Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2010
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A
ap Gwilym, Owain and Verousis, Thanos (2010) 'Price clustering and underpricing in the IPO aftermarket.' International Review of Financial Analysis, 19 (2). 89 - 97. ISSN 1057-5219
C
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
Casu, B and Girardone, C (2010) 'Integration and efficiency convergence in EU banking markets.' Omega, 38 (5). 260 - 267. ISSN 0305-0483
Cavaliere, G and Rahbek, A and Taylor, AMR (2010) 'Testing for co-integration in vector autoregressions with non-stationary volatility.' Journal of Econometrics, 158 (1). 7 - 24. ISSN 0304-4076
Coakley, J and Fu, L and Thomas, H (2010) 'Misvaluation and UK mergers 1986-2002.' Applied Financial Economics, 20 (3). 201 - 211. ISSN 0960-3107
F
Fu, HP and Wood, A (2010) 'Momentum in Taiwan: Seasonality matters!' Applied Economics Letters, 17 (13). 1247 - 1253. ISSN 1350-4851
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Harvey, DI and Leybourne, SJ and Taylor, AMR (2010) 'Robust methods for detecting multiple level breaks in autocorrelated time series.' Journal of Econometrics, 157 (2). 342 - 358. ISSN 0304-4076
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Kuo, JM and Coakley, J and Wood, A (2010) 'The lunar moon festival and the dark side of the moon.' Applied Financial Economics, 20 (20). 1565 - 1575. ISSN 0960-3107
V
Verousis, Thanos and ap Gwilym, Owain (2010) 'An improved algorithm for cleaning Ultra High-Frequency data.' Journal of Derivatives and Hedge Funds, 15 (4). 323 - 340. ISSN 1357-0927
Vinogradov, Dmitri (2010) Destructive Effects of Constructive Ambiguity in Risky Times. Working Paper. EBS Working Papers, Colchester.
Vitiello, L and Poon, SH (2010) 'General equilibrium and preference free model for pricing options under transformed gamma distribution.' Journal of Futures Markets, 30 (5). 409 - 431. ISSN 0270-7314
W
Wilson, JOS and Casu, B and Girardone, C and Molyneux, P (2010) 'Emerging themes in banking: Recent literature and directions for future research.' British Accounting Review, 42 (3). 153 - 169. ISSN 0890-8389