Items where Division is "Faculty of Social Sciences > Essex Business School > Essex Finance Centre" and Year is 2024

A

Aghyrou, Michael and Gadea, Maria-Dolores and Kontonikas, Alexandros (2024) Private bank deposits and macro/fiscal risk in the euro area. Journal of International Money and Finance, 140. p. 102992. DOI https://doi.org/10.1016/j.jimonfin.2023.102992

Alexandridis, Antonios and Panopoulou, Ekaterini and Souropanis, Ioannis (2024) Forecasting Exchange Rates: An Iterated Combination Constrained Predictor Approach. Journal of Forecasting, 43 (4). pp. 983-1017. DOI https://doi.org/10.1002/for.3067

Alexandridis, Antonios K and Panopoulou, Ekaterini and Souropanis, Ioannis (2024) Forecasting exchange rate volatility: An amalgamation approach. Journal of International Financial Markets, Institutions and Money, 97. p. 102067. DOI https://doi.org/10.1016/j.intfin.2024.102067

Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2024) Bonferroni Type Tests for Return Predictability and the Initial Condition. Journal of Business and Economic Statistics, 42 (2). pp. 499-515. DOI https://doi.org/10.1080/07350015.2023.2201313

Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2024) Bonferroni-Type Tests for Return Predictability with Possibly Trending Predictors. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2024) Bonferroni‐Type Tests for Return Predictability with Possibly Trending Predictors. Journal of Applied Econometrics, 40 (1). pp. 37-56. DOI https://doi.org/10.1002/jae.3094

B

Baltas, Konstantinos (2024) The nexus between bank efficiency and leverage. International Journal of Finance and Economics, 30 (1). pp. 811-839. DOI https://doi.org/10.1002/ijfe.2941

Baltas, Konstantinos and Liñares-Zegarra, Jose (2024) Efficiency and Financial Risk Management Practices of Microfinance Institutions. International Journal of Finance and Economics, 30 (2). pp. 1011-1031. DOI https://doi.org/10.1002/ijfe.2956

Baltas, Konstantinos and Mann, Robert and Baltas, Nicholaos (2024) The COVID-19 Pandemic and Unsustainable PPE Materials: A Correlation and Causality Analysis. Environmental and Resource Economics, 87 (87). pp. 1651-1671. DOI https://doi.org/10.1007/s10640-024-00870-1

Banti, Chiara and Bose, Udichibarna (2024) Shifts in Global Credit and Corporate Access to Finance. Journal of Financial Stability, 74. p. 100853. DOI https://doi.org/10.1016/j.jfs.2021.100853

Banti, Chiara and Phylaktis, Kate (2024) Are Institutional Investors the Culprit of Rising Global House Prices? Real Estate Economics, 53 (2). pp. 210-265. DOI https://doi.org/10.1111/1540-6229.12514

Bao, Te and Duffy, John and Zhu, Jiahua (2024) Information Ambiguity, Market Institutions and Asset Prices: Experimental Evidence. Management Science, 71 (4). pp. 3232-3252. DOI https://doi.org/10.1287/mnsc.2022.01223

Bermpei, Theodora and Linares Zegarra, Jose (2024) Local Public Corruption and Corporate Debt Concentration: Evidence from US firms. The European Journal of Finance, 30 (15). pp. 1703-1727. DOI https://doi.org/10.1080/1351847X.2024.2333849

Bitetto, Alessandro and Cerchiello, Paola and Filomeni, Stefano and Tanda, Alessandra and Tarantino, Barbara (2024) Can we trust machine learning to predict the credit risk of small businesses? Review of Quantitative Finance and Accounting, 63 (3). pp. 925-954. DOI https://doi.org/10.1007/s11156-024-01278-0

C

Chen, Shenglan and Cumming, Douglas and Liu, Xiaoling and Ma, Hui and Yan, Cheng (2024) Alumni Network Centrality and Competitive Aggressiveness. British Journal of Management, 36 (1). pp. 1-30. DOI https://doi.org/10.1111/1467-8551.12849

F

Fang, Xiaohua and Girardone, Claudia and Li, Yiwei and Zeng, Yeqin (2024) Generalist CEOs and stock price crash risk. Journal of Business Finance & Accounting, 52 (1). pp. 182-221. DOI https://doi.org/10.1111/jbfa.12804

Fernandes, Filipa and Guariglia, Alessandra and Kontonikas, Alexandros and Tsoukas, Serafeim (2024) Why do firms extend trade credit? The role of inventories. International Journal of Finance and Economics, 30 (2). pp. 1785-1802. DOI https://doi.org/10.1002/ijfe.2975

Filomeni, Stefano (2024) Securitization and Risk Appetite: Empirical Evidence from US Banks. Review of Quantitative Finance and Accounting, 63 (2). pp. 433-468. DOI https://doi.org/10.1007/s11156-024-01261-9

Filomeni, Stefano and Bose, Udichibarna and Megaritis, Anastasios and Triantafyllou, Athanasios (2024) Can market information outperform hard and soft information in predicting corporate defaults? International Journal of Finance and Economics, 29 (3). pp. 3567-3592. DOI https://doi.org/10.1002/ijfe.2840

Fu, Servanna Mianjun and Kellard, Neil and Verousis, Thanos and Kalaitzoglou, Iordanis (2024) High Frequency Trading and Stock Herding. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Fulop, Andras and Li, Junye and Liu, Hening and Yan, Cheng (2024) Estimating and Testing Long-Run Risk Models: International Evidence. Management Science, 71 (4). pp. 3517-3536. DOI https://doi.org/10.1287/mnsc.2022.04054

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Girardone, Claudia and Li, Jiyuan and Li, Yiwei and Zhao, Mengying (2024) CEO Inside Debt and Corporate Investment Efficiency. International Journal of Finance and Economics. DOI https://doi.org/10.1002/ijfe.3066

Godfrey, Christopher and Hoepner, Andreas and Lin, Ming-Tsung and Poon, Ser-Huang (2024) Women on boards and corporate social irresponsibility: Evidence from a Granger style reverse causality minimisation procedure. The European Journal of Finance, 30 (1). pp. 1-27. DOI https://doi.org/10.1080/1351847X.2020.1841664 (In Press)

H

Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert and Zu, Yang (2024) A New Heteroskedasticity-Robust Test for Explosive Bubbles. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert and Zu, Yang (2024) A New Heteroskedasticity-Robust Test for Explosive Bubbles. Journal of Time Series Analysis. DOI https://doi.org/10.1111/jtsa.12784

He, Xiangyi and Li, Yiwei and Li, Houjian (2024) Revolutionizing Bitcoin price forecasts: A comparative study of advanced hybrid deep learning architectures. Finance Research Letters, 69. p. 106136. DOI https://doi.org/10.1016/j.frl.2024.106136

He, Xudong (2024) Essays on Political Connections and Financial Decisions of Households and Corporates. Doctoral thesis, University of Essex.

Ho, Kung-Cheng and Gu, Yan and Yan, Cheng and Gozgor, Giray (2024) Peer effects in the online peer-to-peer lending market: Ex-ante selection and ex-post learning. International Review of Financial Analysis, 92. p. 103056. DOI https://doi.org/10.1016/j.irfa.2023.103056

Ho, Kung-Cheng and Yan, Cheng and Gozgor, Giray and Gu, Yan (2024) Energy related public environmental concerns and intra-firm pay gap in polluting enterprises: Evidence from China. Energy Economics, 130. p. 107320. DOI https://doi.org/10.1016/j.eneco.2024.107320

J

Jiang, Yong and Ding, Xiao and Ren, Yi-Shuai and Kong, Xiaolin and Baltas, Konstantinos (2024) Low-carbon city pilot policy and green investors entry. Finance Research Letters, 64. p. 105421. DOI https://doi.org/10.1016/j.frl.2024.105421

K

Katsafados, Apostolos G and Leledakis, George N and Pyrgiotakis, Emmanouil G and Androutsopoulos, Ion and Fergadiotis, Manos (2024) Machine learning in bank merger prediction: A text-based approach. European Journal of Operational Research, 312 (2). pp. 783-797. DOI https://doi.org/10.1016/j.ejor.2023.07.039

Kazembalaghi, Shabnam (2024) New sources of entrepreneurial finance. Doctoral thesis, University of Essex.

Kazembalaghi, Shabnam and Coakley, Jerry and Liñares-Zegarra, José M and Vismara, Silvio (2024) Digital equity and government support during COVID-19. Small Business Economics, 64 (4). DOI https://doi.org/10.1007/s11187-024-00961-9

Kong, Xiaolin and Ma, Chaoqun and Ren, Yi-Shuai and Baltas, Konstantinos and Narayan, Seema (2024) A Comparative Analysis of the Price Explosiveness in Bitcoin and Forked Coins. Finance Research Letters, 61. p. 104955. DOI https://doi.org/10.1016/j.frl.2023.104955

Kong, Xiaoran and Yan, Cheng and Ho, Kung-Cheng (2024) The impact of climate change on credit cycles: Evidence from China's bond market. Technological Forecasting and Social Change, 206. p. 123490. DOI https://doi.org/10.1016/j.techfore.2024.123490

Kontonikas, Alexandros and Pyrgiotakis, Emmanouil (2024) A comprehensive analysis of transactions in the Greek residential property market. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

L

Linares Zegarra, Jose and Wilson, John OS (2024) Access to Finance for UK Social Enterprises. The European Journal of Finance, 30 (15). pp. 1757-1784. DOI https://doi.org/10.1080/1351847X.2024.2332712

M

Makrychoriti, Panagiota and Pyrgiotakis, Emmanouil G (2024) Firm-level political risk and stock price crashes. Journal of Financial Stability, 74. p. 101303. DOI https://doi.org/10.1016/j.jfs.2024.101303

Manac, Radu and Banti, Chiara and Kellard, Neil (2024) How does standardization affect OTC markets in the long term? Evidence from the Small Bang reform in the CDS market. Journal of International Financial Markets, Institutions and Money, 96 (Octobe). p. 102043. DOI https://doi.org/10.1016/j.intfin.2024.102043

Megaritis, Anastasios and Kontonikas, Alexandros and Vlastakis, Nikolaos and Triantafyllou, Athanasios (2024) The term structure of interest rates as predictor of stock market volatility. International Journal of Finance and Economics, 30 (3). pp. 3212-3229. DOI https://doi.org/10.1002/ijfe.3029

Menkveld, Albert J and Dreber, Anna and Verousis, Athanasios and Yan, Cheng and et al. (2024) Nonstandard errors. The Journal of Finance, 79 (3). pp. 2339-2390. DOI https://doi.org/10.1111/jofi.13337

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Phan, Chung and Filomeni, Stefano and Kok, Seng Kiong (2024) The impact of technology on access to credit: A review of loan approval and terms in rural Vietnam and Thailand. Research in International Business and Finance, 72 (A). p. 102504. DOI https://doi.org/10.1016/j.ribaf.2024.102504

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Ren, Xiaohang and An, Yaning and Jin, Chenglu and Yan, Cheng (2024) Weathering the policy storm: How climate strategy volatility shapes corporate total factor productivity. Energy Economics, 134. p. 107553. DOI https://doi.org/10.1016/j.eneco.2024.107553

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Sarkisyan, Anna and Kellard, Neil and Makhlouf, Yousef and Vinogradov, Dmitri (2024) Women's Empowerment and Child Mortality. World Development, 183. p. 106712. DOI https://doi.org/10.1016/j.worlddev.2024.106712

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Wang, Shuangshi and Yan, Cheng and Zhao, Yuqian (2024) Technological peer pressure and corporate sustainability. Energy Economics, 130. p. 107257. DOI https://doi.org/10.1016/j.eneco.2023.107257

Z

Zhang, Xuan and Kim, Minjoo and Yan, Cheng and Zhao, Yang (2024) Default dependence in the insurance and banking sectors: A copula approach. Journal of International Financial Markets, Institutions and Money, 91. p. 101911. DOI https://doi.org/10.1016/j.intfin.2023.101911