Items where Subject is "L Social studies > L111 Financial Economics"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators | Keywords | Item Type
Adaptive Market Hypothesis Analyst recommendation revisions Asset prices Asymmetries Athens Stock Exchange Australia Australian economy BRIC Baby-boomers Baltic States Bayesian econometrics Behavioural Finance Bootstrap Simulation Bootstrapping simulations Brazil Brazilian economy Bubbles Bulgaria Capital Central European currencies Central bank autonomy Chinese listed companies; Gearing; Capital structure; Debt financing; Equity financing. Cointegration Commodity-based economies Contagion Corruption Cost-of-carry Covariance Crisis Decision-making under uncertainty Demographics Depoliticisation ERMII EU-8 Economics EdF Emerging markets Energy Equity markets Exchange Rates Feed-in premiums Financial Crises Financial Option Theory Financial crisis Firm investment Foreign Exchange Rates French bonds Granger-causality Greece Herd Behaviour Heterogeneity Heterogeneous autoregressive models High-ranking brokerage houses Housing Market Housing market India Industry Institutional changes Integration Interest rates Investor Returns Ireland JCNotOpen JCOpen Jumps Kernels Keynes Keywords: Feed-in tariffs Lehman Brothers Linearity Liquidity Long memory Macro announcements Macroeconomic announcements Macroeconomic variables Market Efficiency Marx Megaprojects Megaprojects performance Monetary policy Moving average New Zealand NotOAChecked Nuclear Energy Oil Markets Optimal sampling Option Theory Pairs Trading Portfolio Portfolio analysis Quantitative analysis Real-Option Theory Realized volatility Recession Repoliticisation Schumpeter Skewness Spectral Analysis Spillovers Stakeholders Stochastic dominance Stock Exchange Stock Market Stock Markets Stock-prices Strategic Petroleum Reserves Suppliers Supply disruptions Systems engineering Time-varying parameters Transaction costs Two scales United States Vietnam. Volatility Volatility timing access to credit asymmetric information average utility bipower variation bmjdoi central banking contagion credit rationing cross-spectral analysis economic value economics deployment scenario endogeneity expectation hypotheses financial intermediation financial markets firm restructuring global shocks heterogeneous autoregressive models house price house prices household welfare housing economics informational efficiency market fundamentals microfinance modular reactors panel data performance profitability realized volatility small-medium size soft budget soft budget constraints spectral analysis time series transaction costs volatility jumps volatility timing yield spreads
Number of items at this level: 178.

Adaptive Market Hypothesis

Zhang, Hanxiong and Urquhart, Andrew (2019) Pairs trading across mainland China and Hong Kong stock markets. International Journal of Finance and Economics, 24 (2). pp. 698-726. ISSN 1076-9307

Analyst recommendation revisions

Su, Chen and Zhang, Hanxiong and Bangassa, Kenbata and Joseph, Nathan (2018) On the investment value of sell‑side analyst recommendation revisions in the UK. Review of Quantitative Finance and Accounting . ISSN 0924-865X

Asset prices

Caceres, Carlos and Carriere-Swallow, Yan and Demir, Ishak and Gruss, Bertrand (2016) U.S. monetary policy normalization and global interest rates. Working Paper. IMF.

Asymmetries

Vortelinos, Dimitrios I. (2016) Realized correlation analysis of contagion. The Quarterly Review of Economics and Finance, 60 . pp. 138-148. ISSN 1062-9769

Athens Stock Exchange

Vortelinos, Dimitrios and Thomakos, Dimitrios D. (2012) Realized volatility and jumps in the Athens Stock Exchange. Applied Financial Economics, 22 (2). pp. 97-112. ISSN 0960-3107

Australia

Gray, David and McManus, John (2014) The commodity exporting country: a spectral analysis of Brazilian and Australian equity markets. In: Computational Models of Complex Systems. Intelligent Systems Reference Library (53). Springer Science and Business Media Deutschland GmbH, pp. 25-43. ISBN 9783319012841, 9783319012858

Australian economy

Gray, David and McManus, John (2014) The commodity exporting country: a spectral analysis of Brazilian and Australian equity markets. In: Computational Models of Complex Systems. Intelligent Systems Reference Library (53). Springer Science and Business Media Deutschland GmbH, pp. 25-43. ISBN 9783319012841, 9783319012858

BRIC

Lakshmi, Geeta and Saha, Shrabani and Bhattarai, Keshab (2020) Does Corruption Matter for Stock Returns? Evidence from BRIC countries. In: Third Development Economics Conference, 17th-19th June, 2019, Lincoln Business School.

Baby-boomers

Hettihewa, Samanthala and Saha, Shrabani and Zhang, Hanxiong (2018) Does an aging population influence stock markets? Evidence from New Zealand. Economic Modelling, 75 . pp. 142-158. ISSN 0264-9993

Baltic States

Gray, David (2012) Baltic states and the Euro: a spectral analysis of the 2007 financial crisis. International Journal of Managerial Finance, 8 (2). pp. 139-154. ISSN 1743-9132

Bayesian econometrics

Bruenner, Tobias (2019) Price formation in call auctions with insider information. Studies in Economics and Finance, 36 (3). pp. 408-426. ISSN 1086-7376

Behavioural Finance

Dang, Ha V. and Lin, Mi (2016) Herd mentality in the stock market: on the role of idiosyncratic participants with heterogeneous information. International Review of Financial Analysis, 48 . pp. 247-260. ISSN 1057-5219

Bootstrap Simulation

Zhang, Hanxiong and Urquhart, Andrew (2019) Pairs trading across mainland China and Hong Kong stock markets. International Journal of Finance and Economics, 24 (2). pp. 698-726. ISSN 1076-9307

Bootstrapping simulations

Su, Chen and Zhang, Hanxiong and Bangassa, Kenbata and Joseph, Nathan (2018) On the investment value of sell‑side analyst recommendation revisions in the UK. Review of Quantitative Finance and Accounting . ISSN 0924-865X

Brazil

Gray, David and McManus, John (2014) The commodity exporting country: a spectral analysis of Brazilian and Australian equity markets. In: Computational Models of Complex Systems. Intelligent Systems Reference Library (53). Springer Science and Business Media Deutschland GmbH, pp. 25-43. ISBN 9783319012841, 9783319012858

Brazilian economy

Gray, David and McManus, John (2014) The commodity exporting country: a spectral analysis of Brazilian and Australian equity markets. In: Computational Models of Complex Systems. Intelligent Systems Reference Library (53). Springer Science and Business Media Deutschland GmbH, pp. 25-43. ISBN 9783319012841, 9783319012858

Bubbles

Zhang, Hanxiong and Hudson, Robert and Metcalf, Hugh and Manahov, Viktor (2017) Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models. Empirical Economics, 53 (2). pp. 617-640. ISSN 0377-7332

Bulgaria

Rizov, Marian (2004) Credit constraints and profitability: Evidence from a transition economy. Emerging Markets Finance and Trade, 40 (4). pp. 63-83. ISSN 1540–496X

Capital

Strange, Gerard (2013) Understanding the fundamentals of capital, the crisis and the alternatives: Marx's legacy beyond revolutionary Marxism. The British Journal of Politics & International Relations, 15 (1). pp. 107-124. ISSN 1369-1481

Central European currencies

Gray, David (2014) Central European foreign exchange markets: a cross-spectral analysis of the 2007 financial crisis. European Journal of Finance, 20 (6). pp. 550-567. ISSN 1351-847X

Central bank autonomy

Caceres, Carlos and Carriere-Swallow, Yan and Demir, Ishak and Gruss, Bertrand (2016) U.S. monetary policy normalization and global interest rates. Working Paper. IMF.

Chinese listed companies; Gearing; Capital structure; Debt financing; Equity financing.

Lakshmi, Geeta and Vortelinos, Dimitrios (2016) Gearing of Chinese listed companies. Frontiers in Finance and Economics, 12 (2). pp. 86-126. ISSN 1814-2044

Cointegration

Gray, David (2009) Financial contagion among members of the EU-8: a cointegration and granger causality approach. International Journal of Emerging Markets, 4 (4). pp. 299-314. ISSN 1746-8809

Commodity-based economies

Gray, David and McManus, John (2014) The commodity exporting country: a spectral analysis of Brazilian and Australian equity markets. In: Computational Models of Complex Systems. Intelligent Systems Reference Library (53). Springer Science and Business Media Deutschland GmbH, pp. 25-43. ISBN 9783319012841, 9783319012858

Contagion

Gray, David (2013) Capital market integration in a post crisis era: the case of India. Global Business and Economics Review, 15 (4). pp. 350-369. ISSN 1097-4954

Gray, David (2009) Financial contagion among members of the EU-8: a cointegration and granger causality approach. International Journal of Emerging Markets, 4 (4). pp. 299-314. ISSN 1746-8809

Gray, David and McManus, John (2014) The commodity exporting country: a spectral analysis of Brazilian and Australian equity markets. In: Computational Models of Complex Systems. Intelligent Systems Reference Library (53). Springer Science and Business Media Deutschland GmbH, pp. 25-43. ISBN 9783319012841, 9783319012858

Vortelinos, Dimitrios I. (2016) Realized correlation analysis of contagion. The Quarterly Review of Economics and Finance, 60 . pp. 138-148. ISSN 1062-9769

Corruption

Lakshmi, Geeta and Saha, Shrabani and Bhattarai, Keshab (2020) Does Corruption Matter for Stock Returns? Evidence from BRIC countries. In: Third Development Economics Conference, 17th-19th June, 2019, Lincoln Business School.

Saha, S. and Sen, K. (2017) Is corruption growth enhancing in autocracies? In: International Economic Association World Congress 2017, 19-23 June 2017, Santa Fe, Mexico City, Mexico.

Cost-of-carry

Vortelinos, Dimitrios I. (2016) Realized correlation analysis of contagion. The Quarterly Review of Economics and Finance, 60 . pp. 138-148. ISSN 1062-9769

Covariance

Vortelinos, Dimitrios (2013) Portfolio analysis of intraday covariance matrix in the Greek equity market. Research in International Business and Finance, 27 (1). pp. 66-79. ISSN 0275-5319

Crisis

Strange, Gerard (2013) Understanding the fundamentals of capital, the crisis and the alternatives: Marx's legacy beyond revolutionary Marxism. The British Journal of Politics & International Relations, 15 (1). pp. 107-124. ISSN 1369-1481

Decision-making under uncertainty

Brünner, Tobias and Levínský, René and Qiu, Jianying (2011) Preferences for skewness: evidence from a binary choice experiment. The European Journal of Finance, 17 (7). pp. 525-538. ISSN 1351-847X

Demographics

Hettihewa, Samanthala and Saha, Shrabani and Zhang, Hanxiong (2018) Does an aging population influence stock markets? Evidence from New Zealand. Economic Modelling, 75 . pp. 142-158. ISSN 0264-9993

Depoliticisation

Strange, Gerard (2013) Understanding the fundamentals of capital, the crisis and the alternatives: Marx's legacy beyond revolutionary Marxism. The British Journal of Politics & International Relations, 15 (1). pp. 107-124. ISSN 1369-1481

ERMII

Gray, David (2014) Central European foreign exchange markets: a cross-spectral analysis of the 2007 financial crisis. European Journal of Finance, 20 (6). pp. 550-567. ISSN 1351-847X

EU-8

Gray, David (2009) Financial contagion among members of the EU-8: a cointegration and granger causality approach. International Journal of Emerging Markets, 4 (4). pp. 299-314. ISSN 1746-8809

Economics

Floyd, David (2011) Assessing the ways to recovery from the global financial crisis. Business Strategy Series, 12 (6). pp. 321-324. ISSN 1751-5637

Saha, S. and Sen, K. (2017) Is corruption growth enhancing in autocracies? In: International Economic Association World Congress 2017, 19-23 June 2017, Santa Fe, Mexico City, Mexico.

EdF

Haar, Lawrence and Haar, Laura (2009) Generating value: real optionality in the EdF take-over of British Energy. Nuclear Engineering International, 53 (1). pp. 38-42. ISSN 0029-5507

Emerging markets

Floyd, David (2011) Assessing the ways to recovery from the global financial crisis. Business Strategy Series, 12 (6). pp. 321-324. ISSN 1751-5637

Energy

Locatelli, G. and Littau, P. and Brookes, N. J. and Mancini, M. (2014) Project characteristics enabling the success of megaprojects: an empirical investigation in the energy sector. Procedia - Social and Behavioral Sciences, 119 . pp. 625-634. ISSN 1877-0428

Equity markets

Gray, David and McManus, John (2014) The commodity exporting country: a spectral analysis of Brazilian and Australian equity markets. In: Computational Models of Complex Systems. Intelligent Systems Reference Library (53). Springer Science and Business Media Deutschland GmbH, pp. 25-43. ISBN 9783319012841, 9783319012858

Exchange Rates

Gray, David (2013) Capital market integration in a post crisis era: the case of India. Global Business and Economics Review, 15 (4). pp. 350-369. ISSN 1097-4954

Feed-in premiums

Haar, L. and Haar, L. N. (2016) Understanding the indirect costs of renewable energy using real option theory. In: Built Environment Conference, 17 - 19 January 2016, British University in Dubai.

Financial Crises

Dang, Ha V. and Lin, Mi (2016) Herd mentality in the stock market: on the role of idiosyncratic participants with heterogeneous information. International Review of Financial Analysis, 48 . pp. 247-260. ISSN 1057-5219

Financial Option Theory

Haar, Lawrence and Haar, Laura N. (2018) Energy security and strategic storage from a financial option perspective. In: 41st IAEE International Conference, 10 - 13 June 2018, Groningen.

Financial crisis

Floyd, David (2011) Assessing the ways to recovery from the global financial crisis. Business Strategy Series, 12 (6). pp. 321-324. ISSN 1751-5637

Firm investment

Rizov, Marian (2004) Firm investment in transition: Evidence from Romanian manufacturing. Economics of Transition, 12 (4). pp. 721-746. ISSN 0967-0750

Foreign Exchange Rates

Gray, David (2009) Financial contagion among members of the EU-8: a cointegration and granger causality approach. International Journal of Emerging Markets, 4 (4). pp. 299-314. ISSN 1746-8809

French bonds

Vasilev, Aleksandar (2015) Analysis of Sovereign Yield Spreads Behavior: The French Bonds Case. Journal of Knowledge Management, Economics and Information Technology, 5 (3). pp. 1-17. ISSN 2069-5934

Granger-causality

Gray, David (2009) Financial contagion among members of the EU-8: a cointegration and granger causality approach. International Journal of Emerging Markets, 4 (4). pp. 299-314. ISSN 1746-8809

Greece

Vortelinos, Dimitrios (2013) Portfolio analysis of intraday covariance matrix in the Greek equity market. Research in International Business and Finance, 27 (1). pp. 66-79. ISSN 0275-5319

Herd Behaviour

Dang, Ha V. and Lin, Mi (2016) Herd mentality in the stock market: on the role of idiosyncratic participants with heterogeneous information. International Review of Financial Analysis, 48 . pp. 247-260. ISSN 1057-5219

Heterogeneity

Vortelinos, Dimitrios (2015) Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets. Review of Financial Economics, 27 . pp. 58-67. ISSN 1058-3300

Vortelinos, Dimitrios I. (2016) Realized correlation analysis of contagion. The Quarterly Review of Economics and Finance, 60 . pp. 138-148. ISSN 1062-9769

Heterogeneous autoregressive models

Vortelinos, Dimitrios I. and Thomakos, Dimitrios D. (2013) Nonparametric realized volatility estimation in the international equity markets. International Review of Financial Analysis, 28 . pp. 34-45. ISSN 1057-5219

High-ranking brokerage houses

Su, Chen and Zhang, Hanxiong and Bangassa, Kenbata and Joseph, Nathan (2018) On the investment value of sell‑side analyst recommendation revisions in the UK. Review of Quantitative Finance and Accounting . ISSN 0924-865X

Housing Market

Zhang, Hanxiong and Hudson, Robert and Metcalf, Hugh and Manahov, Viktor (2017) Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models. Empirical Economics, 53 (2). pp. 617-640. ISSN 0377-7332

Housing market

Gray, David (2013) House price diffusion: an application of spectral analysis to the prices of Irish second-hand dwellings. Housing Studies, 28 (6). pp. 869-890. ISSN 0267-3037

India

Gray, David (2013) Capital market integration in a post crisis era: the case of India. Global Business and Economics Review, 15 (4). pp. 350-369. ISSN 1097-4954

Industry

Su, Chen and Zhang, Hanxiong and Bangassa, Kenbata and Joseph, Nathan (2018) On the investment value of sell‑side analyst recommendation revisions in the UK. Review of Quantitative Finance and Accounting . ISSN 0924-865X

Institutional changes

Zhang, Hanxiong and Hudson, Robert and Metcalf, Hugh and Manahov, Viktor (2017) Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models. Empirical Economics, 53 (2). pp. 617-640. ISSN 0377-7332

Integration

Gray, David (2013) Capital market integration in a post crisis era: the case of India. Global Business and Economics Review, 15 (4). pp. 350-369. ISSN 1097-4954

Interest rates

Caceres, Carlos and Carriere-Swallow, Yan and Demir, Ishak and Gruss, Bertrand (2016) U.S. monetary policy normalization and global interest rates. Working Paper. IMF.

Investor Returns

Haar, L. and Haar, L. N. (2016) Understanding the indirect costs of renewable energy using real option theory. In: Built Environment Conference, 17 - 19 January 2016, British University in Dubai.

Ireland

Gray, David (2013) House price diffusion: an application of spectral analysis to the prices of Irish second-hand dwellings. Housing Studies, 28 (6). pp. 869-890. ISSN 0267-3037

JCNotOpen

Vortelinos, Dimitrios (2015) Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets. Review of Financial Economics, 27 . pp. 58-67. ISSN 1058-3300

JCOpen

Lakshmi, Geeta and Vortelinos, Dimitrios (2016) Gearing of Chinese listed companies. Frontiers in Finance and Economics, 12 (2). pp. 86-126. ISSN 1814-2044

Locatelli, G. and Littau, P. and Brookes, N. J. and Mancini, M. (2014) Project characteristics enabling the success of megaprojects: an empirical investigation in the energy sector. Procedia - Social and Behavioral Sciences, 119 . pp. 625-634. ISSN 1877-0428

Locatelli, Giorgio and Mancini, Mauro and Ishimwe, Alice (2014) How can system engineering improve supplier management in megaprojects? Procedia - Social and Behavioral Sciences, 119 . pp. 510-518. ISSN 1877-0428

Jumps

Vortelinos, Dimitrios (2015) Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets. Review of Financial Economics, 27 . pp. 58-67. ISSN 1058-3300

Vortelinos, Dimitrios (2015) The effect of macro news on volatility and jumps. Annals of Economics and Finance, 16 (2). pp. 425-447. ISSN 1529-7373

Vortelinos, Dimitrios I. (2016) Realized correlation analysis of contagion. The Quarterly Review of Economics and Finance, 60 . pp. 138-148. ISSN 1062-9769

Vortelinos, Dimitrios I. and Thomakos, Dimitrios D. (2013) Nonparametric realized volatility estimation in the international equity markets. International Review of Financial Analysis, 28 . pp. 34-45. ISSN 1057-5219

Kernels

Vortelinos, Dimitrios I. and Thomakos, Dimitrios D. (2013) Nonparametric realized volatility estimation in the international equity markets. International Review of Financial Analysis, 28 . pp. 34-45. ISSN 1057-5219

Keynes

Strange, Gerard (2013) Understanding the fundamentals of capital, the crisis and the alternatives: Marx's legacy beyond revolutionary Marxism. The British Journal of Politics & International Relations, 15 (1). pp. 107-124. ISSN 1369-1481

Keywords: Feed-in tariffs

Haar, L. and Haar, L. N. (2016) Understanding the indirect costs of renewable energy using real option theory. In: Built Environment Conference, 17 - 19 January 2016, British University in Dubai.

Lehman Brothers

Gray, David and McManus, John (2014) The commodity exporting country: a spectral analysis of Brazilian and Australian equity markets. In: Computational Models of Complex Systems. Intelligent Systems Reference Library (53). Springer Science and Business Media Deutschland GmbH, pp. 25-43. ISBN 9783319012841, 9783319012858

Linearity

Vortelinos, Dimitrios (2015) Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets. Review of Financial Economics, 27 . pp. 58-67. ISSN 1058-3300

Liquidity

Vortelinos, Dimitrios I. (2016) Realized correlation analysis of contagion. The Quarterly Review of Economics and Finance, 60 . pp. 138-148. ISSN 1062-9769

Long memory

Vortelinos, Dimitrios (2015) Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets. Review of Financial Economics, 27 . pp. 58-67. ISSN 1058-3300

Vortelinos, Dimitrios I. and Thomakos, Dimitrios D. (2013) Nonparametric realized volatility estimation in the international equity markets. International Review of Financial Analysis, 28 . pp. 34-45. ISSN 1057-5219

Macro announcements

Vortelinos, Dimitrios (2015) Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets. Review of Financial Economics, 27 . pp. 58-67. ISSN 1058-3300

Macroeconomic announcements

Vortelinos, Dimitrios (2015) The effect of macro news on volatility and jumps. Annals of Economics and Finance, 16 (2). pp. 425-447. ISSN 1529-7373

Macroeconomic variables

Hettihewa, Samanthala and Saha, Shrabani and Zhang, Hanxiong (2018) Does an aging population influence stock markets? Evidence from New Zealand. Economic Modelling, 75 . pp. 142-158. ISSN 0264-9993

Market Efficiency

Zhang, Hanxiong and Urquhart, Andrew (2019) Pairs trading across mainland China and Hong Kong stock markets. International Journal of Finance and Economics, 24 (2). pp. 698-726. ISSN 1076-9307

Marx

Strange, Gerard (2013) Understanding the fundamentals of capital, the crisis and the alternatives: Marx's legacy beyond revolutionary Marxism. The British Journal of Politics & International Relations, 15 (1). pp. 107-124. ISSN 1369-1481

Megaprojects

Locatelli, G. and Littau, P. and Brookes, N. J. and Mancini, M. (2014) Project characteristics enabling the success of megaprojects: an empirical investigation in the energy sector. Procedia - Social and Behavioral Sciences, 119 . pp. 625-634. ISSN 1877-0428

Locatelli, Giorgio and Mancini, Mauro and Ishimwe, Alice (2014) How can system engineering improve supplier management in megaprojects? Procedia - Social and Behavioral Sciences, 119 . pp. 510-518. ISSN 1877-0428

Megaprojects performance

Locatelli, Giorgio and Mancini, Mauro and Ishimwe, Alice (2014) How can system engineering improve supplier management in megaprojects? Procedia - Social and Behavioral Sciences, 119 . pp. 510-518. ISSN 1877-0428

Monetary policy

Caceres, Carlos and Carriere-Swallow, Yan and Demir, Ishak and Gruss, Bertrand (2016) U.S. monetary policy normalization and global interest rates. Working Paper. IMF.

Moving average

Vortelinos, Dimitrios I. and Thomakos, Dimitrios D. (2013) Nonparametric realized volatility estimation in the international equity markets. International Review of Financial Analysis, 28 . pp. 34-45. ISSN 1057-5219

New Zealand

Hettihewa, Samanthala and Saha, Shrabani and Zhang, Hanxiong (2018) Does an aging population influence stock markets? Evidence from New Zealand. Economic Modelling, 75 . pp. 142-158. ISSN 0264-9993

NotOAChecked

Dang, Ha V. and Lin, Mi (2016) Herd mentality in the stock market: on the role of idiosyncratic participants with heterogeneous information. International Review of Financial Analysis, 48 . pp. 247-260. ISSN 1057-5219

Gray, David (2014) Central European foreign exchange markets: a cross-spectral analysis of the 2007 financial crisis. European Journal of Finance, 20 (6). pp. 550-567. ISSN 1351-847X

Vortelinos, Dimitrios (2015) The effect of macro news on volatility and jumps. Annals of Economics and Finance, 16 (2). pp. 425-447. ISSN 1529-7373

Vortelinos, Dimitrios I. (2016) Realized correlation analysis of contagion. The Quarterly Review of Economics and Finance, 60 . pp. 138-148. ISSN 1062-9769

Zhang, Hanxiong and Manahov, Viktor and Hudson, Robert and Metcalf, Hugh (2015) Do house prices overreact to relevant information? New evidence from the UK housing market. Investment Management and Financial Innovations, 12 (3). pp. 26-39. ISSN 1810-4967

Nuclear Energy

Haar, Lawrence and Haar, Laura (2009) Generating value: real optionality in the EdF take-over of British Energy. Nuclear Engineering International, 53 (1). pp. 38-42. ISSN 0029-5507

Oil Markets

Haar, Lawrence and Haar, Laura N. (2018) Energy security and strategic storage from a financial option perspective. In: 41st IAEE International Conference, 10 - 13 June 2018, Groningen.

Optimal sampling

Vortelinos, Dimitrios I. and Thomakos, Dimitrios D. (2013) Nonparametric realized volatility estimation in the international equity markets. International Review of Financial Analysis, 28 . pp. 34-45. ISSN 1057-5219

Option Theory

Haar, Lawrence and Haar, Laura (2009) Generating value: real optionality in the EdF take-over of British Energy. Nuclear Engineering International, 53 (1). pp. 38-42. ISSN 0029-5507

Pairs Trading

Zhang, Hanxiong and Urquhart, Andrew (2019) Pairs trading across mainland China and Hong Kong stock markets. International Journal of Finance and Economics, 24 (2). pp. 698-726. ISSN 1076-9307

Portfolio

Locatelli, Giorgio and Mancini, Mauro and Ishimwe, Alice (2014) How can system engineering improve supplier management in megaprojects? Procedia - Social and Behavioral Sciences, 119 . pp. 510-518. ISSN 1877-0428

Portfolio analysis

Vortelinos, Dimitrios (2013) Portfolio analysis of intraday covariance matrix in the Greek equity market. Research in International Business and Finance, 27 (1). pp. 66-79. ISSN 0275-5319

Quantitative analysis

Locatelli, G. and Littau, P. and Brookes, N. J. and Mancini, M. (2014) Project characteristics enabling the success of megaprojects: an empirical investigation in the energy sector. Procedia - Social and Behavioral Sciences, 119 . pp. 625-634. ISSN 1877-0428

Real-Option Theory

Haar, L. and Haar, L. N. (2016) Understanding the indirect costs of renewable energy using real option theory. In: Built Environment Conference, 17 - 19 January 2016, British University in Dubai.

Realized volatility

Vortelinos, Dimitrios (2013) Portfolio analysis of intraday covariance matrix in the Greek equity market. Research in International Business and Finance, 27 (1). pp. 66-79. ISSN 0275-5319

Vortelinos, Dimitrios I. and Thomakos, Dimitrios D. (2013) Nonparametric realized volatility estimation in the international equity markets. International Review of Financial Analysis, 28 . pp. 34-45. ISSN 1057-5219

Recession

Floyd, David (2011) Assessing the ways to recovery from the global financial crisis. Business Strategy Series, 12 (6). pp. 321-324. ISSN 1751-5637

Repoliticisation

Strange, Gerard (2013) Understanding the fundamentals of capital, the crisis and the alternatives: Marx's legacy beyond revolutionary Marxism. The British Journal of Politics & International Relations, 15 (1). pp. 107-124. ISSN 1369-1481

Schumpeter

Strange, Gerard (2013) Understanding the fundamentals of capital, the crisis and the alternatives: Marx's legacy beyond revolutionary Marxism. The British Journal of Politics & International Relations, 15 (1). pp. 107-124. ISSN 1369-1481

Skewness

Brünner, Tobias and Levínský, René and Qiu, Jianying (2011) Preferences for skewness: evidence from a binary choice experiment. The European Journal of Finance, 17 (7). pp. 525-538. ISSN 1351-847X

Spectral Analysis

Gray, David (2012) Baltic states and the Euro: a spectral analysis of the 2007 financial crisis. International Journal of Managerial Finance, 8 (2). pp. 139-154. ISSN 1743-9132

Gray, David (2013) Capital market integration in a post crisis era: the case of India. Global Business and Economics Review, 15 (4). pp. 350-369. ISSN 1097-4954

Spillovers

Caceres, Carlos and Carriere-Swallow, Yan and Demir, Ishak and Gruss, Bertrand (2016) U.S. monetary policy normalization and global interest rates. Working Paper. IMF.

Stakeholders

Locatelli, Giorgio and Mancini, Mauro and Ishimwe, Alice (2014) How can system engineering improve supplier management in megaprojects? Procedia - Social and Behavioral Sciences, 119 . pp. 510-518. ISSN 1877-0428

Stochastic dominance

Brünner, Tobias and Levínský, René and Qiu, Jianying (2011) Preferences for skewness: evidence from a binary choice experiment. The European Journal of Finance, 17 (7). pp. 525-538. ISSN 1351-847X

Stock Exchange

Gray, David (2013) Capital market integration in a post crisis era: the case of India. Global Business and Economics Review, 15 (4). pp. 350-369. ISSN 1097-4954

Stock Market

Lakshmi, Geeta and Saha, Shrabani and Bhattarai, Keshab (2020) Does Corruption Matter for Stock Returns? Evidence from BRIC countries. In: Third Development Economics Conference, 17th-19th June, 2019, Lincoln Business School.

Stock Markets

Dang, Ha V. and Lin, Mi (2016) Herd mentality in the stock market: on the role of idiosyncratic participants with heterogeneous information. International Review of Financial Analysis, 48 . pp. 247-260. ISSN 1057-5219

Stock-prices

Hettihewa, Samanthala and Saha, Shrabani and Zhang, Hanxiong (2018) Does an aging population influence stock markets? Evidence from New Zealand. Economic Modelling, 75 . pp. 142-158. ISSN 0264-9993

Strategic Petroleum Reserves

Haar, Lawrence and Haar, Laura N. (2018) Energy security and strategic storage from a financial option perspective. In: 41st IAEE International Conference, 10 - 13 June 2018, Groningen.

Suppliers

Locatelli, Giorgio and Mancini, Mauro and Ishimwe, Alice (2014) How can system engineering improve supplier management in megaprojects? Procedia - Social and Behavioral Sciences, 119 . pp. 510-518. ISSN 1877-0428

Supply disruptions

Haar, Lawrence and Haar, Laura N. (2018) Energy security and strategic storage from a financial option perspective. In: 41st IAEE International Conference, 10 - 13 June 2018, Groningen.

Systems engineering

Locatelli, Giorgio and Mancini, Mauro and Ishimwe, Alice (2014) How can system engineering improve supplier management in megaprojects? Procedia - Social and Behavioral Sciences, 119 . pp. 510-518. ISSN 1877-0428

Time-varying parameters

Zhang, Hanxiong and Hudson, Robert and Metcalf, Hugh and Manahov, Viktor (2017) Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models. Empirical Economics, 53 (2). pp. 617-640. ISSN 0377-7332

Transaction costs

Su, Chen and Zhang, Hanxiong and Bangassa, Kenbata and Joseph, Nathan (2018) On the investment value of sell‑side analyst recommendation revisions in the UK. Review of Quantitative Finance and Accounting . ISSN 0924-865X

Two scales

Vortelinos, Dimitrios I. and Thomakos, Dimitrios D. (2013) Nonparametric realized volatility estimation in the international equity markets. International Review of Financial Analysis, 28 . pp. 34-45. ISSN 1057-5219

United States

Caceres, Carlos and Carriere-Swallow, Yan and Demir, Ishak and Gruss, Bertrand (2016) U.S. monetary policy normalization and global interest rates. Working Paper. IMF.

Vietnam.

Quach, Hao (2017) Does access to credit improve household welfare in the long-run? Journal of Developing Areas, 51 (1). pp. 129-142. ISSN 0022-037X

Volatility

Vortelinos, Dimitrios (2015) The effect of macro news on volatility and jumps. Annals of Economics and Finance, 16 (2). pp. 425-447. ISSN 1529-7373

Volatility timing

Vortelinos, Dimitrios (2013) Portfolio analysis of intraday covariance matrix in the Greek equity market. Research in International Business and Finance, 27 (1). pp. 66-79. ISSN 0275-5319

access to credit

Quach, Hao (2017) Does access to credit improve household welfare in the long-run? Journal of Developing Areas, 51 (1). pp. 129-142. ISSN 0022-037X

asymmetric information

Bruenner, Tobias (2019) Price formation in call auctions with insider information. Studies in Economics and Finance, 36 (3). pp. 408-426. ISSN 1086-7376

average utility

Vortelinos, Dimitrios and Thomakos, Dimitrios D. (2012) Realized volatility and jumps in the Athens Stock Exchange. Applied Financial Economics, 22 (2). pp. 97-112. ISSN 0960-3107

bipower variation

Vortelinos, Dimitrios and Thomakos, Dimitrios D. (2012) Realized volatility and jumps in the Athens Stock Exchange. Applied Financial Economics, 22 (2). pp. 97-112. ISSN 0960-3107

bmjdoi

Dang, Ha V. and Lin, Mi (2016) Herd mentality in the stock market: on the role of idiosyncratic participants with heterogeneous information. International Review of Financial Analysis, 48 . pp. 247-260. ISSN 1057-5219

Gray, David (2013) Capital market integration in a post crisis era: the case of India. Global Business and Economics Review, 15 (4). pp. 350-369. ISSN 1097-4954

central banking

Caceres, Carlos and Carriere-Swallow, Yan and Demir, Ishak and Gruss, Bertrand (2016) U.S. monetary policy normalization and global interest rates. Working Paper. IMF.

contagion

Gray, David (2012) Baltic states and the Euro: a spectral analysis of the 2007 financial crisis. International Journal of Managerial Finance, 8 (2). pp. 139-154. ISSN 1743-9132

Gray, David (2014) Central European foreign exchange markets: a cross-spectral analysis of the 2007 financial crisis. European Journal of Finance, 20 (6). pp. 550-567. ISSN 1351-847X

credit rationing

Rizov, Marian (2004) Credit constraints and profitability: Evidence from a transition economy. Emerging Markets Finance and Trade, 40 (4). pp. 63-83. ISSN 1540–496X

cross-spectral analysis

Gray, David (2014) Central European foreign exchange markets: a cross-spectral analysis of the 2007 financial crisis. European Journal of Finance, 20 (6). pp. 550-567. ISSN 1351-847X

economic value

Vortelinos, Dimitrios and Thomakos, Dimitrios D. (2012) Realized volatility and jumps in the Athens Stock Exchange. Applied Financial Economics, 22 (2). pp. 97-112. ISSN 0960-3107

economics deployment scenario

Boarin, Sara and Locatelli, Giorgio and Mancini, Mauro and Ricotti, E. Marco (2012) Financial case studies on small- and medium-size modular reactors. Nuclear technology, 178 (2). pp. 218-232. ISSN 0029-5450

endogeneity

Zhang, Hanxiong and Manahov, Viktor and Hudson, Robert and Metcalf, Hugh (2015) Do house prices overreact to relevant information? New evidence from the UK housing market. Investment Management and Financial Innovations, 12 (3). pp. 26-39. ISSN 1810-4967

expectation hypotheses

Zhang, Hanxiong and Manahov, Viktor and Hudson, Robert and Metcalf, Hugh (2015) Do house prices overreact to relevant information? New evidence from the UK housing market. Investment Management and Financial Innovations, 12 (3). pp. 26-39. ISSN 1810-4967

financial intermediation

Rizov, Marian (2004) Credit constraints and profitability: Evidence from a transition economy. Emerging Markets Finance and Trade, 40 (4). pp. 63-83. ISSN 1540–496X

financial markets

Rizov, Marian (2004) Firm investment in transition: Evidence from Romanian manufacturing. Economics of Transition, 12 (4). pp. 721-746. ISSN 0967-0750

Vortelinos, Dimitrios (2015) The effect of macro news on volatility and jumps. Annals of Economics and Finance, 16 (2). pp. 425-447. ISSN 1529-7373

firm restructuring

Rizov, Marian (2004) Firm investment in transition: Evidence from Romanian manufacturing. Economics of Transition, 12 (4). pp. 721-746. ISSN 0967-0750

global shocks

Caceres, Carlos and Carriere-Swallow, Yan and Demir, Ishak and Gruss, Bertrand (2016) U.S. monetary policy normalization and global interest rates. Working Paper. IMF.

heterogeneous autoregressive models

Vortelinos, Dimitrios and Thomakos, Dimitrios D. (2012) Realized volatility and jumps in the Athens Stock Exchange. Applied Financial Economics, 22 (2). pp. 97-112. ISSN 0960-3107

house price

Zhang, Hanxiong and Manahov, Viktor and Hudson, Robert and Metcalf, Hugh (2015) Do house prices overreact to relevant information? New evidence from the UK housing market. Investment Management and Financial Innovations, 12 (3). pp. 26-39. ISSN 1810-4967

house prices

Gray, David (2013) House price diffusion: an application of spectral analysis to the prices of Irish second-hand dwellings. Housing Studies, 28 (6). pp. 869-890. ISSN 0267-3037

household welfare

Quach, Hao (2017) Does access to credit improve household welfare in the long-run? Journal of Developing Areas, 51 (1). pp. 129-142. ISSN 0022-037X

housing economics

Gray, David (2013) House price diffusion: an application of spectral analysis to the prices of Irish second-hand dwellings. Housing Studies, 28 (6). pp. 869-890. ISSN 0267-3037

informational efficiency

Bruenner, Tobias (2019) Price formation in call auctions with insider information. Studies in Economics and Finance, 36 (3). pp. 408-426. ISSN 1086-7376

market fundamentals

Vasilev, Aleksandar (2015) Analysis of Sovereign Yield Spreads Behavior: The French Bonds Case. Journal of Knowledge Management, Economics and Information Technology, 5 (3). pp. 1-17. ISSN 2069-5934

microfinance

Quach, Hao (2017) Does access to credit improve household welfare in the long-run? Journal of Developing Areas, 51 (1). pp. 129-142. ISSN 0022-037X

modular reactors

Boarin, Sara and Locatelli, Giorgio and Mancini, Mauro and Ricotti, E. Marco (2012) Financial case studies on small- and medium-size modular reactors. Nuclear technology, 178 (2). pp. 218-232. ISSN 0029-5450

panel data

Zhang, Hanxiong and Manahov, Viktor and Hudson, Robert and Metcalf, Hugh (2015) Do house prices overreact to relevant information? New evidence from the UK housing market. Investment Management and Financial Innovations, 12 (3). pp. 26-39. ISSN 1810-4967

performance

Rizov, Marian (2004) Firm investment in transition: Evidence from Romanian manufacturing. Economics of Transition, 12 (4). pp. 721-746. ISSN 0967-0750

profitability

Rizov, Marian (2004) Credit constraints and profitability: Evidence from a transition economy. Emerging Markets Finance and Trade, 40 (4). pp. 63-83. ISSN 1540–496X

realized volatility

Vortelinos, Dimitrios and Thomakos, Dimitrios D. (2012) Realized volatility and jumps in the Athens Stock Exchange. Applied Financial Economics, 22 (2). pp. 97-112. ISSN 0960-3107

small-medium size

Boarin, Sara and Locatelli, Giorgio and Mancini, Mauro and Ricotti, E. Marco (2012) Financial case studies on small- and medium-size modular reactors. Nuclear technology, 178 (2). pp. 218-232. ISSN 0029-5450

soft budget

Rizov, Marian (2004) Credit constraints and profitability: Evidence from a transition economy. Emerging Markets Finance and Trade, 40 (4). pp. 63-83. ISSN 1540–496X

soft budget constraints

Rizov, Marian (2004) Firm investment in transition: Evidence from Romanian manufacturing. Economics of Transition, 12 (4). pp. 721-746. ISSN 0967-0750

spectral analysis

Gray, David (2013) House price diffusion: an application of spectral analysis to the prices of Irish second-hand dwellings. Housing Studies, 28 (6). pp. 869-890. ISSN 0267-3037

time series

Hettihewa, Samanthala and Saha, Shrabani and Zhang, Hanxiong (2018) Does an aging population influence stock markets? Evidence from New Zealand. Economic Modelling, 75 . pp. 142-158. ISSN 0264-9993

transaction costs

Bruenner, Tobias (2019) Price formation in call auctions with insider information. Studies in Economics and Finance, 36 (3). pp. 408-426. ISSN 1086-7376

volatility jumps

Vortelinos, Dimitrios (2015) The effect of macro news on volatility and jumps. Annals of Economics and Finance, 16 (2). pp. 425-447. ISSN 1529-7373

Vortelinos, Dimitrios and Thomakos, Dimitrios D. (2012) Realized volatility and jumps in the Athens Stock Exchange. Applied Financial Economics, 22 (2). pp. 97-112. ISSN 0960-3107

volatility timing

Vortelinos, Dimitrios and Thomakos, Dimitrios D. (2012) Realized volatility and jumps in the Athens Stock Exchange. Applied Financial Economics, 22 (2). pp. 97-112. ISSN 0960-3107

yield spreads

Vasilev, Aleksandar (2015) Analysis of Sovereign Yield Spreads Behavior: The French Bonds Case. Journal of Knowledge Management, Economics and Information Technology, 5 (3). pp. 1-17. ISSN 2069-5934

This list was generated on Fri Oct 18 05:30:04 2019 BST.