Research Repository

Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2022

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Number of items: 49.

A

Andreou, Panayiotis C and Fiordelisi, Franco and Harris, Terry and Philip, Dennis (2022) 'Institutional Ownership and Firms’ Thrust to Compete.' British Journal of Management, 33 (3). pp. 1346-1370. ISSN 1045-3172

Aretz, Kevin and Lin, Ming-Tsung and Poon, Ser-Huang (2022) 'Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns.' Review of Finance. ISSN 1382-6662

Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2022) Bonferroni Type Tests for Return Predictability and the Initial Condition. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

B

Baltas, Konstantinos and Fiordelisi, Franco and Mare, Davide S (2022) 'Alternative Finance after Natural Disasters.' British Journal of Management, 33 (1). pp. 117-137. ISSN 1045-3172

Bermpei, Theodora and Kalyvas, Antonios and Neri, Lorenzo and Russo, Antonella (2022) 'Does Economic Policy Uncertainty Matter for Financial Reporting Quality? Evidence from the United States.' Review of Quantitative Finance and Accounting, 58 (2). pp. 795-845. ISSN 0924-865X

Brown, Ross and Linares Zegarra, Jose and Wilson, John OS (2022) 'Innovation and Borrower Discouragement in SMEs.' Small Business Economics. ISSN 0921-898X

C

Caiazza, Stefano and Fiordelisi, Franco and Galloppo, Giuseppe and Ricci, Ornella (2022) 'Informal Central Bank Communications: the role of investor memories.' Economics Letters, 217. p. 110632. ISSN 0165-1765 (In Press)

Calonaci, Fabio and Kapetanios, George and Price, Simon (2022) Stock returns predictability with unstable predictors. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Cao, Qingqing and Di Pietro, Marco and Kokas, Sotirios and Minetti, Raoul (2022) 'Liquidity and Discipline. Bank Due Diligence over the Business Cycle.' Journal of the European Economic Association. ISSN 1542-4766

Cavaliere, Giuseppe and Ørregaard Nielsen, Morten and Taylor, AM Robert (2022) 'Adaptive Inference in Heteroskedastic Fractional Time Series Models.' Journal of Business and Economic Statistics, 40 (1). pp. 50-65. ISSN 0735-0015

Chaudhry, Amna Noor and Kontonikas, Alexandros and Vagenas‐Nanos, Evangelos (2022) 'Social Networks and the Informational Role of Financial Advisory Firms Centrality in Mergers and Acquisitions.' British Journal of Management, 33 (2). pp. 958-979. ISSN 1045-3172

Chronopoulos, Ilias and Giraitis, Liudas and Kapetanios, George (2022) Choosing between persistent and stationary volatility. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Coakley, Jerry and Lazos, Aris and Linares Zegarra, Jose (2022) 'Equity crowdfunding founder teams: Campaign success and venture failure.' British Journal of Management, 33 (1). pp. 286-305. ISSN 1045-3172

D

Demetrescu, Matei and Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2022) Extensions to IVX Methods of Inference for Return Predictability. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Demetrescu, Matei and Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2022) 'Testing for Episodic Predictability in Stock Returns.' Journal of Econometrics, 227 (1). pp. 85-113. ISSN 0304-4076

Demetrescu, Matei and Rodrigues, Paulo MM and Taylor, AM Robert (2022) Transformed Regression-based Long-Horizon Predictability Tests. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

F

Filomeni, Stefano and Baltas, Konstantinos (2022) 'Senior-subordinated structure: Buffer or signal in securitisation?' The European Journal of Finance. pp. 1-34. ISSN 1351-847X (In Press)

Fiordelisi, Franco and Lattanzio, Gabriele and Galloppo, Giuseppe (2022) 'Where Does Corporate Social Capital Matter the Most? Evidence From the COVID-19 Crisis.' Finance Research Letters, 47. p. 102538. ISSN 1544-6123

Fiordelisi, Franco and Scardozzi, Giulia (2022) 'Bank Funding Strategy After the Bail-in Announcement.' Journal of Corporate Finance, 74. p. 102215. ISSN 0929-1199

G

Gozgor, Giray and Lau, Marco Chi Keung and Zeng, Yan and Yan, Cheng and Lin, Zhibin (2022) 'The Impact of Geopolitical Risks on Tourism Supply in Developing Economies: The Moderating Role of Social Globalization.' Journal of Travel Research, 61 (4). pp. 872-886. ISSN 0047-2875

Gu, Yan and Ho, Kungcheng and Xia, Senmao and Yan, Cheng (2022) 'Do public environmental concerns promote new energy enterprises' development? Evidence from a quasi-natural experiment.' Energy Economics, 109. p. 105967. ISSN 0140-9883

Guo, Haifeng and Hung, Chi-Hsiou and Kontonikas, Alexandros (2022) 'The Fed and the Stock Market: A Tale of Sentiment States.' Journal of International Money and Finance, 128. p. 102707. ISSN 0261-5606

H

Horvath, Lajos and Liu, Zhenya and Rice, Gregory and Zhao, Yuqian (2022) 'Detecting common breaks in the means of high dimensional cross-dependent panels.' The Econometrics Journal, 25 (2). pp. 362-383. ISSN 1368-4221

Horváth, Lajos and Rice, Gregory and Zhao, Yuqian (2022) 'Change point analysis of covariance functions: A weighted cumulative sum approach.' Journal of Multivariate Analysis, 189. p. 104877. ISSN 0047-259X

I

Iacone, Fabrizio and Ørregaard Nielsen, Morten and Taylor, AM Robert (2022) 'Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks.' Journal of Business and Economic Statistics, 40 (2). pp. 880-896. ISSN 0735-0015

Instefjord, Norvald and Nakata, Hiroyuki (2022) 'Micro-Prudential Regulation and Loan Monitoring.' Journal of Financial Services Research. ISSN 0920-8550 (In Press)

Issa, Samah and Girardone, Claudia and Snaith, Stuart (2022) 'Banking Competition, Convergence and Growth Across Macro-Regions of MENA.' Quarterly Review of Economics and Finance, 84. pp. 534-549. ISSN 1062-9769 (In Press)

Ivan, Miruna and Banti, Chiara and Kellard, Neil (2022) 'Prime Money Market Funds Regulation, Global Liquidity, and the Crude Oil Market.' Journal of International Money and Finance, 127. p. 102671. ISSN 0261-5606

J

Ji, Qiang and Zhang, Dayong and Zhao, Yuqian (2022) 'Intra-day co-movements of crude oil futures: China and the international benchmarks.' Annals of Operations Research, 313 (1). pp. 77-103. ISSN 0254-5330

K

Kellard, Neil and Kontonikas, Alexandros and Lamla, Michael and Maiani, Stefano and Wood, Geoffrey (2022) 'Risk, Financial Stability and FDI.' Journal of International Money and Finance, 120. p. 102232. ISSN 0261-5606

Kellard, Neil M and Kontonikas, Alexandros and Lamla, Michael and Maiani, Stefano (2022) 'Deal or No Deal? Modelling the Impact of Brexit Uncertainty on UK Private Equity Activity.' British Journal of Management, 33 (1). pp. 46-68. ISSN 1045-3172

Kung-Cheng, Ho and Xiaoran, Kong and Yan, Cheng (2022) 'China's Historical Imperial Examination System and Corporate Social Responsibility.' Pacific-Basin Finance Journal, 72. p. 101734. ISSN 0927-538X

Kynigakis, Iason and Panopoulou, Ekaterini (2022) 'Does Model Complexity add Value to Asset Allocation? Evidence from Machine Learning Forecasting Models.' Journal of Applied Econometrics, 37 (3). pp. 603-639. ISSN 0883-7252

L

Leledakis, George N and Pyrgiotakis, Emmanouil G (2022) 'U.S. bank M&As in the post-Dodd–Frank Act era: Do they create value?' Journal of Banking & Finance, Online. p. 105576. ISSN 0378-4266

Liu, Pei-Zhi and Narayan, Seema and Ren, Yi-Shuai and Jiang, Yong and Baltas, Konstantinos and Sharp, Basil (2022) 'Re-examining the income - CO₂ emissions nexus using the new kink regression model: does the Kuznets curve exist in G7 countries?' Sustainability, 14 (7). ISSN 2071-1050

M

Megaritis, Anastasios (2022) Financial Market Risk and the Macroeconomy. PhD thesis, University of Essex.

R

Ren, Xiaohang and Duan, Kun and Tao, Lizhu and Shi, Yukun and Yan, Cheng (2022) 'Carbon Prices Forecasting in Quantiles.' Energy Economics, 108. p. 105862. ISSN 0140-9883

Ren, Xiaohang and Li, Yiying and Yan, Cheng and Wen, Fenghua and Lu, Zudi (2022) 'The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method.' Technological Forecasting and Social Change, 179. p. 121611. ISSN 0040-1625

Ren, Xiaohang and Tong, Ziwei and Sun, Xianming and Yan, Cheng (2022) 'Dynamic impacts of energy consumption on economic growth in China: Evidence from a non-parametric panel data model.' Energy Economics, 107. p. 105855. ISSN 0140-9883

S

Sarkisyan, Anna and Casu, Barbara and Gallo, Angela and Kalotychou, Elena (2022) 'Bank Misconduct, Board Diversity and CEO Turnover.' Review of Corporate Finance. (In Press)

Shi, Yukun and Chen, Ding and Guo, Biao and Xu, Yaofei and Yan, Cheng (2022) 'The information content of CDS implied volatility and associated trading strategies.' International Review of Financial Analysis, 83. p. 102295. ISSN 1057-5219

Shi, Yukun and Stasinakis, Charalampos and Xu, Yaofei and Yan, Cheng (2022) 'Market Co-movement between Credit Default Swap Curves and Option Volatility Surfaces.' International Review of Financial Analysis, 82. p. 102192. ISSN 1057-5219

T

Triantafyllou, Athanasios and Bakas, Dimitrios and Ioakimidis, Marilou (2022) 'Commodity Price Uncertainty as a Leading Indicator of Economic Activity.' International Journal of Finance and Economics. ISSN 1076-9307

Tsionas, Mike and Baltas, Konstantinos (2022) 'On identifying risk-adjusted efficiency gains or losses of prospective mergers and acquisitions.' Annals of Operations Research. pp. 1-65. ISSN 0254-5330

V

Vitiello, Luiz and Poon, Ser-Huang (2022) 'Option pricing with random risk aversion.' Review of Quantitative Finance and Accounting, 58 (4). pp. 1665-1684. ISSN 0924-865X

X

Xichen, Wang and Yan, Cheng (2022) 'Does the Relative Importance of the Push and Pull Factors of Foreign Capital Flows Vary Across Quantiles?' IMF Economic Review, 70 (2). pp. 252-299. ISSN 1020-7635

Y

Yan, Cheng and Mao, Zhicheng and Ho, Kung-Cheng (2022) 'Effect of green financial reform and innovation pilot zones on corporate investment efficiency.' Energy Economics. p. 106185. ISSN 0140-9883

Z

Zhang, Mengyu and Verousis, Thanos and Kalaitzoglou, Iordanis (2022) 'Information and the arrival rate of option trading volume.' Journal of Futures Markets, 42 (4). pp. 605-644. ISSN 0270-7314

Zhu, Qi and Jin, Sisi and Huang, Yuxuan and Yan, Cheng (2022) 'Oil price uncertainty and stock price informativeness: Evidence from listed U.S. companies.' Energy Economics, 113. p. 106197. ISSN 0140-9883

This list was generated on Tue Aug 16 08:26:17 2022 BST.