Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2022

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Andreou, Panayiotis C and Fiordelisi, Franco and Harris, Terry and Philip, Dennis (2022) Institutional Ownership and Firms’ Thrust to Compete. British Journal of Management, 33 (3). pp. 1346-1370. DOI https://doi.org/10.1111/1467-8551.12496

Arghyrou, Michael G and Gadea, Maria-Dolores and Kontonikas, Alexandros (2022) Private bank deposits and macro/fiscal risk in the euro-area. Working Paper. Essex Finance Centre Working Papers, Colchester.

Argyropoulos, Christos and Panopoulou, Ekaterini and Nikolaos, Voukelatos and Zheng, Teng (2022) Hedge Fund Return Predictability in the Presence of Model Risk. The European Journal of Finance, 28 (18). pp. 1892-1916. DOI https://doi.org/10.1080/1351847X.2021.2020146

Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2022) Bonferroni Type Tests for Return Predictability and the Initial Condition. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

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Ballis, Antonis and Verousis, Thanos (2022) Behavioural finance and cryptocurrencies. Review of Behavioral Finance, 14 (4). pp. 545-562. DOI https://doi.org/10.1108/rbf-11-2021-0256

Baltas, Konstantinos and Fiordelisi, Franco and Mare, Davide S (2022) Alternative Finance after Natural Disasters. British Journal of Management, 33 (1). pp. 117-137. DOI https://doi.org/10.1111/1467-8551.12516

Baltas, Konstantinos and Jayasekera, Ranadeva and Uddin, Gazi Salah and Papadopoulos, Thanos (2022) The role of resource orchestration in humanitarian operations: a COVID-19 case in the US healthcare. Annals of Operations Research. Published in the World Health Organization (WHO) Covid-19 Researc [covidwho-2044963]. pp. 1-30. DOI https://doi.org/10.1007/s10479-022-04963-2

Bermpei, Theodora and Kalyvas, Antonios and Neri, Lorenzo and Russo, Antonella (2022) Does Economic Policy Uncertainty Matter for Financial Reporting Quality? Evidence from the United States. Review of Quantitative Finance and Accounting, 58 (2). pp. 795-845. DOI https://doi.org/10.1007/s11156-021-01010-2

Bitetto, Alessandro and Filomeni, Stefano and Modina, Michele (2022) Can unlisted firms benefit from market information? A data-driven approach. In: CARMA 2022 - 4th International Conference on Advanced Research Methods and Analytics, 2022-06-29 - 2022-07-01, Valencia, Spain.

Boswijk, H Peter and Cavaliere, Giuseppe and De Angelis, Luca and Taylor, AM Robert (2022) Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models. Econometric Reviews. (In Press)

Boswijk, H Peter and Cavaliere, Giuseppe and De Angelis, Luca and Taylor, AM Robert (2022) Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Brown, Ross and Linares Zegarra, Jose and Wilson, John OS (2022) Innovation and Borrower Discouragement in SMEs. Small Business Economics, 59 (4). pp. 1489-1517. DOI https://doi.org/10.1007/s11187-021-00587-1

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Cai, Xiangshang and De Cesari, Amedeo and Gao, Ning and Peng, Ni (2022) Acquisitions and Technology Value Revision. Management Science. (In Press)

Caiazza, Stefano and Fiordelisi, Franco and Galloppo, Giuseppe and Ricci, Ornella (2022) Informal Central Bank Communications: the role of investor memories. Economics Letters, 217. p. 110632. DOI https://doi.org/10.1016/j.econlet.2022.110632 (In Press)

Calonaci, Fabio and Kapetanios, George and Price, Simon (2022) Stock returns predictability with unstable predictors. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Cao, Qingqing and Di Pietro, Marco and Kokas, Sotirios and Minetti, Raoul (2022) Liquidity and Discipline. Bank Due Diligence over the Business Cycle. Journal of the European Economic Association, 20 (5). pp. 2136-2183. DOI https://doi.org/10.1093/jeea/jvac022

Casu, Barbara and Chiaramonte, Laura and Croci, Ettore and Filomeni, Stefano (2022) Access to Credit in a Market Downturn. Journal of Financial Services Research. DOI https://doi.org/10.1007/s10693-022-00388-x

Casu, Barbara and Gallo, Angela and Kalotychou, Elena and Sarkisyan, Anna (2022) Bank Misconduct, Board Diversity and CEO Turnover. Review of Corporate Finance. (In Press)

Cavaliere, Giuseppe and Ørregaard Nielsen, Morten and Taylor, AM Robert (2022) Adaptive Inference in Heteroskedastic Fractional Time Series Models. Journal of Business and Economic Statistics, 40 (1). pp. 50-65. DOI https://doi.org/10.1080/07350015.2020.1773275

Chaudhry, Amna Noor and Kontonikas, Alexandros and Vagenas‐Nanos, Evangelos (2022) Social Networks and the Informational Role of Financial Advisory Firms Centrality in Mergers and Acquisitions. British Journal of Management, 33 (2). pp. 958-979. DOI https://doi.org/10.1111/1467-8551.12477

Chronopoulos, Ilias and Giraitis, Liudas and Kapetanios, George (2022) Choosing between persistent and stationary volatility. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Chronopoulos, Ilias Christos and Giraitis, Liudas and Kapetanios, George (2022) Choosing between persistent and stationary volatility. Annals of Statistics, 50 (6). pp. 3466-3483. DOI https://doi.org/10.1214/22-AOS2236

Coakley, Jerry and Cumming, Douglas and Lazos, Aristogenis and Vismara, Silvio (2022) Corporate governance with crowd investors in innovative entrepreneurial finance: Nominee structure and coinvestment in equity crowdfunding. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Coakley, Jerry and Dotsis, George and Kourtis, Apostolos and Psychoyios, Dimitris (2022) The S&P 500 Index inclusion effect: Evidence from the options market. International Journal of Finance and Economics. (In Press)

Coakley, Jerry and Lazos, Aris and Linares Zegarra, Jose (2022) Equity crowdfunding founder teams: Campaign success and venture failure. British Journal of Management, 33 (1). pp. 286-305. DOI https://doi.org/10.1111/1467-8551.12494

Coakley, Jerry and Lazos, Aristogenis and Liñares-Zegarra, Jose (2022) Strategic entrepreneurial choice between competing crowdfunding platforms. The Journal of Technology Transfer, 47 (6). pp. 1794-1824. DOI https://doi.org/10.1007/s10961-021-09891-0

Coakley, Jerry and Lazos, Aristogenis and Liñares-Zegarra, José M (2022) Seasoned equity crowdfunded offerings. Journal of Corporate Finance, 77. p. 101880. DOI https://doi.org/10.1016/j.jcorpfin.2020.101880

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Demetrescu, Matei and Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2022) Extensions to IVX Methods of Inference for Return Predictability. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Demetrescu, Matei and Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2022) Extensions to IVX methods of inference for return predictability. Journal of Econometrics. DOI https://doi.org/10.1016/j.jeconom.2022.02.007

Demetrescu, Matei and Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2022) Testing for Episodic Predictability in Stock Returns. Journal of Econometrics, 227 (1). pp. 85-113. DOI https://doi.org/10.1016/j.jeconom.2020.01.001

Demetrescu, Matei and Rodrigues, Paulo MM and Taylor, AM Robert (2022) Transformed Regression-based Long-Horizon Predictability Tests. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Demetrescu, Matei and Rodrigues, Paulo MM and Taylor, AM Robert (2022) Transformed regression-based long-horizon predictability tests. Journal of Econometrics. DOI https://doi.org/10.1016/j.jeconom.2022.06.006

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Filomeni, Stefano and Baltas, Konstantinos (2022) Senior-subordinated structure: Buffer or signal in securitisation? The European Journal of Finance. pp. 1-34. DOI https://doi.org/10.1080/1351847X.2022.2052140 (In Press)

Filomeni, Stefano and Modina, Michele and Tabacco, Elena (2022) Trade Credit and Firm Investments: Empirical Evidence from Italian Cooperative Banks. Review of Quantitative Finance and Accounting. DOI https://doi.org/10.1007/s11156-022-01122-3

Fiordelisi, Franco and Grimaldi, Stefano and Lopez, Juan Sergio and Mazzilis, Maria Carmela and Ricci, Ornella (2022) The Beauty of Being Involved: The Case of Cooperative Banks. British Journal of Management. DOI https://doi.org/10.1111/1467-8551.12698

Fiordelisi, Franco and Lattanzio, Gabriele and Galloppo, Giuseppe (2022) Where Does Corporate Social Capital Matter the Most? Evidence From the COVID-19 Crisis. Finance Research Letters, 47. p. 102538. DOI https://doi.org/10.1016/j.frl.2021.102538

Fiordelisi, Franco and Ricci, Ornella and Santilli, Gianluca (2022) Environmental Engagement and Stock Price Crash Risk: Evidence From the European Banking Industry. Working Paper. SSRN. (Unpublished)

Fiordelisi, Franco and Scardozzi, Giulia (2022) Bank Funding Strategy After the Bail-in Announcement. Journal of Corporate Finance, 74. p. 102215. DOI https://doi.org/10.1016/j.jcorpfin.2022.102215

Fu, S.M. (2022) High Frequency Trading and Herding. PhD thesis, University of Essex.

Fu, Tong and Leng, Jingsi and Lin, Ming-Tsung and Goodwell, John (2022) External investor protection and internal corporate governance: Substitutes or complements for motivating foreign portfolio investment? Journal of International Financial Markets, Institutions and Money, 81. p. 101686. DOI https://doi.org/10.1016/j.intfin.2022.101686

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Gozgor, Giray and Lau, Marco Chi Keung and Zeng, Yan and Yan, Cheng and Lin, Zhibin (2022) The Impact of Geopolitical Risks on Tourism Supply in Developing Economies: The Moderating Role of Social Globalization. Journal of Travel Research, 61 (4). pp. 872-886. DOI https://doi.org/10.1177/00472875211004760

Gu, Yan and Ho, Kungcheng and Xia, Senmao and Yan, Cheng (2022) Do public environmental concerns promote new energy enterprises' development? Evidence from a quasi-natural experiment. Energy Economics, 109. p. 105967. DOI https://doi.org/10.1016/j.eneco.2022.105967

Guo, Haifeng and Hung, Chi-Hsiou and Kontonikas, Alexandros (2022) The Fed and the Stock Market: A Tale of Sentiment States. Journal of International Money and Finance, 128. p. 102707. DOI https://doi.org/10.1016/j.jimonfin.2022.102707

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Hoepner, Andreas and Lin, Ming-Tsung (2022) Do Shareholder Views Affect Corporate Political Activities? International Review of Financial Analysis, 84. p. 102310. DOI https://doi.org/10.1016/j.irfa.2022.102310

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Iacone, Fabrizio and Ørregaard Nielsen, Morten and Taylor, AM Robert (2022) Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks. Journal of Business and Economic Statistics, 40 (2). pp. 880-896. DOI https://doi.org/10.1080/07350015.2021.1876712

Ivan, Miruna and Banti, Chiara and Kellard, Neil (2022) Prime Money Market Funds Regulation, Global Liquidity, and the Crude Oil Market. Journal of International Money and Finance, 127. p. 102671. DOI https://doi.org/10.1016/j.jimonfin.2022.102671

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Kellard, Neil and Kontonikas, Alexandros and Lamla, Michael and Maiani, Stefano and Wood, Geoffrey (2022) Risk, Financial Stability and FDI. Journal of International Money and Finance, 120. p. 102232. DOI https://doi.org/10.1016/j.jimonfin.2020.102232

Kellard, Neil M and Kontonikas, Alexandros and Lamla, Michael and Maiani, Stefano (2022) Deal or No Deal? Modelling the Impact of Brexit Uncertainty on UK Private Equity Activity. British Journal of Management, 33 (1). pp. 46-68. DOI https://doi.org/10.1111/1467-8551.12479

Kokas, Sotirios and Degryse, Hans and Minetti, Raoul and Valentina, Peruzzi (2022) Bank Information and Firm Growth: Microeconomic Evidence from the US Credit Market. Journal of Financial Services Research. (In Press)

Kung-Cheng, Ho and Xiaoran, Kong and Yan, Cheng (2022) China's Historical Imperial Examination System and Corporate Social Responsibility. Pacific-Basin Finance Journal, 72. p. 101734. DOI https://doi.org/10.1016/j.pacfin.2022.101734

Kynigakis, Iason and Panopoulou, Ekaterini (2022) Does Model Complexity add Value to Asset Allocation? Evidence from Machine Learning Forecasting Models. Journal of Applied Econometrics, 37 (3). pp. 603-639. DOI https://doi.org/10.1002/jae.2885

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Leledakis, George N and Pyrgiotakis, Emmanouil G (2022) U.S. bank M&As in the post-Dodd–Frank Act era: Do they create value? Journal of Banking & Finance, Online. p. 105576. DOI https://doi.org/10.1016/j.jbankfin.2019.06.008

Liao, Yixin and Coakley, Jerry and Kellard, Neil (2022) Index tracking and beta arbitrage effects in comovement. International Review of Financial Analysis, 83. p. 102330. DOI https://doi.org/10.1016/j.irfa.2022.102330

Linares Zegarra, Jose and Wilson, John (2022) Policy Briefing: Gender, Ethnicity, and Access to Finance: Evidence for UK Social Enterprises. Other. ERC - Enterprise Research Centre.

Liu, Pei-Zhi and Narayan, Seema and Ren, Yi-Shuai and Jiang, Yong and Baltas, Konstantinos and Sharp, Basil (2022) Re-examining the income - CO₂ emissions nexus using the new kink regression model: does the Kuznets curve exist in G7 countries? Sustainability, 14 (7). DOI https://doi.org/10.3390/su14073955

Lu, Zhou and Gozgor, Giray and Mahalik, Mantu Kumar and Padhan, Hemachandra and Yan, Cheng (2022) Welfare gains from international trade and renewable energy demand: Evidence from the OECD countries. Energy Economics, 112. p. 106153. DOI https://doi.org/10.1016/j.eneco.2022.106153

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Megaritis, Anastasios (2022) Financial Market Risk and the Macroeconomy. PhD thesis, University of Essex.

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Panopoulou, Ekaterini and Nikolaos, Voukelatos (2022) Should hedge funds deviate from the benchmark? Financial Management, 51 (3). pp. 767-795. DOI https://doi.org/10.1111/fima.12383

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Ren, Xiaohang and Duan, Kun and Tao, Lizhu and Shi, Yukun and Yan, Cheng (2022) Carbon Prices Forecasting in Quantiles. Energy Economics, 108. p. 105862. DOI https://doi.org/10.1016/j.eneco.2022.105862

Ren, Xiaohang and Li, Yiying and Yan, Cheng and Wen, Fenghua and Lu, Zudi (2022) The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method. Technological Forecasting and Social Change, 179. p. 121611. DOI https://doi.org/10.1016/j.techfore.2022.121611

Ren, Xiaohang and Qin, Jianing and Jin, Chenglu and Yan, Cheng (2022) Global oil price uncertainty and excessive corporate debt in China. Energy Economics, 115. p. 106378. DOI https://doi.org/10.1016/j.eneco.2022.106378

Ren, Xiaohang and Tong, Ziwei and Sun, Xianming and Yan, Cheng (2022) Dynamic impacts of energy consumption on economic growth in China: Evidence from a non-parametric panel data model. Energy Economics, 107. p. 105855. DOI https://doi.org/10.1016/j.eneco.2022.105855

Ren, Xiaohang and Zhang, Xiao and Yan, Cheng and Gozgor, Giray (2022) Climate policy uncertainty and firm-level total factor productivity: Evidence from China. Energy Economics, 113. p. 106209. DOI https://doi.org/10.1016/j.eneco.2022.106209

Ren, Yishuai and Ma, Chaoqun and Kong, Xiaolin and Baltas, Konstantinos and Zureigat, Qasim (2022) Past, present, and future of the application of machine learning in cryptocurrency research. Research in International Business and Finance, 63. DOI https://doi.org/10.1016/j.ribaf.2022.101799

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Shi, Yukun and Chen, Ding and Guo, Biao and Xu, Yaofei and Yan, Cheng (2022) The information content of CDS implied volatility and associated trading strategies. International Review of Financial Analysis, 83. p. 102295. DOI https://doi.org/10.1016/j.irfa.2022.102295

Shi, Yukun and Stasinakis, Charalampos and Xu, Yaofei and Yan, Cheng (2022) Market Co-movement between Credit Default Swap Curves and Option Volatility Surfaces. International Review of Financial Analysis, 82. p. 102192. DOI https://doi.org/10.1016/j.irfa.2022.102192

Shi, Yunkun and Stasinakis, Charalampos and Xu, Yaofei and Yan, Cheng and Zhang, Xuan (2022) Stock price default boundary: A Black-Cox model approach. International Review of Financial Analysis, 83. p. 102284. DOI https://doi.org/10.1016/j.irfa.2022.102284

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Tsionas, Mike and Baltas, Konstantinos (2022) On identifying risk-adjusted efficiency gains or losses of prospective mergers and acquisitions. Annals of Operations Research, 318 (1). pp. 619-683. DOI https://doi.org/10.1007/s10479-022-04826-w

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Vitiello, Luiz and Poon, Ser-Huang (2022) Option pricing with random risk aversion. Review of Quantitative Finance and Accounting, 58 (4). pp. 1665-1684. DOI https://doi.org/10.1007/s11156-021-01034-8

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Wang, Jianda and Dong, Kangyin and Sha, Yezhou and Yan, Cheng (2022) Envisaging the carbon emissions efficiency of digitalization: The case of the internet economy for China. Technological Forecasting and Social Change, 184. p. 121965. DOI https://doi.org/10.1016/j.techfore.2022.121965

Wang, William Senyu (2022) Does subsidiary bank failure affect parents’ capital decisions? Evidence from US bank holding companies. Journal of Empirical Finance, 69. pp. 208-223. DOI https://doi.org/10.1016/j.jempfin.2022.10.002

Wang, Xichen and Yan, Cheng (2022) Does the Relative Importance of the Push and Pull Factors of Foreign Capital Flows Vary Across Quantiles? IMF Economic Review, 70 (2). pp. 252-299. DOI https://doi.org/10.1057/s41308-021-00151-7

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Yan, Cheng and Mao, Zhicheng and Ho, Kung-Cheng (2022) Effect of green financial reform and innovation pilot zones on corporate investment efficiency. Energy Economics, 113. p. 106185. DOI https://doi.org/10.1016/j.eneco.2022.106185

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Zafar, Usman and Kellard, Neil and Vinogradov, Dmitri (2022) Multi-Stage Optimization Filter for Trend Based Short-Term Forecasting. Journal of Forecasting, 41 (2). pp. 345-360. DOI https://doi.org/10.1002/for.2810

Zarrabi, Nima and Snaith, Stuart and Coakley, Jerry (2022) Exchange rate forecasting using economic models and technical trading rules. The European Journal of Finance, 28 (10). pp. 997-1018. DOI https://doi.org/10.1080/1351847x.2021.1949368

Zhang, Mengyu and Verousis, Thanos and Kalaitzoglou, Iordanis (2022) Information and the arrival rate of option trading volume. Journal of Futures Markets, 42 (4). pp. 605-644. DOI https://doi.org/10.1002/fut.22299

Zhu, Qi and Jin, Sisi and Huang, Yuxuan and Yan, Cheng (2022) Oil price uncertainty and stock price informativeness: Evidence from listed U.S. companies. Energy Economics, 113. p. 106197. DOI https://doi.org/10.1016/j.eneco.2022.106197

Zhu, Qi and Jin, Sisi and Huang, Yuxuan and Yan, Cheng and Chen, Chuanglian (2022) Oil price uncertainty and stock price informativeness: Evidence from investment-price sensitivity in China. International Review of Financial Analysis, 84. p. 102377. DOI https://doi.org/10.1016/j.irfa.2022.102377