Research Repository

Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2020

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Number of items: 54.

A

Adwan, Sami and Alhaj-Ismail, Alaa and Girardone, Claudia (2020) 'Fair value accounting and value relevance of equity book value and net income for European financial firms during the crisis.' Journal of International Accounting, Auditing and Taxation. ISSN 1061-9518

Arnaboldi, Francesca and Casu, Barbara and Gallo, Angela and Kalotychou, Elena and Sarkisyan, Anna (2020) Gender Diversity and Bank Misconduct. Working Paper. Cass Business School Centre for Banking Research Working Paper No 01/20. (Unpublished)

B

Bakas, Dimitrios and Triantafyllou, Athanasios (2020) 'Commodity Price Volatility and the Economic Uncertainty of Pandemics.' Economics Letters, 193. ISSN 0165-1765

Bermpei, Theodora and Kalyvas, Antonios Nikolaos and Leonida, Leone (2020) 'Local Public Corruption and Bank Lending Activity in the United States.' Journal of Business Ethics, Online. 1 - 26. ISSN 0167-4544

Bernales, Alejandro and Verousis, Thanos and Voukelatos, Nikolaos and Zhang, Mengyu (2020) 'What do we know about individual equity options?' Journal of Futures Markets, 40 (1). 67 - 91. ISSN 0270-7314

Bose, Udichibarna and Filomeni, Stefano and Mallick, Sushanta (2020) 'Does Bankruptcy Law Improve the Fate of Distressed Firms? The Role of Credit Channels.' Journal of Corporate Finance. ISSN 0929-1199

Bose, Udichibarna and Mallick, Sushanta and Tsoukas, Serafeim (2020) 'Does easing access to foreign financing matter for firm performance?' Journal of Corporate Finance, 64. ISSN 0929-1199

C

Cai, Xiangshang and Gao, Ning and Garrett, Ian and Xu, Yan (2020) 'Are CEOs judged on their companies' social reputation?' Journal of Corporate Finance, 64. ISSN 0929-1199

Calabrese, Raffaella and Girardone, Claudia and Sclip, Alex (2020) 'Financial fragmentation and SMEs’ access to finance.' Small Business Economics. ISSN 0921-898X (In Press)

Cavaliere, Giuseppe and Ørregaard Nielsen, Morten and Taylor, AM Robert (2020) 'Adaptive Inference in Heteroskedastic Fractional Time Series Models.' Journal of Business and Economic Statistics. ISSN 0735-0015

Cavaliere, Giuseppe and Ørregaard Nielsen, Morten and Taylor, AM Robert (2020) Adaptive Inference in Heteroskedastic Fractional Time Series Models. Working Paper. Essex Finance Centre Woring Papers. (Unpublished)

Cerulli, Giovanni and D’Apice, Vincenzo and Fiordelisi, Franco and Masala, Francesco (2020) 'Benchmarking non-performing loans.' The European Journal of Finance. ISSN 1351-847X

Chan, Ka Kei and Lin, Ming-Tsung and Lu, Qinye (2020) Corporate Credit Default Swap Systematic Factors. Working Paper. Essex Finance Centre Working Papers, Colchester, UK.. (Unpublished)

Chen, Yingshan and Dai, Min and Goncalves-Pinto, Luis and Xu, Jing and Yan, Cheng (2020) 'Incomplete Information and the Liquidity Premium Puzzle.' Management Science. ISSN 0025-1909

Coakley, Jerry and Huang, Winifred (2020) 'P2P lending and outside entrepreneurial finance.' The European Journal of Finance, Online. 1 - 18. ISSN 1351-847X

Coccorese, Paolo and Girardone, Claudia (2020) 'Bank Capital and Profitability: Evidence from a Global Sample.' The European Journal of Finance. ISSN 1351-847X

D

Demetrescu, Matei and Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2020) 'Testing for Episodic Predictability in Stock Returns.' Journal of Econometrics. ISSN 0304-4076

da Silva Fernandes, Filipa and Guariglia, Alessandra and Kontonikas, Alexandros and Tsoukas, Serafeim (2020) Is there a trade-off between inventories and trade credit? The role of the sovereign debt crisis. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

F

Fabozzi, Frank J and Kynigakis, Iason and Panopoulou, Ekaterini and Tunaru, Radu S (2020) 'Detecting Bubbles in the US and UK Real Estate Markets.' The Journal of Real Estate Finance and Economics, 60. 469 - 513. ISSN 0895-5638

Fang, Jianchun and Gozgor, Giray and Lau, Chi-Keung Marco and Wu, Wanshan and Yan, Cheng (2020) 'Listed zombie firms and top executive gender: Evidence from an emerging market.' Pacific-Basin Finance Journal, 62. ISSN 0927-538X

Filomeni, S and Udell, GF and Zazzaro, A (2020) 'Communication frictions in banking organizations: Evidence from credit score lending.' Economics Letters, 195. ISSN 0165-1765

Filomeni, Stefano and Kok, Seng Kiong (2020) 'The holding behavior of Shariah financial assets within the global Islamic financial sector: A macroeconomic and firm-based model.' Global Finance Journal. ISSN 1044-0283

Fiordelisi, Franco and Girardone, Claudia and Minnucci, Federica and Ricci, Ornella (2020) 'On the Nexus between Sovereign Risk and Banking Crises.' Journal of Corporate Finance. ISSN 0929-1199 (In Press)

G

Godfrey, Christopher and Hoepner, Andreas and Lin, Ming-Tsung and Poon, Ser-Huang (2020) 'Women on boards and corporate social irresponsibility: Evidence from a Granger style reverse causality minimisation procedure.' The European Journal of Finance. ISSN 1351-847X (In Press)

Guo, Haifeng and Hung, Chi-Hsiou D and Kontonikas, Alexandros (2020) 'Investor sentiment and the pre-FOMC announcement drift.' Finance Research Letters. ISSN 1544-6123

Guo, Haifeng and Kontonikas, Alexandros and Maio, Paulo (2020) 'Monetary policy and corporate bond returns.' Review of Asset Pricing Studies. ISSN 2045-9920

H

Harris, David and Kew, Hsein and Taylor, AM Robert (2020) 'Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem.' Journal of Econometrics. ISSN 0304-4076

Harvey, David I and Leybourne, Stephen J and Sollis, Robert and Taylor, AM Robert (2020) Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium. Working Paper. Essex Finance Centre Working Papers, Colchester, UK.. (Unpublished)

Hassanniakalager, Arman and Sermpinis, Georgios and Stasinakis, Charalampos and Verousis, Thanos (2020) 'A Conditional Fuzzy Inference Approach in Forecasting.' European Journal of Operational Research, 283 (1). 196 - 216. ISSN 0377-2217

I

Issa, Samah and Girardone, Claudia and Snaith, Stuart (2020) 'Banking Competition, Convergence and Growth Across Macro-Regions of MENA.' Quarterly Review of Economics and Finance. ISSN 1062-9769 (In Press)

J

Ji, Qiang and Zhang, Dayong and Zhao, Yuqian (2020) 'Searching for safe-haven assets during the COVID-19 pandemic.' International Review of Financial Analysis, 71. ISSN 1057-5219

K

Kapetanios, George and Millard, Stephen and Petrova, Katerina and Price, Simon (2020) 'Time varying cointegration with an application to the UK Great Ratios.' Economics Letters. ISSN 0165-1765

Kapetanios, George and Price, Simon and Tasiou, Menelaos and Ventouri, Alexia (2020) 'State-level wage Phillips curves.' Econometrics and Statistics. ISSN 2452-3062

Kellard, Neil and Kontonikas, Alexandros and Lamla, Michael and Maiani, Stefano and Wood, Geoffrey (2020) 'Risk, Financial Stability and FDI.' Journal of International Money and Finance. ISSN 0261-5606

L

Leledakis, George and Mamatzakis, Emmanuel and Pyrgiotakis, Emmanouil and Travlos, Nickolaos (2020) 'Does it pay to acquire private firms? Evidence from the U.S. banking industry.' The European Journal of Finance, Online. 1 - 23. ISSN 1351-847X

Liñares-Zegarra, José M and Willesson, Magnus (2020) 'The effects of negative interest rates on cash usage: Evidence for EU countries.' Economics Letters. ISSN 0165-1765

Luo, Jun (2020) Essays on European Banks' Consolidation, Integration and Systemic Risk. PhD thesis, University of Essex.

M

Matousek, Roman and Panopoulou, Ekaterini and Papachristopoulou, Andromachi (2020) 'Policy uncertainty and the capital shortfall of global financial firms.' Journal of Corporate Finance, 62. ISSN 0929-1199

Megaritis, Anastasios and Vlastakis, Nikolaos and Triantafyllou, Athanasios (2020) Stock market volatility and jumps in times of uncertainty. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Moscalu, M and Girardone, C and Calabrese, R (2020) 'SMEs’ growth under financing constraints and banking markets integration in the euro area.' Journal of Small Business Management, 58 (4). 707 - 746. ISSN 0047-2778

O

Oyelakin, Ayotunde (2020) Essays in Empirical Corporate Finance. PhD thesis, University of Essex.

P

Papadopoulos, Thanos and Baltas, Konstantinos N and Balta, Maria Elisavet (2020) 'The use of digital technologies by small and medium enterprises during COVID-19: Implications for theory and practice.' International Journal of Information Management. ISSN 0268-4012

R

Rice, Gregory and Wirjanto, Tony and Zhao, Yuqian (2020) 'Forecasting Value at Risk via Intra-day Return Curves.' International Journal of Forecasting. ISSN 0169-2070

Rice, Gregory and Wirjanto, Tony and Zhao, Yuqian (2020) 'Tests for conditional heteroscedasticity of functional data.' Journal of Time Series Analysis, 41 (6). 733 - 758. ISSN 0143-9782

Rosen Esquivel, Abril Imelda (2020) Essays in Global Commodity Prices and Realised Volatility. PhD thesis, University of Essex.

S

Sha'ban, Mais and Girardone, Claudia and Sarkisyan, Anna (2020) 'Cross-Country Variation in Financial Inclusion: A Global Perspective.' The European Journal of Finance, 26 (4-5). 319 - 340. ISSN 1351-847X

Sun, Mingchen and Girardone, Claudia and Calabrese, Raffaella (2020) 'What affects bank debt rejections? Bank lending conditions for UK SMEs.' The European Journal of Finance. ISSN 1351-847X

T

Triantafyllou, Athanasios and Dotsis, George and Sarris, Alexandros (2020) 'Assessing the vulnerability to price spikes in agricultural commodity markets.' Journal of Agricultural Economics, 71 (3). 631 - 651. ISSN 0021-857X

V

Vlastakis, Nikolaos and Triantafyllou, Athanasios and Kellard, Neil (2020) Measuring Oil Price Shocks. Working Paper. Essex Finance Centre Working Papers, Colchester, Essex. (Unpublished)

Vlastakis, Nikolaos and Triantafyllou, Athanasios and Kellard, Neil (2020) Oil price uncertainty as a predictor of stock market volatility. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Y

Yan, Lili (2020) Range-based Volatility Modelling, Forecasting and Spillovers. PhD thesis, University of Essex.

Z

Zhang, Jinhua and Wang, Guipu and Yan, Cheng (2020) 'Can foreign equity funds outperform their benchmarks? New evidence from fund-holding data for China.' Economic Modelling, 90. 11 - 20. ISSN 0264-9993

Zhang, Mengyu (2020) Essays on the microstructure of US equity options. PhD thesis, University of Essex.

Ö

Özbekler, Ali Gencay and Kontonikas, Alexandros and Triantafyllou, Athanasios (2020) Volatility Forecasting in European Government Bond Markets. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

This list was generated on Tue Apr 20 01:42:04 2021 BST.