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Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2014

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Number of items: 25.

A

Alexandrou, George and Gounopoulos, Dimitrios and Thomas, Hardy M (2014) Mergers and acquisitions in shipping. Transportation Research Part E: Logistics and Transportation Review, 61. pp. 212-234. DOI https://doi.org/10.1016/j.tre.2013.11.007

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

Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2014) Robust tests for a linear trend with an application to equity indices. Journal of Empirical Finance, 29 (C). pp. 168-185. DOI https://doi.org/10.1016/j.jempfin.2014.02.004

B

Belmonte, MAG and Koop, G and Korobilis, D (2014) Hierarchical shrinkage in time-varying parameter models. Journal of Forecasting, 33 (1). pp. 80-94. DOI https://doi.org/10.1002/for.2276

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

C

Calabrese, Raffaella (2014) Optimal cut-off for rare events and unbalanced misclassification costs. Journal of Applied Statistics, 41 (8). pp. 1678-1693. DOI https://doi.org/10.1080/02664763.2014.888542

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. DOI https://doi.org/10.1111/jors.12116

Calabrese, Raffaella and Osmetti, Silvia Angela (2014) A Generalized Additive Model for Binary Rare Events Data: An Application to Credit Defaults. In: 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. Official URL: http://dx.doi.org/10.1007/978-3-319-06692-9_9

Cavaliere, Giuseppe and Rahbek, Anders and Robert Taylor, AM (2014) Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models. Econometric Reviews, 33 (5-6). pp. 606-650. DOI https://doi.org/10.1080/07474938.2013.825175

Chambers, Marcus J and Ercolani, Joanne S and Taylor, AM Robert (2014) Testing for seasonal unit roots by frequency domain regression. Journal of Econometrics, 178 (Pt 2). pp. 243-258. DOI https://doi.org/10.1016/j.jeconom.2013.08.025

Chambers, Marcus J and Ercolani, Joanne S and Taylor, AM Robert (2014) Testing for seasonal unit roots by frequency domain regression. Journal of Econometrics, 178 (PART 2). pp. 243-258. DOI https://doi.org/10.1016/j.jeconom.2013.08.025

Coakley, J and Dotsis, G and Liu, X and Zhai, J (2014) Investor sentiment and value and growth stock index options. The European Journal of Finance, 20 (12). pp. 1211-1229. DOI https://doi.org/10.1080/1351847x.2013.779290

E

Elliott, Graham and Taylor, AM Robert (2014) Annals issue of Journal of Econometrics “Recent Advances in Time Series Econometrics” Guest Editors’ introduction. In: UNSPECIFIED, ? - ?.

F

Florackis, C and Kontonikas, A and Kostakis, A (2014) Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis. Journal of International Money and Finance, 44 (C). pp. 97-117. DOI https://doi.org/10.1016/j.jimonfin.2014.02.002

G

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. DOI https://doi.org/10.1177/0042098013506063

H

Hallam, M and Olmo, J (2014) Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data. Journal of Financial Econometrics, 12 (2). pp. 408-432. DOI https://doi.org/10.1093/jjfinec/nbt016

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. DOI https://doi.org/10.1016/j.ijforecast.2014.01.007

Harvey, David I and Leybourne, Stephen J and Taylor, AM 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. DOI https://doi.org/10.1016/j.csda.2012.10.017

K

Koop, G and Korobilis, D (2014) A new index of financial conditions. European Economic Review, 71. pp. 101-116. DOI https://doi.org/10.1016/j.euroecorev.2014.07.002

L

Liñares-Zegarra, José and Wilson, John OS (2014) Credit card interest rates and risk: new evidence from US survey data. The European Journal of Finance, 20 (10). pp. 892-914. DOI https://doi.org/10.1080/1351847x.2013.839461

M

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 (C). pp. 102-117. DOI https://doi.org/10.1016/j.irfa.2014.07.012

S

Sarkisyan, Anna and Casu, Barbara (2014) Securitisation. In: Oxford Handbook of Banking (2nd edition). Oxford University Press. Official URL: http://doi.org/10.1093/oxfordhb/9780199688500.013....

Shen, Zhe and Coakley, Jerry and Instefjord, Norvald (2014) Earnings management and IPO anomalies in China. Review of Quantitative Finance and Accounting, 42 (1). pp. 69-93. DOI https://doi.org/10.1007/s11156-012-0334-8

V

Verousis, Thanos and ap Gwilym, Owain (2014) The implications of a price anchoring effect at the upstairs market of the London Stock Exchange. International Review of Financial Analysis, 32. pp. 37-46. DOI https://doi.org/10.1016/j.irfa.2013.12.001

Vitiello, L and Poon, S (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. DOI https://doi.org/10.1007/s11147-013-9093-5

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