID: 0000-0003-3586-328X, Gallo, A. , Kalotychou, E. & Sarkisyan, A. (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. (2014). Portfolio Optimization under Solvency Constraints: A Dynamical Approach. North American Actuarial Journal, 18(3), pp. 394-416. doi: 10.1080/10920277.2014.910127

Assi, J. A. (2003). Applications of Fuzzy Set Theory, Fuzzy Measure Theory and Fuzzy Differential Calculus. (Unpublished Doctoral thesis, City, University of London)

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, doi: 10.1287/mnsc.2023.4796

Ayadi, R., Bongini, P., Casu, B. ORCID: 0000-0003-3586-328X & Cucinelli, D. (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. (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

B

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

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

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 & 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., Deelstra, G. & Rayée, G. (2015). Quanto Implied Correlation in a Multi-Lévy Framework. London: SSRN.

Ballotta, L. ORCID: 0000-0002-2059-6281, Eberlein, E., Schmidt, T. & Zeineddine, R. (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. (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 (2017). A Gentle Introduction to Value at Risk (10.2139/ssrn.2942138). SSRN Working Paper Series.

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

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: 0000-0002-7389-3722 (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. (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. ORCID: 0000-0002-2059-6281, Fusai, G. ORCID: 0000-0001-9215-2586 & Marena, M. (2016). A Gentle Introduction to Default Risk and Counterparty Credit Modelling (10.2139/ssrn.2816355). SSRN Working Paper Series.

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. (2009). Investment Strategies and Risk Management for Participating Life Insurance Contracts. London: SSRN.

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

Ballotta, L., Loregian, A. & Fusai, G. (2015). Multivariate Lévy Models by Linear Combination: Estimation. London: SSRN.

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. (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

Banti, Chiara (2013). Essays in FX market microstructure. (Unpublished Doctoral thesis, City University London)

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

Bartram, S. M., Branke, J., Rossi, G. D. & Motahari, M. ORCID: 0000-0003-3245-8545 (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

Bas, Tugba (2012). Capital structure and debt maturity choices of firms in developing countries. (Unpublished Doctoral thesis, City University London)

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

Batchelor, R. & Zarkesh, F. (2000). Variance rationality: a direct test. In: Gardes, F. & Prat, G. (Eds.), Price Expectations in Goods and Financial Markets. (pp. 156-271). London and New York: Edward Elgar.

Batchelor, R.A. & Ramyar, R. (2006). Magic numbers in the Dow. London: Cass Business School, City of London.

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. (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. (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. (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. (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. (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: 0000-0002-6742-7370 (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: 0000-0002-6742-7370 (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

Benos, E., Payne, R. & Vasios, M. (2016). Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act. UK: Bank of England, ISSN 1749-9135.

Beqiri, Z. (2016). Essays on banking in developing countries. (Unpublished Doctoral thesis, City, University of London)

Bergamelli, M., Bianchi, A., Khalaf, L. & Urga, G. (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

Bergamelli, Michele (2015). Structural breaks and outliers detection in time-series econometrics: Methods and applications. (Unpublished Doctoral thesis, City University London)

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

Bermudez, A. (2004). Valuation of convertible bonds modelling and implementation. (Unpublished Doctoral thesis, City, University of London)

Bertolini, Lorenzo (2011). Trading foreign exchange carry portfolios. (Unpublished Doctoral thesis, City University London)

Besar, Dwityapoetra Soeyasa (2011). Essays on Indonesian Banking: Competition, Efficiency, and its Role in Monetary Policy Transmission. (Unpublished Doctoral thesis, City University London)

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

Bessler, W., Blake, D., Lückoff, P. & Tonks, I. (2014). Why Does Mutual Fund Performance Not Persist? The impact and interaction of fund flows and manager changes (PI-1009). London, UK: Pensions Institute.

Bezerianos, George (2013). 2-Factor Models in Credit and Energy Markets. (Unpublished Doctoral thesis, City University London)

Bhattacharya, U., Kumar, A., Visaria, S. ORCID: 0000-0001-7406-4929 & Zhao, J. (2023). Do Women Receive Worse Financial Advice?. The Journal of Finance,

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. (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 (PI - 1207). London, UK: Pensions Institute, ISSN 1367-580X.

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 & 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 (2021). Analyst Information Intermediation during the COVID-19 Pandemic (10.2139/ssrn.3807974). Elsevier BV, ISSN 1556-5068.

Bilinski, P. ORCID: 0000-0002-0499-6429 (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. (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

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

Blake, D. 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. (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 (2001). An Assessment of the Adequacy and Objectivity of the Information Provided by the Board of the Equitable Life Assurance Society in Connection with the Compromise Scheme Proposal of 6 December 2001. London, UK: Pensions Institute.

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

Blake, D. ORCID: 0000-0002-2453-2090 (2016). Chapter 1: Introduction from “We Need a National Narrative: Building a Consensus around Retirement Income”, the Report of the Independent Review of Retirement Income. In: Blake, D. ORCID: 0000-0002-2453-2090 (Ed.), We Need a National Narrative: Building a Consensus around Retirement Income. (pp. 29-60). London, UK: Independent Review of Retirement Income.

Blake, D. ORCID: 0000-0002-2453-2090 (2016). Chapter 2: How to ensure that savers can get the best products in retirement. In: Blake, D. ORCID: 0000-0002-2453-2090 (Ed.), We Need a National Narrative: Building a Consensus around Retirement Income. (pp. 61-198). London, UK: Independent Review of Retirement Income.

Blake, D. ORCID: 0000-0002-2453-2090 (2016). Chapter 3: Supporting savers to make the right choice at retirement for them and their family and how to build on the lessons of auto-enrolment. In: Blake, D. ORCID: 0000-0002-2453-2090 (Ed.), We Need a National Narrative: Building a Consensus around Retirement Income. (pp. 199-436). London, UK: Independent Review of Retirement Income.

Blake, D. ORCID: 0000-0002-2453-2090 (2016). Chapter 4: Helping savers to manage longevity risk. In: Blake, D. ORCID: 0000-0002-2453-2090 (Ed.), We Need a National Narrative: Building a Consensus around Retirement Income. (pp. 437-468). London, UK: Independent Review of Retirement Income.

Blake, D. ORCID: 0000-0002-2453-2090 (2016). Chapter 5: The role of the National Employment Savings Trust in helping savers to access good quality retirement products. In: Blake, D. ORCID: 0000-0002-2453-2090 (Ed.), We Need a National Narrative: Building a Consensus around Retirement Income. (pp. 469-490). London, UK: Independent Review of Retirement Income.

Blake, D. ORCID: 0000-0002-2453-2090 (2016). Chapter 6: The role of collective pension schemes and how these could be introduced in the UK. In: Blake, D. ORCID: 0000-0002-2453-2090 (Ed.), We Need a National Narrative: Building a Consensus around Retirement Income. (pp. 491-538). London, UK: Independent Review of Retirement Income.

Blake, D. ORCID: 0000-0002-2453-2090 (2016). Chapter 7: Conclusion: Developing a National Narrative. In: Blake, D. ORCID: 0000-0002-2453-2090 (Ed.), We Need a National Narrative: Building a Consensus around Retirement Income. (pp. 539-595). London, UK: Independent Review of Retirement Income.

Blake, D. ORCID: 0000-0002-2453-2090 (1999). Financial System Requirements for Successful Pension Reform (PI-9906). Lodnon, UK: Pensions Institute.

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 (2018). Longevity: A New Asset Class (PI-1805). London, UK: Pensions Institute.

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 (2020). Nudges and Networks: How to use behavioural economics to improve the life cycle savings-consumption balance (PI-2009). London, UK: Pensions Institute.

Blake, D. (2014). On the Disclosure of the Cost of Investment Management (PI-1407). London, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090 (2002). Out of the GAR Frying Pan into the GIR Fire: An Independent Evaluation of the Current State of the With-Profits Fund of the Equitable Life Assurance Society. London, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090 (2023). Productivity and exports – how SMART planning can resolve the UK’s two most serious economic crises. London, UK: City, Univeristy of London.

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 (2020). Striking similarities: The origins of the European Economic Community. City, University of London.

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

Blake, D. ORCID: 0000-0002-2453-2090 (2020). The UK is the Eurozone's Dumping Ground. City, University of London.

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. (2014). The consequences of not having to buy an annuity (PI-1409). London, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090, Blond, P., Cummings, C. , Hurman, N., McGee, F., Reeve, J., Schoenborn, A., Stockwell, M., Taylor, K. & Williams, P. (2010). Saving Britain: A White Paper on Rebuilding Britain’s Savings Culture. London, UK: Pensions Institute: Cass Business School.

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., Dowd, K. & Kessler, A.R. (2018). Still Living with Mortality: The Longevity Risk Transfer Market after One Decade (PI-1804). London, UK: Pensions Institute.

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. (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. (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. & Tonks, I. (2010). Ending Compulsory Annuitisation: Quantifying the Consequences. London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.

Blake, D. ORCID: 0000-0002-2453-2090, Cannon, E. & Tonks, I. (2010). Ending Compulsory Annuitisation: What are the Consequences?. London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.

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

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. (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. (2017). New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods (PI - 1404). London, UK: Pension Institute, ISSN 1367 - 580X.

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

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

Blake, D. ORCID: 0000-0002-2453-2090, Duffield, M., Tonks, I. , Haig, A., Blower, D. & MacPhee, L. (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., El Karoui, N., Loisel, S. & MacMinn, R. (2018). Longevity Risk and Capital Markets: The 2015-16 Update. Insurance: Mathematics and Economics, 78, pp. 157-173. doi: 10.1016/j.insmatheco.2017.10.002

Blake, D. ORCID: 0000-0002-2453-2090 & Haig, A. (2014). How do savers think about and respond to risk? Evidence from a population survey and lessons for the investment industry. London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.

Blake, D. ORCID: 0000-0002-2453-2090 & Harrison, D. (2012). An Evaluation of Investment Governance in London Local Government Pension Schemes: A Discussion Paper for Stakeholders to the London Funds. London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.

Blake, D. ORCID: 0000-0002-2453-2090 & Hudson, R. (2000). Improving Security and Flexibility in Retirement: Full Technical Report. London, UK: Retirement Income Working Party.

Blake, D. & Hunt, A. (2016). Basis Risk and Pension Schemes: A Relative Modelling Approach (PI-1601). London, UK: Pensions Institute.

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

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

Blake, D. ORCID: 0000-0002-2453-2090, Khorasanee, Z., Pickles, J. & Tyrrall, D. (2008). An unreal number: how company pension accounting fosters an illusion of certainty. London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.

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. (2015). Longevity Risk and Capital Markets: The 2016-17 Update (PI-1806). London, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090, MacMinn, R., Tsai, J. C. & Wang, J. (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 & Orszag, J. M. (1998). The Simple Economics of Funded and Unfunded Pension Systems (PI-9802). London, UK: Pensions Institute.

Blake, D. ORCID: 0000-0002-2453-2090 & Orszag, JM (1997). Portability and Preservation of Pension Rights in the UK. London, UK: UK Office of Fair Trading.

Blake, D. ORCID: 0000-0002-2453-2090 & Pickles, J. (2008). Apocalyptic Demography? Putting Longevity Risk in Perspective. CIMA; Pensions Institute.

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. (2015). Decentralization in Pension Fund Management. Journal of Investment Management, 13(3),

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

Blake, D. ORCID: 0000-0002-2453-2090 & Roy, M. (2017). Greatest Good 2: Response to the Department for Work& Pensions Green Paper, Security and Sustainabilityin Defined Benefit Pension Scheme. London, UK: Pensions Institute, Cass Business School.

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: 0000-0001-7090-8063 (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

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

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. (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

Bouye, E. (2003). Some applications of copulae to finance. (Unpublished Doctoral thesis, City University London)

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: 0000-0002-0255-0829 (2021). Dark Web Marketplaces and COVID-19: before the vaccine. EPJ Data Science, 10(1), article number 6. doi: 10.2139/ssrn.3783216

Bracci, A., Nadini, M., Aliapoulios, M. , McCoy, D., Gray, I., Teytelboym, A., Gallo, A. ORCID: 0000-0002-8355-1689 & Baronchelli, A. ORCID: 0000-0002-0255-0829 (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

Bredin, D., Cuthbertson, K., Nitzsche, D. & Thomas, D. C. (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

Brown, D. L. (1991). The evaluation of new business development projects in commercial banks. (Unpublished Doctoral thesis, City, University of London)

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

Brutting, Milena (2011). Goodwill impairment: causes and impact. (Unpublished Doctoral thesis, City University London)

Bruyland, E., Lasfer, M. ORCID: 0000-0003-2338-672X, De Maeseneire, W. & Song, W. (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: 0000-0003-4681-7684 (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

Budd, C. H. (2002). The Emergence of 'Auditorial Central Banking' : An Enquiry into the Relation Between Central Banking and the Financial Markets Since the End of Bretton Woods, With Particular Reference to the Bank Of England. (Unpublished Doctoral thesis, City, University of London)

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, A., Harrison, D. & Blake, D. ORCID: 0000-0002-2453-2090 (2007). Dealing With the Reluctant Investor: Innovation and governance in DC pension investment. London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.

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

C

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

Cairns, A. J. G., Dowd, K., Blake, D. & Coughlan, G. D. (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. (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

Cajigas, J.P. (2007). A multivariate GARCH model for the non-normal behaviour of financial assets. (Unpublished Doctoral thesis, City University London)

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. (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. (2016). General closed-form basket option pricing bounds. Quantitative Finance, 16(4), pp. 535-554. doi: 10.1080/14697688.2015.1073854

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

Cao, J. J., Vasquez, A. A., Xiao, X. ORCID: 0000-0002-0564-9795 & Zhan, X. E. (2023). Why Does Volatility Uncertainty Predict Equity Option Returns?. The Quarterly Journal of Finance, 13(1), article number 2350005. doi: 10.1142/s2010139223500052

Carapeto, M., Moeller, S., Faelten, A. , Vitkova, V. & Bortolotto, L. (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. (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. (2020). Banks As Patient Lenders: Evidence from a Tax Reform (2019-110). BAFFI CAREFIN Centre.

Carletti, E., De Marco, F., Ioannidou, V. ORCID: 0000-0002-7996-2346 & Sette, E. (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

Carolides, E. (1990). The effect of credit controls on the allocation of resources: the case of Greece. (Unpublished Doctoral thesis, City, University of London)

Cartea, A., Payne, R., Penalva, J. & Tapia, M. (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 (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. (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. (2022). Access to Credit in a Market Downturn. Journal of Financial Services Research, doi: 10.1007/s10693-022-00388-x

Casu, B., Clare, A., Sarkisyan, A. & Thomas, S. (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. (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. (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. & Sarkisyan, A. (2013). Retained Interests in Securitisations and Implications for Bank Solvency (ECB Working Paper No. 1538). European Central Bank, ISSN 1725-2806.

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

Cavezzali, Elisa (2012). Essays on sell-side analyst industry. (Unpublished Doctoral thesis, City University London)

Cen, Jiaming (2015). Essays on international finance. (Unpublished Doctoral thesis, City University London)

Cenedese, G., Payne, R., Sarno, L. & Valente, G. (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: 10.2139/ssrn.3316784

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. (2022). Foreign exchange volume. The Review of Financial Studies, 35(5), pp. 2386-2427. doi: 10.1093/rfs/hhab095

Cespa, G. ORCID: 0000-0003-2466-6168, Gargano, A., Riddiough, S. J. & Sarno, L. ORCID: 0000-0003-1279-9748 (2021). Foreign Exchange Volume (DP16128). London, UK: CEPR.

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. (2023). Exploiting Growth Opportunities: The Role of Internal Labor Markets. The Review of Economic Studies, doi: 10.1093/restud/rdad094

Cestone, G. (1999). Corporate Financing and Product Market Competition: An Overview (CSEF Working Paper no. 18). CSEF.

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

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

Chan, Ka Kei (2012). Theoretical essays on bank risk-taking and financial stability. (Unpublished Doctoral thesis, City University London)

Chari, S., Balabanis, G., Robson, M.J. & Slater, S. (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. & 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. (2021). Recession managers and mutual fund performance. Journal of Corporate Finance, 69, article number 102010. doi: 10.1016/j.jcorpfin.2021.102010

Chen, L. (2007). Price discovery in the foreign exchange market. (Unpublished Doctoral thesis, City University London)

Chen, Y. (2009). Essays on the Role of Informed Trading in Stock Markets. (Unpublished Doctoral thesis, City University London)

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. (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. (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

Chrystal, A. (2012). Debt and monetary policy: comments on Jagjit S Chadha, Luisa Corrado and Jack Meaning's paper "Reserves, liquidity and money: an assessment of balance sheet policies", and further thoughts. In: Are central bank balance sheets in Asia too large? BIS Papers No 66. . Bank for International Settlements.

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

Cicchetti, C. (2021). New Perspectives on Commodity and Currency Risk. (Unpublished Doctoral thesis, City, University of London)

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

Clare, A. ORCID: 0000-0002-4180-6778, Sherman, M., O'Sullivan, N. , Gao, J. & Zhu, S. (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., Seaton, J., Smith, P. N. & Thomas, S. ORCID: 0000-0001-5438-4263 (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. (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. (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: 0000-0001-5438-4263 (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. (2010). Do UK Retail Investors Buy at the Top and Sell at the Bottom?. London: Cass Business School, City University London.

Clare, A. & Motson, N. (2008). How Many Alternative Eggs Should You Put in Your Investment Basket?. London: Cass Business School, City University London.

Clare, A., Motson, N., Payne, R. & Thomas, S. (2014). Heads We Win, Tails You Lose. Why Don't More Fund Managers Offer Symmetric Performance Fees?. London: Cass Business School, City University, London.

Clare, A., Motson, N., Sapuric, S. & Todorovic, N. (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., Motson, N. & Thomas, S. (2013). An Evaluation of Alternative Equity Indices - Part 1: Heuristic and Optimised Weighting Schemes. London: SSRN.

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. (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. (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. (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: 0000-0001-5438-4263 (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. (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: 0000-0001-5438-4263 (2017). Size Matters: Tail Risk, Momentum and Trend Following in International Equity Portfolios. Journal of Investing, 26(3), pp. 53-64. doi: 10.2139/ssrn.2520075

Clare, A., Seaton, J., Smith, P. N. & Thomas, S. (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. (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. (2019). Can Sustainable Withdrawal Rates Be Enhanced by Trend Following?. International Journal of Finance and Economics, 26(1), pp. 27-41. doi: 10.2139/ssrn.3019089

Clare, A., ap Gwilym, O., Seaton, J. & Thomas, S. (2009). Price and Momentum as Robust Tactical Approaches to Global Equity Investing. London: Cass Business School.

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

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

Corte-Real, M. (2017). The risk management within European equity asset managers. (Unpublished Doctoral thesis, City, University of London)

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

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

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

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

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

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

Coughlan, G. D., Blake, D. ORCID: 0000-0002-2453-2090, MacMinn, R. , Cairns, A. J. G. & Dowd, K. (2013). Longevity Risk and Hedging Solutions. In: Dionne, G. (Ed.), Handbook of Insurance. (pp. 997-1035). New York, USA: Springer Science & Business Media. doi: 10.1007/978-1-4614-0155-1_34

Crook, J., Bellotti, T., Mues, C. & Fuertes, A-M. ORCID: 0000-0001-6468-9845 (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. (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. (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. (2008). False Discoveries: Winners and Losers in Mutual Fund Performance. London: SSRN.

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

Cuthbertson, K., O'Sullivan, N. & Nitzsche, D. (2007). The Market Timing Ability of UK Equity Mutual Funds. SSRN.

D

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. (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. (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. (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., Schmeling, M. & Wagner, C. (2013). Exchange Rates and Sovereign Risk. SSRN.

Della Corte, P., Sarno, L. & Thornton, D. L. (2007). The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value (6445). Centre for Economic Policy Research.

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

Della Corte, P., Sarno, L. & Tsiakas, I. (2012). Volatility and Correlation Timing in Active Currency Management. In: James, J., Marsh, I. W. & Sarno, L. (Eds.), Handbook of Exchange Rates. (pp. 421-447). New Jersey, USA: Wiley. doi: 10.1002/9781118445785.ch15

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: 10.2139/ssrn.2619028

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

Dimou, P. (2007). Models of Corporate and Bank Default and Credit Migration. (Unpublished Doctoral thesis, City University London)

Dontis-Charitos, Panagiotis (2011). Bank-insurance M&A Deals: An Empirical Investigation of the Risk-return Effects on Acquiring Firms and On the Financial Industry. (Unpublished Doctoral thesis, City University London)

Dowd, K. & Blake, D. (2013). Good Practice Principles in Modelling Defined Contribution Pension Plans (PI-1302). UK: Pensions Institute.

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 (2019). On the Projection of Mortality Rates to Extreme Old Age (PI-1909). London, UK: Pensions Institute.

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

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

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

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

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. (2010). Order flow and exchange rate dynamics in emerging economies: The case of Ghana. (Unpublished Doctoral thesis, City University London)

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

de Menezes, L. M., Houllier, M. & Tamvakis, M. (2016). Time-varying convergence in European electricity spot markets and their association with carbon and fuel prices. Energy Policy, 88, pp. 613-627. doi: 10.1016/j.enpol.2015.09.008

de Menezes, L. M., Russo, M. & Urga, G. (2016). Identifying Drivers of Liquidity in the NBP Month-ahead Market. In: EcoMod2016 Proceedings. EcoMod2016, 06 Jul 2016 - 08 Jul 2016, Lisbon, Portugal.

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

E

Eichengreen, B., Mody, A., Nedeljkovic, M. & Sarno, L. (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. (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. (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

Ersoy-Bozcuk, A. (2002). The Impact of Different Types of Shareholder Groups on the Financing and Performance of UK Corporations: An Empirical Analysis. (Unpublished Doctoral thesis, City, University of London)

F

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. (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. (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. (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

Fei, Fei (2013). Essays on Quantitative Risk Management. (Unpublished Doctoral thesis, City University London)

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

Fernandez-Perez, A, Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Miffre, J (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. (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. (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. (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. (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. (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. (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. (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., Starks, L. & Tran, A. ORCID: 0000-0001-7090-8063 (2023). Target Firm Advertising and Firm Value. Management Science, forthc,

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. 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., 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., 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., 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

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

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

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

Fraser, Patricia (1989). Essays on international parity conditions. (Unpublished Doctoral thesis, City University)

Fratzscher, M., Heidland, T., Menkhoff, L. , Sarno, L. ORCID: 0000-0003-1279-9748 & Schmeling, M. ORCID: 0000-0002-4488-6750 (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. (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. (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

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. (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. (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. (2020). Equally Diversified or Equally Weighted?. Risk Magazine,

G

Gabrielsen, Alexandros (2010). Modelling the Dynamics of Credit Spreads of European Corporate Bond Indices. (Unpublished Doctoral thesis, City University London)

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

Gambaro, A. M., Casalini, R., Fusai, G. & Ghilarducci, A. (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. (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. (2023). ICU Capacity Expansion Under Uncertainty in the Early Stages of a Pandemic. Production and Operations Management, 32(8), pp. 2455-2474. doi: 10.1111/poms.13985

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

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

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. (2011). Country Debt Default Probabilities in Emerging Markets: Were Credit Rating Agencies Wrong? In: Kolb, R. W. (Ed.), Sovereign Debt: From Safety to Default. (pp. 353-360). Wiley. doi: 10.1002/9781118267073.ch39

Georgievska, A., Georgievska, L., Stojanovic, A. & Todorovic, N. (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. (2021). COVID-19 and the commercial real estate market in Ireland. Financial Stability Notes, 2021, article number 4.

Gerard, X. (2004). The French Initial Public Offering market and the role of venture capitalists. (Unpublished Doctoral thesis, City, University of London)

Ghalanos, Alexios (2012). Higher moment models for risk and portfolio management. (Unpublished Doctoral thesis, City University London)

Giamouzi, M. (2017). Essays on the empirical analysis of ship chartering strategies. (Unpublished Doctoral thesis, City, University of London)

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

Gkinis, S. (2003). Modelling energy markets and pricing energy derivatives. (Unpublished Doctoral thesis, City University London)

Golden, J. (1998). Dynamics of the Irish Government Securities Market. (Unpublished Doctoral thesis, City, University of London)

Golder, P. (1997). Exploitation and Exploration of Advanced Technology in Financial Institutions. (Unpublished Doctoral thesis, City, University of London)

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. (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

H

Haenschel, C., Bittner, R. A., Waltz, J. , Haertling, F., Wibral, M., Singer, W., Linden, D. E. J. & Rodriguez, E. (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 (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, Shangqi (2022). Essays in International Finance and Asset Prices. (Unpublished Doctoral thesis, City, University of London)

Han, T., Ghobadian, A., Yim, A. ORCID: 0000-0002-8063-6572 , Tao, R. & Thomas, H. (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. (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. (2019). The equal-weight tilt in managed portfolios. Economics Letters, 182, pp. 59-63. doi: 10.1016/j.econlet.2019.06.003

Harland, Z. (2010). Forecasting financial markets using linear, nonlinear & model combination methods. (Unpublished Doctoral thesis, Cass Business School)

Harrison, D & Blake, D. ORCID: 0000-0002-2453-2090 (2015). The meaning of life: An uncertain future for the traditional life company business model in the UK’s private sector pensions market. London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.

Harrison, D, Blake, D. ORCID: 0000-0002-2453-2090 & Key, T. (2013). Returning to the Core - Rediscovering a Role for Real Estate in Defined Contribution Pension Schemes. London, UK: The Pensions Institute, ISSN 1367-580X.

Harrison, D, Byrne, A & Blake, D. ORCID: 0000-0002-2453-2090 (2004). Delivering DC? Barriers to participation in the company-sponsored pensions market. London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.

Harrison, D. & Blake, D. (2014). The Future of Retirement Income. London: Cass Business School.

Harrison, D. & Blake, D. ORCID: 0000-0002-2453-2090 (2013). A Healthier Way to De-Risk: The Introduction of Medical Underwriting to the Defined Benefit De-Risking Market. London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.

Harrison, D. & Blake, D. ORCID: 0000-0002-2453-2090 (2015). Supporting Materials for The Greatest Good for the Greatest Number: An examination of early intervention strategies for trustees and sponsoring employers of stressed defined benefit schemes. London, UK: Pensions Institute.

Harrison, D. & Blake, D. ORCID: 0000-0002-2453-2090 (2015). The greatest good for the greatest number: An examination of early intervention strategies for trustees and sponsoring employers of stressed defined benefit schemes. London, UK: Pensions Institute.

Harrison, D., Blake, D. ORCID: 0000-0002-2453-2090 & Dowd, K. (2012). Caveat Venditor: The Brave New World of Auto-Enrolment should be Governed by the Principle of Seller not Buyer Beware. London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.

Harrison, D., Blake, D. ORCID: 0000-0002-2453-2090 & Dowd, K. (2014). VfM: Assessing value for money in defined contribution default funds. London: The Pensions Institute; Cass Business School, ISSN 1367-580X.

Harrison, D., Byrne, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2006). Annuities and Accessibility – How the industry can empower consumers to make rational choices. London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.

Harrison, D., Byrne, A., Rhodes, W. & Blake, D. ORCID: 0000-0002-2453-2090 (2005). Pyrrhic Victory? The unintended consequences of the Pensions Act 2004. London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.

Hatgioannides, J., Karanassou, M, Sala, H , Karanasos, M. G. & Koutroumpis, P. (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. (2015). Cognitive error in the measurement of investment returns. (Unpublished Doctoral thesis, City University London)

Hayley, S. (2015). Diversification returns, rebalancing returns and volatility pumping. .

Hayley, S. (2010). Dollar Cost Averaging - The Role of Cognitive Error. .

Hayley, S. (2018). Further Biases in Using Dollar-Weighted Returns to Infer Investment Timing Effects. SSRN.

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. (2016). Reforming UK Venture Capital Trusts. SSRN.

Hayley, S. (2010). Value Averaging and the Automated Bias of Performance Measures. .

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

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

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

Heron, T. (1995). Managing marketing information in financial services product development - Volume 1. (Unpublished Doctoral thesis, City, University of London)

Heron, T. (1995). Managing marketing information in financial services product development - Volume 2. (Unpublished Doctoral thesis, City, University of London)

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

Hillebrand, E., Mikkelsen, J., Spreng, L. & Urga, G. ORCID: 0000-0002-6742-7370 (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

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

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. (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 (2015). Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (PI-1511). Pensions Institute.

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 (2016). Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies (PI-1602). London, UK: Pensions Institute.

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 (2016). The Good, the Bad and the Healthy: The Medical Underwriting Revolution in the Defined Benefit De-Risking Market. London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.

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

I

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

Ipatova, Ekaterina (2014). Essays on Factor Models, Application to the Energy Markets. (Unpublished Doctoral thesis, City University London)

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

J

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. (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

Jarkasy, Samer (2005). Valuation bias in the stock market. (Unpublished Doctoral thesis, City University, London)

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),

Jia, H. (2006). Market Conditions and the Functioning of Metal Futures Markets. (Unpublished Doctoral thesis, City University London)

Jin, XiaoYe (2013). Essays on the empirical analysis of volatility transmission in petroleum markets. (Unpublished Doctoral thesis, City University London)

Jokipii, T.K. (2009). Bank Capital Management. (Unpublished Doctoral thesis, City University London)

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

K

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. (2004). Modeling and forecasting international credit risk : the case of sovereign loans. (Unpublished Doctoral thesis, City University London)

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

Kam, A. (2007). Corporate distress in an emerging market : the case of China. (Unpublished Doctoral thesis, City University London)

Kamiyama, N. (1998). The Behaviour of Volatility and Options Pricing. (Unpublished Doctoral thesis, City, University of London)

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

Karanasos, M., Koutroumpis, P., Hatgioannides, J. , Karanassou, M. & Sala, H. (2017). Seven Years of Austerity and the Greek Dra(ch)ma: Three Economists’ Views and a Comment. In: Bournakis, I., Tsoukis, C., Christopoulos, D. K. & Palivos, T. (Eds.), Political Economy Perspectives on the Greek Crisis: Debt, Austerity and Unemployment. (pp. 117-154). Cham, Switzerland: Palgrave Macmillan.

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

Karimalis, Emmanouil (2015). Essays in Multivariate Modelling in Finance. (Unpublished Doctoral thesis, City University London)

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, Eilnaz (2012). Leverage and Debt Maturity: The Implication of Size and Market Quotation. (Unpublished Doctoral thesis, City University London)

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

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

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

Keswani, A. ORCID: 0000-0001-9096-7677, Medhat, M., Miguel, A. F. & Ramos, S. (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

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

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. (2023). A Quantitative Model of the Oil Tanker Market in the Arabian Gulf. The Energy Journal, 44(5), pp. 95-114. doi: 10.5547/01956574.44.4.lkil

Kilian, L., Nomikos, N. ORCID: 0000-0003-1621-2991 & Zhou, X. Container Trade and the U.S. Recovery (10.24149/wp2108). Federal Reserve Bank of Dallas.

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, 28(2), pp. 205-244.

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

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

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

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, doi: 10.1111/joes.12599

Krishnan, Ormala (2006). Value versus growth in the Asian equity markets. (Unpublished Doctoral thesis, City University London)

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

Kroencke, T.M., Schmeling, M. & Schrimpf, A. (2015). Global Asset Allocation Shifts (BIS Working Papers No 497). Bank for International Settlements.

Kräussl, Z. ORCID: 0000-0001-8718-4874, Baida, Z., Post, S. , Rukanova, B. & Tan, Y. H. (2023). Digital Infrastructures for Monitoring Circular Economy Investments by Financial Institutions and Government: A Research Agenda. In: Proceedings of Ongoing Research, Practitioners, Posters, Workshops, and Projects. International Conference EGOV-CeDEM-ePart 2022, 6-8 Sep 2022, Linköping, Sweden.

Kumar, A., Motahari, M. ORCID: 0000-0003-3245-8545 & Taffler, R. J. (2023). Skewness Sentiment and Market Anomalies. Management Science, doi: 10.1287/mnsc.2023.4898

Kwan Tai Yeong, E. (2004). The performance of technical analysts and technical forecasting. (Unpublished Doctoral thesis, City, University of London)

Kyriacou, M. (2009). Foreign Exchange Market Microstructure and Forecasting. (Unpublished Doctoral thesis, City University London)

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, doi: 10.1287/opre.2022.2422

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

L

Lam, K. H. (2004). Essays on the Modelling of S&P 500 Volatility. (Unpublished Doctoral thesis, City University London)

Lando, D., Medhat, M., Nielsen, M. S. & Nielsen, S. F. (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., 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: 0000-0003-4681-7684 (2023). Ownership Concentration and Firm Value: New Evidence from Owner Stakes in IPOs. Management Science, 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, doi: 10.1111/fire.12371

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. (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

Ledezma, R. (2003). Three Studies in Credit Risk Modelling. (Unpublished Doctoral thesis, City, University of London)

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. (2023). Foreign exchange hedging using regime‐switching models: The case of pound sterling. International Journal of Finance and Economics, 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. (2021). Modelling and Testing Financial Risk. (Unpublished Doctoral thesis, City, University of London)

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

Li, J., Li, J., Zhu, X. , Yao, Y. & Casu, B. ORCID: 0000-0003-3586-328X (2020). Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S.. International Review of Financial Analysis, 71, article number 101544. doi: 10.1016/j.irfa.2020.101544

Li, K. W. (1993). Financial repression in China and economic reform: 1978-1989. (Unpublished Doctoral thesis, City, University of London)

Li, X. (2008). The impact of time-varying idiosyncratic risk and trading costs on momentum and value strategies. (Unpublished Doctoral thesis, City University London)

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

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

Lin, S.X. (2002). Information transmission in energy futures markets. (Unpublished Doctoral thesis, City University London)

Lins, K. V., Volpin, P. & Wagner, H. F. (2013). Does family control matter? International evidence from the 2008-2009 financial crisis. Review of Financial Studies, 26(10), pp. 2583-2619. doi: 10.1093/rfs/hht044

Liodakis, M. G. (1999). A Re-examination of the Size and Value Effects in the UK: Evidence, Explanations and Implications for Style Rotation Strategies. (Unpublished Doctoral thesis, City, University of London)

Liu, J. (2021). Essays in Financial Market and Information Acquisition. (Unpublished Doctoral thesis, City, University of London)

Liu, W. (2012). Essays on economic value of intraday covariation estimators for risk prediction. (Unpublished Doctoral thesis, City University London)

Liu, Wei (2012). Essays on the economic value of intraday covariation estimators for risk prediction. (Unpublished Doctoral thesis, City University London)

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

Lu, C. (2009). Essays on Cross-Sectional Asset Pricing. (Unpublished Doctoral thesis, Cass Business School)

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

Lux, N. & Moss, A. (2016). Liquidity in global real estate securities markets. Journal of Property Investment & Finance, 34(4), pp. 321-346. doi: 10.1108/jpif-11-2015-0078

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

Lux, N. ORCID: 0000-0001-6097-8498 & Tsolacos, S. (2021). Loan Characteristics as Predictors of Default in Commercial Mortgage Portfolios. International Journal of Economics and Financial Research, 7(71), pp. 1-4. doi: 10.32861/ijefr.71.1.4

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

M

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

Maini, Vincenzo (2012). Price and liquidity discovery, jumps and co-jumps using high frequency data from the foreign exchange markets. (Unpublished Doctoral thesis, City University London)

Maitra, P., Mitra, S., Mookherjee, D. , Motta, A. & Visaria, S. ORCID: 0000-0001-7406-4929 (2017). Financing smallholder agriculture: An experiment with agent-intermediated microloans in India. Journal of Development Economics, 127, pp. 306-337. doi: 10.1016/j.jdeveco.2017.03.001

Maitra, P., Mitra, S., Mookherjee, D. & Visaria, S. ORCID: 0000-0001-7406-4929 Decentralized Targeting of Agricultural Credit Programs: Private versus Political Intermediaries (10.2139/ssrn.3531549). Elsevier BV.

Maitra, P., Mitra, S., Mookherjee, D. & Visaria, S. ORCID: 0000-0001-7406-4929 (2024). Declining Clientelism of Welfare Benefits? Targeting and Political Competition based Evidence from an Indian State. .

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

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

Marcato, G. (2005). Real estate performance measurement in markets with thin information. (Unpublished Doctoral thesis, City University London)

Marchese, M. ORCID: 0000-0001-6801-911X, Kyriakou, I. ORCID: 0000-0001-9592-596X, Di Iorio, F. & Tamvakis, M. ORCID: 0000-0002-5056-0159 (2023). Structural Changes in Asset Correlations And Macroeconomic Fundamentals. Commodity Insights Digest, 1(2), doi: 10.2139/ssrn.4488060

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

Marena, M., Roncoroni, A. & Fusai, G. (2013). Asian options with jumps: A closed form formula. Argo Newsletter: New Frontiers in Practical Risk Management,, 1(1), pp. 47-56.

Mariano, B. (2012). Market power and reputational concerns in the ratings industry. Journal of Banking & Finance, 36(6), pp. 1616-1626. doi: 10.1016/j.jbankfin.2012.01.012

Mariano, B. & Tribó Giné, J.A. (2015). Creditor Intervention, Investment, and Growth Opportunities. Journal of Financial Services Research, 47(2), pp. 203-228. doi: 10.1007/s10693-013-0188-9

Markovska, Anna (2004). Economic crime and its impact on the development of financial markets: the case study of Ukraine.. (Unpublished Doctoral thesis, City University, London)

Marsh, I. W. (2011). Order flow and central bank intervention: An empirical analysis of recent Bank of Japan actions in the foreign exchange market. Journal of International Money and Finance, 30(2), pp. 377-392. doi: 10.1016/j.jimonfin.2010.10.001

Marsh, I. W. (2002). What central banks can learn about default risk from credit markets. In: Market functioning and central bank policy (BIS Papers No 12). . Basel, Switzerland: Bank for International Settlements.

Marsh, I. W. & Miao, T. (2012). High-frequency information content in end-user foreign exchange order flows. The European Journal of Finance, 18(9), pp. 865-884. doi: 10.1080/1351847x.2011.601652

Marsh, I. W. & Payne, R. (2012). Banning short sales and market quality: The UK's experience. Journal of Banking and Finance, 36(7), pp. 1975-1986. doi: 10.1016/j.jbankfin.2012.03.005

Marsh, I. W., Rincon-Aznar, A., Vecchione, M. & Venturini, F. (2017). We see ICT spillovers everywhere but in the econometric evidence: a reassessment. Industrial and Corporate Change, 26(6), pp. 1067-1088. doi: 10.1093/icc/dtx008

Matanova, N. (2015). Private Equity and Venture Capital Investors' Involvement in Firms Post Initial Public Offering. (Unpublished Doctoral thesis, City University London)

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

Mateus, C., Mateus, I. & Todorovic, N. ORCID: 0000-0003-4875-623X (2023). Searching for mutual fund winners? the strategy is to outbid both, the benchmark and the peer group. Applied Economics, 56(11), pp. 1268-1282. doi: 10.1080/00036846.2023.2175778

Mateus, C., Todorovic, N. & Chinthalapati, R. (2015). Alphas in Disguise: A New Approach to Uncovering Them. pp. 234-243. doi: 10.1002/ijfe.1581

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

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

Mateus, I. B., Mateus, C. & Todorovic, N. ORCID: 0000-0003-4875-623X (2018). Review of new trends in the literature on factor models and mutual fund performance. International Review of Financial Analysis, 63, pp. 344-354. doi: 10.1016/j.irfa.2018.12.012

Mateus, I. B., Mateus, C. & Todorovic, N. (2016). UK equity mutual fund alphas make a comeback. International Review of Financial Analysis, 44, pp. 98-110. doi: 10.1016/j.irfa.2016.01.004

Maxim, Z., Garrett, Q., Bernd, H. & Keswani, A. ORCID: 0000-0001-9096-7677 (2018). Survivorship bias and comparability of UK open-ended fund databases. Economics Letters, 172, pp. 110-114. doi: 10.1016/j.econlet.2018.08.027

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

Menkhoff, L., Sarno, L., Schmeling, M. & Schrimpf, A. (2012). Carry trades and global foreign exchange volatility. The Journal Of Finance, 67(2), pp. 681-718. doi: 10.1111/j.1540-6261.2012.01728.x

Menkhoff, L., Sarno, L., Schmeling, M. & Schrimpf, A. (2017). Currency Value. The Review of Financial Studies, 30(2), pp. 416-441. doi: 10.1093/rfs/hhw067

Menkhoff, L., Sarno, L., Schmeling, M. & Schrimpf, A. (2012). Currency momentum strategies. Journal of Financial Economics, 106(3), pp. 660-684. doi: 10.1016/j.jfineco.2012.06.009

Menkhoff, L., Sarno, L., Schmeling, M. & Schrimpf, A. (2016). Information flows in foreign exchange markets: Dissecting customer currency trades. Journal of Finance, 71(2), pp. 601-634. doi: 10.1111/jofi.12378

Menkveld, A. J., Dreber, A., Holzmeister, F. , Huber, J., Johanneson, M., Kirchler, M., Neusüss, S., Razen, M., Weitzel, U., Franus, T. & et al. (2023). Non-Standard Errors. The Journal of Finance,

Mesomeris, S. (2004). Three essays on stock returns predictability and trading strategies to exploit it. (Unpublished Doctoral thesis, City University London)

Mignacca, D. & Fusai, G. ORCID: 0000-0001-9215-2586 (2023). Incremental Volatility and Related Portfolio Analytics. The Journal of Portfolio Management: the journal for investment professionals, 49(5), pp. 131-147. doi: 10.3905/jpm.2023.1.476

Mikkelsen, J. G., Hillebrand, E. & Urga, G. (2018). Consistent Estimation of Time-Varying Loadings in High-Dimensional Factor Models. Journal of Econometrics, 208(2), pp. 535-562. doi: 10.1016/j.jeconom.2018.09.020

Mitra, S., Mookherjee, D., Torero, M. & Visaria, S. ORCID: 0000-0001-7406-4929 (2018). Asymmetric Information and Middleman Margins: An Experiment with Indian Potato Farmers. The Review of Economics and Statistics, 100(1), pp. 1-13. doi: 10.1162/rest_a_00699

Moeller, S. & Appadu, N. (2016). M&A Attractiveness Index 2015. London: Mergers & Acquisitions Research Centre (MARC), Cass Business School, City, University of London.

Moeller, S. & Appadu, N. (2017). M&A Attractiveness Index 2016. London, UK: Mergers & Acquisitions Research Centre (MARC), Cass Business School, City, University of London.

Moeller, S. ORCID: 0000-0001-5136-0004 & Appadu, N. (2017). M&A Attractiveness Index 2017. MARC Working Paper Series 2017.

Moeller, S., Appadu, N. & Kallum, M. (2016). Deal closure is the starting point not the end point. London, UK: Mergers & Acquisitions Research Centre (MARC), Cass Business School, City, University of London.

Moeller, S., Appadu, N. & Sudarsanam, S. (2017). Pensions: Now something more to worry about (for dealmakers). London: Mergers & Acquisitions Research Centre (MARC), Cass Business School, City, University of London.

Moeller, S., King, D. & Ahmed El-Kady, A.H.A. (2016). Let's Keep this Private: The Growing Weight of Evidence Behind Improving M&A Returns. London, UK: Mergers & Acquisitions Research Centre (MARC), Cass Business School, City, University of London.

Moeller, S. & Lawson, J.T. (2016). For the Buck or for the Future. London: Mergers & Acquisitions Research Centre (MARC), Cass Business School, City, University of London.

Moeller, S. ORCID: 0000-0001-5136-0004 & Skourikhine, S. (2017). M&A Attractiveness Index 2017: Russia: Count the Roubles Not the Politics. MARC Working Paper Series 2017.

Moeller, S., Vitkova, V., Markey, D. & Novikova, A. (2015). The New Normal: The Resurgence of Activist Investing Since the End of the Financial Crisis. London, UK: Mergers & Acquisitions Research Centre (MARC), Cass Business School, City, University of London.

Moeller, S., Vitkova, V. & Sudarsanam, S. (2017). 'Hedge Funds: Stock Pickers or Managers?. London, UK: M&A Research Centre, Cass Business School, City, University of London.

Moeller, S. ORCID: 0000-0001-5136-0004, Vitkova, V., Xie, F. , Tian, S. & Abou Meri, A. (2017). Megatrends: New and Emerging Drivers of Deal Activity. (MARC Working Paper Series 2017).

Moeller, S. & Zhu, L. An Analysis of Short-Term Performance of UK Cross-Border Mergers and Acquisitions by Chinese Listed Companies. .

Moss, A. (2017). REIT Research Compendium. London UK: Consilia Capital.

Moss, A. & Baum, A. (2013). Are listed real estate stocks managed as part of the real estate allocation?. UK: EPRA.

Moss, A. & Baum, A. (2013). The use of listed real estate securities in asset management. UK: EPRA.

Moss, A., Clare, A., Thomas, S. & Seaton, J. (2016). The Blended Approach to Real Estate Allocations: Performance Implications of Combining an Exposure to German Spezialfonds with Global Listed Real Estate Securities. Alternative Investment Analysts' Review, 4(4), pp. 17-23.

Moss, A., Clare, A., Thomas, S. & Seaton, J. (2017). Can sector specific REIT strategies outperform a diversified benchmark?. Journal of European Real Estate Research, 10(3), pp. 366-383. doi: 10.1108/jerer-11-2016-0042

Moss, A., Clare, A., Thomas, S. & Seaton, J. (2015). Trend Following and Momentum Strategies for Global REITs. Journal of Real Estate Portfolio Management, 21(1), pp. 21-31. doi: 10.5555/1083-5547-21.1.21

Moss, A. & Farrelly, K. (2014). Blending public and private real estate allocations for defined contribution pension funds: A U.K. Case study. Journal of Real Estate Literature, 20(3), pp. 137-150.

Moss, A. & Farrelly, K. (2015). The performance of a blended real estate portfolio for UK DC investors. Journal of Property Investment & Finance, 33(2), pp. 156-168. doi: 10.1108/jpif-10-2014-0064

Moss, A. & Lux, N. (2014). The impact of liquidity on the valuation of European real estate securities. Journal of European Real Estate Research, 7(2), pp. 139-157. doi: 10.1108/jerer-12-2013-0026

Moss, A. & Prima, A. D. (2014). Asia Pacific Listed Real Estate: A Contextual Performance Analysis. Singapore: APREA.

Motson, N. (2009). Essays on hedge fund risk, return and incentives. (Unpublished Doctoral thesis, City University London)

Mousavi, P. (2021). Debt-by-Price Ratio, End-of-Year Economic Growth, and Long-Term Prediction of Stock Returns. Mathematics, 9(13), article number 1550. doi: 10.3390/math9131550

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

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

Moutzouris, I. C. ORCID: 0000-0002-6954-9961 & Nomikos, N. ORCID: 0000-0003-1621-2991 (2018). The Formation of FFA Rates in Dry Bulk Shipping: Spot Rates, Risk Premia and Heterogeneous Expectations. Journal of Futures Markets, 39(8), pp. 1008-1031. doi: 10.1002/fut.21980

Muganda, B., Kyriakou, I. ORCID: 0000-0001-9592-596X & Shibwabo Kasamani, B. (2023). Modelling asymmetric dependence in stochastic volatility and option pricing: A conditional copula approach. Scientific African, 21, article number e01765. doi: 10.1016/j.sciaf.2023.e01765

Munira, S. (2009). Momentum return: is it a compensation for risk?. (Unpublished Doctoral thesis, City, University of London)

Muradoglu, Y.G., Onay, C. & Phylaktis, K. (2014). European integration and corporate financing. International Review of Financial Analysis, 33, pp. 138-157. doi: 10.1016/j.irfa.2014.02.002

Müller, M., Peter, C. D. & Urzúa, F. ORCID: 0000-0003-4681-7684 (2023). Owner Exposure Through Firm Disclosure. Accounting Review, 98(6), doi: 10.2308/TAR-2020-0270

Müller, M. A., Peter, C. D. & Urzúa, F. ORCID: 0000-0003-4681-7684 (2023). Owner Exposure Through Firm Disclosure. Accounting Review, 98(6), pp. 381-405. doi: 10.2308/tar-2020-0270

N

Neuberger, A. ORCID: 0000-0002-5344-1083 (2023). The Black–Scholes paper: a personal perspective. Decisions in Economics and Finance, 46(2), pp. 713-730. doi: 10.1007/s10203-023-00415-z

Neuberger, A. (2012). Realized Skewness. The Review of Financial Studies, 25(11), pp. 3423-3455. doi: 10.1093/rfs/hhs101

Neuberger, A. ORCID: 0000-0002-5344-1083 & Payne, R. G. (2021). The Skewness of the Stock Market at Long Horizons. The Review of Financial Studies, 34(3), pp. 1572-1616. doi: 10.1093/rfs/hhaa048

Newell, G., Nanda, A. & Moss, A. ORCID: 0000-0002-4320-1764 (2023). Improving the benchmarking of ESG in real estate investment. Journal of Property Investment and Finance, 41(4), pp. 380-405. doi: 10.1108/jpif-10-2021-0084

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

Nomikos, N. ORCID: 0000-0003-1621-2991 & Andriosopoulos, K. (2012). Modelling energy spot prices: Empirical evidence from NYMEX. Energy Economics, 34(4), pp. 1153-1169. doi: 10.1016/j.eneco.2011.10.001

Nomikos, N. ORCID: 0000-0003-1621-2991 & Doctor, K. (2013). Economic significance of market timing rules in the Forward Freight Agreement markets. Transportation Research Part E: Logistics and Transportation Review, 52, pp. 77-93. doi: 10.1016/j.tre.2012.11.009

Nomikos, N. ORCID: 0000-0003-1621-2991 & Soldatos, O. A. (2010). Analysis of model implied volatility for jump diffusion models: Empirical evidence from the Nordpool market. Energy Economics, 32(2), pp. 302-312. doi: 10.1016/j.eneco.2009.10.011

Novak, J. & Bilinski, P. ORCID: 0000-0002-0499-6429 (2018). Social stigma and executive compensation. Journal of Banking and Finance, 96, pp. 169-184. doi: 10.1016/j.jbankfin.2018.09.003

Novotny, J., Petrov, D. & Urga, G. (2015). Trading Price Jump Clusters in Foreign Exchange Markets. Journal of Financial Markets, 24, pp. 66-92. doi: 10.1016/j.finmar.2015.03.002

Novotny, J. & Urga, G. (2017). Testing for co-jumps in financial markets. Journal of Financial Econometrics, 16(1), pp. 118-128. doi: 10.1093/jjfinec/nbx028

O

O' Sullivan, N.M. (2006). UK mutual fund performance. (Unpublished Doctoral thesis, City University London)

O'Neill, Mark (2011). Museums and social justice: A theory of pratice. (Unpublished Doctoral thesis, City University London)

Ogden, E.M. (1988). The development of the role of the Bank of England as a Lender of Last Resort, 1870-1914. (Unpublished Doctoral thesis, City University London)

Ohlson, J. & Bilinski, P. (2015). Risk versus Anomaly: A New Methodology Applied to Accruals. The Accounting Review, 90(5), pp. 2057-2077. doi: 10.2308/accr-50984

Onorato, M. (2005). Essays on credit risk, risk adjusted performance and economic capital in financial institutions. (Unpublished Doctoral thesis, City University London)

Ortiz, M., Peter, C. D., Urzúa, F. ORCID: 0000-0003-4681-7684 & Volpin, P. ORCID: 0000-0002-9287-0972 (2023). Mandatory Financial Disclosure and M&A Activity. The Review of Financial Studies, 36(12), pp. 4788-4823. doi: 10.1093/rfs/hhad052

Osborne, M., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Milne, A. (2016). In Good Times and in Bad: Bank Capital Ratios and Lending Rates. International Review of Financial Analysis, 51, pp. 102-112. doi: 10.1016/j.irfa.2016.02.005

Osborne, Matthew (2013). Essays on bank capital and balance sheet adjustment in the UK and US, and implications for regulatory policy. (Unpublished Doctoral thesis, City University London)

Otto, C.A. & Volpin, P. (2018). Marking to Market and Inefficient Investment Decisions. Management Science, 64(8), pp. 3756-3771. doi: 10.1287/mnsc.2016.2696

Owadally, I., Haberman, S. & Gomez, D. (2011). A Savings Plan with Targeted Contributions. Journal of Risk and Insurance, 80(4), pp. 975-1000. doi: 10.1111/j.1539-6975.2012.01485.x

Owadally, I. ORCID: 0000-0002-0830-3554, Jang, C. ORCID: 0000-0002-1883-7971 & Clare, A. ORCID: 0000-0002-4180-6778 (2021). Optimal Investment for a Retirement Plan with Deferred Annuities. Insurance: Mathematics and Economics, 98, pp. 51-62. doi: 10.1016/j.insmatheco.2021.02.001

P

Pagano, M. & Volpin, P. (2010). Credit ratings failures and policy options. Economic Policy, 25(62), pp. 401-431. doi: 10.1111/j.1468-0327.2010.00245.x

Pagano, M. & Volpin, P. (2012). Securitization, transparency, and liquidity. Review of Financial Studies, 25(8), pp. 2417-2453. doi: 10.1093/rfs/hhs074

Palaro, H.P. (2007). Essays in hedge fund replication, evaluation and synthetic funds. (Unpublished Doctoral thesis, City University London)

Papapostolou, N. C., Nomikos, N. ORCID: 0000-0003-1621-2991, Pouliasis, P. K. & Kyriakou, I. (2014). Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market*. Review of Finance, 18(4), pp. 1507-1539. doi: 10.1093/rof/rft037

Papapostolou, N. C., Pouliasis, P. K. & Kyriakou, I. (2017). Herd behavior in the drybulk market: An empirical analysis of the decision to invest in new and retire existing fleet capacity. Transportation Research Part E: Logistics and Transportation Review, 104, pp. 36-51. doi: 10.1016/j.tre.2017.05.007

Papapostolou, N. C., Pouliasis, P. K., Nomikos, N. ORCID: 0000-0003-1621-2991 & Kyriakou, I. (2016). Shipping Investor Sentiment and International Stock Return Predictability. Transportation Research Part E: Logistics and Transportation Review, 96, pp. 81-94. doi: 10.1016/j.tre.2016.10.006

Pappas, V., Ongena, S., Izzeldin, M. & Fuertes, A-M. ORCID: 0000-0001-6468-9845 (2017). A Survival Analysis of Islamic and Conventional Banks. Journal of Financial Services Research, 51(2), pp. 221-256. doi: 10.1007/s10693-016-0239-0

Parsons, C. (2001). An essay on liability insurance and accident compensation and five papers on liability insurance. (Unpublished Doctoral thesis, City University London)

Passari, Evgenia (2013). Essays in international finance. (Unpublished Doctoral thesis, City University London)

Patience, H. A. (2015). Development and Calibration of Relative Value Trading Models. (Unpublished Doctoral thesis, City, University of London)

Payne, R. & Friederich, S. (2011). Computer based trading, liquidity and trading costs. Foresight - Government Office for Science.

Payne, R. & Friederich, S. (2012). Computer-based trading and market abuse. Foresight - Government Office for Science.

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

Pellegrini, C. B., Meoli, M., Pellegrini, L. & Urga, G. (2018). Systemic risk determinants in the European banking industry during financial crises, 2006-2012. Rivista Internazionale di Scienze Sociali, 2018(2), pp. 109-122. doi: 10.26350/000518-000009

Pellet, C. & Tamvakis, M. (2016). Investing in Copper Futures: Evaluation of Absolute Return Strategies Within a Discrete-State Hidden Markov Model. SRIC Foundation.

Pettinicchio, A.K. (2011). Auditing and Regulations. (Unpublished Doctoral thesis, City University London)

Peydró, J-L., Rodriguez Tous, F. ORCID: 0000-0001-8394-2770, Tripathy, J. & Uluc, A. (2023). Macroprudential Policy, Mortgage Cycles and Distributional Effects: Evidence from the United Kingdom. The Review of Financial Studies, 37(3), pp. 727-760. doi: 10.1093/rfs/hhad070

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

Phelan, C. E., Marazzina, D., Fusai, G. ORCID: 0000-0001-9215-2586 & Germano, G. (2018). Fluctuation identities with continuous monitoring and their application to the pricing of barrier options. European Journal of Operational Research, 271(1), pp. 210-223. doi: 10.1016/j.ejor.2018.04.016

Phelan, C. E., Marazzina, D., Fusai, G. ORCID: 0000-0001-9215-2586 & Germano, G. (2018). Hilbert transform, spectral filters and option pricing. Annals of Operations Research, 282(1-2), pp. 273-298. doi: 10.1007/s10479-018-2881-4

Philip, D. (2008). Estimation and testing of latent factors in term structure of interest rates. (Unpublished Doctoral thesis, Cass Business School, City University)

Phung, T. K. F. (1998). Foreign currency options: An empirical analysis. (Unpublished Doctoral thesis, City, University of London)

Phylaktis, K. (2012). Guest editorial, emerging markets finance: Overview of the special issue. Journal of International Money and Finance, 31(4), pp. 673-679. doi: 10.1016/j.jimonfin.2012.01.004

Phylaktis, K. & Aristidou, A. (2013). Margin Changes and Futures Trading Activity: a New Approach. European Financial Management, 19(1), pp. 45-71. doi: 10.1111/j.1468-036x.2012.00565.x

Phylaktis, K. & Banti, C. (2014). FX market liquidity, funding constraints and capital. Journal of International Money and Finance: theoretical and empirical research in international economics and finance, 56, pp. 114-134. doi: 10.1016/j.jimonfin.2014.11.002

Phylaktis, K. & Manalis, G. (2013). Futures trading and market microstructure of the underlying security: A high frequency experiment at the single stock future level. Borsa Istanbul Review, 13(4), pp. 79-92. doi: 10.1016/j.bir.2013.10.012

Phylaktis, K. & Xia, L. (2009). Equity Market Comovement and Contagion: A Sectoral Perspective. Financial Management, 38(2), pp. 381-409. doi: 10.1111/j.1755-053x.2009.01040.x

Piana, J. (2017). Expectations, fundamentals, and asset returns: evidence from the commodity markets. (Unpublished Doctoral thesis, Cass Business School)

Picone, D. (2005). Copulae and correlation products. (Unpublished Doctoral thesis, City, University of London)

Potgeiter, L. & Fusai, G. (2013). Sovereign credit risk in a hidden Markov regime-switching framework. Part 1: Methodology. Journal of Financial Transformation, 37, pp. 99-109.

Potgieter, L. & Fusai, G. (2013). Cutting EdgE Sovereign Credit Risk in a Hidden Markov Regime- Switching Framework. Part 2. Journal of Financial Transformation, 38, pp. 67-81.

Pouliasis, P. K. ORCID: 0000-0002-7389-3722, Papapostolou, N. C. ORCID: 0000-0003-4529-1182, Tamvakis, M. ORCID: 0000-0002-5056-0159 & Moutzouris, I. C. ORCID: 0000-0002-6954-9961 (2023). Carbon Emissions in the US: Factor Decomposition and Cross-State Inequality Dynamics. Energy Journal, 44(6), pp. 135-162. doi: 10.5547/01956574.44.6.ppou

Pouliasis, P. K. ORCID: 0000-0002-7389-3722 (2023). Oil price uncertainty and the relation to tanker shipping. International Journal of Finance and Economics, doi: 10.1002/ijfe.2792

Pouliasis, P. K., Kyriakou, I. & Papapostolou, N. C. (2017). On equity risk prediction and tail spillovers. International Journal of Finance and Economics, 22(4), pp. 379-393. doi: 10.1002/ijfe.1594

Pouliasis, P. K., Nomikos, N. ORCID: 0000-0003-1621-2991 & Papapostolou, N. C. (2011). Analysis of Volatility and Correlation for CME Steel Products. London: Cass Business School, City University London.

Pouliasis, P. K. ORCID: 0000-0002-7389-3722 & Papapostolou, N. C. ORCID: 0000-0003-4529-1182 (2018). Volatility and Correlation Timing: The Role of Commodities. Journal of Futures Markets, 38(11), pp. 1407-1439. doi: 10.1002/fut.21939

Pouliasis, P. K. ORCID: 0000-0002-7389-3722, Papapostolou, N. C. ORCID: 0000-0003-4529-1182, Kyriakou, I. ORCID: 0000-0001-9592-596X & Visvikis, I.D. (2018). Shipping equity risk behavior and portfolio management. Transportation Research Part A: Policy and Practice, 116, pp. 178-200. doi: 10.1016/j.tra.2018.06.016

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

Pouliasis, Panagiotis (2011). Essays on the empirical analysis of energy risk. (Unpublished Doctoral thesis, City University London)

Priniotakis, T. (2004). Risk factors in Greek companies: An empirical analysis. (Unpublished Doctoral thesis, City, University of London)

Pye, R. B. K. (1997). Foreign direct investment in Central Europe (the Czech Republic, Hungary, Poland, Romania, and Slovakia): A study of major Western investors - Volume 1. (Unpublished Doctoral thesis, City, University of London)

Pye, R. B. K. (1997). Foreign direct investment in Central Europe (the Czech Republic, Hungary, Poland, Romania, and Slovakia): A study of major Western investors - Volume 2. (Unpublished Doctoral thesis, City, University of London)

R

Rabinovich, J. ORCID: 0000-0002-9175-0848 (2018). Grupos locales y acumulación de capital en el sector de electrónica de consumo en Argentina (2003-2014). Apuntes del Cenes, 37(65), pp. 247-286. doi: 10.19053/01203053.v37.n65.2018.5899

Rallis, G., Miffre, J. & Fuertes, A-M. ORCID: 0000-0001-6468-9845 (2013). Strategic and Tactical Roles of Enhanced Commodity Indices. Journal of Futures Markets, 33(10), pp. 965-992. doi: 10.1002/fut.21571

Rallis, Georgios (2010). On commodity trading strategies: momentum, term structure, maturity, indexation. (Unpublished Doctoral thesis, City, University of London)

Ramyar, Richard (2006). Essays on technical analysis in financial markets. (Unpublished Doctoral thesis, City University, London)

Rangvid, J., Santa-Clara, P. & Schmeling, M. (2016). Capital market integration and consumption risk sharing over the long run. Journal of International Economics, 103, pp. 27-43. doi: 10.1016/j.jinteco.2016.08.001

Rangvid, J., Schmeling, M. & Schrimpf, A. (2014). Dividend predictability around the world. Journal of Financial and Quantitative Analysis, 46(4), pp. 1255-1277. doi: 10.1017/S0022109014000477

Raonic, I. & Isidro, H. (2012). Firm Incentives, Institutional Complexity and the Quality of "Harmonized" Accounting Numbers. The International Journal of Accounting, 47(4), pp. 407-436. doi: 10.1016/j.intacc.2012.10.007

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

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

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

Richard Maria Kos, Hartwig (2015). Momentum Effects: Essays on Trading Rule Returns in G10 Currency Pairs. (Unpublished Doctoral thesis, City University London)

Roschkow, Slawa (2013). Empirical analysis of microstructural dynamics across cross-listed stocks on the London and Moscow exchanges. (Unpublished Doctoral thesis, City University London)

Rossi, A. G., Blake, D., Timmermann, A. , Tonks, I. & Wermers, R. (2018). Network Centrality and Delegated Investment Performance. Journal of Financial Economics, 128(1), pp. 183-206. doi: 10.1016/j.jfineco.2018.02.003

Rubesam, A. (2009). ESSAYS ON EMPIRICAL ASSET PRICING USING BAYESIAN METHODS. (Unpublished Doctoral thesis, City University London)

Russo, M. (2017). Essays in the evolving European natural gas markets. (Unpublished Doctoral thesis, City, University of London)

S

Sahin, Ali (2016). Three essays in accounting. (Unpublished Doctoral thesis, City, University of London)

Saito, E. (2003). A comparative analysis of the prevention and control of electronic crime in the financial sector - Volume 1. (Unpublished Doctoral thesis, City, University of London)

Saito, E. (2003). A comparative analysis of the prevention and control of electronic crime in the financial sector - Volume 2. (Unpublished Doctoral thesis, City, University of London)

Saka, O. (2017). Essays on Sovereign Risk and Banking. (Unpublished Doctoral thesis, City, University of London)

Saka, O. ORCID: 0000-0002-1822-1309, Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Kalotychou, E. (2015). ECB policy and Eurozone fragility: Was De Grauwe right?. Journal of International Money and Finance, 54, pp. 168-185. doi: 10.1016/j.jimonfin.2015.03.002

Saleh, Nashwa (2012). Towards a New Model for Early Warning Signals for Systemic Financial Fragility and Near Crises: An Application to OECD Countries. (Unpublished Doctoral thesis, City University London)

Sanderson, D. C. & Devaney, S. (2017). Occupier Satisfaction and Investment Returns from UK Commercial Real Estate. Journal of Property Investment and Finance, 35(2), pp. 135-159. doi: 10.1108/jpif-10-2016-0077

Sapuric, S. (2010). Three essays in asset management. (Unpublished Doctoral thesis, City University London)

Sarkisyan, Anna (2011). Three essays on securitisation. (Unpublished Doctoral thesis, City University London)

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

Sarno, L., Della Corte, P. & Tsiakas, I. (2009). An Economic Evaluation of Empirical Exchange Rate Models. Review of Financial Studies, 22(9), pp. 3491-3530. doi: 10.1093/rfs/hhn058

Sarno, L. & Schmeling, M. (2014). Which fundamentals drive exchange rates? A cross-sectional perspective. Journal of Money, Credit and Banking, 46(2-3), pp. 267-292. doi: 10.1111/jmcb.12106

Sarno, L., Schneider, P. & Wagner, C. (2016). The Economic Value of Predicting Bond Risk Premia. Journal of Empirical Finance, 37, pp. 247-267. doi: 10.1016/j.jempfin.2016.02.001

Sarno, L., Schneider, P. & Wagner, C. (2012). Properties of foreign exchange risk premiums. Journal of Financial Economics, 105(2), pp. 279-310. doi: 10.1016/j.jfineco.2012.01.005

Sarno, L., Tsiakas, I. & Ulloa, B. (2016). What drives international portfolio flows?. Journal of International Money and Finance, 60, pp. 53-72. doi: 10.1016/j.jimonfin.2015.03.006

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

Sarwar, G., Mateus, C. & Todorovic, N. ORCID: 0000-0003-4875-623X (2018). A guide to survival of momentum in UK style portfolios. International Journal of Banking, Accounting and Finance, 9(2), pp. 192-224. doi: 10.1504/ijbaaf.2018.092134

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

Schmeling, M., Melvin, M. M. & Menkhoff, L. (2009). Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book. Journal of International Economics, 79(1), pp. 54-63. doi: 10.1016/j.jinteco.2009.06.008

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

Schmeling, M. & Wagner, C. (2015). Does Central Bank Tone Move Asset Prices?. SSRN.

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

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

Schroth, E. (2006). Innovation, Differentiation and the Choice of an Underwriter. The Review of Financial Studies, 19(3), pp. 1041-1080. doi: 10.1093/rfs/hhj023

Schroth, E. & Albuquerque, R. (2014). The Marketability Discount of Controlling Blocks of Shares. KPMG International.

Schroth, E. & Albuquerque, R. (2009). Quantifying Private Benefits of Control from a Structural Model of Block Trades (202/2008). ECGI.

Schroth, E., Suarez, G. A. & Taylor, L. A. (2014). Dynamic debt runs and financial fragility: Evidence from the 2007 ABCP crisis. Journal of Financial Economics, 112(2), pp. 164-189. doi: 10.1016/j.jfineco.2014.01.002

Schroth, E. & Szalay, D. (2010). Cash Breeds Success: The Role of Financing Constraints in Patent Races. Review of Finance, 14(1), pp. 73-118. doi: 10.1093/rof/rfp020

Schröder, D. & Yim, A. (2018). Industry Effects on Firm and Segment Profitability Forecasting. Contemporary Accounting Research, 35(4), pp. 2106-2130. doi: 10.2139/ssrn.2073336

Seng Tang, K., Blake, D. & MacMinn, R. (2015). Longevity Risk and Capital Markets: The 2013-14 Update (PI-1502). London, UK: Pensions Institute.

Sesana, D., Marazzina, D. & Fusai, G. (2014). Pricing exotic derivatives exploiting structure. European Journal of Operational Research, 236(1), pp. 369-381. doi: 10.1016/j.ejor.2013.12.009

Sherman, Meadhbh (2012). An examination of the factors influencing mutual fund performance. (Unpublished Doctoral thesis, City Univeristy London)

Shu, S (2021). Investigations of Pennies, Percent, and Temporal Reframing to Improve Savings. (Unpublished Doctoral thesis, City, University of London)

Sibanda, W. (2004). Modelling pension fund asset allocation in the UK: An empirical analysis - Volume 1. (Unpublished Doctoral thesis, City, University of London)

Sibanda, W. (2004). Modelling pension fund asset allocation in the UK: An empirical analysis - Volume 2. (Unpublished Doctoral thesis, City, University of London)

Silva, A. & Bilinski, P. (2015). Intended Use of Proceeds, Underwriter Quality and the Long-run Performance of SEOs in the UK. Journal Of Business Finance & Accounting, 42(9-10), pp. 1282-1309. doi: 10.1111/jbfa.12171

Silva, A. F. (2018). Essays on Financial Intermediation. (Unpublished Doctoral thesis, City, University of London)

Simintzi, E., Vig, V. & Volpin, P. (2015). Labor Protection and Leverage. The Review of Financial Studies, 28(2), pp. 561-591. doi: 10.1093/rfs/hhu053

Sivaprasad, S. (2007). The value effects of capital structure : essays on leverage and its impact on stock returns</. (Unpublished Doctoral thesis, City University London)

Skouralis, A. ORCID: 0000-0003-0835-1457 (2023). The Role of Systemic Risk Spillovers in the Transmission of Euro Area Monetary Policy. Open Economies Review, 34(5), pp. 1079-1106. doi: 10.1007/s11079-022-09707-0

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

Soldatos, O. (2007). Modelling electricity price risk for the valuation of power contingent claims : the case of Nord Pool. (Unpublished Doctoral thesis, City University London)

Sorwar, G. (2000). Valuation of Single-Factor Interest Rate Derivatives.. (Unpublished Doctoral thesis, City, University of London)

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

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

Staikouras, Christos (2000). European Banking Industry: Sources of Income and Profitability. (Unpublished Doctoral thesis, City, University of London)

Sérgio, Anabela (2001). Portuguese financial regulatory reform : an assessment. (Unpublished Doctoral thesis, City University Business School)

T

Tamvakis, M. (2018). From Chicago to Shanghai and Dalian: Apprehending the Future of Chinese Commodity Derivative Markets. In: Jégourel, Y. (Ed.), The Financialization of Commodity Markets: A Short-lived Phenomenon? (pp. 125-147). Rabat, Morocco: OCP Policy Centre.

Tamvakis, M. ORCID: 0000-0002-5056-0159 (2012). The Future of Biofuels in Asia. London: Czarnikow Group.

Tamvakis, M. ORCID: 0000-0002-5056-0159 (2001). Hedging tanker freight rates with forward inter-crude spreads. Cass Business School, City, University of London.

Tamvakis, M. & Alizadeh-Masoodian, A. (2016). Market conditions, trader types and price–volume relation in energy futures markets. Energy Economics, 56, pp. 134-149. doi: 10.1016/j.eneco.2016.03.001

Tamvakis, M. & Corley, A. (2016). Base Metals Inventories and their Influence on Futures Markets. SRIC Foundation.

Tamvakis, M. ORCID: 0000-0002-5056-0159, Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Di Iorio, F. (2020). Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. Energy Economics, 88, article number 104757. doi: 10.2139/ssrn.3544242

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

Tamvakis, M. & Wu, Z. (2016). Export Restrictions in Minerals and Metals Trade and Prediction of Policy Change. SRIC Foundation.

Tan, F. & Yim, A. (2011). Can Strategic Uncertainty Help Deter Tax Evasion? – An Experiment on Auditing Rules (2011-21). SSRN: SSRN Working Paper.

Tan, K.S., Blake, D. & MacMinn, R. (2015). Longevity Risk and Capital Markets: The 2013-14 Update. Insurance: Mathematics and Economics, 63, pp. 1-11. doi: 10.1016/j.insmatheco.2015.03.015

Tastan, M. (2014). Essays on initial public offerings. (Unpublished Doctoral thesis, City University London)

Thomas, P. & Chrystal, A. (2013). Explaining the “Buy One Get One Free” Promotion: The Golden Ratio as a Marketing Tool. American Journal of Industrial and Business Management, 03(08), pp. 655-673. doi: 10.4236/ajibm.2013.38075

Thomas, P. & Chrystal, A. (2013). Generalized Demand Densities for Retail Price Investigation. American Journal of Industrial and Business Management, 03(03), pp. 279-294. doi: 10.4236/ajibm.2013.33034

Thomas, P. & Chrystal, A. (2013). Using Relative Utility Pricing to Explain Multibuy Prices in Supermarkets and on the Internet. American Journal of Industrial and Business Management, 03(08), pp. 687-699. doi: 10.4236/ajibm.2013.38078

Thomas, P.J. & Chrystal, A. (2013). Retail price optimisation from sparse demand data. American Journal of Industrial and Business Management, 03(03), pp. 295-306. doi: 10.4236/ajibm.2013.33035

Thomas, S., Clare, A. & Motson, N. (2013). An Evaluation of Alternative Equity Indices - Part 2: Fundamental Weighting Schemes. London: SSRN.

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

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

Tian, Siyang (2018). Essays in empirical corporate finance. (Unpublished Doctoral thesis, City, University of London)

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

Timmermann, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2000). International Investment Performance: Evidence from Institutional Investors’ Foreign Equity Holdings (PI-0008). London, UK: Pensions Institute.

Todorovic, N. (2001). Equity investment styles. (Unpublished Doctoral thesis, City University London)

Torero, M., Schroth, E. & Pasco-Font, A. (2003). The Impact of the Privatization of Telecommunications in Peru and the Welfare of Urban Consumers. Economia: Journal of the Latin American and Caribbean Economic Association, 4(1), pp. 99-128.

Tran, A. & Chbihi, R. (2018). Cross-Fertilising in Cross-sector Deals: The Value of Industry Experience of Target Firms’ CEOs. (MARC Working Paper Series 2018).

Tran, A. & Jeon, B. (2011). The dynamic impact of macroeconomic factors on initial public offerings: evidence from time-series analysis. Applied Economics, 43(23), pp. 3187-3201. doi: 10.1080/00036840903493267

Trapani, L. (2014). Chover-type laws of the k-iterated logarithm for weighted sums of strongly mixing sequences. Journal of Mathematical Analysis and Applications, 420(2), pp. 908-916. doi: 10.1016/j.jmaa.2014.06.042

Trapani, L. (2014). Comments on: Extensions of some classical methods in change point analysis. TEST, 23(2), pp. 283-286. doi: 10.1007/s11749-014-0367-5

Trapani, L. (2013). On bootstrapping panel factor series. Journal of Econometrics, 172(1), pp. 127-141. doi: 10.1016/j.jeconom.2012.09.001

Trapani, L. (2012). On the asymptotic t-test for large nonstationary panel models. Computational Statistics & Data Analysis, 56(11), pp. 3286-3306. doi: 10.1016/j.csda.2011.03.004

Trapani, L. (2016). Testing for (in)finite moments. JOURNAL OF ECONOMETRICS, 191(1), pp. 57-68. doi: 10.1016/j.jeconom.2015.08.006

Trapani, L. (2015). Testing for Exogeneity in Cointegrated Panels. Oxford Bulletin of Economics and Statistics, 77(4), pp. 475-494. doi: 10.1111/obes.12072

Trapani, L. (2018). A randomised sequential procedure to determine the number of factors. Journal of the American Statistical Association, 113(523), pp. 1341-1349. doi: 10.1080/01621459.2017.1328359

Trapani, L. & Urga, G. (2010). Micro versus macro cointegration in heterogeneous panels. Journal of Econometrics, 155(1), pp. 1-18. doi: 10.1016/j.jeconom.2009.07.005

Trapani, L. & Urga, G. (2009). Optimal forecasting with heterogeneous panels: A Monte Carlo study. International Journal of Forecasting, 25(3), pp. 567-586. doi: 10.1016/j.ijforecast.2009.02.001

Tsolacos, S., Lee, S. & Tse, H. (2023). ‘Space-As-A-Service’: A Premium to Office Rents?. Journal of European Real Estate Research, 16(1), pp. 64-77. doi: 10.1108/jerer-10-2021-0049

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

U

Ulloa, Barbara (2013). Essays on international finance. (Unpublished Doctoral thesis, City University London)

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

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

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

Urga, G., Ghalanos, A. & Rossi, E. (2015). Independent Factor Autoregressive Conditional Density Model. Econometric Reviews, 34(5), pp. 594-616. doi: 10.1080/07474938.2013.808561

Urga, G. & Mogliani, M. (2018). On the instability of long-run money demand and the welfare cost of inflation in the U.S.. Journal of Money, Credit and Banking, 50(7), pp. 1645-1660. doi: 10.1111/jmcb.12480

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

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

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

V

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

Vamvakas, Orestis Georgios (2015). Fixed income portfolio construction: a Bayesian approach for the allocation of risk factors. (Unpublished Doctoral thesis, City University London)

Vasileva, Kristina (2011). Foreign direct investment – a behavioural finance approach. (Unpublished Doctoral thesis, City University London)

Visaria, S. ORCID: 0000-0001-7406-4929, Dehejia, R., Chao, M. M. & Mukhopadhyay, A. ORCID: 0000-0002-8737-0383 (2016). Unintended consequences of rewards for student attendance: Results from a field experiment in Indian classrooms. Economics of Education Review, 54, pp. 173-184. doi: 10.1016/j.econedurev.2016.08.001

Visvikis, I.D. (2002). An econometric analysis of the forward freight market. (Unpublished Doctoral thesis, City University London)

Vitkova, V. ORCID: 0000-0003-3137-6564, Tian, S. & Sudarsanam, S. (2023). Allocative efficiency of internal capital markets: Evidence from equity carve-outs by diversified firms. International Review of Financial Analysis, 86, article number 102500. doi: 10.1016/j.irfa.2023.102500

Vitkova, V. (2015). Essays on Mergers and Acquisitions. (Unpublished Doctoral thesis, City, University of London)

Vitkova, V., Golubov, A. & Lasfer, M. (2018). Are they Listening? An M&A Approach to Dividend Catering. (MARC Working Paper Series 2018).

Vitkova, V. & Koh, K. Y. Q. (2016). Does the Early Bird Always get the Worm?. London, UK: M&A Research Centre, Cass Business School, City, University of London.

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

Vitkova, V. & Rosenberg, M. (2018). Playing the long game: Do certain financial advisors in the UK bring longer term value to the M&A table?. (MARC Working Paper Series 2018).

Vitkova, V. & Tian, S. (2018). How, and when, to catch a falling knife: The Benefits, Risks, and Timing Issues Around Distressed M&A. (MARC Working Paper Series 2018).

Vitkova, V., Tian, S. & Sudarsanam, S. (2018). Allocative Efficiency of Internal Capital Markets: Evidence from Equity Carve-outs by Diversified Firms. .

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

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

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

W

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

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

Wang, L. Truth or Dare? ESG Risk Disclosure of Mutual Funds. .

Wu, E., Erdem, M., Kalotychou, E. & Remolona, E. (2016). The anatomy of sovereign risk contagion. Journal of International Money and Finance, 69, pp. 264-286. doi: 10.1016/j.jimonfin.2016.07.002

Wu, Y. & Li, Y. (2018). Impact of government intervention in the housing market: evidence from the housing purchase restriction policy in China. Applied Economics, 50(6), pp. 691-705. doi: 10.1080/00036846.2017.1340569

Wu, Y. & Lux, N. (2018). U.K. House Prices: Bubbles or Market Efficiency? Evidence from Regional Analysis. Journal of Risk and Financial Management, 11(3), article number 54. doi: 10.3390/jrfm11030054

Wu, Y., Sah, V. & Tidwell, A. (2016). Housing Preferences of Asian and Hispanic/Latino Immigrants in the United States: A Melting Pot or Salad Bowl. Real Estate Economics, 46(4), pp. 783-835. doi: 10.1111/1540-6229.12178

Wu, Y. & Tidwell, A. (2015). Inflation-hedging properties of regional Chinese real estate market: evidence from 35 cities in China. Applied Economics, 47(60), pp. 6580-6598. doi: 10.1080/00036846.2015.1080811

X

Xia, L. (2005). Industry effects, contagion and equity market comovement: Implications for international diversification. (Unpublished Doctoral thesis, City, University of London)

Xiao, X. ORCID: 0000-0002-0564-9795 & Zhou, C. (2018). The decomposition of jump risks in individual stock returns. Journal of Empirical Finance, 47, pp. 207-228. doi: 10.1016/j.jempfin.2018.04.002

Y

Yan, C., Phylaktis, K. & Fuertes, A-M. ORCID: 0000-0001-6468-9845 (2016). On Cross-Border Bank Credit and the U.S. Financial Crisis Transmission to Equity Markets. Journal of International Money and Finance, 69, pp. 108-134. doi: 10.1016/j.jimonfin.2016.06.014

Yan, Cheng (2015). Essays in International Finance: International Capital Flows, Equity and FX markets. (Unpublished Doctoral thesis, City University London)

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

Yim, A. (2012). Are Positive Reactions to Bad News Plausible? The Consideration of Fraud Detection in Audit and Reporting Delays. SSRN: SSRN Working Paper.

Yim, A. (2009). Efficient Committed Budget for Implementing Target Audit Probability for Many Inspectees. Management Science, 55(12), pp. 2000-2018. doi: 10.1287/mnsc.1090.1083

Yim, A. (2014). Mixture and Continuous 'Discontinuity' Hypotheses: An Earnings Management Model with Auditor-Required Adjustment. SSRN: SSRN Working Paper.

Yim, A. (2001). Renegotiation and Relative Performance Evaluation: Why an Informative Signal may be Useless. Review of Accounting Studies, 6(1), pp. 77-108. doi: 10.1023/a:1011386104784

Yin, C., Ward, C. & Tsolacos, S. (2018). Motivated monitoring: The importance of the institutional investment horizon. International Review of Financial Analysis, 60, pp. 197-212. doi: 10.1016/j.irfa.2018.08.011

Z

Zagonov, Maxim (2011). Financial intermediation and interest rate risk. (Unpublished Doctoral thesis, City University London)

Zenonos, M. (2003). The dividend policy in Europe : the cases of the UK, Germany, France and Italy. (Unpublished Doctoral thesis, City University London)

Zhao, Gang (2013). The risk-related behaviour of financial intermediaries. (Unpublished Doctoral thesis, City University London)

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

Zhao, T., Casu, B. & Ferrari, A. (2010). The impact of regulatory reforms on cost structure, ownership and competition in Indian banking. Journal of Banking & Finance, 34(1), pp. 246-254. doi: 10.1016/j.jbankfin.2009.07.022

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

Č

Černý, A. ORCID: 0000-0001-5583-6516 & Ruf, J. (2023). Simplified calculus for semimartingales: Multiplicative compensators and changes of measure. Stochastic Processes and their Applications, 161, pp. 572-602. doi: 10.1016/j.spa.2023.04.010

Černý, A. (2016). Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model. In: Kallsen, J & Papapantoleon, A (Eds.), UNSPECIFIED (pp. 257-275). Springer. ISBN 3319458736 doi: 10.1007/978-3-319-45875-5_12

Černý, A. (2004). Dynamic Programming and Mean-Variance Hedging in Discrete Time. Applied Mathematical Finance, 11(1), pp. 1-25. doi: 10.1080/1350486042000196164

Černý, A. (2003). Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets. Review of Finance, 7(2), pp. 191-233. doi: 10.1023/a:1024568429527

Černý, A. (2004). Introduction to Fast Fourier Transform in Finance. Journal of Derivatives, 12(1), pp. 73-88. doi: 10.3905/jod.2004.434538

Černý, A. (2007). Optimal continuous-time hedging with leptokurtic returns. Mathematical Finance, 17(2), pp. 175-203. doi: 10.1111/j.1467-9965.2007.00299.x

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

Černý, A. ORCID: 0000-0001-5583-6516, Czichowsky, C. & Kallsen, J. (2023). Numeraire-invariant quadratic hedging and mean-variance portfolio allocation. Mathematics of Operations Research, doi: 10.1287/moor.2023.1374

Černý, A. & Kallsen, J. (2009). Hedging by sequential regressions revisited. Mathematical Finance, 19(4), pp. 591-617. doi: 10.1111/j.1467-9965.2009.00381.x

Černý, A. & Kallsen, J. (2008). Mean-variance hedging and optimal investment in Heston's model with correlation. Mathematical Finance, 18(3), pp. 473-492. doi: 10.1111/j.1467-9965.2008.00342.x

Černý, A. & Kallsen, J. (2007). On the structure of general mean-variance hedging strategies. Annals of Probability, 35(4), pp. 1479-1531. doi: 10.1214/009117906000000872

Černý, A. & Kallsen, J. (2008). A counterexample concerning the variance-optimal martingalle measure. Mathematical Finance, 18(2), pp. 305-316. doi: 10.1111/j.1467-9965.2007.00334.x

Černý, A. & Kyriakou, I. (2010). An improved convolution algorithm for discretely sampled Asian options. Quantitative Finance, 11(3), pp. 381-389. doi: 10.1080/14697680903397667

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

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

Černý, A. & Ruf, J. Finance Without Brownian Motions: An Introduction To Simplified Stochastic Calculus. .

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

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

Černý, A. ORCID: 0000-0001-5583-6516 & Ruf, J. (2022). Simplified stochastic calculus via semimartingale representations. Electronic Journal of Probability, 27, pp. 1-32. doi: 10.2139/ssrn.3633638

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

This list was generated on Sat Feb 24 03:13:20 2024 UTC.