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Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2023

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Number of items: 46.

A

Ahmed, Shamim and Bu, Ziwen and Symeonidis, Lazaros and Tsvetanov, Daniel (2023) Which factor model? A systematic return covariation perspective. Journal of International Money and Finance, 136. p. 102865. DOI https://doi.org/10.1016/j.jimonfin.2023.102865

Alexandridis, Antonios K and Apergis, Iraklis and Panopoulou, Ekaterini and Voukelatos, Nikolaos (2023) Equity premium prediction: The role of information from the options market. Journal of Financial Markets, 64. p. 100801. DOI https://doi.org/10.1016/j.finmar.2022.100801

Aretz, Kevin and Lin, Ming-Tsung and Poon, Ser-Huang (2023) Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns. Review of Finance, 27 (1). pp. 289-323. DOI https://doi.org/10.1093/rof/rfac003

Argyropoulos, Christos and Candelon, Bertrand and Hasse, Jean-Baptiste and Panopoulou, Ekaterini (2023) Towards a Macroprudential Regulatory Framework for Mutual Funds. International Journal of Finance and Economics. DOI https://doi.org/10.1002/ijfe.2815

Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2023) Bonferroni Type Tests for Return Predictability and the Initial Condition. Journal of Business and Economic Statistics. pp. 1-17. DOI https://doi.org/10.1080/07350015.2023.2201313

Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert and Zu, Yang (2023) CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility. Journal of Financial Econometrics, 21 (1). pp. 187-227. DOI https://doi.org/10.1093/jjfinec/nbab009

Astill, Sam and Taylor, AM Robert and Kellard, Neil and Korkos, Ioannis (2023) Using Covariates to Improve the Efficacy of Univariate Bubble Detection Methods. Journal of Empirical Finance, 70. pp. 342-366. DOI https://doi.org/10.1016/j.jempfin.2022.12.008

B

Baeshen, Latifah (2023) Financial Inclusion in Islamic vs. Non-Islamic Countries, FinTech and Bank Competition. Doctoral thesis, University of Essex.

Banti, Chiara and Biddle, Gary and Jona, Jonathan (2023) Does a Liability of Foreignness in Liquidity Apply to US IPOs? Accounting and Business Research. pp. 1-34. DOI https://doi.org/10.1080/00014788.2022.2150595

Belton, Daniel and Gambacorta, Leonardo and Kokas, Sotirios and Minetti, Raoul (2023) Foreign Banks, Liquidity Shocks, and Credit Stability. The Review of Corporate Finance Studies, 12 (1). pp. 131-169. DOI https://doi.org/10.1093/rcfs/cfab020

Bermpei, Theodora and Deglā€™Innocenti, Marta and Kalyvas, Antonios Nikolaos and Zhou, Si (2023) Lender individualism and monitoring: Evidence from syndicated loans. Journal of Financial Stability, 66. p. 101123. DOI https://doi.org/10.1016/j.jfs.2023.101123

Bermpei, Theodora and Kalyvas, Antonios Nikolaos and Wolfe, Simon (2023) Does IRS Monitoring Matter for the Cost of Bank Loans? Journal of Financial Services Research. DOI https://doi.org/10.1007/s10693-023-00403-9

Bermpei, Theodora and Karadimitropoulou, Aikaterini and Triantafyllou, Athanasios and Alshalahi, Jebreel (2023) Does commodity price uncertainty matter for the cost of credit? Evidence from developing and advanced economies. Journal of Commodity Markets, 29. p. 100306. DOI https://doi.org/10.1016/j.jcomm.2022.100306

Brahma, Sanjukta and Gavriilidis, Konstantinos and Kallinterakis, Vasileios and Verousis, Thanos and Zhang, Mengyu (2023) LGBTQ and Finance. International Review of Financial Analysis, 86. p. 102547. DOI https://doi.org/10.1016/j.irfa.2023.102547

C

Carboni, Marika and Fiordelisi, Franco and Trinugroho, Irwan (2023) Do investors like political connections? Economics Letters, 222. p. 110943. DOI https://doi.org/10.1016/j.econlet.2022.110943

Casu, Barbara and Gallo, Angela and Kalotychou, Elena and Sarkisyan, Anna (2023) Bank Misconduct, Board Diversity and CEO Turnover. Review of Corporate Finance, 3 (1-2). pp. 149-174. DOI https://doi.org/10.1561/114.00000038

Chan, Ka Kei and Kolokolova, Olga and Lin, Ming-Tsung and Poon, Ser-Huang (2023) Price Convergence between Credit Default Swap and Put Option: New Evidence. Journal of Empirical Finance, 72. pp. 188-213. DOI https://doi.org/10.1016/j.jempfin.2023.03.008

Chen, Chang-Chih and Ho, Kung-Cheng and Yan, Cheng and Yeh, Chung-Ying and Yu, Min-Teh (2023) Does ambiguity matter for corporate debt financing? Theory and evidence. Journal of Corporate Finance, 80. p. 102425. DOI https://doi.org/10.1016/j.jcorpfin.2023.102425

Chen, Louisa and Shen, Liya and Zhou, Zhiping (2023) Understand Funding Liquidity and Market Liquidity in a Regime-switching Model. International Journal of Finance and Economics, 28 (1). pp. 589-605. DOI https://doi.org/10.1002/ijfe.2438

Chen, Louisa and Verousis, Thanos and Wang, Kai and Zhou, Zhiping (2023) Financial stress and commodity price volatility. Energy Economics, 125. p. 106874. DOI https://doi.org/10.1016/j.eneco.2023.106874 (In Press)

Cheng, Tingting and Yan, Cheng and Yan, Yayi (2023) De facto timeā€varying indicesā€based benchmarks for mutual fund returns. Journal of Financial Research, 46 (2). pp. 469-496. DOI https://doi.org/10.1111/jfir.12318

Chronopoulos, Ilias and Raftapostolos, Aristeidis and Kapetanios, George (2023) Forecasting Value-at-Risk using deep neural network quantile regression. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Chronopoulos, Ilias Christos and Raftapostolos, Aristeidis and Kapetanios, George (2023) Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression. Journal of Financial Econometrics. DOI https://doi.org/10.1093/jjfinec/nbad014

Chu, Nhat Minh Vuong (2023) Essays On Explosive Time Series. Doctoral thesis, University of Essex.

Coakley, Jerry and Huang, Winifred (2023) P2P lending and outside entrepreneurial finance. The European Journal of Finance, Online (13). pp. 1-18. DOI https://doi.org/10.1080/1351847x.2020.1842223

D

Degl'Innocenti, Marta and Fiordelisi, Franco and Song, Wei and Zhou, Si (2023) Shareholder Litigation and Bank Risk. Journal of Banking and Finance, 146. p. 106707. DOI https://doi.org/10.1016/j.jbankfin.2022.106707

Degryse, Hans and Kokas, Sotirios and Minetti, Raoul and Valentina, Peruzzi (2023) Bank Information and Firm Growth: Microeconomic Evidence from the US Credit Market. Journal of Financial Services Research. DOI https://doi.org/10.1007/s10693-023-00410-w

Drousia, Angeliki and Episcopos, Athanasios and Leledakis, George N and Pyrgiotakis, Emmanouil G (2023) EU Regulation and open market share repurchases: new evidence. The European Journal of Finance, 29 (9). pp. 1022-1042. DOI https://doi.org/10.1080/1351847x.2021.1910529

F

Fang, Ming and Njangang, Henri and Padhan, Hemachandra and Simo, Colette and Yan, Cheng (2023) Social media and energy justice: A global evidence. Energy Economics, 125. p. 106886. DOI https://doi.org/10.1016/j.eneco.2023.106886

Filomeni, Stefano and Baltas, Konstantinos (2023) Senior-subordinated structure: Buffer or signal in securitisation? The European Journal of Finance, 29 (3). pp. 329-362. DOI https://doi.org/10.1080/1351847X.2022.2052140 (In Press)

Filomeni, Stefano and Bose, Udichibarna and Megaritis, Anastasios and Triantafyllou, Athanasios (2023) Can market information outperform hard and soft information in predicting corporate defaults? International Journal of Finance and Economics. DOI https://doi.org/10.1002/ijfe.2840

Fiordelisi, Franco and Galloppo, Giuseppe and Lattanzio, Gabriele and Paimanova, Viktoriia (2023) Looking at Socially Responsible Investment Strategies Through the Lenses of the Global ETF Industry. Journal of International Money and Finance, 137. p. 102917. DOI https://doi.org/10.1016/j.jimonfin.2023.102917

Fiordelisi, Franco and Galloppo, Giuseppe and Paimanova, Viktoriia (2023) Climate change shocks and socially responsible investments. Business Ethics, the Environment and Responsibility, 32 (1). pp. 40-56. DOI https://doi.org/10.1111/beer.12477

G

Guo, Haifeng and Hung, Chi-Hsiou and Kontonikas, Alexandros and Zeng, Yeqin (2023) Flight to Lottery Ahead of FOMC Announcements: Institutional Investors or Retail Investors? British Journal of Management. DOI https://doi.org/10.1111/1467-8551.12755

H

Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2023) Improved Tests for Stock Return Predictability. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Ho, Kung-Cheng and Shen, Xixi and Yan, Cheng and Hu, Xiang (2023) Influence of green innovation on disclosure quality: Mediating role of media attention. Technological Forecasting and Social Change, 188. p. 122314. DOI https://doi.org/10.1016/j.techfore.2022.122314

I

Instefjord, Norvald and Nakata, Hiroyuki (2023) Micro-Prudential Regulation and Loan Monitoring. Journal of Financial Services Research, 63 (3). pp. 339-362. DOI https://doi.org/10.1007/s10693-021-00376-7 (In Press)

K

Kellard, Neil and Madsen, Jakob B and Snaith, Stuart (2023) Long-Run Movements in Real Exchange Rates: 1264 to 2020. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Kong, Xiaolin and Ma, Chaoqun and Ren, Yi-Shuai and Narayan, Seema and Nguyen, Thong Trung and Baltas, Konstantinos (2023) Changes in the market structure and risk management of Bitcoin and its forked coins. Research in International Business and Finance, 65. p. 101930. DOI https://doi.org/10.1016/j.ribaf.2023.101930

L

Li, Yiying and Yan, Cheng and Ren, Xiaohang (2023) Do uncertainties affect clean energy markets? Comparisons from a multi-frequency and multi-quantile framework. Energy Economics, 121. p. 106679. DOI https://doi.org/10.1016/j.eneco.2023.106679

Linares Zegarra, Jose and Wilson, John OS (2023) Navigating Uncertainty: The Resilience of Third Sector Organizations and Socially-oriented SMEs during the COVID-19 Pandemic. Financial Accountability and Management. DOI https://doi.org/10.1111/faam.12373

Liu, Jing and Xia, Senmao and Wang, Zhaoxing and Nie, Jiajia and Ameen, Nisreen and Yan, Cheng and Lim, Ming K (2023) How to balance economic profits and environmental protection: The impacts of cash hedging on remanufacturing supply chain. International Journal of Production Economics, 258. p. 108783. DOI https://doi.org/10.1016/j.ijpe.2023.108783

M

Menkveld, Albert J and Dreber, Anna and Verousis, Athanasios and Yan, Cheng and et al. (2023) Non-standard errors. The Journal of Finance. (In Press)

P

Prokopczuk, Marcel and Symeonidis, Lazaros and Wese Simen, Chardin and Wichmann, Robert (2023) Convenience Yield Risk. Energy Economics, 120. p. 106536. DOI https://doi.org/10.1016/j.eneco.2023.106536

R

Ren, Xiaohang and Dou, Yue and Dong, Kangyin and Yan, Cheng (2023) Spillover effects among crude oil, carbon, and stock markets: evidence from nonparametric causality-in-quantiles tests. Applied Economics, 55 (38). pp. 4486-4509. DOI https://doi.org/10.1080/00036846.2022.2128297

Z

Zhang, Cheng and Ho, Kung-Cheng and Yan, Cheng and Gong, Yujing (2023) Societal Trust and Firm-level Trust: Substitute or Complement? An International Evidence. International Review of Financial Analysis, 86. p. 102543. DOI https://doi.org/10.1016/j.irfa.2023.102543

This list was generated on Thu Mar 28 23:10:33 2024 GMT.