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Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2010

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Number of items: 13.


ap Gwilym, Owain and Verousis, Thanos (2010) Price clustering and underpricing in the IPO aftermarket. International Review of Financial Analysis, 19 (2). pp. 89-97. DOI https://doi.org/10.1016/j.irfa.2010.01.007


Calabrese, Raffaella and Zenga, Michele (2010) Bank loan recovery rates: Measuring and nonparametric density estimation. Journal of Banking & Finance, 34 (5). pp. 903-911. DOI https://doi.org/10.1016/j.jbankfin.2009.10.001

Cavaliere, Giuseppe and Rahbek, Anders and Taylor, AM Robert (2010) Testing for co-integration in vector autoregressions with non-stationary volatility. Journal of Econometrics, 158 (1). pp. 7-24. DOI https://doi.org/10.1016/j.jeconom.2010.03.003

Coakley, J and Dollery, J and Kellard, NM (2010) Long memory and structural breaks in commodity futures markets. Journal of Futures Markets, 31 (11). pp. 1076-1113. DOI https://doi.org/10.1002/fut.20502

Coakley, J and Fu, L and Thomas, H (2010) Misvaluation and UK mergers 1986?2002. Applied Financial Economics, 20 (3). pp. 201-211. DOI https://doi.org/10.1080/09603100903282655


Fu, H and Wood, A (2010) Momentum in Taiwan: seasonality matters! Applied Economics Letters, 17 (13). pp. 1247-1253. DOI https://doi.org/10.1080/00036840902917589


Harvey, David I and Kellard, Neil M and Madsen, Jakob B and Wohar, Mark E (2010) The Prebisch-Singer Hypothesis: Four Centuries of Evidence. Review of Economics and Statistics, 92 (2). pp. 367-377. DOI https://doi.org/10.1162/rest.2010.12184

Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2010) Robust methods for detecting multiple level breaks in autocorrelated time series. Journal of Econometrics, 157 (2). pp. 342-358. DOI https://doi.org/10.1016/j.jeconom.2010.02.003


Kellard, NM and Dunis, C and Sarantis, N (2010) Foreign exchange, fractional cointegration and the implied?realized volatility relation. Journal of Banking & Finance, 34 (4). pp. 882-891. DOI https://doi.org/10.1016/j.jbankfin.2009.09.017

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. DOI https://doi.org/10.1016/j.jempfin.2010.04.002

Koop, G and Korobilis, D (2010) Bayesian multivariate time series methods for empirical macroeconomics. Foundations and Trends in Econometrics, 3 (4). pp. 267-358. DOI https://doi.org/10.1561/0800000013

Kuo, J and Coakley, J and Wood, A (2010) The lunar moon festival and the dark side of the moon. Applied Financial Economics, 20 (20). pp. 1565-1575. DOI https://doi.org/10.1080/09603107.2010.507172


Verousis, Thanos and ap Gwilym, Owain (2010) An improved algorithm for cleaning Ultra High-Frequency data. Journal of Derivatives and Hedge Funds, 15 (4). pp. 323-340. DOI https://doi.org/10.1057/jdhf.2009.16

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