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• The dynamics of returns predictability in cryptocurrency markets

  Bianchi, D., Guidolin, M. & Pedio, M., 8 Jun 2022, In: European Journal of Finance. 29, 6

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access
  6 Citations (Scopus)

• Improved inference in the evaluation of mutual fund performance using panel bootstrap methods

  Blake, D., Caulfield, T., Ioannidis, C. & Tonks, I., 1 Dec 2014, In: Journal of Econometrics. 183, 2, p. 202-210

  Research output: Contribution to journal › Article (Academic Journal) › peer-review
  15 Citations (Scopus)

• Short and long memory in stock returns data

  Goddard, J. & Onali, E., Oct 2012, In: Economics Letters. 117, 1, p. 253-255 3 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review
  12 Citations (Scopus)

• Do Hedge Funds Still Manipulate Stock Prices?

  Cui, X. & Kolokolova, O., 1 Jun 2025, In: Journal of Corporate Finance. 92, 26 p., 102765.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access

• Equity Premium Forecasts with an Unknown Number of Structural Breaks

  Bulkley, G., Smith, S. & leslie, D., 12 Jan 2019, (E-pub ahead of print) In: Journal of Financial Econometrics. 36 p., nby034.

  Research output: Contribution to journal › Article (Academic Journal)

  Open Access

  File
  4 Citations (Scopus)

  144 Downloads (Pure)

• Realised variance forecasting under Box-Cox transformations

  Taylor, N., Oct 2017, In: International Journal of Forecasting. 33, 4, p. 770-785 16 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access

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  21 Citations (Scopus)

  381 Downloads (Pure)

• Option-implied betas and the cross section of stock returns

  Harris, R. D. F., Li, X. & Qiao, F., Jan 2019, In: Journal of Futures Markets. 39, 1, p. 94-108 15 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access

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  5 Citations (Scopus)

  439 Downloads (Pure)

• On the Other Side of Hedge Fund Equity Trades

  Cui, X., Kolokolova, O. & Wang, G., 1 Jun 2024, In: Management Science. 70, 6, p. 3684-3710 27 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access

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  2 Citations (Scopus)

  129 Downloads (Pure)

• Forecasting returns in the VIX futures market

  Taylor, N., 1 Oct 2019, In: International Journal of Forecasting. 35, 4, p. 1193-1210 18 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access

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  8 Citations (Scopus)

  260 Downloads (Pure)

• The Effect of the Reforms to Compulsion on Annuity Demand

  Cannon, E., Tonks, I. & Yuille, R., 1 Aug 2016, In: National Institute Economic Review. 237, 1, p. R47-R54 8 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access

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  6 Citations (Scopus)

  620 Downloads (Pure)

• Forecasting multidimensional tail risk at short and long horizons

  Stoja, E. & Polanski, A., 1 Oct 2017, In: International Journal of Forecasting. 33, 4, p. 958-969 12 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access

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  9 Citations (Scopus)

  216 Downloads (Pure)

• The Type of Corporate Announcements and Its Implication on Trading Behavior

  Zheng, L., 24 Apr 2020, In: Accounting and Finance. 60, S1, p. 629-659 31 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access

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  6 Citations (Scopus)

  33265 Downloads (Pure)

• Corporate diversification and stock risk: Evidence from a global shock

  Onali, E. & Mascia, D. V., Feb 2022, In: Journal of Corporate Finance. 72, 102150.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access
  22 Citations (Scopus)

• Anti-corruption Campaign and Corporate Cash Holdings: Evidence from China

  Cai, W., Hu, F., Xu, F. & Zheng, L., 23 Aug 2021, (E-pub ahead of print) In: Emerging Markets Review. 22 p., 100843.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access

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  26 Citations (Scopus)

  370 Downloads (Pure)

• Cohort mortality risk or adverse selection in annuity markets?

  Cannon, E. S. & Tonks, I., Sept 2016, In: Journal of Public Economics. 141, p. 68-81 14 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access

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  7 Citations (Scopus)

  924 Downloads (Pure)

• New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods

  Blake, D., Caulfield, T., Ioannidis, C. & Tonks, I., 1 Jun 2017, In: Journal of Financial and Quantitative Analysis. 52, 03, p. 1279-1299 21 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review
  22 Citations (Scopus)

• Long memory and multifractality: A joint test

  Goddard, J. & Onali, E., 1 Jun 2016, In: Physica A: Statistical Mechanics and its Applications. 451, p. 288-294 7 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access
  2 Citations (Scopus)

• Does foreign exchange risk matter to equity research analysts when forecasting stock prices? Evidence from U.S. firms

  Ho, T. Q., Nguyen, Y., Parikh, B. & Vo, D.-T., 1 Nov 2020, In: International Review of Financial Analysis. 72, 13 p., 101568.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access

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  5 Citations (Scopus)

  105 Downloads (Pure)

• Fund Flows, Manager Changes, and Performance Persistence

  Bessler, W., Blake, D., Lückoff, P. & Tonks, I., Aug 2018, In: Review of Finance. 22, 5, p. 1911-1947 7 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access
  17 Citations (Scopus)

• Unifractality and multifractality in the Italian stock market

  Onali, E. & Goddard, J., Sept 2009, In: International Review of Financial Analysis. 18, 4, p. 154-163 10 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review
  65 Citations (Scopus)

• Can Real Options Explain the Skewness of Stock Returns?

  Ho, T. Q., Kim, K. D., Li, Y. & Xu, F., 1 Mar 2023, In: Journal of Banking and Finance. 148, p. 1-12 106751.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access

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  2 Citations (Scopus)

  163 Downloads (Pure)

• Pre-adoption market reaction to IFRS 9: A cross-country event-study

  Onali, E. & Ginesti, G., 1 Nov 2014, In: Journal of Accounting and Public Policy. 33, 6, p. 628-637 10 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access
  37 Citations (Scopus)

• COAALA: A Novel Approach to Understanding Extreme Stock-Bond Comovement

  Allard, A.-F., Hanbali, H. & Smedts, K., 24 Apr 2024, (E-pub ahead of print) In: Journal of Financial Econometrics. 22, 5, p. 1532-1557 26 p., nbae006 .

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access

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  40 Downloads (Pure)

• Institutional Investors and the QE Portfolio Balance Channel

  Joyce, M. A. S., Liu, Z. & Tonks, I., Sept 2017, In: Journal of Money, Credit and Banking. 49, 6, p. 1225-1246 22 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access
  15 Citations (Scopus)

• Model-based earnings forecasts vs. financial analysts' earnings forecasts

  Harris, R. D. F. & Wang, P., 1 Jun 2019, In: British Accounting Review. 51, 4, p. 424-437 14 p.

  Research output: Contribution to journal › Article (Academic Journal) › peer-review

  Open Access

  File
  16 Citations (Scopus)

  632 Downloads (Pure)