Research Repository

Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2021

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Number of items: 55.

A

Andreou, Panayiotis C and Fiordelisi, Franco and Harris, Terry and Philip, Dennis (2021) 'Institutional Ownership and Firms’ Thrust to Compete.' British Journal of Management. ISSN 1045-3172

Arnaboldi, Francesca and Casu, Barbara and Gallo, Angela and Kalotychou, Elena and Sarkisyan, Anna (2021) 'Gender diversity and bank misconduct.' Journal of Corporate Finance. ISSN 0929-1199

Arun, Thankom and Girardone, Claudia and Piserà, Stefano (2021) ESG issues in emerging markets and the role of banks. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert and Zu, Yang (2021) 'CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility.' Journal of Financial Econometrics. ISSN 1479-8409

B

Balboa, Marina and Rodrigues, Paulo MM and Rubia, Antonio and Taylor, AM Robert (2021) 'Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume.' Journal of Applied Econometrics. ISSN 0883-7252

Balboa, Marina and Rodrigues, Paulo MM and Rubia, Antonio and Taylor, AM Robert (2021) Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Baltas, Konstantinos and Fiordelisi, Franco and Mare, Davide S (2021) 'Alternative Finance after Natural Disasters.' British Journal of Management. ISSN 1045-3172

Banti, Chiara and Bose, Udichibarna (2021) 'Shifts in Global Credit and Corporate Access to Finance.' Journal of Financial Stability. ISSN 1572-3089

Battaglia, Francesca and Buchanan, Bonnie G and Fiordelisi, Franco and Ricci, Ornella (2021) 'Securitization and Crash Risk: Evidence from Large European Banks.' Journal of International Financial Markets, Institutions and Money. ISSN 1042-4431

Bermpei, Theodora and Kalyvas, Antonios and Neri, Lorenzo and Russo, Antonella (2021) 'Does Economic Policy Uncertainty Matter for Financial Reporting Quality? Evidence from the United States.' Review of Quantitative Finance and Accounting. ISSN 0924-865X

Bermpei, Theodora and Kalyvas, Antonios Nikolaos and Leonida, Leone (2021) 'Local Public Corruption and Bank Lending Activity in the United States.' Journal of Business Ethics, 171. 73 - 98. ISSN 0167-4544

Bianchi, Nicola and Carretta, Alessandro and Farina, Vincenzo and Fiordelisi, Franco (2021) 'Does espoused risk culture pay? Evidence from European banks.' Journal of Banking and Finance, 122. ISSN 0378-4266

Bose, Udichibarna and Arun, Thankom and Arun, Shoba (2021) 'Do Information Networks Benefit Households with Female Heads?' Economic Modelling. ISSN 0264-9993

Bose, Udichibarna and Filomeni, Stefano and Mallick, Sushanta (2021) 'Does Bankruptcy Law Improve the Fate of Distressed Firms? The Role of Credit Channels.' Journal of Corporate Finance, 68. ISSN 0929-1199

Bouri, Elie and Lau, Chi Keung Marco and Saeed, Tareq and Wang, Shixuan and Zhao, Yuqian (2021) 'On the intraday return curves of Bitcoin: Predictability and trading opportunities.' International Review of Financial Analysis, 76. ISSN 1057-5219

Brou, Daniel and Chatterjee, Aroop and Coakley, Jerry and Girardone, Claudia and Wood, Geoffrey (2021) 'Corporate Governance, Wealth and Income Inequality.' Corporate Governance: An International Review. ISSN 0964-8410 (In Press)

C

Calice, Giovanni and Lin, Ming-Tsung (2021) 'Exploring risk premium factors for country equity returns.' Journal of Empirical Finance. ISSN 0927-5398

Chaudhry, Amna Noor and Kontonikas, Alexandros and Vagenas‐Nanos, Evangelos (2021) 'Social Networks and the Informational Role of Financial Advisory Firms Centrality in Mergers and Acquisitions.' British Journal of Management. ISSN 1045-3172

Chen, Louisa and Shen, Liya and Zhou, Zhiping (2021) 'Understand Funding Liquidity and Market Liquidity in a Regime-switching Model.' International Journal of Finance and Economics. ISSN 1076-9307

Cheng, T and Yan, C and Yan, Y (2021) 'Improved inference for fund alphas using high-dimensional cross-sectional tests.' Journal of Empirical Finance, 61. 57 - 81. ISSN 0927-5398

Coakley, Jerry and Lazos, Aris and Linares Zegarra, Jose (2021) 'Equity crowdfunding founder teams: Campaign success and venture failure.' British Journal of Management. ISSN 1045-3172

Coakley, Jerry and Lazos, Aristogenis and Liñares-Zegarra, José M (2021) 'Seasoned equity crowdfunded offerings.' Journal of Corporate Finance. ISSN 0929-1199

Coccorese, Paolo and Girardone, Claudia and Shaffer, Sherrill (2021) 'What affects bank market power in the euro area? A country-level structural model approach.' Journal of International Money and Finance, 117. ISSN 0261-5606

Cumming, Douglas J and Girardone, Claudia and Sliwa, Martyna (2021) 'Corporate Governance in Extreme Institutional Environments.' British Journal of Management. ISSN 1045-3172 (In Press)

D

Demetrescu, Matei and Rodrigues, Paulo MM and Taylor, AM Robert (2021) Transformed Regression-based Long-Horizon Predictability Tests. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Drousia, Angeliki and Episcopos, Athanasios and Leledakis, George N and Pyrgiotakis, Emmanouil G (2021) 'EU Regulation and open market share repurchases: new evidence.' The European Journal of Finance. ISSN 1351-847X

Duan, Kun and Ren, Xiaohang and Shi, Yukun and Mishra, Tapas and Yan, Cheng (2021) 'How Interdependent are Energy and Carbon Markets? Evidence from a Quantile-on-Quantile Regression Approach.' Energy Economics. ISSN 0140-9883 (In Press)

Duong, Kiet Tuan and Banti, Chiara and Instefjord, Norvald (2021) 'Managerial conservatism and corporate policies.' Journal of Corporate Finance. ISSN 0929-1199

F

Ferrara, Laurent and Karadimitropoulou, Aikaterini and Triantafyllou, Athanasios (2021) Commodity price uncertainty comovement: Does it matter for global economic growth? Working Paper. Essex Finance Centre Working Papers, Colchester, Essex. (Unpublished)

Filomeni, Stefano and Modina, Michele and Tabacco, Elena (2021) Trade Credit and Firm Investments: Empirical Evidence from Italian Cooperative Banks. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Filomeni, Stefano and Udell, Greg and Zazzaro, Alberto (2021) 'Hardening Soft Information: Does Organizational Distance Matter?' The European Journal of Finance. ISSN 1351-847X

Fiordelisi, Franco and Radic, Nemanja and Weyman-Jones, Tom (2021) 'Detecting zombie banks.' The European Journal of Finance. ISSN 1351-847X

G

Georgiev, Iliyan and Demetrescu, Matei and Rodrigues, Paulo MM and Taylor, AM Robert (2021) Extensions to IVX Methods of Inference for Return Predictability. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Girardone, Claudia and Kokas, Sotirios and Wood, Geoffrey (2021) 'Diversity and women in finance: Challenges and future perspectives.' Journal of Corporate Finance. ISSN 0929-1199

Gozgor, Giray and Lau, Marco Chi Keung and Zeng, Yan and Yan, Cheng and Lin, Zhibin (2021) 'The Impact of Geopolitical Risks on Tourism Supply in Developing Economies: The Moderating Role of Social Globalization.' Journal of Travel Research. ISSN 0047-2875 (In Press)

Gu, Yan and Ho, Kung-Cheng and Yan, Cheng and Gozgor, Giray (2021) 'Public Environmental Concern, CEO Turnover, and Green Investment: Evidence from a Quasi-Natural Experiment in China.' Energy Economics, 100. ISSN 0140-9883

H

Harvey, David I and Leybourne, Stephen J and Sollis, Robert and Taylor, AM Robert (2021) 'Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium.' Journal of Applied Econometrics, 36 (1). 45 - 70. ISSN 0883-7252

Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2021) Simple Tests for Stock Return Predictability with Good Size and Power Properties. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2021) 'Simple tests for stock return predictability with good size and power properties.' Journal of Econometrics. ISSN 0304-4076

Horvath, Lajos and Liu, Zhenya and Rice, Gregory and Zhao, Yuqian (2021) 'Detecting common breaks in the means of high dimensional cross-dependent panels.' The Econometrics Journal. ISSN 1368-4221 (In Press)

I

Iacone, Fabrizio and Ørregaard Nielsen, Morten and Taylor, AM Robert (2021) 'Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks.' Journal of Business and Economic Statistics. ISSN 0735-0015

Iacone, Fabrizio and Ørregaard Nielsen, Morten and Taylor, AM Robert (2021) Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Iosifidi, Maria and Panopoulou, Aikaterini and Tsoumas, Chris (2021) 'Mortgage Loan Demand and Banks’ Operational Efficiency.' Journal of Financial Stability, 53. ISSN 1572-3089

J

Ji, Qiang and Zhang, Dayong and Zhao, Yuqian (2021) 'Intra-day co-movements of crude oil futures: China and the international benchmarks.' Annals of Operations Research. ISSN 0254-5330

K

Kellard, Neil M and Kontonikas, Alexandros and Lamla, Michael and Maiani, Stefano (2021) 'Deal or No Deal? Modelling the Impact of Brexit Uncertainty on UK Private Equity Activity.' British Journal of Management. ISSN 1045-3172

Kotzinos, Apostolos and Psychoyios, Dimitrios and Vlastakis, Nikolaos (2021) 'The impact of ICT diffusion on sovereign cost of debt.' International Journal of Banking, Accounting and Finance, 12 (1). 16 - 51. ISSN 1755-3830 (In Press)

Kynigakis, Iason and Panopoulou, Ekaterini (2021) 'Does Model Complexity add Value to Asset Allocation? Evidence from Machine Learning Forecasting Models.' Journal of Applied Econometrics. ISSN 0883-7252 (In Press)

L

Lipeng, Wang and Mengyu, Zhang and Verousis, Thanos (2021) 'The road to economic recovery: pandemics and innovation.' International Review of Financial Analysis. ISSN 1057-5219

M

Manac, Radu-Dragomir and Banti, Chiara and Kellard, Neil (2021) How does standardization affect OTC markets? Evidence from the Small Bang reform in the CDS market. Working Paper. Essex Finance Centre Working Papers, Colchester, Essex. (Unpublished)

Megaritis, Anastasios and Vlastakis, Nikolaos and Triantafyllou, Athanasios (2021) 'Stock Market Volatility and Jumps in Times of Uncertainty.' Journal of International Money and Finance. ISSN 0261-5606 (In Press)

O

Ozbekler, Ali Gencay and Kontonikas, Alexandros and Triantafyllou, Athanasios (2021) 'Volatility Forecasting in European Government Bond Markets.' International Journal of Forecasting. ISSN 0169-2070

R

Ren, Yi-Shuai and Apergis, Nicholas and Ma, Chaoqun and Baltas, Konstantinos and Jiang, Yong and Liu, Jiang-Long (2021) 'FDI, economic growth and carbon emissions of the Chinese steel industry: New evidence from a 3SLS model.' Environmental Science and Pollution Research. ISSN 0944-1344

S

Sclip, Alex and Girardone, Claudia and Beltrame, Federico and Paltrinieri, Andrea (2021) 'Bank risks and lending outcomes: Evidence from QE.' Journal of International Money and Finance. ISSN 0261-5606

Sjam, Amelina Apricia (2021) Essays on financial literacy, cognitive ability and financial decision-making. PhD thesis, University of Essex.

Z

Zhao, Yuqian (2021) 'Validating intra-day risk premium in cross-sectional return curves.' Finance Research Letters. ISSN 1544-6123

This list was generated on Sun Sep 19 00:49:40 2021 BST.