Items where Subject is "H Social Sciences > HG Finance"

A

Abdul Aziz, Nor Syahilla and Vrontos, Spyridon and Hasim, Haslifah M (2019) Evaluation of Multivariate GARCH Models in an Optimal Asset Allocation Framework. The North American Journal of Economics and Finance, 47. pp. 568-596. DOI https://doi.org/10.1016/j.najef.2018.06.012

Abdullah, Aminah and Khadaroo, Iqbal (2014) Addressing the financial crisis: perceived effectiveness of Basel III. Journal of International Banking Law and Regulation, 29 (3). pp. 125-148.

Abdullah, Aminah and Khadaroo, Iqbal and Zhameshov, Nurlan (2014) The relevance of International Financial Reporting Standards to Kazakhstan: perception of auditors. International Journal of Accounting and Finance, 4 (3). p. 305. DOI https://doi.org/10.1504/ijaf.2014.058146

Accominotti, Olivier and Cen, Jason and Chambers, David and Marsh, Ian W (2019) Currency Regimes and the Carry Trade. Journal of Financial and Quantitative Analysis, 54 (5). pp. 2233-2260. DOI https://doi.org/10.1017/S002210901900019X

Adhikari, P (2017) Public sector accounting practices and reforms in Nepal. In: The Routledge Handbook of Accounting in Asia. Routledge. ISBN 9781138189034. Official URL: https://www.routledge.com/Routledge-Handbook-of-Ac...

Afonso, A and Arghyrou, MG and Bagdatoglou, G and Kontonikas, A (2015) On the time-varying relationship between EMU sovereign spreads and their determinants. Economic Modelling, 44 (C). pp. 363-371. DOI https://doi.org/10.1016/j.econmod.2014.07.025

Afonso, A and Arghyrou, MG and Gadea, MD and Kontonikas, A (2017) "Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. Working Paper. Essex Finance Centre Working Papers, Colchester.

Afonso, Antonio and Arghyrou, Michael and Gadea, María Dolore and Kontonikas, Alexandros (2018) “Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. Journal of International Money and Finance, 86. pp. 1-30. DOI https://doi.org/10.1016/j.jimonfin.2018.04.005

Afonso, António and Arghyrou, Michael G and Kontonikas, Alexandros (2014) PRICING SOVEREIGN BOND RISK IN THE EUROPEAN MONETARY UNION AREA: AN EMPIRICAL INVESTIGATION. International Journal of Finance & Economics, 19 (1). pp. 49-56. DOI https://doi.org/10.1002/ijfe.1484

Ahmed, Shamim and Tsvetanov, Daniel (2016) The predictive performance of commodity futures risk factors. Journal of Banking & Finance, 71. pp. 20-36. DOI https://doi.org/10.1016/j.jbankfin.2016.06.011

Akpak Aygul, Melek (2016) An examination of commodity derivative markets: efficiency, volatility and diversification benefits. PhD thesis, University of Essex.

Al Hesso, Souhaila (2016) Profitability of Trading Rules in MENA Stock Markets. Masters thesis, University of Essex.

Alan, Sule and Cemalcilar, Mehmet and Karlan, Dean and Zinman, Jonathan (2018) Unshrouding: Evidence from Bank Overdrafts in Turkey. The Journal of Finance, 73 (2). pp. 481-522. DOI https://doi.org/10.1111/jofi.12593

Alan, Sule and Loranth, Gyongyi (2013) Subprime Consumer Credit Demand: Evidence from a Lender's Pricing Experiment. Review of Financial Studies, 26 (9). pp. 2353-2374. DOI https://doi.org/10.1093/rfs/hht029

Alentorn, A and Markose, SM (2008) Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR). In: Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli. Springer, pp. 47-71. ISBN 9783540779582. Official URL: http://dx.doi.org/10.1007/978-3-540-77958-2_3

Alhaj Ismail, Alaa (2016) The Economic Consequences of Share-Option Based Compensation: New Evidence from the US and EU Banking Sectors. PhD thesis, University of Essex.

Alhalboni, Maryam (2014) Market Microstructure for a Portfolio of Dividend Paying Firms around Ex-Dividend Days. PhD thesis, University of Essex.

Ali Aribi, Zakaria and Arun, Thankom (2015) Corporate Social Responsibility and Islamic Financial Institutions (IFIs): Management Perceptions from IFIs in Bahrain. Journal of Business Ethics, 129 (4). pp. 785-794. DOI https://doi.org/10.1007/s10551-014-2132-9

Almusaad, Nada S (2021) Understanding the factors that influence the IFRS adoption and translation from a Strong Structuration Theory perspective. PhD thesis, University of Essex.

Almutairi, Ahmad (2019) The role of political connections in corporations: The case of a monarchical system. PhD thesis, University of Essex.

Aloud, Monira and Fasli, Maria (2017) Exploring Trading Strategies and Their Effects in the Foreign Exchange Market. Computational Intelligence, 33 (2). pp. 280-307. DOI https://doi.org/10.1111/coin.12085

Aloud, Monira and Fasli, Maria and Tsang, Edward and Dupuis, Alexander and Olsen, Richard (2017) Modeling the High-Frequency FX Market: An Agent-Based Approach. Computational Intelligence, 33 (4). pp. 771-825. DOI https://doi.org/10.1111/coin.12114

Alshaleel, Mohammed (2020) Money Market Funds Reforms in the US and the EU: the Quest for Financial Stability. European Business Law Review, 31 (2). pp. 303-335.

Alshaleel, Mohammed Khair (2017) The Regulation and Governance of Mutual Funds in the UK in the Quest for Investor Protection: Lessons for Middle Eastern Countries. PhD thesis, University of Essex.

Aluko, Babatunde and Smonou, Dafni and Kampouridis, Michael and Tsang, Edward (2014) Combining different meta-heuristics to improve the predictability of a Financial Forecasting algorithm. In: 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr), 2014-03-27 - 2014-03-28.

Andrikopoulos, Panagiotis and Kallinterakis, Vasileios and Leite Ferreira, Mario Pedro and Verousis, Thanos (2017) Intraday herding on a cross-border exchange. International Review of Financial Analysis, 53. pp. 25-36. DOI https://doi.org/10.1016/j.irfa.2017.08.010

Antoniou, AM (2015) Beyond The American Accord: making the way for illegality in letters of credit. Journal of International Banking Law and Regulation, 30 (4). pp. 189-199.

Antoniou, AM (2014) Nullities in Letters of Credit: Extending the Fraud Exception. Journal of International Banking Law and Regulation, 29 (4). pp. 229-238.

Ao, Han (2018) A Directional Changes based study on stock market. PhD thesis, University of Essex.

Arnaboldi, Francesca and Casu, Barbara and Kalotychou, Elena and Sarkisyan, Anna (2020) The Performance Effects of Board Heterogeneity: What Works for EU Banks? The European Journal of Finance, 26 (10). pp. 897-924. DOI https://doi.org/10.1080/1351847X.2018.1479719

Arun, Thankom Gopinath and Almahrog, Yousf Ebrahem and Ali Aribi, Zakaria (2015) Female directors and earnings management: Evidence from UK companies. International Review of Financial Analysis, 39 (C). pp. 137-146. DOI https://doi.org/10.1016/j.irfa.2015.03.002

Arvanitis, Stelios and Hallam, Mark and Post, Thierry and Topaloglou, Nikolas (2019) Stochastic Spanning. Journal of Business and Economic Statistics, 37 (4). pp. 573-585. DOI https://doi.org/10.1080/07350015.2017.1391099

Ashraf, MJ and Uddin, S (2011) Review of Management Accounting Research. In: Review of Management Accounting Research. Palgrave Macmillan UK, pp. 415-449. ISBN 9781349321971. Official URL: http://dx.doi.org/10.1057/9780230353275

Asimit, Alexandru V and Chi, Yichun and Hu, Junlei (2015) Optimal non-life reinsurance under Solvency II Regime. Insurance: Mathematics and Economics, 65. pp. 227-237. DOI https://doi.org/10.1016/j.insmatheco.2015.09.006

Asimit, Alexandru V and Gao, Tao and Hu, Junlei and Kim, Eun-Seok (2018) Optimal Risk Transfer: A Numerical Optimization Approach. North American Actuarial Journal, 22 (3). pp. 341-364. DOI https://doi.org/10.1080/10920277.2017.1421472

Astill, S and Harvey, DI and Taylor, AMR (2013) A bootstrap test for additive outliers in non-stationary time series. Journal of Time Series Analysis, 34 (4). pp. 454-465. DOI https://doi.org/10.1111/jtsa.12033

Astill, S and Taylor, AMR (2018) Robust Tests for Deterministic Seasonality and Seasonal Mean Shifts. The Econometrics Journal, 21 (3). pp. 277-297. DOI https://doi.org/10.1111/ectj.12111

Astill, Sam and Harvey, David and Leybourne, Stephen and Sollis, Robert and Taylor, AM Robert (2018) Real-Time Monitoring for Explosive Financial Bubbles. Journal of Time Series Analysis, 39 (6). pp. 863-891. DOI https://doi.org/10.1111/jtsa.12409

Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2014) Robust tests for a linear trend with an application to equity indices. Journal of Empirical Finance, 29 (C). pp. 168-185. DOI https://doi.org/10.1016/j.jempfin.2014.02.004

Astill, Sam and Taylor, AM Robert (2018) Robust Tests for Deterministic Seasonality and Seasonal Mean Shifts. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

ap Gwilym, Owain and Verousis, Thanos (2013) Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level. Journal of Futures Markets, 33 (1). pp. 55-76. DOI https://doi.org/10.1002/fut.21547

ap Gwilym, Owain and Verousis, Thanos (2010) Price clustering and underpricing in the IPO aftermarket. International Review of Financial Analysis, 19 (2). pp. 89-97. DOI https://doi.org/10.1016/j.irfa.2010.01.007

B

Bakas, Dimitrios and Triantafyllou, Athanasios (2018) The Impact of Uncertainty Shocks on the Volatility of Commodity Prices. Journal of International Money and Finance, 87 (C). pp. 96-111. DOI https://doi.org/10.1016/j.jimonfin.2018.06.001

Bakas, Dimitrios and Triantafyllou, Athanasios (2019) Volatility forecasting in commodity markets using macro uncertainty. Energy Economics, 81. pp. 79-94. DOI https://doi.org/10.1016/j.eneco.2019.03.016

Bakhach, A and Tsang, EPK and Jalalian, H (2017) Forecasting directional changes in the FX markets. In: IEEE Symposium Series on Computational Intelligence, SSCI 2016, 2016-12-06 - 2016-12-09, Athens, Greece.

Bakhach, Amer (2018) Developing trading strategies under the Directional Changes framework, with application in the FX Market. PhD thesis, University of Essex.

Bakhach, Amer and Chinthalapati, Venkata and Tsang, Edward and El Sayed, Abdul (2018) Intelligent Dynamic Backlash Agent: A Trading Strategy Based on the Directional Change Framework. Algorithms, 11 (11). p. 171. DOI https://doi.org/10.3390/a11110171

Bakhach, Amer and Tsang, Edward and Wing Lon Ng and Chinthalapati, VL Raju (2016) Backlash Agent: A trading strategy based on Directional Change. In: 2016 IEEE Symposium Series on Computational Intelligence (SSCI), 2016-12-06 - 2016-12-09.

Bakre, Owolabi (2007) Money Laundering and Trans-organised Financial Crime in Nigeria: Collaboration of the Local and Foreign Capitalist Elites. Working Paper. EBS Working Papers, University of Essex, Colchester.

Baltas, Konstantinos N and Kapetanios, George and Tsionas, Efthymios and Izzeldin, Marwan (2017) Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology. Journal of Banking and Finance, 83. pp. 36-56. DOI https://doi.org/10.1016/j.jbankfin.2017.05.005

Baltas, Nicholas and Tsionas, Efthymios and Baltas, Konstantinos (2018) Foreign direct investment in OECD countries: a special focus in the case of Greece. Applied Economics, Publis (50). pp. 5579-5591. DOI https://doi.org/10.1080/00036846.2018.1488054

Banti, C (2015) Illiquidity in the stock and FX markets: an investigation of their cross-market dynamics. Working Paper. Essex Finance Centre Working Papers.

Banti, Chiara (2016) Illiquidity in the stock and foreign exchange markets: an investigation of their cross-market dynamics. Journal of Financial Research, 39 (4). pp. 411-436. DOI https://doi.org/10.1111/jfir.12113

Banti, Chiara and Kellard, Neil and Manac, Radu-Dragomir (2018) Credit Default Swap Spreads: Funding Liquidity Matters! Working Paper. Essex Finance Centre Working Papers, Colchester.

Banti, Chiara and Phylaktis, Kate (2015) FX market liquidity, funding constraints and capital flows. Journal of International Money and Finance, 56 (C). pp. 114-134. DOI https://doi.org/10.1016/j.jimonfin.2014.11.002

Banti, Chiara and Phylaktis, Kate (2019) Global liquidity, house prices and policy responses. Journal of Financial Stability, 43. pp. 79-96. DOI https://doi.org/10.1016/j.jfs.2019.05.015

Banti, Chiara and Phylaktis, Kate and Sarno, Lucio (2012) Global liquidity risk in the foreign exchange market. Journal of International Money and Finance, 31 (2). pp. 267-291. DOI https://doi.org/10.1016/j.jimonfin.2011.11.010

Bartram, Sohnke M and Zakaria, Idlan (2008) Corporate governance and executive compensation: an institutional overview. In: Markets and Compensation for Executives in Europe. International Business & Management (24). Elsevier. ISBN 9780080557380.

Beckmann, J and Koop, G and Korobilis, D and Schüssler, R (2017) Exchange rate predictability and dynamic Bayesian learning. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Bermpei, T and Mamatzakis, E (2014) The impact of M&A advisory fees on the investment bank performance. Is there convergence during crisis? In: INFINITI 2014, University of Florence, ? - ?, Florence, Italy.

Bermpei, Theodora and Kalyvas, Antonios and Nguyen, Thanh Cong (2018) Does institutional quality condition the effect of bank regulations and supervision on bank stability? Evidence from emerging and developing economies. International Review of Financial Analysis, 59 (C). pp. 255-275. DOI https://doi.org/10.1016/j.irfa.2018.06.002

Bermpei, Theodora and Kalyvas, Antonios Nikolaos (2018) Does tax enforcement matter for the cost of bank loans? Evidence from the United States. Working Paper. Essex Finance Centre Working Papers, Colchester.

Bermpei, Theodora and Kalyvas, Antonios Nikolayos and Neri, Lorenzo and Russo, Antonella (2019) Will strangers help you enter? The effect of foreign bank presence on new firm entry. Journal of Financial Services Research, 56 (1). pp. 1-38. DOI https://doi.org/10.1007/s10693-017-0286-1

Bernales, Alejandro and Cañón, Carlos and Verousis, Thanos (2018) Bid–ask spread and liquidity searching behaviour of informed investors in option markets. Finance Research Letters, 25. pp. 96-102. DOI https://doi.org/10.1016/j.frl.2017.10.025

Bernales, Alejandro and Verousis, Thanos and Voukelatos, Nikolaos (2020) Do investors follow the herd in option markets? Journal of Banking and Finance, 119. p. 104899. DOI https://doi.org/10.1016/j.jbankfin.2016.02.002

Berton, Fabio and Mocetti, Sauro and Presbitero, Andrea F and Richiardi, Matteo (2018) Banks, Firms, and Jobs. The Review of Financial Studies, 31 (6). pp. 2113-2156. DOI https://doi.org/10.1093/rfs/hhy003

Beverungen, Armin and Böhm, Steffen and Land, Christopher (2012) The poverty of journal publishing. Organization, 19 (6). pp. 929-938. DOI https://doi.org/10.1177/1350508412448858

Bhalotra, S (2006) Near rationality in wage setting. Applied Economics, 38 (21). pp. 2513-2521. DOI https://doi.org/10.1080/00036840500427734

Bhatia, V and Das, D and Tiwari, A and Shahbaz, M and Hasim, HBM (2018) Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach. Resources Policy, 55 (C). pp. 244-252. DOI https://doi.org/10.1016/j.resourpol.2017.12.008

Biehl-Missal, B (2013) The atmosphere of the image: an aesthetic concept for visual analysis. Consumption Markets & Culture, 16 (4). pp. 356-367. DOI https://doi.org/10.1080/10253866.2012.668369

Blackburn, R (2011) The Global Drive to Commodify Pensions. In: The Routledge International Handbook of Globalization Studies. Routledge International Handbooks . Routledge, pp. 344-368. ISBN 9780415686082. Official URL: http://dx.doi.org/10.4324/9781315867847

Blackburn, R (2009) Pension Rights and Pension Finance in the Ageing Society. In: Democracy and social rights in the "two Wests". Nova Americana in English . Otto, pp. 157-182. ISBN 9788895285160.

Bohoslavsky, Juan Pablo and Michalowski, Sabine (2009) Ius Cogens, Transitional Justice and Other Trends of the Debate on Odious Debts: A Response to the World Bank Discussion Paper on Odious Debts. Columbia Journal of Transnational Law, 48 (1). pp. 61-120.

Bose, U and MacDonald, R and Tsoukas, S (2019) Policy initiatives and firms' access to external finance: Evidence from a panel of emerging Asian economies. Journal of Corporate Finance, 59. pp. 162-184. DOI https://doi.org/10.1016/j.jcorpfin.2016.09.008

Bose, Udichibarna and MacDonald, Ronald and Tsoukas, Serafeim (2015) Education and the local equity bias around the world. Journal of International Financial Markets, Institutions and Money, 39. pp. 65-88. DOI https://doi.org/10.1016/j.intfin.2015.06.002

Bose, Udichibarna and MacDonald, Ronald and Tsoukas, Serafeim (2015) Policy initiatives and firms' access to external finance: Evidence from a panel of emerging Asian economies. Working Paper. Essex Finance Centre Working Papers.

Boswijk, P and Hallin, M and Li, D and Politis, DN and Taylor, AMR (2017) Editorial: Special issue on time series econometrics. Econometrics and Statistics.

Bouslah, Kais and Liñares-Zegarra, José and M'Zali, Bouchra and Scholtens, Bert (2018) CEO risk-taking incentives and socially irresponsible activities. British Accounting Review, 50 (1). pp. 76-92. DOI https://doi.org/10.1016/j.bar.2017.05.004

Brewster, C and Guery, L and Stephenot-Guery, A and Wood, GT (2018) Country of origin effects and new financial actors: Private Equity investment and work and employment practices of French firms. British Journal of Industrial Relations, 56 (4). pp. 859-881. DOI https://doi.org/10.1111/bjir.12284

Brewster, C and Guery, L and Stevenot, A and Wood, GT (2017) The Impact of Private Equity on Employment: The Consequences of Fund Country of Origin - New Evidence From France. Industrial Relations, 56 (4). pp. 723-750. DOI https://doi.org/10.1111/irel.12193

Brown, Ross and Liñares-Zegarra, José and Wilson, John OS (2019) Sticking it on Plastic: Credit Card Finance and Small and Medium Sized Enterprises in the UK. Regional Studies, 53 (5). pp. 630-643. DOI https://doi.org/10.1080/00343404.2018.1490016

Bulkley, George and Harris, Richard DF and Nawosah, Vivekanand (2011) Revisiting the expectations hypothesis of the term structure of interest rates. Journal of Banking & Finance, 35 (5). pp. 1202-1212. DOI https://doi.org/10.1016/j.jbankfin.2010.09.031

Bulkley, George and Nawosah, Vivekanand (2009) Can the Cross-Sectional Variation in Expected Stock Returns Explain Momentum? Journal of Financial and Quantitative Analysis, 44 (4). pp. 777-794. DOI https://doi.org/10.1017/s0022109009990111

Burke, Andrew and Shaukat, Amama (2015) Establishment creation and destruction across business density cycles: US evidence. International Entrepreneurship and Management Journal, 11 (2). pp. 377-392. DOI https://doi.org/10.1007/s11365-014-0337-0

Byrne, JP and Cao, S and Korobilis, D (2016) Decomposing Global Yield Curve Co-Movement. Working Paper. Essex Finance Centre Working Papers, Colchester.

Byrne, JP and Cao, S and Korobilis, D (2017) Forecasting the term structure of government bond yields in unstable environments. Journal of Empirical Finance, 44 (C). pp. 209-225. DOI https://doi.org/10.1016/j.jempfin.2017.09.004

Byrne, JP and Cao, S and Korobilis, D (2016) Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. Working Paper. Essex Finance Centre Working Papers.

Böhm, Steffen and Spicer, André and Fleming, Peter (2008) Infra-political dimensions of resistance to international business: A Neo-Gramscian approach. Scandinavian Journal of Management, 24 (3). pp. 169-182. DOI https://doi.org/10.1016/j.scaman.2008.03.008

C

CONRAD, CHRISTIAN and LAMLA, MICHAEL J (2010) The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication. Journal of Money, Credit and Banking, 42 (7). pp. 1391-1417. DOI https://doi.org/10.1111/j.1538-4616.2010.00346.x

Cai, Biqing and Cheng, Tingting and Yan, Cheng (2018) Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds. Journal of Empirical Finance, 49. pp. 81-106. DOI https://doi.org/10.1016/j.jempfin.2018.09.001

Caister, NC and Govinder, KS and O'Hara, JG (2011) Optimal system of Lie group invariant solutions for the Asian option PDE. Mathematical Methods in the Applied Sciences, 34 (11). pp. 1353-1365. DOI https://doi.org/10.1002/mma.1444

Caister, NC and Govinder, KS and O’Hara, JG (2011) Solving a nonlinear pde that prices real options using utility based pricing methods. Nonlinear Analysis: Real World Applications, 12 (4). pp. 2408-2415. DOI https://doi.org/10.1016/j.nonrwa.2011.02.015

Caister, NC and O'Hara, JG and Govinder, KS (2010) Solving the Asian Option PDE Using LIE Symmetry Methods. International Journal of Theoretical and Applied Finance, 13 (08). pp. 1265-1277. DOI https://doi.org/10.1142/s0219024910006194

Calabrese, R and Girardone, C and Sun, M (2017) Access to Bank Credit: The Role of Awareness of Government Initiatives for UK SMEs. In: Financial Markets, SME Financing and Emerging Economies. Palgrave Macmillan Studies in Banking and Financial Institutions . Palgrave Macmillan, pp. 5-20. ISBN 978-3-319-54890-6. Official URL: https://doi.org/10.1007/978-3-319-54891-3_2

Calabrese, Raffaella (2014) Downturn Loss Given Default: Mixture distribution estimation. European Journal of Operational Research, 237 (1). pp. 271-277. DOI https://doi.org/10.1016/j.ejor.2014.01.043

Calabrese, Raffaella (2014) Optimal cut-off for rare events and unbalanced misclassification costs. Journal of Applied Statistics, 41 (8). pp. 1678-1693. DOI https://doi.org/10.1080/02664763.2014.888542

Calabrese, Raffaella (2013) Uniform correlation structure and convex stochastic ordering in the Pólya urn scheme. Statistics & Probability Letters, 83 (1). pp. 272-277. DOI https://doi.org/10.1016/j.spl.2012.09.012

Calabrese, Raffaella (2013) A probabilistic scheme with uniform correlation structure. Statistics in Transition, 14 (1). pp. 129-138.

Calabrese, Raffaella and Degl’Innocenti, Marta and Osmetti, Silvia Angela (2017) The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach. European Journal of Operational Research, 256 (3). pp. 1029-1037. DOI https://doi.org/10.1016/j.ejor.2016.07.046

Calabrese, Raffaella and Elkink, Johan A (2014) ESTIMATORS OF BINARY SPATIAL AUTOREGRESSIVE MODELS: A MONTE CARLO STUDY. Journal of Regional Science, 54 (4). pp. 664-687. DOI https://doi.org/10.1111/jors.12116

Calabrese, Raffaella and Giudici, Paolo (2015) Estimating bank default with generalised extreme value regression models. Journal of the Operational Research Society, 66 (11). pp. 1783-1792. DOI https://doi.org/10.1057/jors.2014.106

Calabrese, Raffaella and Marra, Giampiero and Angela Osmetti, Silvia (2016) Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model. Journal of the Operational Research Society, 67 (4). pp. 604-615. DOI https://doi.org/10.1057/jors.2015.64

Calabrese, Raffaella and Osmetti, Silvia Angela (2014) A Generalized Additive Model for Binary Rare Events Data: An Application to Credit Defaults. In: Studies in Classification, Data Analysis, and Knowledge Organization. Studies in Classification, Data Analysis, and Knowledge Organization . Springer International Publishing, Switzerland, pp. 73-81. ISBN 9783319066912. Official URL: http://dx.doi.org/10.1007/978-3-319-06692-9_9

Calabrese, Raffaella and Osmetti, Silvia Angela (2013) Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model. Journal of Applied Statistics, 40 (6). pp. 1172-1188. DOI https://doi.org/10.1080/02664763.2013.784894

Calabrese, Raffaella and Zenga, Michele (2010) Bank loan recovery rates: Measuring and nonparametric density estimation. Journal of Banking & Finance, 34 (5). pp. 903-911. DOI https://doi.org/10.1016/j.jbankfin.2009.10.001

Cao, Yi and Li, Yuhua and Coleman, Sonya and Belatreche, Ammar and McGinnity, Thomas Martin (2016) Detecting Wash Trade in Financial Market Using Digraphs and Dynamic Programming. IEEE Transactions on Neural Networks and Learning Systems, 27 (11). pp. 2351-2363. DOI https://doi.org/10.1109/tnnls.2015.2480959

Carbó-Valverde, Santiago and Liñares-Zegarra, José (2011) How effective are rewards programs in promoting payment card usage? Empirical evidence. Journal of Banking & Finance, 35 (12). pp. 3275-3291. DOI https://doi.org/10.1016/j.jbankfin.2011.05.008

Carbó-Valverde, Santiago and Liñares-Zegarra, José and Rodríguez-Fernández, Francisco (2012) Feedback Loop Effects in Payment Card Markets: Empirical Evidence. Review of Network Economics, 11 (2). DOI https://doi.org/10.1515/1446-9022.1268

Carrillo Tudela, Carlos and Graber, Michael and Waelde, Klaus (2018) Unemployment and vacancy dynamics with imperfect financial markets. Labour Economics, 50 (9525). pp. 128-143. DOI https://doi.org/10.1016/j.labeco.2017.04.005

Castellanos, Jenny and Constantinou, Nick and Ng, Wing Lon (2015) The signalling properties of the shape of the credit default swap term structure. Journal of Risk, 17 (4). pp. 71-99.

Castro, Tomás del Barrio and Rodrigues, Paulo MM and Taylor, AM Robert (2013) THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS. Econometric Theory, 29 (6). pp. 1289-1313. DOI https://doi.org/10.1017/s0266466613000066

Casu, B and Ferrari, A and Girardone, C and Wilson, JOS (2016) Integration, productivity and technological spillovers: Evidence for eurozone banking industries. European Journal of Operational Research, 255 (3). pp. 971-983. DOI https://doi.org/10.1016/j.ejor.2016.06.007

Casu, B and Girardone, C and Molyneux, P (2015) Introduction to Banking (Second edition). Pearson. ISBN 9781292240336.

Casu, Barbara and Clare, Andrew and Sarkisyan, Anna and Thomas, Stephen (2011) Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies. The European Journal of Finance, 17 (9-10). pp. 769-788. DOI https://doi.org/10.1080/1351847x.2010.538526

Casu, Barbara and Clare, Andrew and Sarkisyan, Anna and Thomas, Stephen (2013) Securitization and Bank Performance. Journal of Money, Credit and Banking, 45 (8). pp. 1617-1658. DOI https://doi.org/10.1111/jmcb.12064

Casu, Barbara and Girardone, Claudia (2009) Competition issues in European banking. Journal of Financial Regulation and Compliance, 17 (2). pp. 119-133. DOI https://doi.org/10.1108/13581980910952568

Casu, Barbara and Girardone, Claudia (2009) Does Competition Lead to Efficiency? The Case of EU Commercial Banks.

Casu, Barbara and Girardone, Claudia (2010) Integration and efficiency convergence in EU banking markets. Omega, 38 (5). pp. 260-267. DOI https://doi.org/10.1016/j.omega.2009.08.004

Casu, Barbara and Girardone, Claudia (2009) Testing the relationship between competition and efficiency in banking: A panel data analysis. Economics Letters, 105 (1). pp. 134-137. DOI https://doi.org/10.1016/j.econlet.2009.06.018

Casu, Barbara and Girardone, Claudia (2005) An analysis of the relevance of off-balance sheet items in explaining productivity change in European banking. Applied Financial Economics, 15 (15). pp. 1053-1061. DOI https://doi.org/10.1080/09603100500120688

Casu, Barbara and Girardone, Claudia and Molyneux, Philip (2012) Is There a Conflict between Competition and Financial Stability? In: Research Handbook on International Banking and Governance. Edward Elgar Publishing, pp. 72-86. ISBN 9781849802932. Official URL: http://dx.doi.org/10.4337/9781849806107.00012

Cavaliere, G and De Angelis, L and Rahbek, A and Taylor, AMR (2016) Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order. UNSPECIFIED. Essex Finance Centre Working Papers.

Cavaliere, Giuseppe and Angelis, Luca De and Rahbek, Anders and Robert Taylor, AM (2015) A Comparison of Sequential and Information‐based Methods for Determining the Co‐integration Rank in Heteroskedastic VAR Models. Oxford Bulletin of Economics and Statistics, 77 (1). pp. 106-128. DOI https://doi.org/10.1111/obes.12051

Cavaliere, Giuseppe and De Angelis, Luca and Rahbek, Anders and Taylor, AM Robert (2018) Determining the cointegration rank in heteroskedastic VAR models of unknown order. Econometric Theory, 34 (02). pp. 349-382. DOI https://doi.org/10.1017/S0266466616000335

Cavaliere, Giuseppe and Georgiev, Iliyan and Robert Taylor, AM (2013) Wild Bootstrap of the Sample Mean in the Infinite Variance Case. Econometric Reviews, 32 (2). pp. 204-219. DOI https://doi.org/10.1080/07474938.2012.690660

Cavaliere, Giuseppe and Georgiev, Iliyan and Taylor, AM Robert (2016) Sieve-based inference for infinite-variance linear processes. Annals of Statistics, 44 (4). pp. 1467-1494. DOI https://doi.org/10.1214/15-AOS1419

Cavaliere, Giuseppe and Harvey, David I and Leybourne, Stephen J and Robert Taylor, AM (2015) Testing for Unit Roots Under Multiple Possible Trend Breaks and Non‐Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics. Journal of Time Series Analysis, 36 (5). pp. 603-629. DOI https://doi.org/10.1111/jtsa.12067

Cavaliere, Giuseppe and Nielsen, Morten Ørregaard and Taylor, AM Robert (2015) Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets. Journal of Econometrics, 187 (2). pp. 557-579. DOI https://doi.org/10.1016/j.jeconom.2015.02.039

Cavaliere, Giuseppe and Nielsen, Morten Ørregaard and Taylor, AM Robert (2017) Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form. Journal of Econometrics, 198 (1). pp. 165-188. DOI https://doi.org/10.1016/j.jeconom.2017.01.008

Cavaliere, Giuseppe and Phillips, Peter CB and Smeekes, Stephan and Taylor, AM Robert (2015) Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility. Econometric Reviews, 34 (4). pp. 512-536. DOI https://doi.org/10.1080/07474938.2013.808065

Cavaliere, Giuseppe and Rahbek, Anders and Robert Taylor, AM (2014) Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models. Econometric Reviews, 33 (5-6). pp. 606-650. DOI https://doi.org/10.1080/07474938.2013.825175

Cavaliere, Giuseppe and Skrobotov, Anton and Taylor, AM Robert (2019) Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility. Econometric Reviews, 38 (5). pp. 509-532. DOI https://doi.org/10.1080/07474938.2017.1348684

Cavaliere, Giuseppe and Taylor, AM Robert and Trenkler, Carsten (2013) Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion. Econometric Reviews, 32 (7). pp. 814-847. DOI https://doi.org/10.1080/07474938.2012.690677

Chambers, Marcus J and Taylor, AM Robert (2020) Deterministic Parameter Change Models in Continuous and Discrete Time. Journal of Time Series Analysis, 41 (1). pp. 134-145. DOI https://doi.org/10.1111/jtsa.12456

Chambers, Marcus J and Taylor, AM Robert (2019) Deterministic Parameter Change Models in Continuous and Discrete Time. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Chambers, Marcus J and Taylor, AM Robert (2018) Time-Varying Parameters in Continuous and Discrete Time. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Charalambous, K and Sophocleous, C and O'Hara, JG and Leach, PGL (2015) A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with time‐dependent parameters. Mathematical Methods in the Applied Sciences, 38 (17). pp. 4448-4460. DOI https://doi.org/10.1002/mma.3383

Chavez Calva, Jose Luis (2017) Essays on Macroeconomics and Capital Intermediation Networks. PhD thesis, University of Essex.

Chen, Chen (2022) Stock Market Investment Using Machine Learning. PhD thesis, University of Essex.

Chen, Daqiang and Joshua, Ignatius and Danzhi, Sun and Shalei, Zhan and Chenyu, Zhou and Marra, Marianna and Demirbag, Mehmet (2019) Reverse Logistics Pricing Strategy for a Green Supply Chain: A View of Customers’ Environmental Awareness. International Journal of Production Economics, 217. pp. 197-210. DOI https://doi.org/10.1016/j.ijpe.2018.08.031

Chen, Jian and Liu, Xiaoquan (2010) The model-free measures and the volatility spread. Applied Economics Letters, 17 (18). pp. 1829-1833. DOI https://doi.org/10.1080/13504850903357350

Chen, K and Vitiello, L and Hyde, S and Poon, S (2018) The Reality of Stock Market Jumps Diversification. Journal of International Money and Finance, 86. pp. 171-188. DOI https://doi.org/10.1016/j.jimonfin.2018.04.008

Chen, Louisa and Verousis, Thanos (2018) A contingent claims approach to the determinants of the stock-bond return relationship. International Journal of Banking, Accounting and Finance, 9 (1). p. 1. DOI https://doi.org/10.1504/IJBAAF.2018.089425

Chen, XiaoHua and Solomon, Edna and Verousis, Thanos (2016) Asymmetric Post-Announcement Drift to Good and Bad News: Evidence from Voluntary Trading Disclosures in the Chinese Stock Market. International Journal of the Economics of Business, 23 (2). pp. 183-198. DOI https://doi.org/10.1080/13571516.2015.1048974

Chiaramonte, Laura and Girardone, Claudia and Migliavacca, Milena and Poli, Federica (2020) Deposit Insurance Schemes and Bank Stability in Europe: How Much Does Design Matter? European Journal of Finance, 26 (7-8). pp. 589-615. DOI https://doi.org/10.1080/1351847X.2019.1607763

Chortareas, GE and Garza-Garcia, JG and Girardone, C (2009) Market structure, profits, and spreads in the Mexican banking industry. Banks and Bank Systems, 4 (3). pp. 43-52.

Chortareas, GE and Jitmaneeroj, B and Wood, A (2012) Forecast rationality and monetary policy frameworks: Evidence from UK interest rate forecasts. Journal of International Financial Markets, Institutions and Money, 22 (1). pp. 209-231. DOI https://doi.org/10.1016/j.intfin.2011.09.002

Chortareas, Georgios and Jiang, Ying and Nankervis, John C (2011) Forecasting exchange rate volatility using high-frequency data: Is the euro different? International Journal of Forecasting, 27 (4). pp. 1089-1107. DOI https://doi.org/10.1016/j.ijforecast.2010.07.003

Chortareas, Georgios and Jiang, Ying and Nankervis, John C (2011) The random-walk behavior of the Euro exchange rate. Finance Research Letters, 8 (3). pp. 158-162. DOI https://doi.org/10.1016/j.frl.2010.10.003

Chortareas, Georgios E and Garza-García, Jesús G and Girardone, Claudia (2011) Financial deepening and bank productivity in Latin America. The European Journal of Finance, 17 (9-10). pp. 811-827. DOI https://doi.org/10.1080/1351847x.2010.538512

Chortareas, Georgios E and Garza‐Garcia, Jesus G and Girardone, Claudia (2011) Banking Sector Performance in Latin America: Market Power versus Efficiency. Review of Development Economics, 15 (2). pp. 307-325. DOI https://doi.org/10.1111/j.1467-9361.2011.00610.x

Chortareas, Georgios E and Girardone, Claudia and Ventouri, Alexia (2012) Bank supervision, regulation, and efficiency: Evidence from the European Union. Journal of Financial Stability, 8 (4). pp. 292-302. DOI https://doi.org/10.1016/j.jfs.2011.12.001

Chortareas, Georgios E and Girardone, Claudia and Ventouri, Alexia (2009) Efficiency and productivity of Greek banks in the EMU era. Applied Financial Economics, 19 (16). pp. 1317-1328. DOI https://doi.org/10.1080/09603100802599506

Chortareas, Georgios E and Girardone, Claudia and Ventouri, Alexia (2011) Financial Frictions, Bank Efficiency and Risk: Evidence from the Eurozone. Journal of Business Finance & Accounting, 38 (1-2). pp. 259-287. DOI https://doi.org/10.1111/j.1468-5957.2010.02226.x

Chortareas, Georgios E and Girardone, Claudia and Ventouri, Alexia (2013) Financial freedom and bank efficiency: Evidence from the European Union. Journal of Banking & Finance, 37 (4). pp. 1223-1231. DOI https://doi.org/10.1016/j.jbankfin.2012.11.015

Chronopoulos, DK and Vlastakis, N and Papadimitriou, FI (2018) Information demand and stock return predictability. Journal of International Money and Finance, 80 (C). pp. 59-74. DOI https://doi.org/10.1016/j.jimonfin.2017.10.001

Chronopoulos, Dimitris K and Girardone, Claudia and Nankervis, John C (2011) Are there any cost and profit efficiency gains in financial conglomeration? Evidence from the accession countries. The European Journal of Finance, 17 (8). pp. 603-621. DOI https://doi.org/10.1080/1351847x.2010.538300

Chronopoulos, Dimitris K and Girardone, Claudia and Nankervis, John C (2013) How Do Stock Markets in the US and Europe Price Efficiency Gains from Bank M&As? Journal of Financial Services Research, 43 (3). pp. 243-263. DOI https://doi.org/10.1007/s10693-012-0132-4

Chu, Nhat Minh Vuong (2023) Essays On Explosive Time Series. Doctoral thesis, University of Essex.

Cipollini, A and Coakley, J and Lee, H (2015) The European sovereign debt market: from integration to segmentation. The European Journal of Finance, 21 (2). pp. 111-128. DOI https://doi.org/10.1080/1351847x.2013.788535

Cipollini, Andrea and Fattouh, Bassam and Mouratidis, Kostas (2007) Fiscal Readjustments in the US: A Non-linear Time Series Analysis. Working Paper. Finance Discussion Papers, Colchester.

Clerides, Sofronis and Delis, Manthos D and Kokas, Sotirios (2015) A New Data Set On Competition In National Banking Markets. Financial Markets, Institutions & Instruments, 24 (2-3). pp. 267-311. DOI https://doi.org/10.1111/fmii.12030

Coakley, J and Dollery, J and Kellard, NM (2010) Long memory and structural breaks in commodity futures markets. Journal of Futures Markets, 31 (11). pp. 1076-1113. DOI https://doi.org/10.1002/fut.20502

Coakley, J and Dollery, J and Kellard, NM (2008) The role of long memory in hedging effectiveness. Computational Statistics & Data Analysis, 52 (6). pp. 3075-3082. DOI https://doi.org/10.1016/j.csda.2007.10.019

Coakley, J and Dotsis, G and Liu, X and Zhai, J (2014) Investor sentiment and value and growth stock index options. The European Journal of Finance, 20 (12). pp. 1211-1229. DOI https://doi.org/10.1080/1351847x.2013.779290

Coakley, J and Fu, L and Thomas, H (2010) Misvaluation and UK mergers 1986?2002. Applied Financial Economics, 20 (3). pp. 201-211. DOI https://doi.org/10.1080/09603100903282655

Coakley, J and Gazzaz, H and Thomas, H (2017) The impact of mispricing and growth on UK M&As. European Journal of Finance, 23 (13). pp. 1219-1237. DOI https://doi.org/10.1080/1351847X.2016.1206585

Coakley, J and Hadass, L and Wood, A (2008) Hot IPOs can damage your long-run wealth! Applied Financial Economics, 18 (14). pp. 1111-1120. DOI https://doi.org/10.1080/09603100701564353

Coakley, J and Hadass, L and Wood, A (2009) UK IPO underpricing and venture capitalists. The European Journal of Finance, 15 (4). pp. 421-435. DOI https://doi.org/10.1080/13518470802560915

Coakley, J and Kellard, NM and Wang, J (2016) Commodity futures returns: more memory than you might think! The European Journal of Finance, 22 (14). pp. 1457-1483. DOI https://doi.org/10.1080/1351847x.2015.1025989

Coakley, J and Kougoulis, P and Nankervis, JC (2008) The MSCI-Canada index rebalancing and excess comovement. Applied Financial Economics, 18 (16). pp. 1277-1287. DOI https://doi.org/10.1080/09603100701537722

Coakley, J and Kuo, J and Wood, A (2012) The School's Out effect: A new seasonal anomaly! The British Accounting Review, 44 (3). pp. 133-143. DOI https://doi.org/10.1016/j.bar.2012.07.003

Coakley, J and Liu, X and Kuo, J (2009) A Pricing Kernel Approach to Valuing Interest Rate Options. UNSPECIFIED. Finance Discussion Papers, Colchester.

Coakley, J and Marzano, M and Nankervis, JC (2016) How profitable are FX technical trading rules? International Review of Financial Analysis, 45. pp. 273-282. DOI https://doi.org/10.1016/j.irfa.2016.03.010

Coakley, J and Thomas, H and Wang, H (2008) The short-run wealth effects of foreign divestitures by UK firms. Applied Financial Economics, 18 (3). pp. 173-184. DOI https://doi.org/10.1080/09603100601018831

Coccorese, P and Girardone, C (2017) Bank capital and profitability:Evidence from a global sample. Working Paper. Essex Finance Centre Working Papers, Colchester.

Coman-Kund, Florin and Karatzia, Anastasia and Amtenbrink, Fabian (2018) The Transparency of the European Central Bank in the Single Supervisory Mechanism. Kredit und Kapital, 51 (1). pp. 55-72. DOI https://doi.org/10.3790/ccm.51.1.55

Constantinou, Nick and Khuman, Anil (2009) How does CPPI perform against the simplest guarantee strategies? Working Paper. Finance Discussion Papers, Colchester.

Crippa, Lorenzo (2023) State Sovereignty and Multinational Crime. How Private Networks Extend State Prohibition of Corporate Bribery Beyond Borders. Doctoral thesis, University of Essex.

Crossley, Thomas F and Low, Hamish W (2014) Job Loss, Credit Constraints, and Consumption Growth. Review of Economics and Statistics, 96 (5). pp. 876-884. DOI https://doi.org/10.1162/rest_a_00417

D

DEMIRBAS OZBEKLER, MERVE (2023) Essays on Credit Risk, Information Environment and Uncertainty. Doctoral thesis, University of Essex.

Das, D and Kumar, SB and Tiwari, AK and Shahbaz, M and Hasim, HM (2018) On the Relationship of Gold, Crude Oil, Stocks with Financial Stress: A Causality-in-Quantiles Approach. Finance Research Letters, 27. pp. 169-174. DOI https://doi.org/10.1016/j.frl.2018.02.030

Davies, RB and Lamla, MJ and Schiffbauer, M (2016) Learning or Leaning: Persistent and Transitory Spillovers from FDI. Working Paper. Essex Finance Centre Working Papers.

Davies, William and McGoey, Linsey (2012) Rationalities of ignorance: on financial crisis and the ambivalence of neo-liberal epistemology. Economy and Society, 41 (1). pp. 64-83. DOI https://doi.org/10.1080/03085147.2011.637331

De Cesari, A and Huang-Meier, W (2015) Dividend changes and stock price informativeness. Journal of Corporate Finance, 35. pp. 1-17. DOI https://doi.org/10.1016/j.jcorpfin.2015.08.004

De Cock, CJL (2014) How I Learned to Stop Worrying and Love Finance. ephemera theory & politics in organization, 14 (3). pp. 563-569.

De Cock, CJL (2007) The Rise and Rise of Private Equity. Chartered Secretary.

De Cock, CJL and Cutcher, L and Grant, D (2012) Finance Capitalism?s Perpetually Extinguished Pasts: Exploring Discursive Shifts 2007-2011. Culture and Organization, 18 (2). pp. 87-90. DOI https://doi.org/10.1080/14759551.2011.636612

De Cock, CJL and Vachhani, S and Murray, J (2013) Putting into Question the Imaginary of Recovery: A Dialectical Reading of the Global Financial Crisis and its Aftermath. Culture and Organization, 19 (5). pp. 396-412. DOI https://doi.org/10.1080/14759551.2013.815618

Degl'Innocenti, Marta and Fiordelisi, Franco and Girardone, Claudia and Radic, Nemanja (2019) Competition and risk-taking in investment banking. Financial Markets, Institutions and Instruments, 28 (2). pp. 241-260. DOI https://doi.org/10.1111/fmii.12113

Degl’Innocenti, M and Fiordelisi, F and Girardone, C and Radić, N (2018) Competition and Risk-Taking in Investment banking. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Degl’Innocenti, Marta and Girardone, Claudia (2012) Ownership, diversification and cost advantages: Evidence from the Italian leasing industry. Journal of International Financial Markets, Institutions and Money, 22 (4). pp. 879-896. DOI https://doi.org/10.1016/j.intfin.2012.05.002

Degl’Innocenti, Marta and Girardone, Claudia and Torluccio, Giuseppe (2014) Diversification, multimarket contacts and profits in the leasing industry. Journal of International Financial Markets, Institutions and Money, 31 (1). pp. 231-252. DOI https://doi.org/10.1016/j.intfin.2014.04.001

Del Barrio Castro, T and Rodrigues, PMM and Taylor, AMR (2015) Semi-Parametric Seasonal Unit Root Tests. UNSPECIFIED. Essex Finance Centre Working Papers.

Delis, Manthos and Kokas, Sotirios and Ongena, Steven (2016) Foreign Ownership and Market Power in Banking: Evidence from a World Sample. Journal of Money, Credit and Banking, 48 (2-3). pp. 449-483. DOI https://doi.org/10.1111/jmcb.12306

Delis, Manthos D and Iosifidi, Maria and Kokas, Sotirios and Ongena, Steven and Xefteris, Dimitrios (2016) "What's the Use of Having a Reputation If You Can't Ruin It Every Now and Then?" Regulatory Enforcement Actions on Banks and the Structure of Loan Syndicates. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Delis, Manthos D and Kokas, Sotirios and Ongena, Steven (2017) Bank Market Power and Firm Performance. Review of Finance, 21 (1). pp. 299-326. DOI https://doi.org/10.1093/rof/rfw004

Della Corte, P and Sarno, L and Valente, G (2010) A century of equity premium predictability and the consumption?wealth ratio: An international perspective. Journal of Empirical Finance, 17 (3). pp. 313-331. DOI https://doi.org/10.1016/j.jempfin.2009.10.003

Demetrescu, Matei and Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2019) Testing for Episodic Predictability in Stock Returns. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Ding, Xuedong and Li, Jun and Wang, Jia (2008) In pursuit of technological innovation. Journal of Small Business and Enterprise Development, 15 (4). pp. 816-831. DOI https://doi.org/10.1108/14626000810917889

Doering, J and Fairbank, M and Markose, S (2017) Convolutional neural networks applied to high-frequency market microstructure forecasting. In: Computer Science and Electronic Engineering (CEEC), 2017, 2017-09-27 - 2017-09-29, University of Essex, Colchester.

Dong, Y and Girardone, C and Kuo, J (2016) Governance, efficiency and risk taking in Chinese banking. UNSPECIFIED. Essex Finance Centre Working Papers.

Dong, Yizhe and Girardone, Claudia and Kuo, Jing-Ming (2017) Governance, efficiency and risk taking in Chinese banking. The British Accounting Review, 49 (2). pp. 211-229. DOI https://doi.org/10.1016/j.bar.2016.08.001

Donov, Alex (2018) Applications of Copula Theory and Regime Switching in Finance. PhD thesis, University of Essex.

Doroshenko, M and Miles, I and Vinogradov, D (2014) Knowledge intensive business services: The Russian experience. Foresight Russia, 8 (4). pp. 24-39.

Dotsis, George and Vlastakis, Nikolaos (2016) Corridor Volatility Risk and Expected Returns. Journal of Futures Markets, 36 (5). pp. 488-505. DOI https://doi.org/10.1002/fut.21738

Dreher, Axel and Lamla, Michael J and Lein, Sarah M and Somogyi, Frank (2009) The impact of political leaders' profession and education on reforms. Journal of Comparative Economics, 37 (1). pp. 169-193. DOI https://doi.org/10.1016/j.jce.2008.08.005

Dräger, L and Lamla, MJ (2017) Explaining Disagreement on Interest Rates in a Taylor-Rule Setting. The Scandinavian Journal of Economics, 119 (4). pp. 987-1009. DOI https://doi.org/10.1111/sjoe.12217

Dräger, Lena and Lamla, Michael J (2017) Imperfect Information and Consumer Inflation Expectations: Evidence from Microdata. Oxford Bulletin of Economics and Statistics, 79 (6). pp. 933-968. DOI https://doi.org/10.1111/obes.12189

Dräger, Lena and Lamla, Michael J (2012) Updating inflation expectations: Evidence from micro-data. Economics Letters, 117 (3). pp. 807-810. DOI https://doi.org/10.1016/j.econlet.2012.08.033

Dräger, Lena and Lamla, Michael J and Pfajfar, Damjan (2016) Are survey expectations theory-consistent? The role of central bank communication and news. European Economic Review, 85 (C). pp. 84-111. DOI https://doi.org/10.1016/j.euroecorev.2016.01.010

Dungey, Mardi and Hvozdyk, Lyudmyla (2012) Cojumping: Evidence from the US Treasury bond and futures markets. Journal of Banking & Finance, 36 (5). pp. 1563-1575. DOI https://doi.org/10.1016/j.jbankfin.2012.01.005

Dunis, Christian and Kellard, Neil M and Snaith, Stuart (2013) Forecasting EUR–USD implied volatility: The case of intraday data. Journal of Banking & Finance, 37 (12). pp. 4943-4957. DOI https://doi.org/10.1016/j.jbankfin.2013.08.028

Duong, Kiet Tuan (2021) Essays in Behavioural Corporate Finance. PhD thesis, University of Essex.

Duygun, Meryem and Sena, Vania and Shaban, Mohamed (2016) Trademarking activities and total factor productivity: Some evidence for British commercial banks using a metafrontier approach. Journal of Banking and Finance, 72S. S70-S80. DOI https://doi.org/10.1016/j.jbankfin.2016.04.017

Duygun, Meryem and Sena, Vania and Shaban, Mohamed (2014) Trademarking status and economic efficiency among commercial banks: Some evidence for the UK. Journal of Banking & Finance, 49. pp. 506-514. DOI https://doi.org/10.1016/j.jbankfin.2014.06.009

Díaz Hernández, Adán and Constantinou, Nick (2011) A Multiple Regime Nonlinear Asymmetric AR(p)-GARCH(1,1) Model. SSRN Electronic Journal. DOI https://doi.org/10.2139/ssrn.1716809 (In Press)

de Thierry, Ebony and Lam, Helen and Harcourt, Mark and Flynn, Matt and Wood, Geoff (2014) Defined benefit pension decline: the consequences for organizations and employees. Employee Relations, 36 (6). pp. 654-673. DOI https://doi.org/10.1108/er-02-2013-0020

del Barrio Castro, Tomás and Rodrigues, Paulo MM and Taylor, AM Robert (2018) Semi-parametric seasonal unit root tests. Econometric Theory, 34 (02). pp. 447-476. DOI https://doi.org/10.1017/S0266466617000135

del Barrio Castro, Tomás and Rodrigues, Paulo MM and Taylor, AM Robert (2019) Temporal aggregation of seasonally near-integrated processes. Journal of Time Series Analysis, 40 (6). pp. 872-886. DOI https://doi.org/10.1111/jtsa.12453

del Barrio Castro, Tomás and Rodrigues, Paulo MM and Taylor, AM Robert (2019) Temporal aggregation of seasonally near-integrated processes. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

E

Eichberger, Jürgen and Vinogradov, Dmitri (2016) Efficiency of Lowest-Unmatched Price Auctions. Economics Letters, 141 (C). pp. 98-102. DOI https://doi.org/10.1016/j.econlet.2016.02.012

Elbardan, Hany and Ali, Maged and Ghoneim, Ahmad (2016) Enterprise Resource Planning Systems Introduction and Internal Auditing Legitimacy: An Institutional Analysis. Information Systems Management, 33 (3). pp. 231-247. DOI https://doi.org/10.1080/10580530.2016.1188545

Eshraghi, Mohsen (2023) Essays on Solvency and Liquidity Using Financial Networks. Doctoral thesis, University of Essex.

F

Faleiro, Jorge (2018) Supporting Large Scale Collaboration and Crowd-Based Investigation in Economics: A Computational Representation for Description and Simulation of Financial Models. PhD thesis, University of Essex.

Fatouh, Mahmoud (2015) Post 2007 crisis unconventional monetary policy in the UK. PhD thesis, University of Essex.

Fejős, Andrea (2015) Achieving Safety and Affordability in the UK Payday Loans Market. Journal of Consumer Policy, 38 (2). pp. 181-202. DOI https://doi.org/10.1007/s10603-015-9288-2

Fernandes, Filipa Da Silva and Kontonikas, Alexandros and Tsoukas, Serafeim (2019) On the Real Effect of Financial Pressure: Evidence From Firm-Level Employment During the Euro-Area Crisis. Oxford Bulletin of Economics and Statistics, 81 (3). pp. 617-646. DOI https://doi.org/10.1111/obes.12278

Florackis, C and Kontonikas, A and Kostakis, A (2014) Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis. Journal of International Money and Finance, 44 (C). pp. 97-117. DOI https://doi.org/10.1016/j.jimonfin.2014.02.002

Fong, W and Valente, G and Fung, JKW (2010) Covered interest arbitrage profits: The role of liquidity and credit risk. Journal of Banking & Finance, 34 (5). pp. 1098-1107. DOI https://doi.org/10.1016/j.jbankfin.2009.11.008

Fox O'Mahony, L and Twigg-Flesner, C and Akinbami, F (2015) Conceptualizing the Consumer of Financial Services: a New Approach? Journal of Consumer Policy, 38 (2). pp. 111-117. DOI https://doi.org/10.1007/s10603-015-9293-5

Frandsen, Ann-Christine and Hiller, Tammy Bunn and Traflet, Janice and McGoun, Elton G (2013) From money storage to money store: Openness and transparency in bank architecture. Business History, 55 (5). pp. 695-720. DOI https://doi.org/10.1080/00076791.2012.715282

Frandsen, Ann‐Christine (2010) The role of disciplining/translating accounting practices in patient‐centred care. International Journal of Public Sector Management, 23 (4). pp. 381-391. DOI https://doi.org/10.1108/09513551011047279

Frantz, Pascal and Instefjord, Norvald (2013) Corporate Governance and the Cost of Borrowing. Journal of Business Finance & Accounting, 40 (7-8). pp. 918-948. DOI https://doi.org/10.1111/jbfa.12034

Frantz, Pascal and Instefjord, Norvald (2009) Large shareholders and corporate governance. Economics of Governance, 10 (4). pp. 297-321. DOI https://doi.org/10.1007/s10101-009-0061-3

Frantz, Pascal and Instefjord, Norvald and Walker, Martin (2013) Executive Compensation: A Model of Disclosure Choice. Journal of Business Finance & Accounting, 40 (9-10). pp. 1184-1220. DOI https://doi.org/10.1111/jbfa.12041

Frynas, JG and Wood, GT and Hinks, T (2017) The Resource Curse without Natural Resources: Expectations of Resource Booms and their Impact. African Affairs, 116 (463). pp. 233-260. DOI https://doi.org/10.1093/afraf/adx001

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

Fu, Xi and Zhang, Zhifang (2019) CFO cultural background and stock price crash risk. Journal of International Financial Markets, Institutions and Money, 62. pp. 74-93. DOI https://doi.org/10.1016/j.intfin.2019.05.001

Fujita, Sanae (2011) Asian Development Bank and Human Rights: Challenges of Human Rights Protection in Development. In: Human Rights Governance in Asia. Keiso Shobo Publishing, Tokyo, pp. 99-111.

Fujita, Sanae (2008) The World Bank and Human Rights Mainstreaming. Human Rights International, 19. pp. 124-130.

Fujita, Sanae (2013) The World Bank, Asian Development Bank and Human Rights. Edward Elgar Publishing. ISBN 9781849804240. Official URL: http://dx.doi.org/10.4337/9781781006054

Fujita, Sanae (2011) The challenges of mainstreaming human rights in the World Bank. The International Journal of Human Rights, 15 (3). pp. 374-396. DOI https://doi.org/10.1080/13642980903465300

G

Gambetti, L and Korobilis, D and Tsoukalas, J and Zanetti, F (2017) The Effect of News Shocks and Monetary Policy. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Gassebner, Martin and Gaston, Noel and Lamla, Michael J (2011) THE INVERSE DOMINO EFFECT: ARE ECONOMIC REFORMS CONTAGIOUS?*. International Economic Review, 52 (1). pp. 183-200. DOI https://doi.org/10.1111/j.1468-2354.2010.00624.x

Gassebner, Martin and Lamla, Michael J and Vreeland, James Raymond (2013) Extreme Bounds of Democracy. Journal of Conflict Resolution, 57 (2). pp. 171-197. DOI https://doi.org/10.1177/0022002712446132

Gatkowski, Mateusz (2015) Financial Network Stability and Structure: Econometric and Network Analysis. PhD thesis, University of Essex.

Gavilan-Rubio, Miguel A (2019) Essays in Applied Monetary and Financial Economics. PhD thesis, University of Essex.

Georgiev, I and Harvey, DI and Leybourne, SJ and Taylor, AM (2018) Testing for Parameter Instability in Predictive Regression Models. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Georgiev, I and Harvey, DI and Leybourne, SJ and Taylor, AMR (2018) A Bootstrap Stationarity Test for Predictive Regression Invalidity. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Georgiev, I and Harvey, DI and Taylor, AMR and Leybourne, SJ (2019) A Bootstrap Stationarity Test for Predictive Regression Invalidity. Journal of Business and Economic Statistics, 37 (3). pp. 528-541. DOI https://doi.org/10.1080/07350015.2017.1385467

Georgiev, I and Rodrigues, PMM and Taylor, AMR (2017) Unit Root Tests and Heavy-Tailed Innovations. UNSPECIFIED. Essex Finance Centre Working Papers.

Georgiev, Iliyan and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2018) Testing for parameter instability in predictive regression models. Journal of Econometrics, 204 (1). pp. 101-118. DOI https://doi.org/10.1016/j.jeconom.2018.01.005

Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2017) Unit Root Tests and Heavy-Tailed Innovations. Journal of Time Series Analysis, 38 (5). pp. 733-768. DOI https://doi.org/10.1111/jtsa.12233

Ghauri, Pervez and Tasavori, Misagh and Zaefarian, Reza (2014) Internationalisation of service firms through corporate social entrepreneurship and networking. International Marketing Review, 31 (6). pp. 576-600. DOI https://doi.org/10.1108/imr-09-2013-0196

Giampaoli, Iacopo and Ng, Wing Lon and Constantinou, Nick (2009) Analysis of ultra-high-frequency financial data using advanced Fourier transforms. Finance Research Letters, 6 (1). pp. 47-53. DOI https://doi.org/10.1016/j.frl.2008.11.002

Giampaoli, Iacopo and Ng, Wing Lon and Constantinou, Nick (2013) PERIODICITIES OF FOREIGN EXCHANGE MARKETS AND THE DIRECTIONAL CHANGE POWER LAW. Intelligent Systems in Accounting, Finance and Management, 20 (3). pp. 189-206. DOI https://doi.org/10.1002/isaf.1343

Girardone, C and Hamill, PA and Wilson, JOS (2016) Contemporary issues in financial institutions and markets. UNSPECIFIED, pp. 1-131. ISBN 9781138809932.

Girardone, Claudia and Hamill, Philip A and Wilson, John (2013) Contemporary issues in financial markets and institutions. The European Journal of Finance, 19 (9). pp. 811-814. DOI https://doi.org/10.1080/1351847x.2012.696550

Girardone, Claudia and Nankervis, John C and Velentza, Ekaterini‐Fotini (2009) Efficiency, ownership and financial structure in European banking. Managerial Finance, 35 (3). pp. 227-245. DOI https://doi.org/10.1108/03074350910931753

Girardone, Claudia and Snaith, Stuart (2011) Project finance investments and political risk. In: Global Project Finance, Human Rights and Sustainable Development. Cambridge University Press, pp. 211-238. ISBN 9780521762601. Official URL: http://dx.doi.org/10.1017/cbo9780511974311.009

Girardone, Claudia and Snaith, Stuart (2011) Project finance loan spreads and disaggregated political risk. Applied Financial Economics, 21 (23). pp. 1725-1734. DOI https://doi.org/10.1080/09603107.2011.577006

Gnabo, Jean-Yves and Hvozdyk, Lyudmyla and Lahaye, Jérôme (2014) System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies. Journal of International Money and Finance, 48 (PA). pp. 147-174. DOI https://doi.org/10.1016/j.jimonfin.2014.07.002

Goergen, M and Chahine, S and Wood, GT and Brewster, C (2019) The relationship between public listing, context, multi-nationality and internal CSR. Journal of Corporate Finance, 57. pp. 122-141. DOI https://doi.org/10.1016/j.jcorpfin.2017.11.008

Goergen, Marc and O'Sullivan, Noel and Wood, Geoffrey and Baric, Marijana (2018) Sovereign wealth funds, productivity and people: The impact of Norwegian Government Pension Fund-Global investments in the United Kingdom. Human Resource Management Journal, 28 (2). pp. 288-303. DOI https://doi.org/10.1111/1748-8583.12179

Goh, YK and Hasim, HM and Antonopoulos, CG (2018) Inference of financial networks using the normalised mutual information rate. PLoS ONE, 13 (2). e0192160-e0192160. DOI https://doi.org/10.1371/journal.pone.0192160

Gong, Zheng (2023) Deep learning for trading and hedging in financial markets. Doctoral thesis, University of Essex.

Gounden, S and O’Hara, JG (2010) An analytic formula for the price of an American-style Asian option of floating strike type. Applied Mathematics and Computation, 217 (7). pp. 2923-2936. DOI https://doi.org/10.1016/j.amc.2010.08.025

Gounopoulos, D and Pham, H (2017) Credit Ratings and Earnings Management around IPOs. Journal of Business Finance and Accounting, 44 (1-2). pp. 154-195. DOI https://doi.org/10.1111/jbfa.12228

Gounopoulos, Dimitrios and Pham, Hang (2018) Financial Expert CEOs and Earnings Management Around Initial Public Offerings. The International Journal of Accounting, 53 (2). pp. 102-117. DOI https://doi.org/10.1016/j.intacc.2018.04.002

Gounopoulos, Dimitrios and Pham, Hang (2018) Specialist CEOs and IPO survival. Journal of Corporate Finance, 48. pp. 217-243. DOI https://doi.org/10.1016/j.jcorpfin.2017.10.012

Gregoriou, Andros and Kontonikas, Alexandros and Montagnoli, Alberto (2014) Aggregate and regional house price to earnings ratio dynamics in the UK. Urban Studies, 51 (13). pp. 2916-2927. DOI https://doi.org/10.1177/0042098013506063

Guarin, Alexander and Liu, Xiaoquan and Ng, Wing Lon (2011) Enhancing credit default swap valuation with meshfree methods. European Journal of Operational Research, 214 (3). pp. 805-813. DOI https://doi.org/10.1016/j.ejor.2011.05.046

Guarin, Alexander and Liu, Xiaoquan and Ng, Wing Lon (2014) Recovering default risk from CDS spreads with a nonlinear filter. Journal of Economic Dynamics and Control, 38. pp. 87-104. DOI https://doi.org/10.1016/j.jedc.2013.09.006

Gupta, S and Das, D and Hasim, HBM and Tiwari, AK (2018) The Dynamic Relationship Between Stock Returns and Trading Volume Revisited: A MODWT-VAR Approach. Finance Research Letters, 27. pp. 91-98. DOI https://doi.org/10.1016/j.frl.2018.02.018

H

Habbab, Fatim (2024) Using machine learning to investigate the role of real estate in a mixed-asset portfolio. Doctoral thesis, University of Essex.

Hadla, Masar (2015) Essays in international finance. PhD thesis, University of Essex.

Hallam, M and Olmo, J (2014) Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data. Journal of Financial Econometrics, 12 (2). pp. 408-432. DOI https://doi.org/10.1093/jjfinec/nbt016

Hallam, Mark and Olmo, Jose (2014) Forecasting daily return densities from intraday data: A multifractal approach. International Journal of Forecasting, 30 (4). pp. 863-881. DOI https://doi.org/10.1016/j.ijforecast.2014.01.007

Hallam, Mark and Olmo, Jose (2018) Statistical Tests of Distributional Scaling Properties for Financial Return Series. Quantitative Finance, 18 (7). pp. 1211-1232. DOI https://doi.org/10.1080/14697688.2017.1298832

Haque, Faizul and Arun, Thankom G (2016) Corporate governance and financial performance: an emerging economy perspective. Investment Management and Financial Innovations, 13 (3(1)). pp. 228-236. DOI https://doi.org/10.21511/imfi.13(3-1).2016.09

Harris, D and Leybourne, SJ and Taylor, AMR (2016) Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point. Working Paper. Essex Finance Centre Working Papers.

Harris, D and Leybourne, SJ and Taylor, AMR (2016) Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point. Journal of Econometrics, 192 (2). pp. 451-467. DOI https://doi.org/10.1016/j.jeconom.2016.02.010

Harris, David and Kew, Hsein and Taylor, AM Robert (2019) Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem. Working Paper. Essex Finance Centre Working Papers, Colchester.

Harvey, David I and Kellard, Neil M and Madsen, Jakob B and Wohar, Mark E (2017) Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day. World Development, 89 (C). pp. 57-70. DOI https://doi.org/10.1016/j.worlddev.2016.07.012

Harvey, David I and Leybourne, Stephen J and Robert Taylor, AM (2014) Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date*. Oxford Bulletin of Economics and Statistics, 76 (1). pp. 93-111. DOI https://doi.org/10.1111/obes.12013

Harvey, David I and Leybourne, Stephen J and Sollis, Robert and Taylor, AM Robert (2018) Detecting Regimes of Predictability in the U.S. Equity Premium. Working Paper. Essex Finance Centre Working Papers, Colchester.

Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2014) On infimum Dickey–Fuller unit root tests allowing for a trend break under the null. Computational Statistics & Data Analysis, 78. pp. 235-242. DOI https://doi.org/10.1016/j.csda.2012.10.017

Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2013) Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics. Journal of Econometrics, 177 (2). pp. 265-284. DOI https://doi.org/10.1016/j.jeconom.2013.04.012

Hasim, H (2014) Developing a Conceptual Framework of Microtakaful as a Strategy towards Poverty Alleviation. Journal of Economics and Sustainable Development, 5 (28). pp. 1-8.

Hasim, H (2014) Microtakaful as an Islamic Financial Instrument, for Poverty Alleviation in Iraq. Middle-East Journal of Scientific Research, 21 (12). pp. 2315-2325.

Hasim, H and Service, D (2013) Modelling the life insurance needs using the human life value revision method. Journal of Physics: Conference Series, 423. creators-Hasim=3AHaslifah=3A=3A.

Haven, Emmanuel and Liu, Xiaoquan and Ma, Chenghu and Shen, Liya (2009) Revealing the implied risk-neutral MGF from options: The wavelet method. Journal of Economic Dynamics and Control, 33 (3). pp. 692-709. DOI https://doi.org/10.1016/j.jedc.2008.09.001

Haven, Emmanuel and Liu, Xiaoquan and Shen, Liya (2012) De-noising option prices with the wavelet method. European Journal of Operational Research, 222 (1). pp. 104-112. DOI https://doi.org/10.1016/j.ejor.2012.04.020

Hazny, MH and Hasim, HBM and Yusof, AY (2020) Mathematical modelling of a shariah-compliant capital asset pricing model. Journal of Islamic Accounting and Business Research, 11 (1). pp. 90-109. DOI https://doi.org/10.1108/JIABR-07-2016-0083 (In Press)

Haß, Lars Helge and Vergauwe, Skrålan and Zhang, Zhifang (2019) State-ownership and bank loan contracting: evidence from corporate fraud. The European Journal of Finance, 25 (6). pp. 1-22. DOI https://doi.org/10.1080/1351847X.2017.1328454

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

Huang, Chun-Sung and O'Hara, John G and Mataramvura, Sure (2017) Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions. Journal of Computational and Applied Mathematics, 311. pp. 230-238. DOI https://doi.org/10.1016/j.cam.2016.07.019

Huang, F (2014) The Rising of Asian Values and the Financial Crisis: The Cases of Hong Kong, Malaysia and Singapore. In: When Orient and Occident Meet. Moneta-Wetteren, pp. 141-157. ISBN 978-94-91384-44-8.

Huang, F and Yeung, H (2015) “One Country Two Systems” as Bedrock of Hong Kong’s Continued Success: Fiction or Reality? Boston College International and Comparative Law Review, 38 (2). pp. 191-224.

Huang-Meier, W and Freeman, MC (2015) Aggregate dividends and consumption smoothing. International Review of Financial Analysis, 43. pp. 324-335. DOI https://doi.org/10.1016/j.irfa.2015.08.008

Huang-Meier, W and Freeman, MC and Mazouz, K (2015) Why are aggregate equity payouts pro-cyclical? Journal of Macroeconomics, 44. pp. 98-108. DOI https://doi.org/10.1016/j.jmacro.2015.01.005

Huang-Meier, W and Lambertides, N and Steeley, JM (2015) Motives for corporate cash holdings: the CEO optimism effect. Review of Quantitative Finance and Accounting.

Hung, Chi-Hsiou D and Jiang, Yuxiang and Liu, Frank Hong and Tu, Hong and Wang, Senyu (2017) Bank political connections and performance in China. Journal of Financial Stability, 32. pp. 57-69. DOI https://doi.org/10.1016/j.jfs.2017.09.003

Hvozdyk, L and Rustanov, S (2016) The effect of financial transaction tax on market liquidity and volatility: An Italian perspective. International Review of Financial Analysis, 45 (C). pp. 62-78. DOI https://doi.org/10.1016/j.irfa.2016.01.018

I

Iacone, Fabrizio and Leybourne, Stephen J and Robert Taylor, AM (2013) Testing for a break in trend when the order of integration is unknown. Journal of Econometrics, 176 (1). pp. 30-45. DOI https://doi.org/10.1016/j.jeconom.2013.03.008

Iacone, Fabrizio and Leybourne, Stephen J and Taylor, AM Robert (2013) ON THE BEHAVIOR OF FIXED-<i>b</i>TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION. Econometric Theory, 29 (2). pp. 393-418. DOI https://doi.org/10.1017/s0266466612000291

Iacone, Fabrizio and Leybourne, Stephen J and Taylor, AM Robert (2019) Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point. Econometric Theory, 35 (6). pp. 1201-1233. DOI https://doi.org/10.1017/S0266466618000361

Iacone, Fabrizio and Leybourne, Stephen J and Taylor, AM Robert (2017) Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Ibrahim, S and O'Hara, JG and Constantinou, N (2013) Pricing Power Options under the Heston Dynamics using the FFT. New Trends in Mathematical Sciences, 1 (1). pp. 1-9.

Ibrahim, SNI and Ng, TW and O'Hara, JG and Nawawi, A (2017) Pricing holder-extendable options in a stochastic volatility model with an ornstein-uhlenbeck process. Malaysian Journal of Mathematical Sciences, 11 (1). pp. 1-8.

Ibrahim, SNI and O'Hara, JG and Zaki, MSM (2016) Pricing Formula for Power Options with Jump-Diffusion. Applied Mathematics and Information Sciences, 10 (4). pp. 1313-1317. DOI https://doi.org/10.18576/amis/100410

Ibrahim, Siti Nur Iqmal and O'Hara, John G and Constantinou, Nick (2014) Pricing Extendible Options Using the Fast Fourier Transform. Mathematical Problems in Engineering, 2014. pp. 1-7. DOI https://doi.org/10.1155/2014/831470

Ibrahim, Siti Nur Iqmal and O’Hara, John G and Constantinou, Nick (2013) Risk-neutral valuation of power barrier options. Applied Mathematics Letters, 26 (6). pp. 595-600. DOI https://doi.org/10.1016/j.aml.2012.12.016

Idowu, Adetunji Monsurudeen (2018) Corporate Governance and Firm Financial Performance: The Nigerian Evidence. PhD thesis, University of Essex.

Instefjord, N and Frantz, P (2018) Regulatory Competition and Rules/Principles Based Regulation. Journal of Business Finance and Accounting, 45 (7-8). pp. 818-838. DOI https://doi.org/10.1111/jbfa.12313

Instefjord, Norvald and Frantz, Pascal (2019) Debt Overhang and Non-Distressed Debt Restructuring. Journal of Financial Intermediation, 37. pp. 75-88. DOI https://doi.org/10.1016/j.jfi.2018.08.002

Instefjord, Norvald and Nawosah, Vivekanand and Yang, Pei (2016) A contingent claims analysis of optimal investment subsidy. Journal of Economic Dynamics and Control, 73 (C). pp. 354-372. DOI https://doi.org/10.1016/j.jedc.2016.10.004

Instefjord, Norvald and Sasaki, Kouji (2008) Informational leverage: the problem of noise traders. Annals of Finance, 4 (4). pp. 455-480. DOI https://doi.org/10.1007/s10436-007-0086-y

Iosifidi, Maria and Kokas, Sotirios (2015) Who lends to riskier and lower-profitability firms? Evidence from the syndicated loan market. Journal of Banking &amp; Finance, 61 (S1). S14-S21. DOI https://doi.org/10.1016/j.jbankfin.2015.02.008

Iqbal, Javed (2018) Application of Regime Switching and Random Matrix Theory for Portfolio Optimization. PhD thesis, University of Essex.

Ivan, Miruna-Daniela (2023) Essays in Liquidity, Monetary Policy and the Commodity Market. Doctoral thesis, University of Essex.

Izah, Angela (2019) Essays on the Impacts of Environment on Uncertainty Attitudes and Consumption Choices. PhD thesis, University of Essex.

J

Jammeh, Kebba (2020) Remittances, Consumption Insurance and Family Labour Supply. PhD thesis, University of Essex.

Jitmaneero, Boonlert and Lamla, Michael J and Wood, Andrew (2019) The Implications of Central Bank Transparency for Uncertainty and Disagreement. Journal of International Money and Finance, 90. pp. 222-240. DOI https://doi.org/10.1016/j.jimonfin.2018.10.002

Jitmaneeroj, B and Wood, A (2013) The expectations hypothesis: New hope or illusory support? Journal of Banking & Finance, 37 (3). pp. 1084-1092. DOI https://doi.org/10.1016/j.jbankfin.2012.11.013

Jitmaneeroj, Boonlert and Lamla, Michael J and Wood, Andrew (2018) The Implications of Central Bank Transparency for Uncertainty and Disagreement. Working Paper. Essex Finance Centre Working Papers, Colchester.

K

Kaffash, Sepideh and Marra, Marianna (2017) Data envelopment analysis in financial services: a citations network analysis of banks, insurance companies and money market funds. Annals of Operations Research, 253 (1). pp. 307-344. DOI https://doi.org/10.1007/s10479-016-2294-1

Kahn, Charles M and Liñares-Zegarra, José (2016) Identity Theft and Consumer Payment Choice: Does Security Really Matter? Journal of Financial Services Research, 50 (1). pp. 121-159. DOI https://doi.org/10.1007/s10693-015-0218-x

Kahn, Charles M and Liñares-Zegarra, José and Stavins, Joanna (2017) Are there Social Spillovers in Consumers’ Security Assessments of Payment Instruments? Journal of Financial Services Research, 52 (1-2). pp. 5-34. DOI https://doi.org/10.1007/s10693-017-0270-9

Kapetanios, G and Cipollini, Andrea (2009) A stochastic variance factor model for large datasets and an application to S&P data. Working Paper. Finance Discussion Papers, Colchester.

Kapetanios, G and Mitchell, J and Price, S and Fawcett, N (2015) Generalised density forecast combinations. Journal of Econometrics, 188 (1). pp. 150-165. DOI https://doi.org/10.1016/j.jeconom.2015.02.047

Kapetanios, G and Price, S and Theodoridis, K (2015) A new approach to multi-step forecasting using dynamic stochastic general equilibrium models. Economics Letters, 136 (C). pp. 237-242. DOI https://doi.org/10.1016/j.econlet.2015.09.034

Kapetanios, G and Price, SG and Young, G (2017) A UK financial conditions index using targeted data reduction: forecasting and structural identification. Working Paper. Essex Finance Centre Working Papers, Colchester.

Kapetanios, George and Millard, Stephen and Price, Simon and Petrova, Katerina (2018) Time varying cointegration and the UK Great Ratios. Working Paper. Essex Finance Centre Working Papers, Colchester.

Kapetanios, George and Papailias, Fotis and Taylor, AM Robert (2019) A Generalised Fractional Differencing Bootstrap for Long Memory Processes. Journal of Time Series Analysis, 40 (4). pp. 467-492. DOI https://doi.org/10.1111/jtsa.12460

Kapetanios, George and Papailias, Fotis and Taylor, AM Robert (2019) A Generalised Fractional Differencing Bootstrap for Long Memory Processes. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Kapetanios, George and Price, Simon and Young, Garry (2018) A UK financial conditions index using targeted data reduction: forecasting and structural identification. Econometrics and Statistics, 7. pp. 1-17. DOI https://doi.org/10.1016/j.ecosta.2017.12.002

Kapetanios, George and Tasiou, Menelaos and Price, Simon and Ventouri, Alexia (2018) State-level wage Phillips curves. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Karatzia, A (2017) An overview of litigation in the context of financial assistance to Eurozone Member States. In: Hungarian Yearbook of International Law and European Law 2016. Eleven International Publishing, pp. 573-590. ISBN 978-9462367326.

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

Kellard, NM and Dunis, C and Sarantis, N (2010) Foreign exchange, fractional cointegration and the implied?realized volatility relation. Journal of Banking & Finance, 34 (4). pp. 882-891. DOI https://doi.org/10.1016/j.jbankfin.2009.09.017

Kellard, NM and Harvey, D and Madsen, J and Wohar, M (2018) The Resource Curse, Commodity Prices and Economic Growth. In: Global Commodity Markets and Development Economics. Routledge Studies in Development Economics . Routledge, London and New York, pp. 16-50. ISBN 978-1138898257. Official URL: https://www.routledge.com/9781138898257

Kellard, NM and Millo, Y and Simon, J and Engel, O (2017) Close Communications: Hedge Funds, Brokers and the Emergence of Herding. British Journal of Management, 28 (1). pp. 84-101. DOI https://doi.org/10.1111/1467-8551.12158

Kellard, NM and Sarantis, N (2008) Can exchange rate volatility explain persistence in the forward premium? Journal of Empirical Finance, 15 (4). pp. 714-728. DOI https://doi.org/10.1016/j.jempfin.2007.10.002

Kellard, Neil M and Jiang, Ying and Wohar, Mark (2015) Spurious long memory, uncommon breaks and the implied–realized volatility puzzle. Journal of International Money and Finance, 56 (C). pp. 36-54. DOI https://doi.org/10.1016/j.jimonfin.2015.04.003

Kellard, Neil M and Kontonikas, Alexandros and Lamla, Michael J and Maiani, Stefano and Wood, Geoffrey (2018) Risk, Financial Stability and FDI. Working Paper. Essex Finance Centre Working Papers, Colchester.

Kellard, Neil M and Nankervis, John C and Papadimitriou, Fotios I (2010) Predicting the equity premium with dividend ratios: Reconciling the evidence. Journal of Empirical Finance, 17 (4). pp. 539-551. DOI https://doi.org/10.1016/j.jempfin.2010.04.002

Kellard, Neil M and Snaith, Stuart and Ahmad, Norzalina (2018) Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures. Journal of Futures Markets, 38 (6). pp. 673-695. DOI https://doi.org/10.1002/fut.21899

Khalifa, D and Shukla, P (2017) Me, my brand and I: Consumer responses to luxury brand rejection. Journal of Business Research, 81. pp. 156-162. DOI https://doi.org/10.1016/j.jbusres.2017.05.032

Kleinknecht, Manuel (2017) Improving Market Risk Management with Heuristic Algorithms. PhD thesis, University of Essex.

Kleinknecht, Manuel and Ng, Wing Lon (2015) Minimizing Basel III Capital Requirements with Unconditional Coverage Constraint. Intelligent Systems in Accounting, Finance and Management, 22 (4). pp. 263-281. DOI https://doi.org/10.1002/isaf.1370

Klubinski, William (2021) Essays on Hedge Fund Performance and Corporate Governance. PhD thesis, University of Essex.

Klumpes, Paul JM and Manson, Stuart (2008) The disclosure effectiveness of financial disclosure regulations to individual investors: evidence from the laboratory. International Journal of Banking, Accounting and Finance, 1 (1). p. 47. DOI https://doi.org/10.1504/ijbaaf.2008.020242

Kontonikas, A and Maio, P and Zekaite, Z (2017) Monetary Policy and Corporate Bond Returns. Working Paper. Essex Finance Centre Working Papers, Colchester.

Kontonikas, A and Zekaite, Z (2017) Monetary policy and stock valuation: Structural VAR identification and size effects. Working Paper. Essex Finance Centre Working Papers, Colchester.

Kontonikas, A and Zekaite, Z (2018) Monetary policy and stock valuation: Structural VAR identification and size effects. Quantitative Finance, 18 (5). pp. 837-848. DOI https://doi.org/10.1080/14697688.2017.1414516

Kontonikas, Alexandros and Nolan, Charles and Zekaite, Zivile and Lamla, Michael (2019) Treasuries Variance Decomposition and the Impact of Monetary Policy. International Journal of Finance and Economics, 24 (4). pp. 1506-1519. DOI https://doi.org/10.1002/ijfe.1744

Koop, G and Korobilis, D (2018) Forecasting with High-Dimensional Panel VARs. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Koop, Gary and Korobilis, Dimitrios (2019) Forecasting with High-Dimensional Panel VARs. Oxford Bulletin of Economics and Statistics, 81 (5). pp. 937-959. DOI https://doi.org/10.1111/obes.12303

Kopita, AS and Charitou, A and Karamanou, I (2018) Are analyst stock recommendation revisions more informative in the post-IFRS period? Journal of Business Finance and Accounting, 45 (1-2). pp. 115-139. DOI https://doi.org/10.1111/jbfa.12286

Korkos, Ioannis (2020) On Explosive Time Series. PhD thesis, University of Essex.

Korobilis, D (2017) Forecasting with many predictors using message passing algorithms. Working Paper. Essex Finance Centre Working Papers, Colchester.

Korobilis, D and Pettenuzzo, D (2016) Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions. Working Paper. Essex Finance Centre Working Papers, Colchester.

Korobilis, D and Yilmaz, K (2018) Measuring Dynamic Connectedness with Large Bayesian VAR Models. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Korobilis, Dimitris and Koop, Gary (2018) Variational Bayes inference in high-dimensional time-varying parameter models. Working Paper. Essex Finance Centre Working Papers, Colchester.

Korobilis, Dimitris and Pettenuzzo, Davide (2019) Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions. Journal of Econometrics, 212 (1). pp. 241-271. DOI https://doi.org/10.1016/j.jeconom.2019.04.029

Kostov, Philip and Arun, Thankom and Annim, Samuel (2015) Access to financial services: The case of the ‘Mzansi’ account in South Africa. Review of Development Finance, 5 (1). pp. 34-42. DOI https://doi.org/10.1016/j.rdf.2015.04.001

Kostov, Philip and Arun, Thankom and Annim, Samuel (2014) Banking the unbanked: the Mzansi intervention in South Africa. Indian Growth and Development Review, 7 (2). pp. 118-141. DOI https://doi.org/10.1108/igdr-11-2012-0046

Kostov, Philip and Arun, Thankom and Annim, Samuel (2014) Financial Services to the Unbanked: the case of the Mzansi intervention in South Africa. Contemporary Economics, 8 (2). pp. 191-206. DOI https://doi.org/10.5709/ce.1897-9254.140

Kuo, J and Coakley, J and Wood, A (2010) The lunar moon festival and the dark side of the moon. Applied Financial Economics, 20 (20). pp. 1565-1575. DOI https://doi.org/10.1080/09603107.2010.507172

Kwong, CCY (2011) Transforming the human resource management of microfinance institutions: The case of Bank Rakyat Indonesia. Enterprise Development and Microfinance, 22 (2). pp. 45-58. DOI https://doi.org/10.3362/1755-1986.2011.006

Kwong, CCY and Jones-Evans, D and Thompson, P (2012) Differences in perceptions of access to finance between potential male and female entrepreneurs: Evidence from the UK. International Journal of Entrepreneurial Behaviour & Research, 18 (1). pp. 75-97. DOI https://doi.org/10.1108/13552551211201385

L

LAMLA, MICHAEL J and MAAG, THOMAS (2012) The Role of Media for Inflation Forecast Disagreement of Households and Professional Forecasters. Journal of Money, Credit and Banking, 44 (7). pp. 1325-1350. DOI https://doi.org/10.1111/j.1538-4616.2012.00534.x

LI, SHENGNAN (2022) Relating Volatility and Jumps between two markets under Directional Change. PhD thesis, University of Essex.

Lamla, Michael and Lein, Sarah and Sturm, Jan-Egbert (2020) Media Reporting and Business Cycles: Empirical Evidence based on News Data. Empirical Economics, 59 (3). pp. 1085-1105. DOI https://doi.org/10.1007/s00181-019-01713-5

Lamla, Michael and PJaifar, Damian and Rendell, Lea (2019) Inflation and Deflationary Biases in Inflation Expectations. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Lamla, Michael J and Lein, Sarah M (2015) INFORMATION RIGIDITIES, INFLATION PERCEPTIONS, AND THE MEDIA: LESSONS FROM THE EURO CASH CHANGEOVER. Economic Inquiry, 53 (1). pp. 9-22. DOI https://doi.org/10.1111/ecin.12121

Lamla, Michael J and Lein, Sarah M (2014) The role of media for consumers’ inflation expectation formation. Journal of Economic Behavior &amp; Organization, 106 (C). pp. 62-77. DOI https://doi.org/10.1016/j.jebo.2014.05.004

Lamla, Michael Josef and Straub, Martin and Girsberger, Esther Mirjam (2014) On the economic impact of international sport events: microevidence from survey data at the EURO 2008. Applied Economics, 46 (15). pp. 1693-1703. DOI https://doi.org/10.1080/00036846.2014.881972

Langham, P and Nancarrow, C and Mugasha, A (2009) Progress Report on Maintaining Competitive Markets. UNSPECIFIED. National Audit Office (Official Report) NAO VFM rpt (HC 127 2008-09).

Lauwo, Sarah and Olatunde, Julius (2010) The Role of Auditors in Nigerian Banking Crisis. Accountancy, Business and the Public Interest, 9. pp. 159-204.

Lazos, Aristogenis (2017) Risk-neutral pricing in a behavioural framework. PhD thesis, University of Essex.

Leader, S (2011) An introduction to the issues. In: Global Project Finance, Human Rights and Sustainable Development. Cambridge University Press, pp. 3-11. ISBN 9780511974311. Official URL: http://admin.cambridge.org/hu/academic/subjects/la...

Leader, Sheldon (2011) Risk management, project finance and rights-based development. In: Global Project Finance, Human Rights and Sustainable Development. Cambridge University Press, pp. 107-141. ISBN 9780521762601. Official URL: http://dx.doi.org/10.1017/cbo9780511974311.006

Leader, Sheldon and Kazimova, Rasmiya (2011) Overview and recommendations. In: Global Project Finance, Human Rights and Sustainable Development. Cambridge University Press, pp. 490-498. ISBN 9780521762601. Official URL: http://dx.doi.org/10.1017/cbo9780511974311.016

Leader, Sheldon and Ong, David (2011) Global Project Finance, Human Rights and Sustainable Development. Cambridge University Press. ISBN 9780511974311. Official URL: https://doi.org/10.1017/CBO9780511974311

Leardi, Alessandro (2020) Regulatory risk constraints and investment decisions: unintended consequences for the financial system. PhD thesis, University of Essex.

Leung, WS and Mazouz, K and Chen, J and Wood, G (2018) Organization capital, labor market flexibility, and stock returns around the world. Journal of Banking and Finance, 89. pp. 150-168. DOI https://doi.org/10.1016/j.jbankfin.2018.02.008

Li, J (2002) Financing China's Rural Enterprises. Chinese Worlds . Routledge. ISBN 9780415296823.

Li, Shengnan (2018) Searching for Head and Shoulders Bottom Patterns under Directional Changes. Masters thesis, University of Essex.

Li, Yiwei and Zhang, Xiu-Ye (2019) Impact of board gender composition on corporate debt maturity structures. European Financial Management, 25 (5). pp. 1286-1320. DOI https://doi.org/10.1111/eufm.12214

Liao, Yixin (2019) Essays on comovement. PhD thesis, University of Essex.

Liu, X and Kuo, J and Coakley, J (2015) A pricing kernel approach to valuing options on interest rate futures. The European Journal of Finance, 21 (2). pp. 93-110. DOI https://doi.org/10.1080/1351847X.2013.779289

Liu, Xiaoquan and Cao, Yi and Ma, Chenghu and Shen, Liya (2019) Wavelet-based option pricing: An empirical study. European Journal of Operational Research, 272 (3). pp. 1132-1142. DOI https://doi.org/10.1016/j.ejor.2018.07.025

Liu, Xiaoquan and Pong, Eddie SY and Shackleton, Mark B and Zhang, Yuanyuan (2014) Option-Implied Volatilities and Stock Returns: <i>Evidence from Industry-Neutral Portfolios</i>. The Journal of Portfolio Management, 41 (1). pp. 65-77. DOI https://doi.org/10.3905/jpm.2014.41.1.065

Liu, Xiaoquan and Shackleton, Mark B and Taylor, Stephen J and Xu, Xinzhong (2009) Empirical pricing kernels obtained from the UK index options market. Applied Economics Letters, 16 (10). pp. 989-993. DOI https://doi.org/10.1080/13504850701222210

Liu, Xiaoquan and Shen, Liya (2017) Wavelet-based option pricing: An empirical study. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Liñares-Zegarra, José and Wilson, John OS (2014) Credit card interest rates and risk: new evidence from US survey data. The European Journal of Finance, 20 (10). pp. 892-914. DOI https://doi.org/10.1080/1351847x.2013.839461

Liñares-Zegarra, José and Wilson, John OS (2018) The Size and Growth of Microfinance Institutions. The British Accounting Review, 50 (2). pp. 199-213. DOI https://doi.org/10.1016/j.bar.2017.11.006

Luan, Xinyang (2016) Essays on International Stock and Bond Returns. PhD thesis, University of Essex.

Luo, Jun (2020) Essays on European Banks' Consolidation, Integration and Systemic Risk. PhD thesis, University of Essex.

M

Ma, Shuai (2022) Tracking and Nowcasting Directional Changes in the Forex Market. PhD thesis, University of Essex.

Malik, Azeem and Lon Ng, Wing (2014) Intraday liquidity patterns in limit order books. Studies in Economics and Finance, 31 (1). pp. 46-71. DOI https://doi.org/10.1108/sef-11-2011-0093

Malikov, K and Manson, S and Coakley, J (2018) Earnings management using classification shifting of revenues. The British Accounting Review, 50 (3). pp. 291-305. DOI https://doi.org/10.1016/j.bar.2017.10.004

Malikov, Kamran (2016) Essays in Earnings Management. PhD thesis, University of Essex.

Malikov, Kamran and Coakley, Jerry and Manson, Stuart (2019) The effect of the interest coverage covenants on classification shifting of revenues. The European Journal of Finance, 25 (16). pp. 1572-1590. DOI https://doi.org/10.1080/1351847X.2019.1618888

Mallick, Sushanta and Yang, Yong (2011) Sources of Financing, Profitability and Productivity: First Evidence from Matched Firms. Financial Markets, Institutions &amp; Instruments, 20 (5). pp. 221-252. DOI https://doi.org/10.1111/j.1468-0416.2011.00170.x

Mamatzakis, Emmanuel and Bermpei, Theodora (2015) The Effect of Corporate Governance on the Performance of US Investment Banks. Financial Markets, Institutions and Instruments, 24 (2-3). pp. 191-239. DOI https://doi.org/10.1111/fmii.12028

Mamatzakis, Emmanuel and Bermpei, Theodora (2014) What drives investment bank performance? The role of risk, liquidity and fees prior to and during the crisis. International Review of Financial Analysis, 35 (C). pp. 102-117. DOI https://doi.org/10.1016/j.irfa.2014.07.012

Mamatzakis, Emmanuel and Bermpei, Theodora (2016) What is the effect of unconventional monetary policy on bank performance? Journal of International Money and Finance, 67 (C). pp. 239-263. DOI https://doi.org/10.1016/j.jimonfin.2016.05.005

Manac, Radu-Dragomir (2018) Essays in Liquidity and Financial Markets. PhD thesis, University of Essex.

Markose, Sheri M (2012) Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax. IMF Working Papers, 12 (282). p. 1. DOI https://doi.org/10.5089/9781475577501.001

Martinez-Jaramillo, Serafin and Tsang, Edward PK (2009) An Heterogeneous, Endogenous and Coevolutionary GP-Based Financial Market. IEEE Transactions on Evolutionary Computation, 13 (1). pp. 33-55. DOI https://doi.org/10.1109/tevc.2008.2011401

Marzano, Michele and Dunn, Gary and Constantinou, Nick (2014) The relationship between credit default swap spreads and equity prices. Journal of Risk, 17 (1). pp. 3-28.

Mathews, T and Sengupta, A (2008) Sealed bid second price auctions with discrete bids. Applied Economic Research Bulletin, 1 (1). pp. 31-52.

McCartney, S and Stittle, J (2011) ?Carry on up the east coast?? a case study in railway franchising. Public Money & Management, 31 (2). pp. 123-130. DOI https://doi.org/10.1080/09540962.2011.560709

McCartney, S and Stittle, J (2008) ?Taken for a Ride?: The Privatization of the UK Railway Rolling Stock Industry. Public Money and Management, 28 (2). pp. 93-100. DOI https://doi.org/10.1111/j.1467-9302.2008.00627.x

McCracken, K and Marquez, S and Kwong, CCY and Stephan, U and Castagnoli, A and Dlouh�, M (2015) Women's Entrepreneurship: Closing the Gender Gap in Access to Financial and Other Services and in Social Entrepreneurship. Other. European Parliament.

Md Fadzil, Futeri Jazeilya binti (2018) Cross-Sectional Volatility Index Analysis In Asian Markets With No Derivatives Market. PhD thesis, University of Essex.

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

Mehdiyev, Joshgun (2019) Different Aspects of Market Liquidity. PhD thesis, University of Essex.

Meng, Lei and Verousis, Thanos and ap Gwilym, Owain (2013) A substitution effect between price clustering and size clustering in credit default swaps. Journal of International Financial Markets, Institutions and Money, 24 (1). pp. 139-152. DOI https://doi.org/10.1016/j.intfin.2012.11.011

Meng, Xiaoxian (2024) Three essays on Mergers and Acquisitions (M&A). Doctoral thesis, University of Essex.

Menon, Ajit (2021) An Exploration of Culture in the UK Financial Services. Other thesis, University of Essex & Tavistock and Portman NHS Trust.

Michalowski, S (2008) Sovereign Debt and Social Rights-Legal Reflections on a Difficult Relationship. Human Rights Law Review, 8 (1). pp. 35-68. DOI https://doi.org/10.1093/hrlr/ngm042

Milashevich, Anna (2017) Re-visioning business: Archetypal patterns in the business domain and their relation to the concept of business creativity. PhD thesis, University of Essex.

Mohamad Hasim, Haslifah (2016) The Development of an actuarial approach to calculate damages for loss of future earnings. Law, Probability and Risk, 15 (2). pp. 95-106. DOI https://doi.org/10.1093/lpr/mgv017

Mugasha, A (2010) Global Financial Transactions and Jurisdictional fragmentation: Inconsistent Decisions by Leading Trans-Atlantic Courts. Penn State International Law Review, 29 (2). pp. 553-580.

Mugasha, A (2011) International Financial Law: Is the Law Really "International" and Is It "Law" Anyway? Banking and Finance Law Review, 26. pp. 381-449.

Mugasha, A (2007) The Law of Multi-Bank Financing: Syndicated Loans and the Secondary Loan Market. Oxford University Press. ISBN 9780199289127.

Mugasha, A (2013) Loan Markets. In: Handbook of Key Global Financial Markets, Institutions, and Infrastructure. Elsevier, pp. 475-488. ISBN 9780123978738. Official URL: http://dx.doi.org/10.1016/b978-0-12-397873-8.00043...

Mugasha, A (2007) Solutions for Developing-Country External Debt: Insolvency or Forgiveness? Law & Business Review of the Americas, 13. pp. 859-883.

N

Naicker, V and O’Hara, JG and Leach, PGL (2010) A note on the integrability of the classical portfolio selection model. Applied Mathematics Letters, 23 (9). pp. 1114-1119. DOI https://doi.org/10.1016/j.aml.2010.04.046

Nankervis, John C and Savin, NE (2010) Testing for Serial Correlation: Generalized Andrews–Ploberger Tests. Journal of Business &amp; Economic Statistics, 28 (2). pp. 246-255. DOI https://doi.org/10.1198/jbes.2009.08115

Nash, Louise (2018) Gendered places: Place, performativity and flânerie in the City of London. Gender, Work and Organization, 25 (6). pp. 601-620. DOI https://doi.org/10.1111/gwao.12241

Navarro-Martinez, Daniel and Salisbury, Linda Court and Lemon, Katherine N and Stewart, Neil and Matthews, William J and Harris, Adam JL (2011) Minimum Required Payment and Supplemental Information Disclosure Effects on Consumer Debt Repayment Decisions. Journal of Marketing Research, 48 (SPL). S60-S77. DOI https://doi.org/10.1509/jmkr.48.spl.s60

Ng, Wing Lon (2010) DYNAMIC ORDER SUBMISSION AND HERDING BEHAVIOR IN ELECTRONIC TRADING. Journal of Financial Research, 33 (1). pp. 27-43. DOI https://doi.org/10.1111/j.1475-6803.2009.01261.x

Nguyen, Minh Khoa and Phelps, Steve and Ng, Wing Lon (2015) Simulation based calibration using extended balanced augmented empirical likelihood. Statistics and Computing, 25 (6). pp. 1093-1112. DOI https://doi.org/10.1007/s11222-014-9506-9

Nie, Simin (2024) Applications of Granular Macro-Network Models: US-China Trade War and Covid-19 Impact. Doctoral thesis, University of Essex.

Nikolaidis, C (2014) Proportionality and Protection of Bank Deposits: ECtHR, Zolotas v Greece (No. 2), Judgment of 29 January 2013. Revue Hellénique Des Droits De L' Homme, 60. pp. 447-452.

Norman, David J (2016) Human Traders need new Tools. PhD thesis, University of Essex.

Nucera, F and Valente, G (2013) Carry trades and the performance of currency hedge funds. Journal of International Money and Finance, 33. pp. 407-425. DOI https://doi.org/10.1016/j.jimonfin.2012.12.001

O

Okelola, MO and Govinder, KS and O'Hara, JG (2015) Solving a partial differential equation associated with the pricing of power options with time‐dependent parameters. Mathematical Methods in the Applied Sciences, 38 (14). pp. 2901-2910. DOI https://doi.org/10.1002/mma.3249

Oluwaseyi, Aladeloye and Hasim, Haslifah (2015) PENSION PAY-OUT OPTIONS FOR DEFINED CONTRIBUTORY SCHEME IN NIGERIA: PROGRAMMED WITHDRAWAL OR LIFE ANNUITY? International Journal of Business Research, 15 (3). pp. 27-36. DOI https://doi.org/10.18374/ijbr-15-3.3

Ong, David (2011) Applying international environmental principles within project-financed transnational investment agreements. In: Global Project Finance, Human Rights and Sustainable Development. Cambridge University Press. ISBN 9780521762601.

Ong, David (2011) The implications of the Chad-Cameroon and Sakhalin transnational investment agreements for the application of international environmental principles. In: Global Project Finance, Human Rights and Sustainable Development. Cambridge University Press. ISBN 9780521762601.

Otusanya, Olatunde Julius and Lauwo, Sarah and Adeyeye, Gbadegesin Babtunde (2012) A Critical Examination of the Multinational Companies Anti-corruption Policy in Nigeria. Accountancy, Business and the Public Interest, 11. pp. 1-52.

Overton, L and Fox O'Mahony, L (2015) Consumer Demand for Retirement Borrowing. UNSPECIFIED. Council of Mortgage Lenders.

Oyelakin, Ayotunde (2020) Essays in Empirical Corporate Finance. PhD thesis, University of Essex.

Ozbekler, Ali Gencay (2022) Essays on Monetary Policy and Asset Price Volatility. PhD thesis, University of Essex.

Ozdemir, S and Trott, P (2009) Exploring the adoption of a service innovation: A study of Internet banking adopters and non-adopters. Journal of Financial Services Marketing, 13 (4). pp. 284-299. DOI https://doi.org/10.1057/fsm.2008.25

Ozdemir, S and Trott, P and Hoecht, A (2008) Segmenting internet banking adopter and non-adopters in the Turkish retail banking sector. International Journal of Bank Marketing, 26 (4). pp. 212-236. DOI https://doi.org/10.1108/02652320810884777

Ozili, PK (2015) How Bank Managers Anticipate Non-Performing Loans Evidence from Europe, US, Asia and Africa. Applied Finance and Accounting, 1 (2). p. 73. DOI https://doi.org/10.11114/afa.v1i2.880

Ozili, Peterson (2015) Determinants of Bank Profitability and Basel Capital Regulation: Empirical Evidence from Nigeria. Research Journal of Finance and Accounting, 6 (2). pp. 124-131.

Ozili, Peterson (2016) Earnings Quality and IFRS Research in Africa: Recent Evidence, Issues and Future Direction. Research Journal of Finance and Accounting, 7 (16). pp. 84-94.

Ozili, Peterson (2015) Forensic accounting and fraud: A review of literature and policy implications. International Journal of Accounting and Economics Studies, 3 (1). pp. 63-68. DOI https://doi.org/10.14419/ijaes.v3i1.4541

Ozili, Peterson (2017) Non-performing loans and Financial Development: New Evidence. Working Paper. Essex Business School. (Unpublished)

Ozili, Peterson (2016) Paying Bank Risk Professionals to Lie About Bank Loan Loss Provisioning Process. The International Journal of Business and Management, 4 (11). pp. 58-63. (In Press)

Ozili, Peterson K (2017) Bank Profitability and Capital Regulation: Evidence from Listed and non-Listed Banks in Africa. Journal of African Business, 18 (2). pp. 143-168. DOI https://doi.org/10.1080/15228916.2017.1247329

Ozili, Peterson K (2017) Bank earnings management and income smoothing using commission and fee income. International Journal of Managerial Finance, 13 (4). pp. 419-439. DOI https://doi.org/10.1108/ijmf-11-2016-0213

Ozili, Peterson K (2017) Bank earnings smoothing, audit quality and procyclicality in Africa. Review of Accounting and Finance, 16 (2). pp. 142-161. DOI https://doi.org/10.1108/raf-12-2015-0188

Ozili, Peterson K (2015) CREDIT SMOOTHING AND DETERMINANTS OF LOAN LOSS RESERVES EVIDENCE FROM EUROPE, US, ASIA AND AFRICA. Pressacademia, 4 (2). p. 302. DOI https://doi.org/10.17261/pressacademia.2015211621

Ozili, Peterson K (2017) Discretionary provisioning practices among Western European banks. Journal of Financial Economic Policy, 9 (1). pp. 109-118. DOI https://doi.org/10.1108/jfep-07-2016-0049

Ozili, Peterson K (2015) Loan Loss Provisioning, Income Smoothing, Signaling, Capital Management and Procyclicality: Does IFRS Matter? Empirical Evidence from Nigeria. Mediterranean Journal of Social Sciences, 6 (2). pp. 224-232. DOI https://doi.org/10.5901/mjss.2015.v6n2p224

Ozili, Peterson K and Outa, Erick (2017) Bank loan loss provisions research: A review. Borsa Istanbul Review, 17 (3). pp. 144-163. DOI https://doi.org/10.1016/j.bir.2017.05.001

Ozili, Peterson Kitakogelu (2017) Bank Income Smoothing and Loan Loss Provisioning Practices in Africa. PhD thesis, University of Essex.

Ozili, Peterson Kitakogelu and Uadiale, Olayinka (2017) Ownership concentration and bank profitability. Future Business Journal, 3 (2). pp. 159-171. DOI https://doi.org/10.1016/j.fbj.2017.07.001

Ozo, Friday Kennedy and Arun, Thankom Gopinath and Kostov, Philip and Uzonwanne, Godfrey Chidozie (2015) Corporate dividend policy in practice: the views of Nigerian financial managers. Managerial Finance, 41 (11). pp. 1159-1175. DOI https://doi.org/10.1108/mf-09-2014-0256

O’Hara, JG and Sophocleous, C and Leach, PGL (2013) Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition. Journal of Engineering Mathematics, 82 (1). pp. 67-75. DOI https://doi.org/10.1007/s10665-012-9595-4

P

Palit, Imon and Phelps, Steve and Ng, Wing Lon (2012) Can a zero-intelligence plus model explain the stylized facts of financial time series data? In: AAMAS '12 Proceedings of the 11th International Conference on Autonomous Agents and Multiagent Systems - Volume 2. International Foundation for Autonomous Agents and Multiagent Systems, pp. 653-660. ISBN 9780981738123.

Panopoulou, Ekaterini and Vrontos, Spyridon (2015) Hedge fund return predictability; To combine forecasts or combine information? Journal of Banking &amp; Finance, 56. pp. 103-122. DOI https://doi.org/10.1016/j.jbankfin.2015.03.004

Park, Junghum (2022) Essays on financial markets with asymmetric information. PhD thesis, University of Essex.

Pathak, Rajesh and Verousis, Thanos and Chauhan, Yogesh (2017) Information Content of Implicit Spot Prices Embedded in Single Stock Future Prices: Evidence from Indian Market. Journal of Emerging Market Finance, 16 (2). pp. 169-187. DOI https://doi.org/10.1177/0972652717712373

Peng, Yue and Ng, Wing Lon (2012) Analysing financial contagion and asymmetric market dependence with volatility indices via copulas. Annals of Finance, 8 (1). pp. 49-74. DOI https://doi.org/10.1007/s10436-011-0181-y

Pesaran, M Hashem and Smith, Ron P and Yamagata, Takashi and Hvozdyk, Lyudmyla (2009) Pairwise Tests of Purchasing Power Parity. Econometric Reviews, 28 (6). pp. 495-521. DOI https://doi.org/10.1080/07474930802473702

Peterson, K Ozili (2016) Fraud Detection, Conservatism and Political Economy of Whistle Blowing. Academic Journal of Interdisciplinary Studies, 5 (3). pp. 17-24. DOI https://doi.org/10.5901/ajis.2016.v5n3p17

Petrovic, Nikola and Manson, Stuart and Coakley, Jerry (2016) Changes in Non-current Assets and in Property, Plant and Equipment and Future Stock Returns: The UK Evidence. Journal of Business Finance and Accounting, 43 (9-10). pp. 1142-1196. DOI https://doi.org/10.1111/jbfa.12203

Petrovic, Nikola and Manson, Stuart and Coakley, Jerry (2009) Does Volatility Improve UK Earnings Forecasts? Journal of Business Finance &amp; Accounting, 36 (9-10). pp. 1148-1179. DOI https://doi.org/10.1111/j.1468-5957.2009.02165.x

Petrucionis, Liutauras (2015) Public News in The Exchange Rate Market. PhD thesis, University of Essex.

Phelps, Steve and McBurney, Peter and Parsons, Simon (2010) A Novel Method for Strategy Acquisition and Its Application to a Double-Auction Market Game. IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics), 40 (3). pp. 668-674. DOI https://doi.org/10.1109/tsmcb.2009.2034731

Phelps, Steve and Ng, Wing Lon (2014) A SIMULATION ANALYSIS OF HERDING AND UNIFRACTAL SCALING BEHAVIOUR. Intelligent Systems in Accounting, Finance and Management, 21 (1). pp. 39-58. DOI https://doi.org/10.1002/isaf.1346

Piccolo, S and Puopolo, GW and Vasconcelos, LI (2016) Non-Exclusive Financial Advice. Review of Finance, 20 (6). pp. 2079-2123. DOI https://doi.org/10.1093/rof/rfv055

Pillalamarri, Sudarshan K and Holm, Claus (2012) Of Mode of Reasoning and Context: Danish Evidence of Accounting Student’s Moral Reasoning Abilities in Resolving Ethical Dilemmas Related to Fraud. In: American Accounting Association Annual Meeting, 4-8 August 2012, Washington DC.

Pillay, E and O’Hara, JG (2011) FFT based option pricing under a mean reverting process with stochastic volatility and jumps. Journal of Computational and Applied Mathematics, 235 (12). pp. 3378-3384. DOI https://doi.org/10.1016/j.cam.2010.10.024

Polzer, T (2019) Budgetary Reforms [Budgetreformen]. In: Handbook of Public Administation Reforms [Handbuch zur Verwaltungsreform]. Springer, pp. 1-11. ISBN 978-3-658-21563-7. Official URL: https://doi.org/10.1007/978-3-658-21571-2_42-1

Q

Qiu, Yan and Shaukat, Amama and Tharyan, Rajesh (2016) Environmental and social disclosures: Link with corporate financial performance. The British Accounting Review, 48 (1). pp. 102-116. DOI https://doi.org/10.1016/j.bar.2014.10.007

R

Radić, Nemanja and Fiordelisi, Franco and Girardone, Claudia (2012) Efficiency and Risk-Taking in Pre-Crisis Investment Banks. Journal of Financial Services Research, 41 (1-2). pp. 81-101. DOI https://doi.org/10.1007/s10693-011-0111-1

Rayner, Neil and Phelps, Steve and Constantinou, Nick (2011) Learning is neither sufficient nor necessary. In: Proceedings of the 13th International Conference on Electronic Commerce - ICEC '11. ACM, New York, pp. 1-10. ISBN 9781450314282. Official URL: http://dx.doi.org/10.1145/2378104.2378134

Rayner, Neil and Phelps, Steve and Constantinou, Nick (2014) Learning is neither sufficient nor necessary: An agent-based model of long memory in financial markets. AI Communications, 27 (4). pp. 437-452. DOI https://doi.org/10.3233/aic-140608

Rayner, Neil and Phelps, Steve and Constantinou, Nick (2013) Testing Adaptive Expectations Models of a Continuous Double Auction Market against Empirical Facts. In: Lecture Notes in Business Information Processing. Lecture Notes in Business Information Processsing (119). Springer Berlin Heidelberg, Berlin, pp. 44-56. ISBN 9783642348884. Official URL: http://dx.doi.org/10.1007/978-3-642-34889-1_4

Reynolds, Noelia Sarah and Teerikangas, Satu (2016) The international experience in domestic mergers – Are purely domestic M&A a myth? International Business Review, 25 (1). pp. 42-50. DOI https://doi.org/10.1016/j.ibusrev.2015.07.002

Rosen Esquivel, Abril Imelda (2020) Essays in Global Commodity Prices and Realised Volatility. PhD thesis, University of Essex.

Rostamian, Ahoora (2024) Applications of Deep Learning Models in Financial Forecasting. Doctoral thesis, University of Essex.

S

Sajjad, R and Coakley, J and Nankervis, JC (2008) Markov-Switching GARCH Modelling of Value-at-RisK. Studies in Nonlinear Dynamics & Econometrics, 12 (3). DOI https://doi.org/10.2202/1558-3708.1522

Salazar, Yuri and Ng, Wing Lon (2015) Nonparametric estimation of general multivariate tail dependence and applications to financial time series. Statistical Methods &amp; Applications, 24 (1). pp. 121-158. DOI https://doi.org/10.1007/s10260-014-0274-7

Salman, Ozgur (2024) Trading strategies optimization using a Genetic Algorithm under the Directional Changes paradigm. Doctoral thesis, University of Essex.

Sampid, M and Hasim, H Estimating Value-at-Risk using a Multivariate Copula-Based Volatility Model. The European Journal of Finance. (Submitted)

Sampid, Marius and Hasim, Haslifah (2018) Estimating value-at-risk using a multivariate copula-based volatility model: Evidence from European banks. International Economics, 156 (156). pp. 175-192. DOI https://doi.org/10.1016/j.inteco.2018.03.001

Sampid, Marius and Hasim, Haslifah (2021) Forecasting robust value-at-risk estimates: Evidence from UK banks. Quantitative Finance, 21 (11). pp. 1955-1975. DOI https://doi.org/10.1080/14697688.2019.1579923

Sanz, Jose Antonio and Bernardo, Dario and Herrera, Francisco and Bustince, Humberto and Hagras, Hani (2015) A Compact Evolutionary Interval-Valued Fuzzy Rule-Based Classification System for the Modeling and Prediction of Real-World Financial Applications With Imbalanced Data. IEEE Transactions on Fuzzy Systems, 23 (4). pp. 973-990. DOI https://doi.org/10.1109/tfuzz.2014.2336263

Sarno, L and Valente, G (2009) Exchange Rates and Fundamentals: Footloose or Evolving Relationship? Journal of the European Economic Association, 7 (4). pp. 786-830. DOI https://doi.org/10.1162/jeea.2009.7.4.786

Schotanus, Patrick R (2015) The Archetypal Market Hypothesis; A Complex Psychology Perspective on the Market’s Mind. PhD thesis, University of Essex.

Sclip, Alex and Girardone, Claudia and Miani, Stefano (2019) Large EU banks' capital and liquidity: Relationship and impact on credit default swap spreads. British Accounting Review, 51 (4). pp. 438-461. DOI https://doi.org/10.1016/j.bar.2018.10.001

Sena, V and Duygun, M and Lubrano, G and Marra, M and Shaban, M (2018) Board independence, corruption and innovation. Some evidence on UK subsidiaries. Journal of Corporate Finance, 50. pp. 22-43. DOI https://doi.org/10.1016/j.jcorpfin.2017.12.028

Sengupta, A and Glavin, SE (2012) Predicting Volatile Consumer Markets using Multi-Agent Methods. In: Simulation in Computational Finance and Economics. IGI Global, pp. 339-358. ISBN 9781466620117. Official URL: http://dx.doi.org/10.4018/978-1-4666-2011-7.ch016

Sergueiva, Antoaneta and Chinthalapati, VL Raju and Verousis, Thanos and Chen, Louisa (2017) Multichannel contagion and systemic stabilisation strategies in interconnected financial markets. Quantitative Finance, 17 (12). pp. 1885-1904. DOI https://doi.org/10.1080/14697688.2017.1357973

Sermpinis, Georgios and Verousis, Thanos and Theofilatos, Konstantinos (2016) Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data-Snooping Bias. Journal of Forecasting, 35 (1). pp. 1-12. DOI https://doi.org/10.1002/for.2338

Sha'ban, Mais (2018) Three Essays on Bank Capital Structure, Performance, and Financial Inclusion. PhD thesis, University of Essex.

Shao, Ming and Smonou, Dafni and Kampouridis, Michael and Tsang, Edward (2014) Guided Fast Local Search for speeding up a financial forecasting algorithm. In: 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr), 2014-03-27 - 2014-03-28.

Shaukat, Amama and Qiu, Yan and Trojanowski, Grzegorz (2016) Board Attributes, Corporate Social Responsibility Strategy, and Corporate Environmental and Social Performance. Journal of Business Ethics, 135 (3). pp. 569-585. DOI https://doi.org/10.1007/s10551-014-2460-9

Shen, Zhe and Coakley, Jerry and Instefjord, Norvald (2014) Earnings management and IPO anomalies in China. Review of Quantitative Finance and Accounting, 42 (1). pp. 69-93. DOI https://doi.org/10.1007/s11156-012-0334-8

Shen, Zhe and Coakley, Jerry and Instefjord, Norvald (2013) Investor participation and underpricing in lottery-allocated Chinese IPOs. Pacific-Basin Finance Journal, 25 (C). pp. 294-314. DOI https://doi.org/10.1016/j.pacfin.2013.10.002

Shimizu, Shu (2016) The Battle of Economic Ideas: A Critical Analysis of Financial Crisis Management Discourse in the UK, 2007-8. PhD thesis, University of Essex.

Sikka, P (2015) Reform of the banks and the wider finance sector. In: What the three main parties aren't telling you: A radical way out of inequality and stagnation. Searching Finance, London.

Sikka, P (2012) Regulating the Casino. In: Building an economy for the people: An alternative economic and political strategy for 21st Century Britain. Manifesto Press, London. ISBN 9781907464089.

Sikka, P and Willmott, H (2009) All Offshore: The Sprat, the Mackerel, Accounting Firms, and the State in Globalization. In: Accounting, Organizations, and Institutions: essays in Honour of Anthony Hopwood. Oxford University Press, Oxford, pp. 396-414. ISBN 9780199546350.

Sikka, P and Willmott, H (2010) The dark side of transfer pricing: Its role in tax avoidance and wealth retentiveness. Critical Perspectives on Accounting, 21 (4). pp. 342-356. DOI https://doi.org/10.1016/j.cpa.2010.02.004

Sikka, Prem (2009) Financial crisis and the silence of the auditors. Accounting, Organizations and Society, 34 (6-7). pp. 868-873. DOI https://doi.org/10.1016/j.aos.2009.01.004

Sinkala, W and Leach, PGL and O'Hara, JG (2011) Embedding the Vasicek model into the Cox-Ingersoll-Ross model. Mathematical Methods in the Applied Sciences, 34 (2). pp. 152-159. DOI https://doi.org/10.1002/mma.1342

Sinkala, W and Leach, PGL and O'Hara, JG (2008) Invariance properties of a general bond-pricing equation. Journal of Differential Equations, 244 (11). pp. 2820-2835. DOI https://doi.org/10.1016/j.jde.2008.02.044

Sinkala, W and Leach, PGL and O'Hara, JG (2008) Zero-coupon bond prices in the Vasicek and CIR models: Their computation as group-invariant solutions. Mathematical Methods in the Applied Sciences, 31 (6). pp. 665-678. DOI https://doi.org/10.1002/mma.935

Sinkala, W and Leach, PGL and O'Hara, JG (2008) An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation. Applied Mathematics and Computation, 201 (1-2). pp. 95-107. DOI https://doi.org/10.1016/j.amc.2007.12.008

Snaith, S (2012) The PPP debate: Multiple breaks and cross-sectional dependence. Economics Letters, 115 (3). pp. 342-344. DOI https://doi.org/10.1016/j.econlet.2011.12.076

Snaith, S and Coakley, J and Kellard, NM (2013) Does the forward premium puzzle disappear over the horizon? Journal of Banking & Finance, 37 (9). pp. 3681-3693. DOI https://doi.org/10.1016/j.jbankfin.2013.06.001

Snaith, S and Kellard, NM and Ahmad, N (2015) Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures. Working Paper. Essex Finance Centre Working Papers, Colchester.

Snaith, S and Termprasertsakul, S and Wood, A (2017) The exchange rate exposure puzzle: The long and the short of it. Economics Letters, 159. pp. 204-207. DOI https://doi.org/10.1016/j.econlet.2017.08.005

Sneagen, Sharaya (2022) Essays on Indian Futures Markets. PhD thesis, University of Essex.

Sophocleous, C and O’Hara, JG and Leach, PGL (2011) Algebraic solution of the Stein–Stein model for stochastic volatility. Communications in Nonlinear Science and Numerical Simulation, 16 (4). pp. 1752-1759. DOI https://doi.org/10.1016/j.cnsns.2010.08.008

Stamou, C S (2019) Three Essays on Equity Financing in the UK. PhD thesis, University of Essex.

Stasinakis, Charalampos and Sermpinis, Georgios and Psaradellis, Ioannis and Verousis, Thanos (2016) Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities. Quantitative Finance, 16 (12). pp. 1901-1915. DOI https://doi.org/10.1080/14697688.2016.1211800

Stittle, J and Wearing, R (2008) Financial Accounting. SAGE Course Companions . Sage. ISBN 9781412935029.

Sun, Mingchen (2019) Essays on external debt and equity finance for UK small businesses. PhD thesis, University of Essex.

T

Takeyama, Azusa and Constantinou, Nick and Vinogradov, Dmitri Credit Risk Contagion and the Global Financial Crisis. [["eprint_typename_scholarly-edition" not defined]]

Takeyama, Azusa and Constantinou, Nick and Vinogradov, Dmitri A Framework for Extracting the Probability of Default from Stock Option Prices. [["eprint_typename_scholarly-edition" not defined]]

Tao, Ran (2018) Using Directional Change for Information Extraction in Financial Market Data. PhD thesis, University of Essex.

Tarhini, Ali and El-Masri, Mazen and Ali, Maged and Serrano, Alan (2016) Extending the UTAUT Model to understand the Customers' Acceptance and Use of Internet Banking in Lebanon: A Structural Equation Modeling approach. Information Technology and People, 29 (4). pp. 830-849. DOI https://doi.org/10.1108/ITP-02-2014-0034

Thomas, HM (1997) "Discussion of" Modelling Takeover Likelihood. Journal of Business Finance and Accounting, 24 (7-8). pp. 1031-1035. DOI https://doi.org/10.1111/1468-5957.00149

Thornton, DL and Valente, G (2012) Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective. Review of Financial Studies, 25 (10). pp. 3141-3168. DOI https://doi.org/10.1093/rfs/hhs069

Triantafyllou, Athanasios and Dotsis, George and Sarris, Alexandros (2019) Assessing the vulnerability to price spikes in agricultural commodity markets. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Triantafyllou, Athanasios and Vlastakis, Nikolaos and Kellard, Neil (2019) Oil Price Uncertainty and the Macroeconomy. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Tsang, EPK (2017) Directional Changes: A New Way to Look at Price Dynamics. In: Computational Intelligence, Communications, and Business Analytics. CICBA 2017., 2017-03-24 - 2017-03-25, Kolkata, India.

Tsang, Edward and Olsen, Richard and Masry, Shaimaa (2013) A formalization of double auction market dynamics. Quantitative Finance, 13 (7). pp. 981-988. DOI https://doi.org/10.1080/14697688.2013.774459

Tsang, Edward PK and Tao, Ran and Serguieva, Antoaneta and Ma, Shuai (2017) Profiling high-frequency equity price movements in directional changes. Quantitative Finance, 17 (2). pp. 217-225. DOI https://doi.org/10.1080/14697688.2016.1164887

Tsvetanov, D and Coakley, J and Kellard, N (2016) Bubbling over! The behaviour of oil futures along the yield curve. Journal of Empirical Finance, 38 (PB). pp. 516-533. DOI https://doi.org/10.1016/j.jempfin.2015.08.009

Tsvetanov, Daniel and Coakley, Jerry and Kellard, Neil (2016) Is news related to GDP growth a risk factor for commodity futures returns? Quantitative Finance, 16 (12). pp. 1887-1899. DOI https://doi.org/10.1080/14697688.2016.1211797

Twardowska, Magdalena (2015) "Dashed hopes, bruised egos": Professional identity in investment banking in the context of the 2008 financial crisis. PhD thesis, University of Essex.

V

VINOGRADOV, DMITRI (2011) BANKS, CREDIBILITY AND MACROECONOMIC EVOLUTION AFTER A PRODUCTION SHOCK. The Manchester School, 79 (3). pp. 480-509. DOI https://doi.org/10.1111/j.1467-9957.2009.02166.x

Vaccari, E (2016) Ranking of Creditors in Insolvency: An Empirical Debate on Optimal Harmonization Practices. Nottingham Business and Insolvency eJournal, 4 (2). pp. 1-31.

Valente, G (2009) International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore. Journal of International Money and Finance, 28 (6). pp. 920-940. DOI https://doi.org/10.1016/j.jimonfin.2008.10.002

Van Ho, Tara L and Alshaleel, Mohammed K (2018) The Mutual Fund Industry and the Protection of Human Rights. Human Rights Law Review, 18 (1). pp. 1-29. DOI https://doi.org/10.1093/hrlr/ngx042

Velasco–Fuentes, Rafael and Ng, Wing Lon (2011) Nonlinearities in stochastic clocks: trades and volume as subordinators of electronic markets. Quantitative Finance, 11 (6). pp. 863-881. DOI https://doi.org/10.1080/14697680903555314

Velentza, AF and Girardone, C and Nankervis, JC (2008) Efficiency across alternative financial structures, bank types and size classes: a comparison of the OECD countries. International Journal of Banking, Accounting and Finance, 1 (2). pp. 168-188. DOI https://doi.org/10.1504/IJBAAF.2008.020647

Vella, Vince and Lon Ng, Wing (2016) Improving risk-adjusted performance in high frequency trading using interval type-2 fuzzy logic. Expert Systems with Applications, 55. pp. 70-86. DOI https://doi.org/10.1016/j.eswa.2016.01.056

Vella, Vince and Ng, Wing Lon (2015) A Dynamic Fuzzy Money Management Approach for Controlling the Intraday Risk‐Adjusted Performance of AI Trading Algorithms. Intelligent Systems in Accounting, Finance and Management, 22 (2). pp. 153-178. DOI https://doi.org/10.1002/isaf.1359

Vella, Vince and Ng, Wing Lon (2014) Enhancing risk-adjusted performance of stock market intraday trading with Neuro-Fuzzy systems. Neurocomputing, 141. pp. 170-187. DOI https://doi.org/10.1016/j.neucom.2014.03.026

Vella, Vincent (2017) Improving risk-adjusted performance in high-frequency trading: The role of fuzzy logic systems. PhD thesis, University of Essex.

Verousis, Thanos (2013) Bid-ask Spreads, Commissions, and Other Costs. In: Market Microstructure in Emerging and Developed Markets. Wiley, pp. 325-343. ISBN 9781118278444. Official URL: https://doi.org/10.1002/9781118681145.ch18

Verousis, Thanos (2015) Financial Risk Aversion and Mental Health Disorders: engaging those with ADHD. Project Report. University of Bath. (Unpublished)

Verousis, Thanos and Perotti, Pietro and Sermpinis, Georgios (2018) One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations. Review of Quantitative Finance and Accounting, 50 (2). pp. 353-392. DOI https://doi.org/10.1007/s11156-017-0632-2

Verousis, Thanos and Voukelatos, Nikolaos (2018) Cross-sectional dispersion and expected returns. Quantitative Finance, 18 (5). pp. 813-826. DOI https://doi.org/10.1080/14697688.2017.1414515

Verousis, Thanos and ap Gwilym, Owain (2011) Return reversals and the compass rose: insights from high frequency options data. The European Journal of Finance, 17 (9-10). pp. 883-896. DOI https://doi.org/10.1080/1351847x.2010.538524

Verousis, Thanos and ap Gwilym, Owain (2013) Return reversals and the compass rose: insights from high frequency options data. In: Contemporary Issues in Financial Institutions and Markets (vol 1). Routledge. ISBN 9780415645133. Official URL: https://www.routledge.com/product/isbn/97804156451...

Verousis, Thanos and ap Gwilym, Owain (2013) Trade size clustering and the cost of trading at the London Stock Exchange. International Review of Financial Analysis, 27. pp. 91-102. DOI https://doi.org/10.1016/j.irfa.2012.08.007

Verousis, Thanos and ap Gwilym, Owain (2014) The implications of a price anchoring effect at the upstairs market of the London Stock Exchange. International Review of Financial Analysis, 32. pp. 37-46. DOI https://doi.org/10.1016/j.irfa.2013.12.001

Verousis, Thanos and ap Gwilym, Owain (2010) An improved algorithm for cleaning Ultra High-Frequency data. Journal of Derivatives and Hedge Funds, 15 (4). pp. 323-340. DOI https://doi.org/10.1057/jdhf.2009.16

Verousis, Thanos and ap Gwilym, Owain and Chen, XiaoHua (2016) The intraday determination of liquidity in the NYSE LIFFE equity option markets. The European Journal of Finance, 22 (12). pp. 1164-1188. DOI https://doi.org/10.1080/1351847x.2015.1019642

Verousis, Thanos and ap Gwilym, Owain and Voukelatos, Nikolaos (2016) Commonality in equity options liquidity: evidence from European Markets. The European Journal of Finance, 22 (12). pp. 1204-1223. DOI https://doi.org/10.1080/1351847X.2016.1188836

Verousis, Thanos and ap Gwilym, Owain and Voukelatos, Nikolaos (2016) The Impact of a Premium-Based Tick Size on Equity Option Liquidity. Journal of Futures Markets, 36 (4). pp. 397-417. DOI https://doi.org/10.1002/fut.21734

Vinogradov, D and Shadrina, E (2016) Public-Private Partnerships as Collaborative Projects: testing the theory on cases from EU and Russia. Working Paper. Essex Finance Centre Working Papers, Colchester.

Vinogradov, Dmitri (2012) Destructive effects of constructive ambiguity in risky times. Journal of International Money and Finance, 31 (6). pp. 1459-1481. DOI https://doi.org/10.1016/j.jimonfin.2012.02.011

Vinogradov, Dmitri and Shadrina, Elena (2013) Non-monetary incentives in online experiments. Economics Letters, 119 (3). pp. 306-310. DOI https://doi.org/10.1016/j.econlet.2013.03.014

Vinogradov, Dmitri and Shadrina, Elena and Kokareva, Larissa (2014) Public procurement mechanisms for public-private partnerships. Journal of Public Procurement, 14 (4). pp. 538-566. DOI https://doi.org/10.1108/jopp-14-04-2014-b004

Vitiello, L and Poon, S (2008) General Equilibrium and Risk Neutral Framework for Option Pricing with a Mixture of Distributions. The Journal of Derivatives, 15 (4). pp. 48-60. DOI https://doi.org/10.3905/jod.2008.707210

Vitiello, L and Poon, S (2009) General equilibrium and preference free model for pricing options under transformed gamma distribution. Journal of Futures Markets, 30 (5). pp. 409-431. DOI https://doi.org/10.1002/fut.20425

Vitiello, L and Poon, S (2014) Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing. Review of Derivatives Research, 17 (2). pp. 241-259. DOI https://doi.org/10.1007/s11147-013-9093-5

Vitiello, L and Rebelo, I (2015) A note on the pricing of multivariate contingent claims under a transformed-gamma distribution. Review of Derivatives Research, 18 (3). pp. 291-300. DOI https://doi.org/10.1007/s11147-015-9112-9

Vlastakis, Nikolaos and Dotsis, George and Markellos, Raphael N (2009) How efficient is the European football betting market? Evidence from arbitrage and trading strategies. Journal of Forecasting, 28 (5). pp. 426-444. DOI https://doi.org/10.1002/for.1085

Vlastakis, Nikolaos and Markellos, Raphael N (2012) Information demand and stock market volatility. Journal of Banking &amp; Finance, 36 (6). pp. 1808-1821. DOI https://doi.org/10.1016/j.jbankfin.2012.02.007

Voukelatos, Nikolaos and Verousis, Thanos (2019) Option-implied information and stock herding. International Journal of Finance and Economics, 24 (4). pp. 1429-1442. DOI https://doi.org/10.1002/ijfe.1741

Vrontos, Ioannis D and Meligkotsidou, Loukia and Vrontos, Spyridon D (2011) Performance evaluation of mutual fund investments: The impact of non-normality and time-varying volatility. Journal of Asset Management, 12 (4). pp. 292-307. DOI https://doi.org/10.1057/jam.2011.23

Vrontos, S (2016) Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach. Bankers, Markets & Investors, 140.

W

Wang, Hengxu and O'Hara, John G and Constantinou, Nick (2015) A path-independent approach to integrated variance under the CEV model. Mathematics and Computers in Simulation, 109. pp. 130-152. DOI https://doi.org/10.1016/j.matcom.2014.09.004

Wang, Lipeng (2021) Three essays on Finance and Innovation. PhD thesis, University of Essex.

Wang, Tianxi (2019) Banks' Wealth, Banks Creation of Money, and Central Banking. International Journal of Central Banking, Sep 20. pp. 89-135.

Wang, Z and Su, B and Coakley, JM and Shen, Z (2018) Prospect theory and IPO returns in China. Journal of Corporate Finance, 48. pp. 726-751. DOI https://doi.org/10.1016/j.jcorpfin.2017.12.027

Weeks, J and Lansley, S and Sawyer, M and Cumbers, A and Sikka, P (2015) Election 2015: What's at stake for the economy? Centre for Labour and Social Studies (Class), London.

Wilson, John OS and Casu, Barbara and Girardone, Claudia and Molyneux, Philip (2010) Emerging themes in banking: Recent literature and directions for future research. The British Accounting Review, 42 (3). pp. 153-169. DOI https://doi.org/10.1016/j.bar.2010.05.003

Wood, Geoffrey and Wright, Mike (2015) Corporations and New Statism: Trends and Research Priorities. Academy of Management Perspectives, 29 (2). pp. 271-286. DOI https://doi.org/10.5465/amp.2013.0006

X

Xu, W and Uddin, S (2008) Public sector reforms, privatisation and regimes of control in a Chinese enterprise. Accounting Forum, 32 (2). pp. 162-177.

Y

Yan, Cheng and Cheng, Tingting (2019) In search of the optimal number of fund subgroups. Journal of Empirical Finance, 50. pp. 78-92. DOI https://doi.org/10.1016/j.jempfin.2018.12.002

Yan, Lili (2020) Range-based Volatility Modelling, Forecasting and Spillovers. PhD thesis, University of Essex.

Yang, Baochen and Xue, Fangzhan and Su, Yunpeng and Yan, Cheng (2019) Is informational inefficiency priced in stock markets? A comparison between the U.S. and Chinese cases. Pacific-Basin Finance Journal, 55. pp. 222-238. DOI https://doi.org/10.1016/j.pacfin.2019.04.005

Yang, Haolan (2024) Three empirical studies of corporate finance. Doctoral thesis, University of Essex.

Yang, Pei (2016) Essays on the Theory of Investment Subsidy. PhD thesis, University of Essex.

Yang, Xiaoran (2017) Essays on Volatility Estimation and Forecasting of Crude Oil Futures. PhD thesis, University of Essex.

Ye, Wuyi and Liu, Xiaoquan and Miao, Baiqi (2012) Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions. European Journal of Operational Research, 222 (1). pp. 96-103. DOI https://doi.org/10.1016/j.ejor.2012.04.004

Yi Cao and Yuhua Li and Coleman, Sonya and Belatreche, Ammar and McGinnity, Thomas Martin (2015) Adaptive Hidden Markov Model With Anomaly States for Price Manipulation Detection. IEEE Transactions on Neural Networks and Learning Systems, 26 (2). pp. 318-330. DOI https://doi.org/10.1109/tnnls.2014.2315042

Yiannis, Giannakopoulos and Koutsoupias, Elias and Kyropoulou, Maria (2019) The Anarchy of Scheduling Without Money. Theoretical Computer Science, 778. pp. 19-32. DOI https://doi.org/10.1016/j.tcs.2019.01.022

Z

Zafar, Muhammad Usman (2019) Three essays on the UK Electricity Market: Risk Premium,Uncertainty of Supply and Forecasting. PhD thesis, University of Essex.

Zarrabi, N and Snaith, S and Coakley, J (2017) FX technical trading rules can be profitable sometimes! International Review of Financial Analysis, 49. pp. 113-127. DOI https://doi.org/10.1016/j.irfa.2016.12.010

Zarrabi, Nima (2016) Essays in international finance. PhD thesis, University of Essex.

Zhang, Gang and Peng, Xuebing and Li, Jun (2008) Technological entrepreneurship and policy environment: a case of China. Journal of Small Business and Enterprise Development, 15 (4). pp. 733-751. DOI https://doi.org/10.1108/14626000810917834

Zhang, Mengyu (2020) Essays on the microstructure of US equity options. PhD thesis, University of Essex.

Zhao, Bo and Yan, Cheng and Hodges, Stewart (2019) Three One-Factor Processes for Option Pricing with a Mean-Reverting Underlying: The Case of VIX. Financial Review, 54 (1). pp. 165-199. DOI https://doi.org/10.1111/fire.12183

Zhou, Hao (2023) A study on the impact of strategic behaviour in financial networks. Doctoral thesis, University of Essex.