Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2023
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Ahmed, Shamim and Bu, Ziwen and Symeonidis, Lazaros and Tsvetanov, Daniel (2023) Which factor model? A systematic return covariation perspective. Journal of International Money and Finance, 136. p. 102865. DOI https://doi.org/10.1016/j.jimonfin.2023.102865
Alexandridis, Antonios K and Apergis, Iraklis and Panopoulou, Ekaterini and Voukelatos, Nikolaos (2023) Equity premium prediction: The role of information from the options market. Journal of Financial Markets, 64. p. 100801. DOI https://doi.org/10.1016/j.finmar.2022.100801
Aljughaiman, Abdullah and Salama, Aly and Verousis, Thanos (2023) Corporate Governance, Shariāah Governance and Financial Flexibility: Evidence from the MENA region. International Journal of Finance and Economics, 29 (4). pp. 4319-4338. DOI https://doi.org/10.1002/ijfe.2878
Aretz, Kevin and Lin, Ming-Tsung and Poon, Ser-Huang (2023) Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns. Review of Finance, 27 (1). pp. 289-323. DOI https://doi.org/10.1093/rof/rfac003
Argyropoulos, Christos and Candelon, Bertrand and Hasse, Jean-Baptiste and Panopoulou, Ekaterini (2023) Towards a Macroprudential Regulatory Framework for Mutual Funds. International Journal of Finance and Economics, 29 (3). pp. 3063-3082. DOI https://doi.org/10.1002/ijfe.2815
Arun, Shoba and Annim, Samuel and Bose, Udichibarna and Arun, Thankom (2023) Gendered Financial Behaviour in Ghana: A Comparative Study with South Africa. In: Financial Sector Development in Ghana Exploring Bank Stability, Financing Models, and Development Challenges for Sustainable Financial Markets. Palgrave Macmillan Studies in Banking and Financial Institutions . Palgrave Macmillan, pp. 105-131. ISBN 9783031093449. Official URL: https://doi.org/10.1007/978-3-031-09345-6_5
Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert and Zu, Yang (2023) CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility. Journal of Financial Econometrics, 21 (1). pp. 187-227. DOI https://doi.org/10.1093/jjfinec/nbab009
Astill, Sam and Taylor, AM Robert and Kellard, Neil and Korkos, Ioannis (2023) Using Covariates to Improve the Efficacy of Univariate Bubble Detection Methods. Journal of Empirical Finance, 70. pp. 342-366. DOI https://doi.org/10.1016/j.jempfin.2022.12.008
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Baeshen, Latifah (2023) Financial Inclusion in Islamic vs. Non-Islamic Countries, FinTech and Bank Competition. Doctoral thesis, University of Essex.
Baltas, Konstantinos and Mann, Robert (2023) What drives the performance and causality of Green Bond Indexes? The European Journal of Finance, 30 (3). pp. 269-287. DOI https://doi.org/10.1080/1351847X.2023.2208168
Banti, Chiara and Biddle, Gary and Jona, Jonathan (2023) Does a Liability of Foreignness in Liquidity Apply to US IPOs? Accounting and Business Research, 54 (4). pp. 423-456. DOI https://doi.org/10.1080/00014788.2022.2150595
Belton, Daniel and Gambacorta, Leonardo and Kokas, Sotirios and Minetti, Raoul (2023) Foreign Banks, Liquidity Shocks, and Credit Stability. The Review of Corporate Finance Studies, 12 (1). pp. 131-169. DOI https://doi.org/10.1093/rcfs/cfab020
Bermpei, Theodora and DeglāInnocenti, Marta and Kalyvas, Antonios Nikolaos and Zhou, Si (2023) Lender individualism and monitoring: Evidence from syndicated loans. Journal of Financial Stability, 66. p. 101123. DOI https://doi.org/10.1016/j.jfs.2023.101123
Bermpei, Theodora and Kalyvas, Antonios Nikolaos and Wolfe, Simon (2023) Does IRS Monitoring Matter for the Cost of Bank Loans? Journal of Financial Services Research, 65 (2-3). pp. 153-188. DOI https://doi.org/10.1007/s10693-023-00403-9
Bermpei, Theodora and Karadimitropoulou, Aikaterini and Triantafyllou, Athanasios and Alshalahi, Jebreel (2023) Does commodity price uncertainty matter for the cost of credit? Evidence from developing and advanced economies. Journal of Commodity Markets, 29. p. 100306. DOI https://doi.org/10.1016/j.jcomm.2022.100306
Bitetto, Alessandro and Cerchiello, Paola and Filomeni, Stefano and Tanda, Alessandra and Tarantino, Barbara (2023) Machine Learning and Credit Risk: Empirical Evidence from small- and mid-sized businesses. Socio-Economic Planning Sciences, 90. p. 101746. DOI https://doi.org/10.1016/j.seps.2023.101746
Boswijk, H Peter and Cavaliere, Giuseppe and De Angelis, Luca and Taylor, AM Robert (2023) Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models. Econometric Reviews, 42 (9-10). pp. 725-757. DOI https://doi.org/10.1080/07474938.2023.2222633
Brahma, Sanjukta and Gavriilidis, Konstantinos and Kallinterakis, Vasileios and Verousis, Thanos and Zhang, Mengyu (2023) LGBTQ and Finance. International Review of Financial Analysis, 86. p. 102547. DOI https://doi.org/10.1016/j.irfa.2023.102547
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Carboni, Marika and Fiordelisi, Franco and Trinugroho, Irwan (2023) Do investors like political connections? Economics Letters, 222. p. 110943. DOI https://doi.org/10.1016/j.econlet.2022.110943
Casu, Barbara and Gallo, Angela and Kalotychou, Elena and Sarkisyan, Anna (2023) Bank Misconduct, Board Diversity and CEO Turnover. Review of Corporate Finance, 3 (1-2). pp. 149-174. DOI https://doi.org/10.1561/114.00000038
Chan, Ka Kei and Kolokolova, Olga and Lin, Ming-Tsung and Poon, Ser-Huang (2023) Price Convergence between Credit Default Swap and Put Option: New Evidence. Journal of Empirical Finance, 72. pp. 188-213. DOI https://doi.org/10.1016/j.jempfin.2023.03.008
Chen, Chang-Chih and Ho, Kung-Cheng and Yan, Cheng and Yeh, Chung-Ying and Yu, Min-Teh (2023) Does ambiguity matter for corporate debt financing? Theory and evidence. Journal of Corporate Finance, 80. p. 102425. DOI https://doi.org/10.1016/j.jcorpfin.2023.102425
Chen, Louisa and Shen, Liya and Zhou, Zhiping (2023) Understand Funding Liquidity and Market Liquidity in a Regime-switching Model. International Journal of Finance and Economics, 28 (1). pp. 589-605. DOI https://doi.org/10.1002/ijfe.2438
Chen, Louisa and Verousis, Thanos and Wang, Kai and Zhou, Zhiping (2023) Financial stress and commodity price volatility. Energy Economics, 125. p. 106874. DOI https://doi.org/10.1016/j.eneco.2023.106874 (In Press)
Cheng, Tingting and Yan, Cheng and Yan, Yayi (2023) De facto timeāvarying indicesābased benchmarks for mutual fund returns. Journal of Financial Research, 46 (2). pp. 469-496. DOI https://doi.org/10.1111/jfir.12318
Chronopoulos, Ilias and Raftapostolos, Aristeidis and Kapetanios, George (2023) Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression. Journal of Financial Econometrics, 22 (3). pp. 636-669. DOI https://doi.org/10.1093/jjfinec/nbad014
Chronopoulos, Ilias and Raftapostolos, Aristeidis and Kapetanios, George (2023) Forecasting Value-at-Risk using deep neural network quantile regression. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)
Chu, Nhat Minh Vuong (2023) Essays On Explosive Time Series. Doctoral thesis, University of Essex.
Coakley, Jerry and Huang, Winifred (2023) P2P lending and outside entrepreneurial finance. The European Journal of Finance, Online (13). pp. 1-18. DOI https://doi.org/10.1080/1351847x.2020.1842223
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D'Apice, Vincenzo and Fiordelisi, Franco and Puopolo, Giovanni W (2023) Lending quality and contracts enforcement reforms. European Financial Management, 30 (1). pp. 440-464. DOI https://doi.org/10.1111/eufm.12422
Degl'Innocenti, Marta and Fiordelisi, Franco and Song, Wei and Zhou, Si (2023) Shareholder Litigation and Bank Risk. Journal of Banking and Finance, 146. p. 106707. DOI https://doi.org/10.1016/j.jbankfin.2022.106707
Degryse, Hans and Kokas, Sotirios and Minetti, Raoul and Valentina, Peruzzi (2023) Bank Information and Firm Growth: Microeconomic Evidence from the US Credit Market. Journal of Financial Services Research. DOI https://doi.org/10.1007/s10693-023-00410-w
Drousia, Angeliki and Episcopos, Athanasios and Leledakis, George N and Pyrgiotakis, Emmanouil G (2023) EU Regulation and open market share repurchases: new evidence. The European Journal of Finance, 29 (9). pp. 1022-1042. DOI https://doi.org/10.1080/1351847x.2021.1910529
Duan, Kun and Liu, Yang and Yan, Cheng and Huang, Yingying (2023) Differences in carbon risk spillovers with green versus traditional assets: Evidence from a full distributional analysis. Energy Economics, 127. p. 107049. DOI https://doi.org/10.1016/j.eneco.2023.107049
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Fang, Ming and Njangang, Henri and Padhan, Hemachandra and Simo, Colette and Yan, Cheng (2023) Social media and energy justice: A global evidence. Energy Economics, 125. p. 106886. DOI https://doi.org/10.1016/j.eneco.2023.106886
Fang, Yiwei and Fiordelisi, Franco and Hasan, Iftekhar and Leung, Woon Sau and Wong, Gabriel (2023) Corporate culture and firm value: Evidence from crisis. Journal of Banking and Finance, 146. p. 106710. DOI https://doi.org/10.1016/j.jbankfin.2022.106710
Filomeni, Stefano (2023) The impact of the Paycheck Protection Program on the risk-taking behaviour of US banks. Review of Quantitative Finance and Accounting, 62 (4). pp. 1329-1353. DOI https://doi.org/10.1007/s11156-023-01223-7
Filomeni, Stefano and Baltas, Konstantinos (2023) Senior-subordinated structure: Buffer or signal in securitisation? The European Journal of Finance, 29 (3). pp. 329-362. DOI https://doi.org/10.1080/1351847X.2022.2052140 (In Press)
Fiordelisi, Franco and Galloppo, Giuseppe and Lattanzio, Gabriele and Paimanova, Viktoriia (2023) Looking at Socially Responsible Investment Strategies Through the Lenses of the Global ETF Industry. Journal of International Money and Finance, 137. p. 102917. DOI https://doi.org/10.1016/j.jimonfin.2023.102917
Fiordelisi, Franco and Galloppo, Giuseppe and Paimanova, Viktoriia (2023) Climate change shocks and socially responsible investments. Business Ethics, the Environment and Responsibility, 32 (1). pp. 40-56. DOI https://doi.org/10.1111/beer.12477
Fu, Xi and Li, Yiwei and Zhang, Zhifang (2023) Institutional investors, non-mandatory regulations, and board gender diversity. Finance Research Letters, 58 (C). p. 104509. DOI https://doi.org/10.1016/j.frl.2023.104509
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Guo, Haifeng and Hung, Chi-Hsiou and Kontonikas, Alexandros and Zeng, Yeqin (2023) Flight to Lottery Ahead of FOMC Announcements: Institutional Investors or Retail Investors? British Journal of Management, 35 (2). pp. 1076-1096. DOI https://doi.org/10.1111/1467-8551.12755
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Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2023) Improved Tests for Stock Return Predictability. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)
Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2023) Improved tests for stock return predictability. Econometric Reviews, 42 (9-10). pp. 834-861. DOI https://doi.org/10.1080/07474938.2023.2222634
Ho, Kung-Cheng and Chen, Yiling and Ye, Dezhu and Yan, Cheng (2023) Now is the Time: The Impact of Linguistic Time Reference on Corporate Default Risk. The International Journal of Accounting, 58 (04). DOI https://doi.org/10.1142/s1094406023500105
Ho, Kung-Cheng and Shen, Xixi and Yan, Cheng and Hu, Xiang (2023) Influence of green innovation on disclosure quality: Mediating role of media attention. Technological Forecasting and Social Change, 188. p. 122314. DOI https://doi.org/10.1016/j.techfore.2022.122314
Ho, Kung-Cheng and Yan, Cheng and Mao, Zhicheng and An, FuJia (2023) Corporate sustainability policies and corporate investment efficiency: Evidence from the quasi-natural experiment in China. Energy Economics, 127 (B). p. 107050. DOI https://doi.org/10.1016/j.eneco.2023.107050
Huang, Yuxuan and Zhu, Qi and Yan, Cheng and Zeng, Yeqin (2023) Your gender identity is who you are: Female chief executive officers and corporate debt structure. International Journal of Finance & Economics, 30 (1). pp. 426-454. DOI https://doi.org/10.1002/ijfe.2923
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Instefjord, Norvald and Nakata, Hiroyuki (2023) Micro-Prudential Regulation and Loan Monitoring. Journal of Financial Services Research, 63 (3). pp. 339-362. DOI https://doi.org/10.1007/s10693-021-00376-7 (In Press)
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Kellard, Neil and Kontonikas, Alexandros and Lamla, Michael and Maiani, Stefano and Wood, Geoffrey (2023) Institutional Settings and Financing Green Innovation. Journal of International Financial Markets, Institutions and Money, 89. p. 101853. DOI https://doi.org/10.1016/j.intfin.2023.101853
Kellard, Neil and Madsen, Jakob B and Snaith, Stuart (2023) Long-Run Movements in Real Exchange Rates: 1264 to 2020. Working Paper. Essex Finance Centre Working Papers. (Unpublished)
Kong, Xiaolin and Ma, Chaoqun and Ren, Yi-Shuai and Narayan, Seema and Nguyen, Thong Trung and Baltas, Konstantinos (2023) Changes in the market structure and risk management of Bitcoin and its forked coins. Research in International Business and Finance, 65. p. 101930. DOI https://doi.org/10.1016/j.ribaf.2023.101930
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Li, Yiwei and Wei, Song and Qinjing, Zhang and Tingyu, Sun (2023) The Impact of Shareholder Litigation Risk on Income Smoothing. Review of Quantitative Finance and Accounting, 61 (4). pp. 1379-1413. DOI https://doi.org/10.1007/s11156-023-01193-w
Li, Yiying and Yan, Cheng and Ren, Xiaohang (2023) Do uncertainties affect clean energy markets? Comparisons from a multi-frequency and multi-quantile framework. Energy Economics, 121. p. 106679. DOI https://doi.org/10.1016/j.eneco.2023.106679
Linares Zegarra, Jose and Wilson, John OS (2023) Navigating Uncertainty: The Resilience of Third Sector Organizations and Socially-oriented SMEs during the COVID-19 Pandemic. Financial Accountability and Management, 40 (3). pp. 282-307. DOI https://doi.org/10.1111/faam.12373
Liu, Jing and Xia, Senmao and Wang, Zhaoxing and Nie, Jiajia and Ameen, Nisreen and Yan, Cheng and Lim, Ming K (2023) How to balance economic profits and environmental protection: The impacts of cash hedging on remanufacturing supply chain. International Journal of Production Economics, 258. p. 108783. DOI https://doi.org/10.1016/j.ijpe.2023.108783
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Makhlouf, Yousef and Kellard, Neil and Vinogradov, Dmitri (2023) Banks, financial markets, and income inequality. International Journal of Finance and Economics, 30 (1). pp. 117-133. DOI https://doi.org/10.1002/ijfe.2910
Makhlouf, Yousef and Kellard, Neil and Vinogradov, Dmitri (2023) What moves commodity terms-of-trade? Evidence from 178 countries. Journal of Commodity Markets, 32. p. 100359. DOI https://doi.org/10.1016/j.jcomm.2023.100359
Mike, Clements and Li, Yiwei and Carol, Padget and Xiu-ye, Zhang (2023) Does the age of compensation committee members matter for CEO compensation? Corporate Governance, 32 (4). pp. 600-624. DOI https://doi.org/10.1111/corg.12560
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Prokopczuk, Marcel and Symeonidis, Lazaros and Wese Simen, Chardin and Wichmann, Robert (2023) Convenience Yield Risk. Energy Economics, 120. p. 106536. DOI https://doi.org/10.1016/j.eneco.2023.106536
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Ren, Xiaohang and Dou, Yue and Dong, Kangyin and Yan, Cheng (2023) Spillover effects among crude oil, carbon, and stock markets: evidence from nonparametric causality-in-quantiles tests. Applied Economics, 55 (38). pp. 4486-4509. DOI https://doi.org/10.1080/00036846.2022.2128297
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Sha'ban, Main and Girardone, Claudia and Sarkisyan, Anna and Arun, Thankom (2023) On the Relationship between Financial Inclusion and Bank Performance. Economic Notes: Review of Banking, Finance and Monetary Economics, 52 (3). DOI https://doi.org/10.1111/ecno.12225
Shen, Zhe and Li, Haili and Instefjord, Norvald and Liu, Xinming (2023) Audit committee equity incentives and stock price crash risk. Review of Quantitative Finance and Accounting, 62 (3). pp. 1145-1190. DOI https://doi.org/10.1007/s11156-023-01233-5
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Wilson, John OS and Linares Zegarra, Jose (2023) The impact of Brexit on the internationalisation, innovation and turnover of UK SMEs: Implications for the UKās industrial strategy and the ālevelling upā agenda. Other. Enterprise Research Centre Research Paper No 105.
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Zhang, Cheng and Ho, Kung-Cheng and Yan, Cheng and Gong, Yujing (2023) Societal Trust and Firm-level Trust: Substitute or Complement? An International Evidence. International Review of Financial Analysis, 86. p. 102543. DOI https://doi.org/10.1016/j.irfa.2023.102543