Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2020

A

Arnaboldi, Francesca and Casu, Barbara and Gallo, Angela and Kalotychou, Elena and Sarkisyan, Anna (2020) Gender Diversity and Bank Misconduct. Working Paper. Cass Business School Centre for Banking Research Working Paper No 01/20. (Unpublished)

Arnaboldi, Francesca and Casu, Barbara and Kalotychou, Elena and Sarkisyan, Anna (2020) Board Diversity Reforms: Do they Matter for EU Bank Performance? European Financial Management, 26 (2). pp. 416-454. DOI https://doi.org/10.1111/eufm.12238

Arnaboldi, Francesca and Casu, Barbara and Kalotychou, Elena and Sarkisyan, Anna (2020) The Performance Effects of Board Heterogeneity: What Works for EU Banks? The European Journal of Finance, 26 (10). pp. 897-924. DOI https://doi.org/10.1080/1351847X.2018.1479719

B

Bernales, Alejandro and Verousis, Thanos and Voukelatos, Nikolaos (2020) Do investors follow the herd in option markets? Journal of Banking and Finance, 119. p. 104899. DOI https://doi.org/10.1016/j.jbankfin.2016.02.002

Bernales, Alejandro and Verousis, Thanos and Voukelatos, Nikolaos and Zhang, Mengyu (2020) What do we know about individual equity options? Journal of Futures Markets, 40 (1). pp. 67-91. DOI https://doi.org/10.1002/fut.22066

Bose, Udichibarna and Mallick, Sushanta and Tsoukas, Serafeim (2020) Does easing access to foreign financing matter for firm performance? Journal of Corporate Finance, 64. p. 101639. DOI https://doi.org/10.1016/j.jcorpfin.2020.101639

C

Cai, Xiangshang and Gao, Ning and Garrett, Ian and Xu, Yan (2020) Are CEOs judged on their companies' social reputation? Journal of Corporate Finance, 64. p. 101621. DOI https://doi.org/10.1016/j.jcorpfin.2020.101621

Cavaliere, Giuseppe and Ørregaard Nielsen, Morten and Taylor, AM Robert (2020) Adaptive Inference in Heteroskedastic Fractional Time Series Models. Working Paper. Essex Finance Centre Woring Papers. (Unpublished)

Cerulli, Giovanni and D’Apice, Vincenzo and Fiordelisi, Franco and Masala, Francesco (2020) Benchmarking non-performing loans. The European Journal of Finance, 26 (16). pp. 1591-1605. DOI https://doi.org/10.1080/1351847x.2020.1794923

Chambers, Marcus J and Taylor, AM Robert (2020) Deterministic Parameter Change Models in Continuous and Discrete Time. Journal of Time Series Analysis, 41 (1). pp. 134-145. DOI https://doi.org/10.1111/jtsa.12456

Chan, Ka Kei and Lin, Ming-Tsung and Lu, Qinye (2020) Corporate Credit Default Swap Systematic Factors. Working Paper. Essex Finance Centre Working Papers, Colchester, UK.. (Unpublished)

D

Degl’Innocenti, Marta and Fiordelisi, Franco and Trinugroho, Irwan (2020) Competition and stability in the credit industry: Banking vs. factoring industries. The British Accounting Review, 52 (1). p. 100831. DOI https://doi.org/10.1016/j.bar.2019.03.006

Delis, Manthos D and Iosifidi, Maria and Kokas, Sotirios and Xefteris, Dimitrios and Ongena, Steven (2020) Enforcement actions on banks and the structure of loan syndicates. Journal of Corporate Finance, 60. p. 101527. DOI https://doi.org/10.1016/j.jcorpfin.2019.101527

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Fabozzi, Frank J and Kynigakis, Iason and Panopoulou, Ekaterini and Tunaru, Radu S (2020) Detecting Bubbles in the US and UK Real Estate Markets. The Journal of Real Estate Finance and Economics, 60 (4). pp. 469-513. DOI https://doi.org/10.1007/s11146-018-9693-9

Fang, Jianchun and Gozgor, Giray and Lau, Chi-Keung Marco and Wu, Wanshan and Yan, Cheng (2020) Listed zombie firms and top executive gender: Evidence from an emerging market. Pacific-Basin Finance Journal, 62. p. 101357. DOI https://doi.org/10.1016/j.pacfin.2020.101357

Filomeni, Stefano and Udell, Greg and Zazzaro, Alberto (2020) Communication frictions in banking organizations: Evidence from credit score lending. Economics Letters, 195 (C). p. 109412. DOI https://doi.org/10.1016/j.econlet.2020.109412

Fiordelisi, Franco and Girardone, Claudia and Minnucci, Federica and Ricci, Ornella (2020) On the Nexus between Sovereign Risk and Banking Crises. Journal of Corporate Finance, 65. p. 101717. DOI https://doi.org/10.1016/j.jcorpfin.2020.101717 (In Press)

Fiordelisi, Franco and Minnucci, Federica and Previati, Daniele and Ricci, Ornella (2020) Bail-In Regulation and Stock Market Reaction. Economics Letters, 186. p. 108801. DOI https://doi.org/10.1016/j.econlet.2019.108801

Fiordelisi, Franco and Pennacchi, George and Ricci, Ornella (2020) Are contingent convertibles going-concern capital? Journal of Financial Intermediation, 43. p. 100822. DOI https://doi.org/10.1016/j.jfi.2019.03.007

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Guo, Haifeng and Kontonikas, Alexandros and Maio, Paulo (2020) Monetary policy and corporate bond returns. Review of Asset Pricing Studies, 10 (3). pp. 441-489. DOI https://doi.org/10.1093/rapstu/raaa005

H

Harris, David and Kew, Hsein and Taylor, AM Robert (2020) Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem. Journal of Econometrics, 219 (2). pp. 354-388. DOI https://doi.org/10.1016/j.jeconom.2020.03.008

Harvey, David I and Leybourne, Stephen J and Sollis, Robert and Taylor, AM Robert (2020) Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium. Working Paper. Essex Finance Centre Working Papers, Colchester, UK.. (Unpublished)

Hassanniakalager, Arman and Sermpinis, Georgios and Stasinakis, Charalampos and Verousis, Thanos (2020) A Conditional Fuzzy Inference Approach in Forecasting. European Journal of Operational Research, 283 (1). pp. 196-216. DOI https://doi.org/10.1016/j.ejor.2019.11.006

J

Jia, Zhehao and Shi, Yukun and Yan, Cheng and Duygun, Meryem (2020) Bankruptcy prediction with financial systemic risk. The European Journal of Finance, 26 (7-8). pp. 666-690. DOI https://doi.org/10.1080/1351847x.2019.1656095

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Kellard, Neil and Jiang, Ying and Liu, Xiaoquan (2020) Night trading and market quality: Evidence from Chinese and U.S. precious metal futures markets. Journal of Futures Markets, 40 (10). pp. 1486-1507. DOI https://doi.org/10.1002/fut.22147

Kokas, Sotirios and Vinogradov, Dmitri and Zachariadis, Marios (2020) Which Banks Smooth and at What Price? Journal of Corporate Finance, 65. p. 101509. DOI https://doi.org/10.1016/j.jcorpfin.2019.101509

Kolokolova, Olga and Lin, Ming-Tsung and Poon, Ser-Huang (2020) Too big to ignore? Hedge fund flows and bond yields. Journal of Banking and Finance, 112. p. 105271. DOI https://doi.org/10.1016/j.jbankfin.2017.12.009

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Leledakis, George and Mamatzakis, Emmanuel and Pyrgiotakis, Emmanouil and Travlos, Nickolaos (2020) Does it pay to acquire private firms? Evidence from the U.S. banking industry. The European Journal of Finance, 27 (10). pp. 1029-1051. DOI https://doi.org/10.1080/1351847X.2020.1799835

Luo, Jun (2020) Essays on European Banks' Consolidation, Integration and Systemic Risk. PhD thesis, University of Essex.

M

Makhlouf, Yousef and Kellard, Neil and Vinogradov, Dmitri (2020) Finance-Inequality Nexus: the long and the short of it. Economic Inquiry, 58 (4). pp. 1977-1994. DOI https://doi.org/10.1111/ecin.12918

Matousek, Roman and Panopoulou, Ekaterini and Papachristopoulou, Andromachi (2020) Policy uncertainty and the capital shortfall of global financial firms. Journal of Corporate Finance, 62. p. 101558. DOI https://doi.org/10.1016/j.jcorpfin.2020.101558

O

Oyelakin, Ayotunde (2020) Essays in Empirical Corporate Finance. PhD thesis, University of Essex.

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Papadopoulos, Thanos and Baltas, Konstantinos N and Balta, Maria Elisavet (2020) The use of digital technologies by small and medium enterprises during COVID-19: Implications for theory and practice. International Journal of Information Management. Published in the World Health Organization (WHO) Covid-19 Research Database [covidwho-1152398], 55. p. 102192. DOI https://doi.org/10.1016/j.ijinfomgt.2020.102192

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Rosen Esquivel, Abril Imelda (2020) Essays in Global Commodity Prices and Realised Volatility. PhD thesis, University of Essex.

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Sha'ban, Mais and Girardone, Claudia and Sarkisyan, Anna (2020) Cross-Country Variation in Financial Inclusion: A Global Perspective. The European Journal of Finance, 26 (4-5). pp. 319-340. DOI https://doi.org/10.1080/1351847X.2019.1686709

Stamou, Sofia C and Huang, Winifred and Coakley, Jerry (2020) Serial SEOs and capital structure. International Review of Financial Analysis, 71. p. 101538. DOI https://doi.org/10.1016/j.irfa.2020.101538 (In Press)

V

Vlastakis, Nikolaos and Triantafyllou, Athanasios and Kellard, Neil (2020) Measuring Oil Price Shocks. Working Paper. Essex Finance Centre Working Papers, Colchester, Essex. (Unpublished)

Vlastakis, Nikolaos and Triantafyllou, Athanasios and Kellard, Neil (2020) Oil price uncertainty as a predictor of stock market volatility. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Y

Yan, Lili (2020) Range-based Volatility Modelling, Forecasting and Spillovers. PhD thesis, University of Essex.

Z

Zhang, Jinhua and Wang, Guipu and Yan, Cheng (2020) Can foreign equity funds outperform their benchmarks? New evidence from fund-holding data for China. Economic Modelling, 90. pp. 11-20. DOI https://doi.org/10.1016/j.econmod.2020.04.025

Zhang, Mengyu (2020) Essays on the microstructure of US equity options. PhD thesis, University of Essex.

Ö

Özbekler, Ali Gencay and Kontonikas, Alexandros and Triantafyllou, Athanasios (2020) Volatility Forecasting in European Government Bond Markets. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)