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Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2023

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Number of items: 15.

A

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

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

B

Banti, Chiara and Biddle, Gary and Jona, Jonathan (2023) Does a Liability of Foreignness in Liquidity Apply to US IPOs? Accounting and Business Research. pp. 1-34. 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 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

C

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

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

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 (Unpublished)

D

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

F

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

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

H

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

P

Prokopczuk, Marcel and Symeonidis, Lazaros and Wese Simen, Chardin and Wichmann, Robert (2023) Convenience Yield Risk. Energy Economics. (In Press)

Z

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

This list was generated on Wed Feb 8 13:38:25 2023 GMT.