Research Repository

Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2010

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Number of items: 11.


ap Gwilym, Owain and Verousis, Thanos (2010) 'Price clustering and underpricing in the IPO aftermarket.' International Review of Financial Analysis, 19 (2). pp. 89-97. ISSN 1057-5219


Calabrese, Raffaella and Zenga, Michele (2010) 'Bank loan recovery rates: Measuring and nonparametric density estimation.' Journal of Banking & Finance, 34 (5). pp. 903-911. ISSN 0378-4266

Casu, Barbara and Girardone, Claudia (2010) 'Integration and efficiency convergence in EU banking markets.' Omega, 38 (5). pp. 260-267. ISSN 0305-0483

Cavaliere, Giuseppe and Rahbek, Anders and Taylor, AM Robert (2010) 'Testing for co-integration in vector autoregressions with non-stationary volatility.' Journal of Econometrics, 158 (1). pp. 7-24. ISSN 0304-4076

Coakley, J and Fu, L and Thomas, H (2010) 'Misvaluation and UK mergers 1986?2002.' Applied Financial Economics, 20 (3). pp. 201-211. ISSN 0960-3107


Fu, H and Wood, A (2010) 'Momentum in Taiwan: seasonality matters!' Applied Economics Letters, 17 (13). pp. 1247-1253. ISSN 1350-4851


Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2010) 'Robust methods for detecting multiple level breaks in autocorrelated time series.' Journal of Econometrics, 157 (2). pp. 342-358. ISSN 0304-4076


Koop, G and Korobilis, D (2010) 'Bayesian multivariate time series methods for empirical macroeconomics.' Foundations and Trends in Econometrics, 3 (4). pp. 267-358. ISSN 1551-3076

Kuo, J and Coakley, J and Wood, A (2010) 'The lunar moon festival and the dark side of the moon.' Applied Financial Economics, 20 (20). pp. 1565-1575. ISSN 0960-3107


Verousis, Thanos and ap Gwilym, Owain (2010) 'An improved algorithm for cleaning Ultra High-Frequency data.' Journal of Derivatives and Hedge Funds, 15 (4). pp. 323-340. ISSN 1357-0927


Wilson, John OS and Casu, Barbara and Girardone, Claudia and Molyneux, Philip (2010) 'Emerging themes in banking: Recent literature and directions for future research.' The British Accounting Review, 42 (3). pp. 153-169. ISSN 0890-8389

This list was generated on Mon Aug 15 19:44:18 2022 BST.