Research Repository

Items where Subject is "H Social Sciences > HG Finance"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators | Item Type
Jump to: A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | V | W | X | Y | Z
Number of items at this level: 389.

A

Abdullah, Aminah and Khadaroo, Iqbal (2014) 'Addressing the financial crisis: perceived effectiveness of Basel III.' Journal of International Banking Law and Regulation, 29 (3). pp. 125-148. ISSN 1742-6812

Abdullah, Aminah and Khadaroo, Iqbal and Zhameshov, Nurlan (2014) 'The relevance of International Financial Reporting Standards to Kazakhstan: perception of auditors.' International Journal of Accounting and Finance, 4 (3). p. 305. ISSN 1752-8224

Adhikari, Pawan (2017) 'Public sector accounting practices and reforms in Nepal.' In: Lin, Zhijun, (ed.) Routledge Handbook of Accounting in Asia. Routledge. ISBN 978-1138189034 (In Press)

Afonso, António and Arghyrou, Michael G and Bagdatoglou, George and Kontonikas, Alexandros (2015) 'On the time-varying relationship between EMU sovereign spreads and their determinants.' Economic Modelling, 44. pp. 363-371. ISSN 0264-9993

Afonso, António and Arghyrou, Michael G and Kontonikas, Alexandros (2014) 'Pricing sovereign bond risk in the European monetary union area: an empirical investigation.' International Journal of Finance and Economics, 19 (1). pp. 49-56. ISSN 1076-9307

Ahmed, Shamim and Tsvetanov, Daniel (2016) 'The predictive performance of commodity futures risk factors.' Journal of Banking & Finance, 71. pp. 20-36. ISSN 0378-4266

Akpak Aygul, Melek (2016) An examination of commodity derivative markets: efficiency, volatility and diversification benefits. PhD thesis, University of Essex.

Al Hesso, Souhaila (2016) Profitability of Trading Rules in MENA Stock Markets. Masters thesis, University of Essex.

Alan, Sule and Loranth, Gyongyi (2013) 'Subprime Consumer Credit Demand: Evidence from a Lender's Pricing Experiment.' Review of Financial Studies, 26 (9). pp. 2353-2374. ISSN 0893-9454

Alentorn, Amadeo and Markose, Sheri M (2008) 'Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR).' In: Kontoghiorghes, Erricos J and Rustem, Berç and Winker, Peter, (eds.) Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli. Springer, pp. 47-71. ISBN 9783540779582

Alhaj Ismail, Alaa (2016) The Economic Consequences of Share-Option Based Compensation: New Evidence from the US and EU Banking Sectors. PhD thesis, University of Essex.

Alhalboni, Maryam (2014) Market Microstructure for a Portfolio of Dividend Paying Firms around Ex-Dividend Days. PhD thesis, University of Essex.

Ali Aribi, Zakaria and Arun, Thankom (2015) 'Corporate Social Responsibility and Islamic Financial Institutions (IFIs): Management Perceptions from IFIs in Bahrain.' Journal of Business Ethics, 129 (4). pp. 785-794. ISSN 0167-4544

Aloud, Monira and Fasli, Maria (2016) 'Exploring Trading Strategies and their Effects in the Foreign Exchange Market.' Computational Intelligence. ISSN 0824-7935

Aloud, Monira and Fasli, Maria and Tsang, Edward and Dupuis, Alexander and Olsen, Richard (2017) 'Modelling the High-Frequency FX Market: an Agent-Based Approach.' Computational Intelligence. ISSN 0824-7935

Aluko, Babatunde and Smonou, Dafni and Kampouridis, Michael and Tsang, Edward (2014) Combining different meta-heuristics to improve the predictability of a Financial Forecasting algorithm. In: IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr), 2104, 27-28 March 2014, London.

Antoniou, Anna Mari (2015) 'Beyond The American Accord: making the way for illegality in letters of credit.' Journal of International Banking Law and Regulation, 30 (4). pp. 189-199. ISSN 1742-6812

Antoniou, Anna Mari (2014) 'Nullities in Letters of Credit: Extending the Fraud Exception.' Journal of International Banking Law and Regulation, 29 (4). pp. 229-238. ISSN 1742-6812

Arun, Thankom and Almahrog, Yousf Ebrahem and Ali Aribi, Zakaria (2015) 'Female directors and earnings management: Evidence from UK companies.' International Review of Financial Analysis, 39. pp. 137-146. ISSN 1057-5219

Ashraf, Junaid and Uddin, Shahzad (2011) 'Review of Management Control Change Research with Special Reference to the Public Sector and Less Developed Countries: A Critical Evaluation.' In: Abdel-Kader, Magdy G, (ed.) Review of Management Accounting Research. Palgrave Macmillan, pp. 415-450. ISBN 9780230252370

Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, A M Robert (2014) 'Robust tests for a linear trend with an application to equity indices.' Journal of Empirical Finance, 29. pp. 168-185. ISSN 0927-5398

Astill, Sam and Harvey, David I and Taylor, A M Robert (2013) 'A bootstrap test for additive outliers in non-stationary time series.' Journal of Time Series Analysis, 34 (4). pp. 454-465. ISSN 0143-9782

B

Bakre, Owolabi (2007) Money Laundering and Trans-organised Financial Crime in Nigeria: Collaboration of the Local and Foreign Capitalist Elites. Working Paper. EBS Working Papers, University of Essex, Colchester.

Banti, Chiara (2015) Illiquidity in the stock and FX markets: an investigation of their cross-market dynamics. Working Paper. Essex Finance Centre Working Papers.

Banti, Chiara (2016) 'Illiquidity in the stock and foreign exchange markets: an investigation of their cross-market dynamics.' Journal of Financial Research, 39 (4). pp. 411-436. ISSN 0270-2592

Banti, Chiara and Phylaktis, Kate (2015) 'FX Market Liquidity, Funding Constraints and Capital Flows.' Journal of International Money and Finance, 56. pp. 114-134. ISSN 0261-5606

Banti, Chiara and Phylaktis, Kate and Sarno, Lucio (2012) 'Global liquidity risk in the foreign exchange market.' Journal of International Money and Finance, 31 (2). pp. 267-291. ISSN 0261-5606

Bartram, Sohnke M and Zakaria, Idlan (2008) 'Corporate governance and executive compensation: an institutional overview.' In: Oxelheim, Lars and Wihlborg, Clas G, (eds.) Markets and Compensation for Executives in Europe. International Business & Management (24). Elsevier. ISBN 9780080557380

Bermpei, Theodora and Mamatzakis, Emmanuel (2014) The impact of M&A advisory fees on the investment bank performance. Is there convergence during crisis? In: INFINITI 2014, University of Florence, June 2014, Florence, Italy.

Beverungen, Armin and Boehm, Steffen and Land, Christopher (2012) 'The poverty of journal publishing.' Organization, 19 (6). pp. 929-938. ISSN 1350-5084

Bhalotra, Sonia (2006) 'Near rationality in wage setting.' Applied Economics, 38 (21). pp. 2513-2521. ISSN 0003-6846

Biehl-Missal, Brigitte (2013) 'The atmosphere of the image: an aesthetic concept for visual analysis.' Consumption Markets & Culture, 16 (4). pp. 356-367. ISSN 1025-3866

Blackburn, Robin (2011) 'The Global Drive to Commodify Pensions.' In: Turner, Bryan, (ed.) The Routledge International Handbook of Globalization Studies. Routledge International Handbooks . Routledge. ISBN 9780415686082

Blackburn, Robin (2009) 'Pension Rights and Pension Finance in the Ageing Society.' In: Kessler-Harris, Alice and Vaudagna, Maurizio, (eds.) Democracy and social rights in the "two Wests". Nova Americana in English . Otto, pp. 157-182. ISBN 9788895285160

Boehm, Steffen and Spicer, André and Fleming, Peter (2008) 'Infra-Political Dimensions of Resistance to International Business: A Neo-Gramscian Approach.' Scandinavian Journal of Management, 24 (3). pp. 169-182. ISSN 0956-5221

Bose, Udichibarna and MacDonald, Ronald and Tsoukas, Serafeim (2015) 'Education and the local equity bias around the world.' Journal of International Financial Markets, Institutions and Money. ISSN 1042-4431

Bose, Udichibarna and MacDonald, Ronald and Tsoukas, Serafeim (2016) 'Policy initiatives and firms' access to external finance: Evidence from a panel of emerging Asian economies.' Journal of Corporate Finance. ISSN 0929-1199

Bose, Udichibarna and MacDonald, Ronald and Tsoukas, Serafeim (2015) Policy initiatives and firms’ access to external finance: Evidence from a panel of emerging Asian economies. Working Paper. Essex Finance Centre Working Papers.

Brewster, C and Guery, L and Stevenot, A and Wood, Geoffrey T (2016) 'The Impact of Private Equity on Employment: The Consequences of Fund Country of Origin - New Evidence From France.' Industrial Relations. ISSN 0019-8676 (In Press)

Bulkley, George and Harris, Richard D F and Nawosah, Vivekanand (2011) 'Revisiting the expectations hypothesis of the term structure of interest rates.' Journal of Banking & Finance, 35 (5). pp. 1202-1212. ISSN 0378-4266

Bulkley, George and Nawosah, Vivekanand (2009) 'Can the Cross-Sectional Variation in Expected Stock Returns Explain Momentum?' Journal of Financial and Quantitative Analysis, 44 (04). p. 777. ISSN 0022-1090

Burke, Andrew and Shaukat, Amama (2015) 'Establishment creation and destruction across business density cycles: US evidence.' International Entrepreneurship and Management Journal, 11 (2). pp. 377-392. ISSN 1554-7191

Byrne, Joseph P and Cao, Shuo and Korobilis, Dimitris (2016) Decomposing Global Yield Curve Co-Movement. Working Paper. Essex Finance Centre Working Papers.

Byrne, Joseph P and Cao, Shuo and Korobilis, Dimitris (2016) Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. Working Paper. Essex Finance Centre Working Papers.

C

Caister, Nicolette C and Govinder, Keshlan S and O'Hara, John G (2011) 'Optimal system of Lie group invariant solutions for the Asian option PDE.' Mathematical Methods in the Applied Sciences, 34 (11). pp. 1353-1365. ISSN 0170-4214

Caister, Nicolette C and Govinder, Keshlan S and O'Hara, John G (2011) 'Solving a nonlinear pde that prices real options using utility based pricing methods.' Nonlinear Analysis: Real World Applications, 12 (4). pp. 2408-2415. ISSN 1468-1218

Caister, Nicolette C and O'Hara, John G and Govinder, Keshlan S (2010) 'Solving the Asian Option PDE Using LIE Symmetry Methods.' International Journal of Theoretical and Applied Finance, 13 (08). pp. 1265-1277. ISSN 0219-0249

Calabrese, Raffaella (2014) 'Downturn Loss Given Default: Mixture distribution estimation.' European Journal of Operational Research, 237 (1). pp. 271-277. ISSN 03772217

Calabrese, Raffaella (2014) 'Optimal cut-off for rare events and unbalanced misclassification costs.' Journal of Applied Statistics, 41 (8). pp. 1678-1693. ISSN 0266-4763

Calabrese, Raffaella (2013) 'Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme.' Statistics & Probability Letters, 83 (1). pp. 272-277. ISSN 0167-7152

Calabrese, Raffaella (2013) 'A probabilistic scheme with uniform correlation structure.' Statistics in Transition, 14 (1). pp. 129-138. ISSN 1234-7655

Calabrese, Raffaella and Degl’Innocenti, Marta and Osmetti, Silvia Angela (2016) 'The effectiveness of TARP-CPP on the US Banking Industry: a new copula-based approach.' European Journal of Operational Research. ISSN 0377-2217

Calabrese, Raffaella and Elkink, Johan A (2014) 'Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study.' Journal of Regional Science, 54 (4). pp. 664-687. ISSN 0022-4146

Calabrese, Raffaella and Giudici, Paolo (2015) 'Estimating bank default with generalised extreme value regression models.' Journal of the Operational Research Society, 66 (11). pp. 1783-1792. ISSN 0160-5682

Calabrese, Raffaella and Marra, Giampiero and Angela Osmetti, Silvia (2016) 'Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model.' Journal of the Operational Research Society, 67 (4). pp. 604-615. ISSN 0160-5682

Calabrese, Raffaella and Osmetti, Silvia Angela (2014) 'A Generalized Additive Model for Binary Rare Events Data: An Application to Credit Defaults.' In: Vicari, Donatella and Okada, Akinori and Ragozini, Giancarlo and Weihs, Claus, (eds.) Analysis and Modeling of Complex Data in Behavioral and Social Sciences. Studies in Classification, Data Analysis, and Knowledge Organization . Springer International Publishing, Switzerland, pp. 73-81. ISBN 978-3-319-06691-2

Calabrese, Raffaella and Osmetti, Silvia Angela (2013) 'Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model.' Journal of Applied Statistics, 40 (6). pp. 1172-1188. ISSN 0266-4763

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

Cao, Yi and Li, Yuhua and Coleman, Sonya and Belatreche, Ammar and McGinnity, Thomas Martin (2015) 'Adaptive Hidden Markov Model With Anomaly States for Price Manipulation Detection.' IEEE Transactions on Neural Networks and Learning Systems, 26 (2). pp. 318-330. ISSN 2162-237X

Cao, Yi and Li, Yuhua and Coleman, Sonya and Belatreche, Ammar and McGinnity, Thomas Martin (2015) 'Detecting Wash Trade in Financial Market Using Digraphs and Dynamic Programming.' IEEE Transactions on Neural Networks and Learning Systems. ISSN 2162-237X

Carbó-Valverde, Santiago and Liñares-Zegarra, José M (2011) 'How effective are rewards programs in promoting payment card usage? Empirical evidence.' Journal of Banking & Finance, 35 (12). pp. 3275-3291. ISSN 0378-4266

Carbó-Valverde, Santiago and Liñares-Zegarra, José M and Rodríguez-Fernández, Francisco (2012) 'Feedback Loop Effects in Payment Card Markets: Empirical Evidence.' Review of Network Economics, 11 (2). ISSN 1446-9022

Castellanos, Jenny and Constantinou, Nick and Ng, Wing Lon (2015) 'The signalling properties of the shape of the credit default swap term structure.' Journal of Risk, 17 (4). pp. 71-99. ISSN 1465-1211

Castro, Tomás del Barrio and Rodrigues, Paulo M M and Taylor, A M Robert (2013) 'The Impact of Persistent Cycles on Zero Frequency Unit Root Tests.' Econometric Theory, 29 (06). pp. 1289-1313. ISSN 0266-4666

Casu, Barbara and Clare, Andrew and Sarkisyan, Anna and Thomas, Stephen (2011) 'Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies.' The European Journal of Finance, 17 (9-10). pp. 769-788. ISSN 1351-847X

Casu, Barbara and Clare, Andrew and Sarkisyan, Anna and Thomas, Stephen (2013) 'Securitization and Bank Performance.' Journal of Money, Credit and Banking, 45 (8). pp. 1617-1658. ISSN 0022-2879

Casu, Barbara and Ferrari, Alessandra and Girardone, Claudia and Wilson, John O S (2016) 'Integration, productivity and technological spillovers: Evidence for Eurozone banking industries.' European Journal of Operational Research, 255 (3). pp. 971-983. ISSN 0377-2217

Casu, Barbara and Girardone, Claudia (2009) 'Competition issues in European banking.' Journal of Financial Regulation and Compliance, 17 (2). pp. 119-133. ISSN 1358-1988

Casu, Barbara and Girardone, Claudia (2010) 'Integration and efficiency convergence in EU banking markets.' Omega, 38 (5). pp. 260-267. ISSN 03050483

Casu, Barbara and Girardone, Claudia (2009) 'Testing the relationship between competition and efficiency in banking: A panel data analysis.' Economics Letters, 105 (1). pp. 134-137. ISSN 01651765

Casu, Barbara and Girardone, Claudia (2005) 'An analysis of the relevance of off-balance sheet items in explaining productivity change in European banking.' Applied Financial Economics, 15 (15). pp. 1053-1061. ISSN 0960-3107

Casu, Barbara and Girardone, Claudia and Molyneux, Philip (2015) Introduction to Banking (Second edition). Pearson. ISBN 978-0273718130

Cavaliere, Giuseppe and Angelis, Luca De and Rahbek, Anders and Taylor, A M Robert (2014) 'A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models.' Oxford Bulletin of Economics and Statistics. ISSN 0305-9049

Cavaliere, Giuseppe and De Angelis, Luca and Rahbek, Anders and Taylor, A M Robert (2016) Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order. Working Paper. Essex Finance Centre Working Papers.

Cavaliere, Giuseppe and De Angelis, Luca and Rahbek, Anders and Taylor, A M Robert (2016) 'Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order.' Econometric Theory. ISSN 0266-4666

Cavaliere, Giuseppe and Georgiev, Iliyan and Taylor, A M Robert (2016) 'Sieve-based inference for infinite-variance linear processes.' Annals of Statistics, 44 (4). pp. 1467-1494. ISSN 0090-5364

Cavaliere, Giuseppe and Georgiev, Iliyan and Taylor, A M Robert (2013) 'Wild Bootstrap of the Sample Mean in the Infinite Variance Case.' Econometric Reviews, 32 (2). pp. 204-219. ISSN 0747-4938

Cavaliere, Giuseppe and Harvey, David I and Leybourne, Stephen J and Taylor, A M Robert (2015) 'Testing for unit roots under multiple possible trend breaks and non-stationary volatility using bootstrap minimum dickey-fuller statistics.' Journal of Time Series Analysis, 36 (5). pp. 603-629. ISSN 0143-9782

Cavaliere, Giuseppe and Nielsen, Morten Ørregaard and Taylor, A M Robert (2015) 'Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets.' Journal of Econometrics, 187 (2). pp. 557-579. ISSN 0304-4076

Cavaliere, Giuseppe and Nielsen, Morten Ørregaard and Taylor, A M Robert (2017) 'Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form.' Journal of Econometrics. ISSN 0304-4076

Cavaliere, Giuseppe and Phillips, Peter C B and Smeekes, Stephan and Taylor, A M Robert (2014) 'Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility.' Econometric Reviews. p. 140917052731003. ISSN 0747-4938

Cavaliere, Giuseppe and Rahbek, Anders and Taylor, A M Robert (2014) 'Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models.' Econometric Reviews, 33 (5-6). pp. 606-650. ISSN 0747-4938

Cavaliere, Giuseppe and Skrobotov, Anton and Taylor, A M Robert (2017) 'Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility.' Econometric Reviews. ISSN 0747-4938 (In Press)

Cavaliere, Giuseppe and Taylor, A M Robert and Trenkler, Carsten (2013) 'Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion.' Econometric Reviews, 32 (7). pp. 814-847. ISSN 0747-4938

Charalambous, K and Sophocleous, C and O'Hara, John G and Leach, P G L (2015) 'A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with time-dependent parameters.' Mathematical Methods in the Applied Sciences, 38 (17). pp. 4448-4460. ISSN 0170-4214

Chavez Calva, Jose Luis (2017) Essays on Macroeconomics and Capital Intermediation Networks. PhD thesis, University of Essex.

Chen, Jian and Liu, Xiaoquan (2010) 'The model-free measures and the volatility spread.' Applied Economics Letters, 17 (18). pp. 1829-1833. ISSN 1350-4851

Chortareas, Georgios E and Garza-García, Jesús G and Girardone, Claudia (2011) 'Banking Sector Performance in Latin America: Market Power versus Efficiency.' Review of Development Economics, 15 (2). pp. 307-325. ISSN 13636669

Chortareas, Georgios E and Garza-García, Jesús G and Girardone, Claudia (2011) 'Financial deepening and bank productivity in Latin America.' The European Journal of Finance, 17 (9-10). pp. 811-827. ISSN 1351-847X

Chortareas, Georgios E and Girardone, Claudia and Ventouri, Alexia (2012) 'Bank supervision, regulation, and efficiency: Evidence from the European Union.' Journal of Financial Stability, 8 (4). pp. 292-302. ISSN 15723089

Chortareas, Georgios E and Girardone, Claudia and Ventouri, Alexia (2009) 'Efficiency and productivity of Greek banks in the EMU era.' Applied Financial Economics, 19 (16). pp. 1317-1328. ISSN 0960-3107

Chortareas, Georgios E and Girardone, Claudia and Ventouri, Alexia (2011) 'Financial Frictions, Bank Efficiency and Risk: Evidence from the Eurozone.' Journal of Business Finance & Accounting, 38 (1-2). pp. 259-287. ISSN 0306686X

Chortareas, Georgios E and Girardone, Claudia and Ventouri, Alexia (2013) 'Financial freedom and bank efficiency: Evidence from the European Union.' Journal of Banking & Finance, 37 (4). pp. 1223-1231. ISSN 0378-4266

Chortareas, Georgios E and Jiang, Ying and Nankervis, John C (2011) 'Forecasting exchange rate volatility using high-frequency data: Is the euro different?' International Journal of Forecasting, 27 (4). pp. 1089-1107. ISSN 0169-2070

Chortareas, Georgios E and Jiang, Ying and Nankervis, John C (2011) 'The random-walk behavior of the Euro exchange rate.' Finance Research Letters, 8 (3). pp. 158-162. ISSN 1544-6123

Chortareas, Georgios E and Jitmaneeroj, Boonlert and Wood, Andrew (2012) 'Forecast rationality and monetary policy frameworks: Evidence from UK interest rate forecasts.' Journal of International Financial Markets, Institutions and Money, 22 (1). pp. 209-231. ISSN 1042-4431

Chronopoulos, Dimitris K and Girardone, Claudia and Nankervis, John C (2011) 'Are there any cost and profit efficiency gains in financial conglomeration? Evidence from the accession countries.' The European Journal of Finance, 17 (8). pp. 603-621. ISSN 1351-847X

Chronopoulos, Dimitris K and Girardone, Claudia and Nankervis, John C (2013) 'How Do Stock Markets in the US and Europe Price Efficiency Gains from Bank M&As?' Journal of Financial Services Research, 43 (3). pp. 243-263. ISSN 0920-8550

Cipollini, Andrea and Coakley, Jerry and Lee, Hyunchul (2015) 'The European sovereign debt market: from integration to segmentation.' The European Journal of Finance, 21 (2). pp. 111-128. ISSN 1351-847X

Cipollini, Andrea and Fattouh, Bassam and Mouratidis, Kostas (2007) Fiscal Readjustments in the US: A Non-linear Time Series Analysis. Working Paper. Finance Discussion Papers, Colchester.

Clerides, Sofronis and Delis, Manthos D and Kokas, Sotirios (2015) 'A New Data Set On Competition In National Banking Markets.' Financial Markets, Institutions & Instruments, 24 (2-3). pp. 267-311. ISSN 0963-8008

Coakley, Jerry and Dollery, Jian and Kellard, Neil M (2010) 'Long memory and structural breaks in commodity futures markets.' Journal of Futures Markets, 31 (11). pp. 1076-1113. ISSN 02707314

Coakley, Jerry and Dollery, Jian and Kellard, Neil M (2008) 'The role of long memory in hedging effectiveness.' Computational Statistics & Data Analysis, 52 (6). pp. 3075-3082. ISSN 01679473

Coakley, Jerry and Dotsis, George and Liu, Xiaoquan and Zhai, Jia (2014) 'Investor sentiment and value and growth stock index options.' The European Journal of Finance, 20 (12). pp. 1211-1229. ISSN 1351-847X

Coakley, Jerry and Fu, Lei and Thomas, Hardy (2010) 'Misvaluation and UK mergers 1986–2002.' Applied Financial Economics, 20 (3). pp. 201-211. ISSN 0960-3107

Coakley, Jerry and Gazzaz, Heba and Thomas, Hardy (2016) 'The impact of mispricing and growth on UK M&As.' European Journal of Finance. ISSN 1351-847X

Coakley, Jerry and Hadass, Leon and Wood, Andrew (2008) 'Hot IPOs can damage your long-run wealth!' Applied Financial Economics, 18 (14). pp. 1111-1120. ISSN 0960-3107

Coakley, Jerry and Hadass, Leon and Wood, Andrew (2009) 'UK IPO underpricing and venture capitalists.' The European Journal of Finance, 15 (4). pp. 421-435. ISSN 1351-847X

Coakley, Jerry and Instefjord, Norvald and Shen, Zhe (2013) 'Investor participation and underpricing in lottery-allocated Chinese IPOs.' Pacific-Basin Finance Journal. ISSN 0927-538X

Coakley, Jerry and Kellard, Neil M and Wang, Jian (2016) 'Commodity futures returns: more memory than you might think!' The European Journal of Finance, 22 (14). pp. 1457-1483. ISSN 1351-847X

Coakley, Jerry and Kougoulis, P and Nankervis, John C (2008) 'The MSCI-Canada index rebalancing and excess comovement.' Applied Financial Economics, 18 (16). pp. 1277-1287. ISSN 0960-3107

Coakley, Jerry and Kuo, Jing-Ming and Wood, Andrew (2012) 'The School’s Out effect: A new seasonal anomaly!' The British Accounting Review, 44 (3). pp. 133-143. ISSN 0890-8389

Coakley, Jerry and Liu, Xiaoquan and Kuo, Jing-Ming (2009) A Pricing Kernel Approach to Valuing Interest Rate Options. Working Paper. Finance Discussion Papers, Colchester.

Coakley, Jerry and Marzano, Michele and Nankervis, John C (2016) 'How profitable are FX technical trading rules?' International Review of Financial Analysis, 45. pp. 273-282. ISSN 1057-5219

Coakley, Jerry and Thomas, Hardy and Wang, Han-Min (2008) 'The short-run wealth effects of foreign divestitures by UK firms.' Applied Financial Economics, 18 (3). pp. 173-184. ISSN 0960-3107

Coccorese, Paolo and Girardone, Claudia (2017) Bank capital and profitability:Evidence from a global sample. Working Paper. Essex Finance Centre Working Papers.

Conrad, Christian and Lamla, Michael J (2010) 'The High-Frequency Response of the EUR-USD Exchange Rate to ECB Communication.' Journal of Money, Credit and Banking, 42 (7). pp. 1391-1417. ISSN 0022-2879

Constantinou, Nick and Khuman, Anil (2009) How does CPPI perform against the simplest guarantee strategies? Working Paper. Finance Discussion Papers, Colchester.

Crossley, Thomas F and Low, Hamish W (2014) 'Job Loss, Credit Constraints and Consumption Growth.' The Review of Economics and Statistics, 96 (5). pp. 876-884. ISSN 0034-6535

D

Davies, Ronald B and Lamla, Michael J and Schiffbauer, Marc (2016) Learning or Leaning: Persistent and Transitory Spillovers from FDI. Working Paper. Essex Finance Centre Working Papers.

Davies, William and McGoey, Linsey (2012) 'Rationalities of ignorance: on financial crisis and the ambivalence of neo-liberal epistemology.' Economy and Society, 41 (1). pp. 64-83. ISSN 0308-5147

De Cesari, Amedeo and Huang-Meier, Winifred (2015) 'Dividend changes and stock price informativeness.' Journal of Corporate Finance, 35. pp. 1-17. ISSN 0929-1199

De Cock, Christian J L (2014) 'How I Learned to Stop Worrying and Love Finance.' ephemera theory & politics in organization, 14 (3). pp. 563-569. ISSN 1473-2866

De Cock, Christian J L (2007) The Rise and Rise of Private Equity. Chartered Secretary.

De Cock, Christian J L and Cutcher, Leanne and Grant, David (2012) 'Finance Capitalism’s Perpetually Extinguished Pasts: Exploring Discursive Shifts 2007-2011.' Culture and Organization, 18 (2). pp. 87-90. ISSN 1475-9551

De Cock, Christian J L and Vachhani, Sheena and Murray, John (2013) 'Putting into Question the Imaginary of Recovery: A Dialectical Reading of the Global Financial Crisis and its Aftermath.' Culture and Organization, 19 (5). pp. 396-412. ISSN 1475-9551

Degl’Innocenti, Marta and Girardone, Claudia and Torluccio, Giuseppe (2014) 'Diversification, multimarket contacts and profits in the leasing industry.' Journal of International Financial Markets, Institutions and Money, 31. pp. 231-252. ISSN 1042-4431

Del Barrio Castro, Tomás and Rodrigues, Paulo M M and Taylor, A M Robert (2017) 'Semi-Parametric Seasonal Unit Root Tests.' Econometric Theory. ISSN 0266-4666 (In Press)

Del Barrio Castro, Tomás and Rodrigues, Paulo M M and Taylor, A M Robert (2015) Semi-Parametric Seasonal Unit Root Tests. Working Paper. Essex Finance Centre Working Papers.

Delis, Manthos D and Iosifidi, Maria and Kokas, Sotirios and Xefteris, Dimitrios (2016) Enforcement Actions and the Structure of Loan Syndicates. Working Paper. Essex Finance Centre Working Papers.

Delis, Manthos D and Kokas, Sotirios and Ongena, Steven (2016) 'Bank Market Power and Firm Performance.' Review of Finance. ISSN 1572-3097

Delis, Manthos D and Kokas, Sotirios and Ongena, Steven (2016) 'Foreign ownership and market power in banking: Evidence from a world sample.' Journal of Money, Credit and Banking, 48 (2-3). pp. 449-483. ISSN 0022-2879

Della Corte, Pasquale and Sarno, Lucio and Valente, Giorgio (2010) 'A century of equity premium predictability and the consumption–wealth ratio: An international perspective.' Journal of Empirical Finance, 17 (3). pp. 313-331. ISSN 09275398

Ding, Xuedong and Li, Jun and Wang, Jia (2008) 'In pursuit of technological innovation: China's science and technology policies and financial and fiscal incentives.' Journal of Small Business and Enterprise Development, 15 (4). pp. 816-831. ISSN 1462-6004

Dong, Yizhe and Girardone, Claudia and Kuo, Jing-Ming (2016) Governance, efficiency and risk taking in Chinese banking. Working Paper. Essex Finance Centre Working Papers.

Dong, Yizhe and Girardone, Claudia and Kuo, Jing-Ming (2016) 'Governance, efficiency and risk taking in Chinese banking.' The British Accounting Review. ISSN 0890-8389

Dotsis, George and Vlastakis, Nikolaos (2016) 'Corridor Volatility Risk and Expected Returns.' Journal of Futures Markets, 36 (5). pp. 488-505. ISSN 0270-7314

Dreher, Axel and Lamla, Michael J and Lein, Sarah M and Somogyi, Frank (2009) 'The impact of political leaders' profession and education on reforms.' Journal of Comparative Economics, 37 (1). pp. 169-193. ISSN 0147-5967

Dräger, Lena and Lamla, Michael J (2012) 'Updating inflation expectations: Evidence from micro-data.' Economics Letters, 117 (3). pp. 807-810. ISSN 0165-1765

Dräger, Lena and Lamla, Michael J and Pfajfar, Damjan (2016) 'Are Survey Expectations Theory-Consistent? The Role of Central Bank Communication and News.' European Economic Review, 85. pp. 84-111. ISSN 0014-2921

Dungey, Mardi and Hvozdyk, Lyudmyla (2012) 'Cojumping: Evidence from the US Treasury bond and futures markets.' Journal of Banking & Finance, 36 (5). pp. 1563-1575. ISSN 0378-4266

Duygun, Meryem and Sena, Vania and Shaban, Mohamed (2016) 'Trademarking activities and total factor productivity: some evidence for UK commercial banks using a metafrontier approach.' Journal of Banking and Finance, 72 (Supp). S70-S80. ISSN 0378-4266

Duygun, Meryem and Sena, Vania and Shaban, Mohamed (2014) 'Trademarking status and economic efficiency among commercial banks: Some evidence for the UK.' Journal of Banking & Finance, 49. pp. 506-514. ISSN 0378-4266

Díaz Hernández, Adán and Constantinou, Nick (2011) 'A Multiple Regime Nonlinear Asymmetric AR(p)-GARCH(1,1) Model.' SSRN Risk Management eJournal. ISSN 1556-5068

de Thierry, Ebony and Lam, Helen and Harcourt, Mark and Flynn, Matt and Wood, Geoffrey T (2014) 'Defined benefit pension decline: the consequences for organizations and employees.' Employee Relations, 36 (6). pp. 654-673. ISSN 0142-5455

E

Eichberger, Jürgen and Vinogradov, Dmitri (2016) 'Efficiency of Lowest-Unmatched Price Auctions.' Economics Letters, 141. pp. 98-102. ISSN 0165-1765

F

Fatouh, Mahmoud (2015) Post 2007 crisis unconventional monetary policy in the UK. PhD thesis, University of Essex.

Fejos, Andrea (2015) 'Achieving Safety and Affordability in the UK Payday Loans Market.' Journal of Consumer Policy, 38 (2). pp. 181-202. ISSN 0168-7034

Florackis, Chris and Kontonikas, Alexandros and Kostakis, Alexandros (2014) 'Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis.' Journal of International Money and Finance, 44. pp. 97-117. ISSN 0261-5606

Fong, Wai-Ming and Valente, Giorgio and Fung, Joseph K W (2010) 'Covered interest arbitrage profits: The role of liquidity and credit risk.' Journal of Banking & Finance, 34 (5). pp. 1098-1107. ISSN 03784266

Fox O'Mahony, Lorna and Twigg-Flesner, Christian and Akinbami, Folarin (2015) 'Conceptualizing the Consumer of Financial Services: a New Approach?' Journal of Consumer Policy, 38 (2). pp. 111-117. ISSN 0168-7034

Frandsen, Ann-Christine (2010) 'The role of disciplining/translating accounting practices in patient-centred care.' International Journal of Public Sector Management, 23 (4). pp. 381-391. ISSN 0951-3558

Frandsen, Ann-Christine and Hiller, Tammy Bunn and Traflet, Janice and McGoun, Elton G (2013) 'From money storage to money store: Openness and transparency in bank architecture.' Business History, 55 (5). pp. 695-720. ISSN 0007-6791

Frantz, Pascal and Instefjord, Norvald (2013) 'Corporate Governance and the Cost of Borrowing.' Journal of Business Finance & Accounting. ISSN 0306-686X

Frantz, Pascal and Instefjord, Norvald (2009) 'Large shareholders and corporate governance.' Economics of Governance, 10 (4). pp. 297-321. ISSN 1435-6104

Frantz, Pascal and Instefjord, Norvald and Walker, Martin (2013) 'Executive Compensation: A Model of Disclosure Choice.' Journal of Business Finance & Accounting, 40 (9-10). pp. 1184-1220. ISSN 0306-686X

Frynas, Jedrzej George and Wood, Geoffrey T and Hinks, Timothy (2016) 'The Resource Curse without Natural Resources: Expectations of Resource Booms and their Impact.' African Affairs. ISSN 0001-9909 (In Press)

Fujita, Sanae (2011) 'Asian Development Bank and Human Rights: Challenges of Human Rights Protection in Development.' In: Katsuma, Yasushi, (ed.) Human Rights Governance in Asia. Keiso Shobo Publishing, Tokyo, pp. 99-111.

Fujita, Sanae (2008) 'The World Bank and Human Rights Mainstreaming.' Human Rights International, 19. pp. 124-130.

Fujita, Sanae (2013) The World Bank, Asian Development Bank and Human Rights: Developing Standards of Transparency, Participation and Accountability. Edward Elgar. ISBN 9781849804240

Fujita, Sanae (2011) 'The challenges of mainstreaming human rights in the World Bank.' The International Journal of Human Rights, 15 (3). pp. 374-396. ISSN 1364-2987

G

Gassebner, Martin and Gaston, Noel and Lamla, Michael J (2011) 'The inverse domino effect: are economic reforms contagious?' International Economic Review, 52 (1). pp. 183-200. ISSN 0020-6598

Gassebner, Martin and Lamla, Michael J and Vreeland, James R (2013) 'Extreme Bounds of Democracy.' Journal of Conflict Resolution, 57 (2). pp. 171-197. ISSN 0022-0027

Gatkowski, Mateusz (2015) Financial Network Stability and Structure: Econometric and Network Analysis. PhD thesis, University of Essex.

Georgiev, Iliyan and Harvey, David I and Leybourne, Stephen J and Taylor, A M Robert (2015) A Bootstrap Stationarity Test for Predictive Regression Invalidity. Working Paper. Essex Finance Centre Working Papers.

Georgiev, Iliyan and Rodrigues, Paulo M M and Taylor, A M Robert (2017) 'Unit Root Tests and Heavy-Tailed Innovations.' Journal of Time Series Analysis. ISSN 0143-9782

Georgiev, Iliyan and Rodrigues, Paulo M M and Taylor, A M Robert (2017) Unit Root Tests and Heavy-Tailed Innovations. Working Paper. Essex Finance Centre Working Papers.

Ghauri, Pervez and Zaefarian, Reza and Tasavori, Misagh (2014) 'Internationalisation of service firms through corporate social entrepreneurship and networking.' International Marketing Review, 31 (6). pp. 576-600. ISSN 0265-1335

Giampaoli, Iacopo and Constantinou, Nick and Ng, Wing Lon (2009) 'Analysis of ultra-high-frequency financial data using advanced Fourier transforms.' Finance Research Letters, 6 (1). pp. 47-53. ISSN 1544-6123

Giampaoli, Iacopo and Ng, Wing Lon and Constantinou, Nick (2013) 'Periodicities of Foreign Exchange Markets and the Directional Change Power Law.' Intelligent Systems in Accounting, Finance and Management, 20 (3). pp. 189-206. ISSN 1099-1174

Girardone, Claudia and Casu, Barbara (2007) Does Competition Lead to Efficiency: The Case of EU Commercial Banks. Working Paper. Finance Discussion Papers, Colchester.

Girardone, Claudia and Casu, Barbara and Molyneux, Philip (2012) 'Is There a Conflict Between Competition and Financial Stability?' In: Barth, J R and Lin, Chen and Wihlborg, Clas G, (eds.) Research Handbook on International Banking and Governance. Edward Elgar, pp. 72-86. ISBN 9781849802932

Girardone, Claudia and Chortareas, Georgios E and Garza-García, Jesús G (2009) 'Market Structure, Profits and Spreads in the Mexican Banking Industry.' Banks and Bank Systems, 4 (3). pp. 43-52. ISSN 1816-7403

Girardone, Claudia and Degl'Innocenti, Marta (2012) 'Ownership, Diversification and Cost Advantages: Evidence from the Italian Leasing Industry.' Journal of International Financial Markets, Institutions and Money, 22 (4). pp. 879-896. ISSN 1042-4431

Girardone, Claudia and Hamill, Philip and Wilson, John O S (2014) Contemporary Issues in Financial Institutions and Markets: Volume II. Routledge. ISBN 978-1138809932

Girardone, Claudia and Hamill, Philip A and Wilson, John (2013) 'Contemporary issues in financial markets and institutions.' The European Journal of Finance, 19 (9). pp. 811-814. ISSN 1351-847X

Girardone, Claudia and Nankervis, John C and Velentza, Ekaterini-Fotini (2009) 'Efficiency, ownership and financial structure in European banking: A cross-country comparison.' Managerial Finance, 35 (3). pp. 227-245. ISSN 0307-4358

Girardone, Claudia and Snaith, Stuart (2011) 'Project finance investments and political risk: an empirical investigation.' In: Leader, Sheldon L and Ong, David, (eds.) Global Project Finance, Human Rights and Sustainable Development. Cambridge University Press. ISBN 9780521762601

Girardone, Claudia and Snaith, Stuart (2011) 'Project finance loan spreads and disaggregated political risk.' Applied Financial Economics, 21 (23). pp. 1725-1734. ISSN 0960-3107

Gnabo, Jean-Yves and Hvozdyk, Lyudmyla and Lahaye, Jérôme (2014) 'System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies.' Journal of International Money and Finance, 48. pp. 147-174. ISSN 0261-5606

Gounden, S and O'Hara, John G (2010) 'An analytic formula for the price of an American-style Asian option of floating strike type.' Applied Mathematics and Computation, 217 (7). pp. 2923-2936. ISSN 0096-3003

Gregoriou, Andros and Kontonikas, Alexandros and Montagnoli, Alberto (2014) 'Aggregate and regional house price to earnings ratio dynamics in the UK.' Urban Studies, 51 (13). pp. 2916-2927. ISSN 0042-0980

Guarin, Alexander and Liu, Xiaoquan and Ng, Wing Lon (2011) 'Enhancing credit default swap valuation with meshfree methods.' European Journal of Operational Research, 214 (3). pp. 805-813. ISSN 03772217

Guarin, Alexander and Liu, Xiaoquan and Ng, Wing Lon (2014) 'Recovering default risk from CDS spreads with a nonlinear filter.' Journal of Economic Dynamics and Control, 38. pp. 87-104. ISSN 0165-1889

H

Hadla, Masar (2015) Essays in international finance. PhD thesis, University of Essex.

Hallam, Mark and Olmo, Jose (2014) 'Forecasting daily return densities from intraday data: A multifractal approach.' International Journal of Forecasting, 30 (4). pp. 863-881. ISSN 0169-2070

Hallam, Mark and Olmo, Jose (2014) 'Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data.' Journal of Financial Econometrics, 12 (2). pp. 408-432. ISSN 1479-8409

Hallam, Mark and Olmo, Jose (2017) 'Statistical Tests of Distributional Scaling Properties for Financial Return Series.' Quantitative Finance. ISSN 1469-7688 (In Press)

Harris, David and Leybourne, Stephen J and Taylor, A M Robert (2016) Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point. Working Paper. Essex Finance Centre Working Papers.

Harris, David and Leybourne, Stephen J and Taylor, A M Robert (2016) 'Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point.' Journal of Econometrics, 192 (2). pp. 451-467. ISSN 0304-4076

Harvey, David I and Kellard, Neil M and Madsen, Jakob B and Wohar, Mark E (2017) 'Long-Run Commodity Prices, Economic Growth and Interest Rates: 17th Century to the Present Day.' World Development, 89. pp. 57-70. ISSN 0305-750X

Harvey, David I and Leybourne, Stephen J and Taylor, A M Robert (2014) 'On infimum Dickey–Fuller unit root tests allowing for a trend break under the null.' Computational Statistics & Data Analysis, 78. pp. 235-242. ISSN 0167-9473

Harvey, David I and Leybourne, Stephen J and Taylor, A M Robert (2013) 'Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics.' Journal of Econometrics, 177 (2). pp. 265-284. ISSN 0304-4076

Harvey, David I and Leybourne, Stephen J and Taylor, A M Robert (2013) 'Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date.' Oxford Bulletin of Economics and Statistics, 76 (1). pp. 93-111. ISSN 0305-9049

Hashim, Haslifah (2014) 'Developing a Conceptual Framework of Microtakaful as a Strategy towards Poverty Alleviation.' Journal of Economics and Sustainable Development, 5 (28). pp. 1-8. ISSN 2222-1700

Hashim, Haslifah (2016) 'The Development of an actuarial approach to calculate damages for loss of future earnings.' Law, Probability and Risk, 15 (2). pp. 95-106. ISSN 1470-8396

Hashim, Haslifah (2014) 'Microtakaful as an Islamic Financial Instrument, for Poverty Alleviation in Iraq.' Middle-East Journal of Scientific Research, 21 (12). pp. 2315-2325. ISSN 1990-9233

Hashim, Haslifah and Oluwaseyi, Aladeloye (2015) 'Pension pay-out options for defined contributory scheme in Nigeria: programmed withdrawal or life annuity?' International Journal of Business Research, 15 (3). pp. 27-36. ISSN 1555-1296

Hashim, Haslifah and Service, David (2013) 'Modelling the life insurance needs using the human life value revision method.' Journal of Physics: Conference Series, 423. 012058. ISSN 1742-6588

Haven, Emmanuel and Liu, Xiaoquan and Ma, Chenghu and Shen, Liya (2009) 'Revealing the implied risk-neutral MGF from options: The wavelet method.' Journal of Economic Dynamics and Control, 33 (3). pp. 692-709. ISSN 01651889

Haven, Emmanuel and Liu, Xiaoquan and Shen, Liya (2012) 'De-noising option prices with the wavelet method.' European Journal of Operational Research, 222 (1). pp. 104-112. ISSN 0377-2217

Hengxu, Wang and O'Hara, John G and Constantinou, Nick (2015) 'A path-independent approach to integrated variance under the CEV model.' Mathematics and Computers in Simulation, 109. pp. 130-152. ISSN 0378-4754

Huang, Chun-Sung and O'Hara, John G and Mataramvura, Sure (2017) 'Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions.' Journal of Computational and Applied Mathematics, 311. pp. 230-238. ISSN 0377-0427

Huang, Flora (2014) 'The Rising of Asian Values and the Financial Crisis: The Cases of Hong Kong, Malaysia and Singapore.' In: Depeyrot, Georges, (ed.) When Orient and Occident Meet. Moneta-Wetteren, pp. 141-157. ISBN 978-94-91384-44-8

Huang, Flora and Yeung, Horace (2015) '“One Country Two Systems” as Bedrock of Hong Kong’s Continued Success: Fiction or Reality?' Boston College International and Comparative Law Review, 38 (2). pp. 191-224. ISSN 0277-5778

Huang-Meier, Winifred and Freeman, Mark C (2015) 'Aggregate dividends and consumption smoothing.' International Review of Financial Analysis, 43. pp. 324-335. ISSN 1057-5219

Huang-Meier, Winifred and Freeman, Mark C and Mazouz, Khelifa (2015) 'Why are aggregate equity payouts pro-cyclical?' Journal of Macroeconomics, 44. pp. 98-108. ISSN 0164-0704

Huang-Meier, Winifred and Lambertides, Neophytos and Steeley, James M (2015) 'Motives for corporate cash holdings: the CEO optimism effect.' Review of Quantitative Finance and Accounting. ISSN 0924-865X

Hvozdyk, Lyudmyla and Rustanov, Serik (2016) 'The Effect of Financial Transaction Tax on Market Liquidity and Volatility: An Italian Perspective.' International Review of Financial Analysis, 45. pp. 62-78. ISSN 1057-5219

I

Iacone, Fabrizio and Leybourne, Stephen J and Taylor, A M Robert (2013) 'On the Behaviour of fixed-b Trend Break Tests under Fractional Integration.' Econometric Theory, 29 (02). pp. 393-418. ISSN 0266-4666

Iacone, Fabrizio and Leybourne, Stephen J and Taylor, A M Robert (2013) 'Testing for a break in trend when the order of integration is unknown.' Journal of Econometrics, 176 (1). pp. 30-45. ISSN 0304-4076

Iacone, Fabrizio and Leybourne, Stephen J and Taylor, A M Robert (2017) Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point. Working Paper. Essex Finance Centre Working Papers.

Ibrahim, Siti and O'Hara, John G and Constantinou, Nick (2014) 'Pricing Extendible Options Using the Fast Fourier Transform.' Mathematical problems in engineering, 2014. p. 831470. ISSN 1024-123X

Ibrahim, Siti and O'Hara, John G and Constantinou, Nick (2013) 'Pricing Power Options under the Heston Dynamics using the FFT.' New Trends in Mathematical Sciences, 1 (1). pp. 1-9. ISSN 2147-5520

Ibrahim, Siti and O'Hara, John G and Constantinou, Nick (2013) 'Risk-neutral valuation of power barrier options.' Applied Mathematics Letters, 26 (6). pp. 595-600. ISSN 0893-9659

Ibrahim, Siti Nur Iqmal and O'Hara, John G and Zaki, Muhammad Syazwan Mohd (2016) 'Pricing Formula for Power Options with Jump-Diffusion.' Applied Mathematics & Information Sciences, 10 (4). pp. 1313-1317. ISSN 1935-0090

Instefjord, Norvald and Nawosah, Vivekanand and Yang, Pei (2016) 'A Contingent Claims Analysis of Optimal Investment Subsidy.' Journal of Economic Dynamics and Control. ISSN 0165-1889

Instefjord, Norvald and Sasaki, Kouji (2008) 'Informational leverage: the problem of noise traders.' Annals of Finance, 4 (4). pp. 455-480. ISSN 1614-2446

Iosifidi, Maria and Kokas, Sotirios (2015) 'Who lends to riskier and lower-profitability firms? Evidence from the syndicated loan market.' Journal of Banking & Finance, 61 (S1). S14-S21. ISSN 0378-4266

J

Jitmaneeroj, Boonlert and Wood, Andrew (2013) 'The expectations hypothesis: New hope or illusory support?' Journal of Banking & Finance, 37 (3). pp. 1084-1092. ISSN 0378-4266

K

Kaffash, Sepideh and Marra, Marianna (2016) 'Data Envelopment Analysis in Financial services: A Citations Network Analysis of Banks, Insurance Companies and Money Market Funds.' Annals of Operations Research. ISSN 0254-5330

Kahn, Charles M and Liñares-Zegarra, José M (2016) 'Identity Theft and Consumer Payment Choice: Does Security Really Matter?' Journal of Financial Services Research, 50 (1). pp. 121-159. ISSN 0920-8550

Kahn, Charles M and Liñares-Zegarra, José M. and Stavins, Joanna (2017) 'Are there Social Spillovers in Consumers’ Security Assessments of Payment Instruments?' Journal of Financial Services Research. ISSN 0920-8550 (In Press)

Kapetanios, G and Cipollini, Andrea (2009) A stochastic variance factor model for large datasets and an application to S&P data. Working Paper. Finance Discussion Papers, Colchester.

Kapetanios, G and Mitchell, J and Price, Simon and Fawcett, N (2015) 'Generalised density forecast combinations.' Journal of Econometrics, 188 (1). pp. 150-165. ISSN 0304-4076

Kapetanios, George and Price, Simon and Theodoridis, Konstantinos (2015) 'A new approach to multi-step forecasting using dynamic stochastic general equilibrium models.' Economics Letters, 136 (C). pp. 237-242. ISSN 0165-1765

Kellard, Neil M and Dunis, Christian and Sarantis, Nicholas (2010) 'Foreign exchange, fractional cointegration and the implied–realized volatility relation.' Journal of Banking & Finance, 34 (4). pp. 882-891. ISSN 03784266

Kellard, Neil M and Jiang, Ying and Wohar, Mark (2015) 'Spurious Long Memory, Uncommon Breaks and the Implied-Realized Volatility Puzzle.' Journal of International Money and Finance, 56. pp. 36-54. ISSN 0261-5606

Kellard, Neil M and Millo, Yuval and Simon, Jan and Engel, Ofer (2017) 'Close Communications: Hedge Funds, Brokers and the Emergence of Herding.' British Journal of Management, 28 (1). pp. 84-101. ISSN 1045-3172

Kellard, Neil M and Nankervis, John C and Papadimitriou, Fotios I (2010) 'Predicting the equity premium with dividend ratios: Reconciling the evidence.' Journal of Empirical Finance, 17 (4). pp. 539-551. ISSN 09275398

Kellard, Neil M and Sarantis, Nicholas (2008) 'Can exchange rate volatility explain persistence in the forward premium?' Journal of Empirical Finance, 15 (4). pp. 714-728. ISSN 09275398

Kleinknecht, Manuel and Ng, Wing Lon (2015) 'Minimizing Basel III Capital Requirements with Unconditional Coverage Constraint.' Intelligent Systems in Accounting, Finance and Management. ISSN 1055-615X

Klumpes, Paul J M and Manson, Stuart (2008) 'The disclosure effectiveness of financial disclosure regulations to individual investors: evidence from the laboratory.' International Journal of Banking, Accounting and Finance, 1 (1). pp. 47-84. ISSN 1755-3830

Korobilis, Dimitris (2017) Forecasting with many predictors using message passing algorithms. Working Paper. Essex Finance Centre Working Papers.

Korobilis, Dimitris and Pettenuzzo, Davide (2016) Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions. Working Paper. Essex Finance Centre Working Papers.

Kostov, Philip and Arun, Thankom and Annim, Samuel (2015) 'Access to financial services: The case of the ‘Mzansi’ account in South Africa.' Review of Development Finance, 5 (1). pp. 34-42. ISSN 1879-9337

Kostov, Philip and Arun, Thankom and Annim, Samuel (2014) 'Banking the unbanked: the Mzansi intervention in South Africa.' Indian Growth and Development Review, 7 (2). pp. 118-141. ISSN 1753-8254

Kostov, Philip and Arun, Thankom and Annim, Samuel (2014) 'Financial Services to the Unbanked: the case of the Mzansi intervention in South Africa.' Contemporary Economics, 8 (2). pp. 191-206. ISSN 2084-0845

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

Kwong, Caleb C Y (2011) 'Transforming the human resource management of microfinance institutions: The case of Bank Rakyat Indonesia.' Enterprise Development and Microfinance, 22 (2). pp. 45-58. ISSN 1755-1978

Kwong, Caleb C Y and Jones-Evans, Dylan and Thompson, Piers (2012) 'Differences in perceptions of access to finance between potential male and female entrepreneurs: Evidence from the UK.' International Journal of Entrepreneurial Behaviour & Research, 18 (1). pp. 75-97. ISSN 1355-2554

L

Lamla, Michael J and Lein, Sarah M (2014) 'Information Rigidities, Inflation Perceptions and the Media: Lessons from the Euro Cash Changeover.' Economic Inquiry, 53 (1). pp. 9-22. ISSN 0095-2583

Lamla, Michael J and Lein, Sarah M (2014) 'The role of media for consumers’ inflation expectation formation.' Journal of Economic Behavior & Organization, 106. pp. 62-77. ISSN 0167-2681

Lamla, Michael J and Maag, Thomas (2012) 'The Role of Media for Inflation Forecast Disagreement of Households and Professional Forecasters.' Journal of Money, Credit and Banking, 44 (7). pp. 1325-1350. ISSN 0022-2879

Lamla, Michael J and Straub, Martin and Girsberger, Esther Mirjam (2014) 'On the economic impact of international sport events: microevidence from survey data at the EURO 2008.' Applied Economics, 46 (15). pp. 1693-1703. ISSN 0003-6846

Langham, Peter and Nancarrow, Charles and Mugasha, Agasha (2009) Progress Report on Maintaining Competitive Markets. Technical Report. National Audit Office (Official Report) NAO VFM rpt (HC 127 2008-09) .

Lauwo, Sarah and Olatunde, Julius (2010) 'The Role of Auditors in Nigerian Banking Crisis.' Accountancy, Business and the Public Interest, 9. pp. 159-204. ISSN 1745-7718

Leader, Sheldon L (2011) 'Overview and recommendations.' In: Leader, Sheldon L and Ong, David, (eds.) Global Project Finance, Human Rights and Sustainable Development. Cambridge University Press. ISBN 9780521762601

Leader, Sheldon L (2011) 'Risk management, project finance, and rights-based development.' In: Leader, Sheldon L and Ong, David, (eds.) Global Project Finance, Human Rights and Sustainable Development. Cambridge University Press. ISBN 9780521762601

Leader, Sheldon L (2011) 'An introduction to the issues.' In: Leader, Sheldon L and Ong, David, (eds.) Global Project Finance, Human Rights and Sustainable Development. Cambridge University Press. ISBN 9780521762601

Leader, Sheldon L and Ong, David (2011) Global Project Finance, Human Rights and Sustainable Development. Cambridge University Press. ISBN 9780521762601

Li, Jun (2002) Financing China's Rural Enterprises. Chinese Worlds . Routledge. ISBN 9780415296823

Liu, Xiaoquan and Kuo, Jing-Ming and Coakley, Jerry (2015) 'A pricing kernel approach to valuing options on interest rate futures.' The European Journal of Finance, 21 (2). pp. 93-110. ISSN 1351-847X

Liu, Xiaoquan and Pong, Eddie S Y and Shackleton, Mark B and Zhang, Yuanyuan (2014) 'Option-implied volatilities and stock returns: Evidence from industry-neutral portfolios.' Journal of Portfolio Management, 41 (1). pp. 65-77. ISSN 0095-4918

Liu, Xiaoquan and Shackleton, Mark B and Taylor, Stephen J and Xu, Xinzhong (2009) 'Empirical pricing kernels obtained from the UK index options market.' Applied Economics Letters, 16 (10). pp. 989-993. ISSN 1350-4851

Liu, Xiaoquan and Shen, Liya (2017) Wavelet-based option pricing: An empirical study. Working Paper. Essex Finance Centre Working Papers.

Liñares-Zegarra, José M and Wilson, John O S (2014) 'Credit card interest rates and risk: new evidence from US survey data.' European Journal of Finance, 20 (10). pp. 892-914. ISSN 1351-847X

Luan, Xinyang (2016) Essays on International Stock and Bond Returns. PhD thesis, University of Essex.

M

Malik, Azeem and Ng, Wing Lon (2014) 'Intraday liquidity patterns in limit order books.' Studies in Economics and Finance, 31 (1). pp. 46-71. ISSN 1086-7376

Malikov, Kamran (2016) Essays in Earnings Management. PhD thesis, University of Essex.

Mallick, Sushanta and Yang, Yong (2011) 'Sources of Financing, Profitability and Productivity: First Evidence from Matched Firms.' Financial Markets, Institutions & Instruments, 20 (5). pp. 221-252. ISSN 0963-8008

Mamatzakis, Emmanuel and Bermpei, Theodora (2014) 'What drives investment bank performance? The role of risk, liquidity and fees prior to and during the crisis.' International Review of Financial Analysis, 35. pp. 102-117. ISSN 1057-5219

Mamatzakis, Emmanuel and Bermpei, Theodora (2016) 'What is the effect of unconventional monetary policy on bank performance?' Journal of International Money and Finance, 67. pp. 239-263. ISSN 0261-5606

Mamatzakis, Emmanuel and Bermpei, Theodora (2015) 'The effect of corporate governance on the performance of US investment banks.' Financial Markets, Institutions And Instruments, 24 (2-3). pp. 191-239. ISSN 0963-8008

Markose, Sheri M (2012) Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax. Working Paper. International Monetary Fund Working Paper No. 12/282. (In Press)

Martinez-Jaramillo, Serafin and Tsang, Edward (2009) 'An Heterogeneous, Endogenous and Coevolutionary GP-Based Financial Market.' IEEE Transactions on Evolutionary Computation, 13 (1). pp. 33-55. ISSN 1089-778X

Marzano, Michele and Dunn, Gary and Constantinou, Nick (2014) 'The relationship between credit default swap spreads and equity prices.' Journal of Risk, 17 (1). pp. 3-28. ISSN 1465-1211

Mathews, Timothy and Sengupta, Abhijit (2008) 'Sealed bid second price auctions with discrete bids.' Applied Economic Research Bulletin, 1 (1). pp. 31-52.

McCartney, Sean and Stittle, John (2011) '‘Carry on up the east coast’— a case study in railway franchising.' Public Money & Management, 31 (2). pp. 123-130. ISSN 0954-0962

McCartney, Sean and Stittle, John (2008) '‘Taken for a Ride’: The Privatization of the UK Railway Rolling Stock Industry.' Public Money and Management, 28 (2). pp. 93-100. ISSN 0954-0962

McCracken, Katie and Marquez, Sergio and Kwong, Caleb C Y and Stephan, Ute and Castagnoli, Adriana and Dlouhá, Marie (2015) Women’s Entrepreneurship: Closing the Gender Gap in Access to Financial and Other Services and in Social Entrepreneurship. Project Report. European Parliament.

Michalowski, Sabine (2008) 'Sovereign Debt and Social Rights-Legal Reflections on a Difficult Relationship.' Human Rights Law Review, 8 (1). pp. 35-68. ISSN 1461-7781

Michalowski, Sabine and Bohoslavsky, Juan Pablo (2009) 'Ius Cogens, Transitional Justice and Other Trends of the Debate on Odious Debts: A Response to the World Bank Discussion Paper on Odious Debts.' Columbia Journal of Transnational Law, 48 (1). pp. 61-120. ISSN 0010-1931

Mugasha, Agasha (2010) 'Global Financial Transactions and Jurisdictional fragmentation: Inconsistent Decisions by Leading Trans-Atlantic Courts.' Penn State International Law Review, 29 (2). pp. 553-580. ISSN 1546-3435

Mugasha, Agasha (2011) 'International Financial Law: Is the Law Really “International” and Is It “Law” Anyway?' Banking and Finance Law Review, 26. pp. 381-449. ISSN 0832-8722

Mugasha, Agasha (2007) The Law of Multi-Bank Financing: Syndicated Loans and the Secondary Loan Market. Oxford University Press. ISBN 9780199289127

Mugasha, Agasha (2013) 'Loan Markets.' In: Caprio, Gerald, (ed.) Handbook of Key Global Financial Markets, Institutions, and Infrastructure. Elsevier, pp. 475-488. ISBN 9780123978738

Mugasha, Agasha (2007) 'Solutions for Developing-Country External Debt: Insolvency or Forgiveness?' Law & Business Review of the Americas, 13. pp. 859-883.

N

Naicker, V and O'Hara, John G and Leach, P G L (2010) 'A note on the integrability of the classical portfolio selection model.' Applied Mathematics Letters, 23 (9). pp. 1114-1119. ISSN 0893-9659

Nankervis, John C and Savin, N E (2010) 'Testing for Serial Correlation: Generalized Andrews–Ploberger Tests.' Journal of Business and Economic Statistics, 28 (2). pp. 246-255. ISSN 0735-0015

Navarro-Martinez, Daniel and Salisbury, Linda Court and Lemon, Katherine N and Stewart, Neil and Matthews, William J and Harris, Adam J L (2011) 'Minimum Required Payment and Supplemental Information Disclosure Effects on Consumer Debt Repayment Decisions.' Journal of Marketing Research, 48 (SPL). S60-S77. ISSN 0022-2437

Ng, Wing Lon (2010) 'Dynamic Order Submission and Herding Behavior in Electronic Trading.' Journal of Financial Research, 33 (1). pp. 27-43. ISSN 0270-2592

Nguyen, Minh Khoa and Phelps, Steve and Ng, Wing Lon (2014) 'Simulation based calibration using extended balanced augmented empirical likelihood.' Statistics and Computing, 25 (6). pp. 1093-1112. ISSN 0960-3174

Nikolaidis, Charilaos (2014) 'Proportionality and Protection of Bank Deposits: ECtHR, Zolotas v Greece (No. 2), Judgment of 29 January 2013.' Revue Hellénique Des Droits De L' Homme, 60. pp. 447-452.

Norman, David J (2016) Human Traders need new Tools. PhD thesis, University of Essex.

Nucera, Federico and Valente, Giorgio (2013) 'Carry trades and the performance of currency hedge funds.' Journal of International Money and Finance, 33. pp. 407-425. ISSN 0261-5606

O

O'Hara, John G and Sophocleous, C and Leach, P G L (2013) 'Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition.' Journal of Engineering Mathematics, 82 (1). pp. 67-75. ISSN 0022-0833

Okelola, M O and Govinder, K S and O'Hara, John G (2014) 'Solving a partial differential equation associated with the pricing of power options with time-dependent parameters.' Mathematical Methods in the Applied Sciences, 38 (14). pp. 2901-2910. ISSN 0170-4214

Ong, David (2011) 'Applying international environmental principles within project-financed transnational investment agreements.' In: Leader, Sheldon L and Ong, David, (eds.) Global Project Finance, Human Rights and Sustainable Development. Cambridge University Press. ISBN 9780521762601

Ong, David (2011) 'The implications of the Chad-Cameroon and Sakhalin transnational investment agreements for the application of international environmental principles.' In: Leader, Sheldon L and Ong, David, (eds.) Global Project Finance, Human Rights and Sustainable Development. Cambridge University Press. ISBN 9780521762601

Otusanya, Olatunde Julius and Lauwo, Sarah and Adeyeye, Gbadegesin Babtunde (2012) 'A Critical Examination of the Multinational Companies Anti-corruption Policy in Nigeria.' Accountancy, Business and the Public Interest, 11. pp. 1-52. ISSN 1745-7718

Overton, Louise and Fox O'Mahony, Lorna (2015) Consumer Demand for Retirement Borrowing. Project Report. Council of Mortgage Lenders.

Ozdemir, Sena and Trott, Paul (2009) 'Exploring the adoption of a service innovation: A study of Internet banking adopters and non-adopters.' Journal of Financial Services Marketing, 13 (4). pp. 284-299. ISSN 1363-0539

Ozdemir, Sena and Trott, Paul and Hoecht, Andreas (2008) 'Segmenting internet banking adopter and non-adopters in the Turkish retail banking sector.' International Journal of Bank Marketing, 26 (4). pp. 212-236. ISSN 0265-2323

Ozili, Peterson (2017) 'Bank Earnings Smoothing, Audit Quality and Procyclicality in Africa. The Case of Loan Loss Provisions.' Review of Accounting and Finance, 16 (2). ISSN 1475-7702

Ozili, Peterson (2016) 'Bank Profitability and Capital Regulation: Evidence from Listed and non-Listed Banks in Africa.' Journal of African Business, 18. ISSN 1522-8916

Ozili, Peterson (2015) 'Credit Smoothing and Determinants of Loan Loss Reserves: Evidence from Europe, US, Asia and Africa.' Journal of Business, Economics and Finance, 4 (2). pp. 302-315. ISSN 2146-7943

Ozili, Peterson (2015) 'Determinants of Bank Profitability and Basel Capital Regulation: Empirical Evidence from Nigeria.' Research Journal of Finance and Accounting, 6 (2). pp. 124-131. ISSN 2222-1697

Ozili, Peterson (2017) 'Discretionary Provisioning Practices among Western European Banks.' Journal of Financial Economic Policy, 9 (1). ISSN 1757-6385

Ozili, Peterson (2016) 'Earnings Quality and IFRS Research in Africa: Recent Evidence, Issues and Future Direction.' Research Journal of Finance and Accounting, 7 (16). pp. 84-94. ISSN 2222-1697

Ozili, Peterson (2015) 'Forensic accounting and fraud: A review of literature and policy implications.' International Journal of Accounting and Economics Studies, 3 (1). pp. 63-68. ISSN 2309-4508

Ozili, Peterson (2016) 'Fraud Detection, Conservatism and Political Economy of Whistle Blowing.' Academic Journal of Interdisciplinary Studies, 5 (3). pp. 17-24. ISSN 2281-3993

Ozili, Peterson (2015) 'How Bank Managers Anticipate Non-Performing Loans.' Applied Finance and Accounting,, 1 (2). ISSN 2374-2410

Ozili, Peterson (2015) 'Loan Loss Provisioning, Income Smoothing, Signaling, Capital Management and Procyclicality: Does IFRS Matter? Empirical Evidence from Nigeria.' Mediterranean Journal of Social Sciences, 6 (2). pp. 224-232. ISSN 2039-9340

Ozili, Peterson (2017) Non-performing loans and Financial Development: New Evidence. Working Paper. Essex Business School. (Unpublished)

Ozo, Friday Kennedy and Arun, Thankom and Kostov, Philip and Uzonwanne, Godfrey Chidozie (2015) 'Corporate dividend policy in practice: the views of Nigerian financial managers.' Managerial Finance, 41 (11). pp. 1159-1175. ISSN 0307-4358

P

Palit, Imon and Phelps, Steve and Ng, Wing Lon (2012) 'Can a zero-intelligence plus model explain the stylized facts of financial time series data?' In: UNSPECIFIED, (ed.) AAMAS '12 Proceedings of the 11th International Conference on Autonomous Agents and Multiagent Systems - Volume 2. International Foundation for Autonomous Agents and Multiagent Systems, pp. 653-660. ISBN 9780981738123

Panopoulou, Ekaterini and Vrontos, Spyridon (2015) 'Hedge fund return predictability; To combine forecasts or combine information?' Journal of Banking & Finance. ISSN 0378-4266

Peng, Yue and Ng, Wing Lon (2012) 'Analysing financial contagion and asymmetric market dependence with volatility indices via copulas.' Annals of Finance, 8 (1). pp. 49-74. ISSN 1614-2446

Pesaran, M Hashem and Smith, Ron P and Yamagata, Takashi and Hvozdyk, Lyudmyla (2009) 'Pairwise Tests of Purchasing Power Parity.' Econometric Reviews, 28 (6). pp. 495-521. ISSN 0747-4938

Petrovic, Nikola and Manson, Stuart and Coakley, Jerry (2009) 'Does Volatility Improve UK Earnings Forecasts?' Journal of Business Finance & Accounting, 36 (9-10). pp. 1148-1179. ISSN 0306-686X

Petrucionis, Liutauras (2015) Public News in The Exchange Rate Market. PhD thesis, University of Essex.

Phelps, Steve and McBurney, Peter and Parsons, Simon (2010) 'A Novel Method for Strategy Acquisition and Its Application to a Double-Auction Market Game.' IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics), 40 (3). pp. 668-674. ISSN 1083-4419

Phelps, Steve and Ng, Wing Lon (2014) 'A simulation analysis of herding and unifractal scaling behaviour.' Intelligent Systems in Accounting, Finance and Management, 21 (1). pp. 39-58. ISSN 1055-615X

Piccolo, Salvatore and Puopolo, Giovanni W and Vasconcelos, Luis I (2016) 'Non-Exclusive Financial Advice.' Review of Finance, 20 (6). pp. 2079-2123. ISSN 1572-3097

Pillalamarri, Sudarshan K and Holm, Claus (2012) Of Mode of Reasoning and Context: Danish Evidence of Accounting Student’s Moral Reasoning Abilities in Resolving Ethical Dilemmas Related to Fraud. In: American Accounting Association Annual Meeting, 4-8 August 2012, Washington DC.

Pillay, E and O'Hara, John G (2011) 'FFT based option pricing under a mean reverting process with stochastic volatility and jumps.' Journal of Computational and Applied Mathematics, 235 (12). pp. 3378-3384. ISSN 0377-0427

Q

Qiu, Yan and Shaukat, Amama and Tharyan, Rajesh (2016) 'Environmental and social disclosures: Link with corporate financial performance.' The British Accounting Review, 48 (1). pp. 102-116. ISSN 0890-8389

R

Radić, Nemanja and Fiordelisi, Franco and Girardone, Claudia (2011) 'Efficiency and Risk-Taking in Pre-Crisis Investment Banks.' Journal of Financial Services Research. ISSN 0920-8550

Radić, Nemanja and Fiordelisi, Franco and Girardone, Claudia (2012) 'Efficiency and Risk-Taking in Pre-Crisis Investment Banks.' Journal of Financial Services Research, 41 (1-2). pp. 81-101. ISSN 0920-8550

Rayner, Neil and Phelps, Steve and Constantinou, Nick (2012) 'Learning is neither sufficient nor necessary.' In: UNSPECIFIED, (ed.) Proceedings of the 13th International Conference on Electronic Commerce - ICEC '11. Association for Computing Machinery (ACM), New York, pp. 1-10. ISBN 9781450314282

Rayner, Neil and Phelps, Steve and Constantinou, Nick (2014) 'Learning is neither sufficient nor necessary: An agent-based model of long memory in financial markets.' AI Communications, 27 (4). pp. 437-452. ISSN 0921-7126

Rayner, Neil and Phelps, Steve and Constantinou, Nick (2013) 'Testing Adaptive Expectations Models of a Continuous Double Auction Market against Empirical Facts.' In: Esther, David and Valentin, Robu and Onn, Shehory and Sabastian , Stein and Andreas , Symeonidis, (eds.) Agent-Mediated Electronic Commerce. Designing Trading Strategies and Mechanisms for Electronic Markets. Lecture Notes in Business Information Processsing (119). Springer, Berlin, pp. 44-56. ISBN 9783642348884

Reynolds, Noelia-Sarah and Teerikangas, Satu (2016) 'The international experience in domestic mergers – Are purely domestic M&A a myth?' International Business Review, 25 (1). pp. 42-50. ISSN 0969-5931

S

Sajjad, Rasoul and Coakley, Jerry and Nankervis, John C (2008) 'Markov-Switching GARCH Modelling of Value-at-RisK.' Studies in Nonlinear Dynamics & Econometrics, 12 (3). ISSN 1558-3708

Salazar, Yuri and Ng, Wing Lon (2015) 'Nonparametric estimation of general multivariate tail dependence and applications to financial time series.' Statistical Methods & Applications, 24 (1). pp. 121-158. ISSN 1618-2510

Sanz, Jose and Bernardo, Dario and Herrera, Francisco and Bustince, Humberto and Hagras, Hani (2015) 'Compact Evolutionary Interval-Valued Fuzzy Rule-Based Classification System for the Modeling and Prediction of Real-World Financial Applications with Imbalanced Data.' IEEE Transactions on Fuzzy Systems, 23 (4). pp. 973-990. ISSN 1063-6706

Sarkisyan, Anna and Casu, Barbara and Clare, Andrew and Thomas, Steve (2009) Securitization and Bank Performance. Working Paper. Social Science Research Network. (Unpublished)

Sarno, Lucio and Valente, Giorgio (2009) 'Exchange Rates and Fundamentals: Footloose or Evolving Relationship?' Journal of the European Economic Association, 7 (4). pp. 786-830. ISSN 1542-4766

Schotanus, Patrick R (2015) The Archetypal Market Hypothesis; A Complex Psychology Perspective on the Market’s Mind. PhD thesis, University of Essex.

Sengupta, Abhijit and Glavin, Stephen E (2012) 'Predicting Volatile Consumer Markets using Multi-Agent Methods.' In: Alexandrova-Kabadjova, Biliana and Martinez-Jaramillo, Serafin and Garcia-Almanza, Alma Lilia and Tsang, Edward, (eds.) Simulation in Computational Finance and Economics. IGI Global, pp. 339-358. ISBN 9781466620117

Shao, Ming and Smonou, Dafni and Kampouridis, Michael and Tsang, Edward (2014) Guided Fast Local Search for speeding up a financial forecasting algorithm. In: IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr), 2104, 27-28 March 2014, London.

Shaukat, Amama and Qiu, Yan and Trojanowski, Grzegorz (2016) 'Board Attributes, Corporate Social Responsibility Strategy, and Corporate Environmental and Social Performance.' Journal of Business Ethics, 135 (3). pp. 569-585. ISSN 0167-4544

Shen, Zhe and Coakley, Jerry and Instefjord, Norvald (2013) 'Earnings management and IPO anomalies in China.' Review of Quantitative Finance and Accounting. ISSN 0924-865X

Shimizu, Shu (2016) The Battle of Economic Ideas: A Critical Analysis of Financial Crisis Management Discourse in the UK, 2007-8. PhD thesis, University of Essex.

Sikka, Prem (2009) 'Financial crisis and the silence of the auditors.' Accounting, Organizations and Society, 34 (6-7). pp. 868-873. ISSN 0361-3682

Sikka, Prem (2015) 'Reform of the banks and the wider finance sector.' In: Meacher, Michael, (ed.) What the three main parties aren't telling you: A radical way out of inequality and stagnation. Searching Finance, London.

Sikka, Prem (2012) 'Regulating the Casino.' In: White, Jonathan, (ed.) Building an economy for the people: An alternative economic and political strategy for 21st Century Britain. Manifesto Press, London. ISBN 9781907464089

Sikka, Prem and Willmott, Hugh (2009) 'All Offshore: The Sprat, the Mackerel, Accounting Firms, and the State in Globalization.' In: Chapman, Christopher S and Cooper, David J and Miller, Peter B, (eds.) Accounting, Organizations, and Institutions: essays in Honour of Anthony Hopwood. Oxford University Press, Oxford, pp. 396-414. ISBN 9780199546350

Sikka, Prem and Willmott, Hugh (2010) 'The dark side of transfer pricing: Its role in tax avoidance and wealth retentiveness.' Critical Perspectives on Accounting, 21 (4). pp. 342-356. ISSN 1045-2354

Sinkala, W and Leach, P G L and O'Hara, John G (2010) 'Embedding the Vasicek model into the Cox-Ingersoll-Ross model.' Mathematical Methods in the Applied Sciences, 34 (2). pp. 152-159. ISSN 0170-4214

Sinkala, W and Leach, P G L and O'Hara, John G (2008) 'Invariance properties of a general bond-pricing equation.' Journal of Differential Equations, 244 (11). pp. 2820-2835. ISSN 0022-0396

Sinkala, W and Leach, P G L and O'Hara, John G (2008) 'Zero-coupon bond prices in the Vasicek and CIR models: Their computation as group-invariant solutions.' Mathematical Methods in the Applied Sciences, 31 (6). pp. 665-678. ISSN 0170-4214

Sinkala, W and Leach, P G L and O'Hara, John G (2008) 'An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation.' Applied Mathematics and Computation, 201 (1-2). pp. 95-107. ISSN 0096-3003

Snaith, Stuart (2012) 'The PPP debate: Multiple breaks and cross-sectional dependence.' Economics Letters, 115 (3). pp. 342-344. ISSN 0165-1765

Snaith, Stuart and Coakley, Jerry and Kellard, Neil M (2013) 'Does the forward premium puzzle disappear over the horizon?' Journal of Banking & Finance, 37 (9). pp. 3681-3693. ISSN 0378-4266

Snaith, Stuart and Dunis, Christian and Kellard, Neil M (2013) 'Forecasting EUR-USD Implied Volatility: The Case of Intraday Data.' Journal of Banking & Finance. ISSN 0378-4266

Snaith, Stuart and Kellard, Neil M and Ahmad, Norzalina (2015) Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures. Working Paper. Essex Finance Centre Working Papers.

Sophocleous, C and O'Hara, John G and Leach, P G L (2011) 'Algebraic solution of the Stein–Stein model for stochastic volatility.' Communications in Nonlinear Science and Numerical Simulation, 16 (4). pp. 1752-1759. ISSN 1007-5704

Stittle, John and Wearing, Robert (2008) Financial Accounting. SAGE Course Companions . Sage. ISBN 9781412935029

T

Takeyama, Azusa and Constantinou, Nick and Vinogradov, Dmitri (2012) Credit Risk Contagion and the Global Financial Crisis. Discussion Paper. Bank of Japan Institute for Monetary and Economic Studies Discussion Paper 2012-E-15.

Takeyama, Azusa and Constantinou, Nick and Vinogradov, Dmitri (2012) A Framework for Extracting the Probability of Default from Stock Option Prices. Discussion Paper. Bank of Japan Institute for Monetary and Economic Studies Discussion Paper 2012-E-14.

Thornton, Daniel L and Valente, Giorgio (2012) 'Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective.' Review of Financial Studies, 25 (10). pp. 3141-3168. ISSN 0893-9454

Tsang, Edward and Olsen, Richard and Masry, Shaimaa (2013) 'A formalization of double auction market dynamics.' Quantitative Finance, 13 (7). pp. 981-988. ISSN 1469-7688

Tsang, Edward and Tao, Ran and Serguieva, Antoaneta and Ma, Shuai (2017) 'Profiling high-frequency equity price movements in directional changes.' Quantitative Finance, 17 (2). pp. 217-225. ISSN 1469-7688

Tsvetanov, Daniel and Coakley, Jerry and Kellard, Neil M (2015) 'Bubbling over! The behaviour of oil futures along the yield curve.' Journal of Empirical Finance. ISSN 0927-5398

Tsvetanov, Daniel and Coakley, Jerry and Kellard, Neil M (2016) 'Is news related to GDP growth a risk factor for commodity futures returns?' Quantitative Finance, 16 (12). pp. 1887-1899. ISSN 1469-7688

Twardowska, Magdalena (2015) "Dashed hopes, bruised egos": Professional identity in investment banking in the context of the 2008 financial crisis. PhD thesis, University of Essex.

V

Valente, Giorgio (2009) 'International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore.' Journal of International Money and Finance, 28 (6). pp. 920-940. ISSN 02615606

Velasco–Fuentes, Rafael and Ng, Wing Lon (2011) 'Nonlinearities in stochastic clocks: trades and volume as subordinators of electronic markets.' Quantitative Finance, 11 (6). pp. 863-881. ISSN 1469-7688

Velentza, Aikaterini Foteini and Girardone, Claudia and Nankervis, John C (2008) 'Efficiency across alternative financial structures, bank types and size classes: a comparison of the OECD countries.' International Journal of Banking, Accounting and Finance, 1 (2). p. 168. ISSN 1755-3830

Vella, Vince and Ng, Wing Lon (2014) 'Enhancing risk-adjusted performance of stock market intraday trading with Neuro-Fuzzy systems.' Neurocomputing, 141. pp. 170-187. ISSN 0925-2312

Vella, Vince and Ng, Wing Lon (2016) 'Improving Risk-adjusted Performance in High Frequency Trading Using Interval Type-2 Fuzzy Logic.' Expert Systems with Applications, 55. pp. 70-86. ISSN 0957-4174

Vella, Vince and Ng, Wing Lon (2014) 'A dynamic fuzzy money management approach for controlling the intraday risk-adjusted performance of ai trading algorithms.' Intelligent Systems in Accounting, Finance and Management. ISSN 1055-615X

Vella, Vincent (2017) Improving risk-adjusted performance in high-frequency trading: The role of fuzzy logic systems. PhD thesis, University of Essex.

Vinogradov, Dmitri (2010) 'Banks, Credibility and Macroeconomic Evolution after a Production Shock.' The Manchester School, 79 (3). pp. 480-509. ISSN 14636786

Vinogradov, Dmitri (2012) 'Destructive effects of constructive ambiguity in risky times.' Journal of International Money and Finance, 31 (6). pp. 1459-1481. ISSN 0261-5606

Vinogradov, Dmitri and Doroshenko, Marina and Miles, Ian (2014) 'Knowledge Intensive Business Services: the Russian Experience.' Foresight-Russia, 8 (4). pp. 24-38. ISSN 1995-459X

Vinogradov, Dmitri and Shadrina, Elena (2013) 'Non-monetary incentives in online experiments.' Economics Letters, 119 (3). pp. 306-310. ISSN 0165-1765

Vinogradov, Dmitri and Shadrina, Elena (2016) Public-Private Partnerships as Collaborative Projects: testing the theory on cases from EU and Russia. Working Paper. Essex Finance Centre Working Papers.

Vinogradov, Dmitri and Shadrina, Elena and Kokareva, Larissa (2014) 'Public Procurement Mechanisms for Public Private Partnerships.' Journal of Public Procurement, 14 (4). pp. 538-566. ISSN 1535-0118

Vitiello, Luiz and Poon, Ser-Huang (2008) 'General Equilibrium and Risk Neutral Framework for Option Pricing with a Mixture of Distributions.' The Journal of Derivatives, 15 (4). pp. 48-60. ISSN 1074-1240

Vitiello, Luiz and Poon, Ser-Huang (2009) 'General equilibrium and preference free model for pricing options under transformed gamma distribution.' Journal of Futures Markets, 30 (5). pp. 409-431. ISSN 0270-7314

Vitiello, Luiz and Poon, Ser-Huang (2014) 'Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing.' Review of Derivatives Research, 17 (2). pp. 241-259. ISSN 1380-6645

Vitiello, Luiz and Rebelo, Ivonia (2015) 'A note on the pricing of multivariate contingent claims under a transformed-gamma distribution.' Review of Derivatives Research, 18 (3). pp. 291-300. ISSN 1380-6645

Vlastakis, Nikolaos and Dotsis, George and Markellos, Raphael N (2009) 'How efficient is the European football betting market? Evidence from arbitrage and trading strategies.' Journal of Forecasting, 28 (5). pp. 426-444. ISSN 0277-6693

Vlastakis, Nikolaos and Markellos, Raphael N (2012) 'Information demand and stock market volatility.' Journal of Banking & Finance, 36 (6). pp. 1808-1821. ISSN 0378-4266

Vrontos, Ioannis D and Meligkotsidou, Loukia and Vrontos, Spyridon (2011) 'Performance evaluation of mutual fund investments: the impact of non-normality and time-varying volatility.' Journal of Asset Management, 12 (4). pp. 292-307. ISSN 1470-8272

Vrontos, Spyridon (2016) 'Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach.' Bankers, Markets & Investors, 140.

W

Weeks, John and Lansley, Stewart and Sawyer, Malcolm and Cumbers, Andrew and Sikka, Prem (2015) Election 2015: What’s at stake for the economy? Centre for Labour and Social Studies (Class), London.

Wilson, John O S 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 08908389

Wood, Geoffrey T and Wright, Mike (2015) 'Corporations and New Statism: Trends and Research Priorities.' Academy of Management Perspectives, 29 (2). pp. 271-286. ISSN 1558-9080

X

Xu, Wen and Uddin, Shahzad (2008) Public Sector Reforms, Privatisation and Regimes of Control in a Chinese Enterprise. Working Paper. EBS Working Papers, University of Essex, Colchester.

Y

Yang, Pei (2016) Essays on the Theory of Investment Subsidy. PhD thesis, University of Essex.

Yang, Xiaoran (2017) Essays on Volatility Estimation and Forecasting of Crude Oil Futures. PhD thesis, University of Essex.

Ye, Wuyi and Liu, Xiaoquan and Miao, Baiqi (2012) 'Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions.' European Journal of Operational Research, 222 (1). pp. 96-103. ISSN 0377-2217

Z

Zarrabi, Nima (2016) Essays in international finance. PhD thesis, University of Essex.

Zarrabi, Nima and Snaith, Stuart and Coakley, Jerry (2017) 'FX technical trading rules can be profitable sometimes!' International Review of Financial Analysis, 49. pp. 113-127. ISSN 1057-5219

Zhang, Gang and Peng, Xuebing and Li, Jun (2008) 'Technological entrepreneurship and policy environment: a case of China.' Journal of Small Business and Enterprise Development, 15 (4). pp. 733-751. ISSN 1462-6004

This list was generated on Tue May 23 01:47:09 2017 BST.