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Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2008

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Number of items: 9.


Coakley, J and Hadass, L and Wood, A (2008) 'Hot IPOs can damage your long-run wealth!' Applied Financial Economics, 18 (14). pp. 1111-1120. ISSN 0960-3107

Coakley, J and Kougoulis, P and Nankervis, JC (2008) 'The MSCI-Canada index rebalancing and excess comovement.' Applied Financial Economics, 18 (16). pp. 1277-1287. ISSN 0960-3107

Coakley, J and Thomas, H and Wang, H (2008) 'The short-run wealth effects of foreign divestitures by UK firms.' Applied Financial Economics, 18 (3). pp. 173-184. ISSN 0960-3107


Instefjord, Norvald and Sasaki, Kouji (2008) 'Informational leverage: the problem of noise traders.' Annals of Finance, 4 (4). pp. 455-480. ISSN 1614-2446


Korobilis, D (2008) 'Forecasting in vector autoregressions with many predictors.' In: UNSPECIFIED, (ed.) UNSPECIFIED UNSPECIFIED, 403 - 431. ISBN 9781848553088


Sajjad, R and Coakley, J and Nankervis, JC (2008) 'Markov-Switching GARCH Modelling of Value-at-RisK.' Studies in Nonlinear Dynamics & Econometrics, 12 (3). ISSN 1558-3708


Velentza, AF and Girardone, C and Nankervis, JC (2008) 'Efficiency across alternative financial structures, bank types and size classes: a comparison of the OECD countries.' International Journal of Banking, Accounting and Finance, 1 (2). pp. 168-188. ISSN 1755-3830

Vitiello, L and Poon, S (2008) 'General Equilibrium and Risk Neutral Framework for Option Pricing with a Mixture of Distributions.' The Journal of Derivatives, 15 (4). pp. 48-60. ISSN 1074-1240

Vlastakis, Nikolaos and Dotsis, George and Markellos, Raphael N (2008) 'Nonlinear modelling of European football scores using support vector machines.' Applied Economics, 40 (1). pp. 111-118. ISSN 0003-6846

This list was generated on Tue Aug 16 08:36:30 2022 BST.