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: 49.

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, 39. p. 100320. 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 (Unpublished)

Arnaboldi, Francesca and Casu, Barbara and Kalotychou, Elena and Sarkisyan, Anna (2020) 'Board Diversity Reforms: Do they Matter for EU Bank Performance?' European Financial Management, 26 (2). pp. 416-454. ISSN 1354-7798

Arnaboldi, Francesca and Casu, Barbara and Kalotychou, Elena and Sarkisyan, Anna (2020) 'The Performance Effects of Board Heterogeneity: What Works for EU Banks?' The European Journal of Finance, 26 (10). pp. 897-924. ISSN 1351-847X

B

Bakas, Dimitrios and Triantafyllou, Athanasios (2020) 'Commodity Price Volatility and the Economic Uncertainty of Pandemics.' Economics Letters, 193. p. 109283. ISSN 0165-1765

Bernales, Alejandro and Verousis, Thanos and Voukelatos, Nikolaos (2020) 'Do investors follow the herd in option markets?' Journal of Banking and Finance, 119. p. 104899. ISSN 0378-4266

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). pp. 67-91. ISSN 0270-7314

Bose, Udichibarna and Mallick, Sushanta and Tsoukas, Serafeim (2020) 'Does easing access to foreign financing matter for firm performance?' Journal of Corporate Finance, 64. p. 101639. 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. p. 101621. ISSN 0929-1199

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 (Unpublished)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, 26 (16). pp. 1591-1605. ISSN 1351-847X

Chambers, Marcus J and Taylor, AM Robert (2020) 'Deterministic Parameter Change Models in Continuous and Discrete Time.' Journal of Time Series Analysis, 41 (1). pp. 134-145. ISSN 0143-9782

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)

Chiaramonte, Laura and Girardone, Claudia and Migliavacca, Milena and Poli, Federica (2020) 'Deposit Insurance Schemes and Bank Stability in Europe: How Much Does Design Matter?' European Journal of Finance, 26 (7-8). pp. 589-615. ISSN 1351-847X

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

D

Degl’Innocenti, Marta and Fiordelisi, Franco and Trinugroho, Irwan (2020) 'Competition and stability in the credit industry: Banking vs. factoring industries.' The British Accounting Review, 52 (1). p. 100831. ISSN 0890-8389

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 (4). pp. 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. p. 101357. ISSN 0927-538X

Filomeni, Stefano and Udell, Greg and Zazzaro, Alberto (2020) 'Communication frictions in banking organizations: Evidence from credit score lending.' Economics Letters, 195 (C). p. 109412. ISSN 0165-1765

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, 65. p. 101717. ISSN 0929-1199 (In Press)

Fiordelisi, Franco and Minnucci, Federica and Previati, Daniele and Ricci, Ornella (2020) 'Bail-In Regulation and Stock Market Reaction.' Economics Letters, 186. p. 108801. ISSN 0165-1765

Fiordelisi, Franco and Pennacchi, George and Ricci, Ornella (2020) 'Are contingent convertibles going-concern capital?' Journal of Financial Intermediation, 43. p. 100822. ISSN 1042-9573

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. pp. 1-27. ISSN 1351-847X (In Press)

Guo, Haifeng and Kontonikas, Alexandros and Maio, Paulo (2020) 'Monetary policy and corporate bond returns.' Review of Asset Pricing Studies, 10 (3). pp. 441-489. 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, 219 (2). pp. 354-388. 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). pp. 196-216. ISSN 0377-2217

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. p. 101526. ISSN 1057-5219

Jia, Zhehao and Shi, Yukun and Yan, Cheng and Duygun, Meryem (2020) 'Bankruptcy prediction with financial systemic risk.' The European Journal of Finance, 26 (7-8). pp. 666-690. ISSN 1351-847X

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, 193. p. 109213. 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

Kolokolova, Olga and Lin, Ming-Tsung and Poon, Ser-Huang (2020) 'Too big to ignore? Hedge fund flows and bond yields.' Journal of Banking and Finance, 112. p. 105271. ISSN 0378-4266

L

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. p. 101558. 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, Maricica and Girardone, Claudia and Calabrese, Raffaella (2020) 'SMEs’ growth under financing constraints and banking markets integration in the euro area.' Journal of Small Business Management, 58 (4). pp. 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, 55. p. 102192. 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, 36 (3). pp. 1023-1038. 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). pp. 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). pp. 319-340. 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). pp. 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. pp. 11-20. ISSN 0264-9993

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

This list was generated on Tue Aug 16 08:07:47 2022 BST.