Research Outputs
- 1 - 25 out of 69 results
Search results
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The Pricing of Biodiversity Risk in Commodity Markets
Guidolin, M. & Pedio, M., 1 Jan 2026, In: Review of Finance. 30, 1, p. 351–389 39 p., rfaf068.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open Access3 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 Access1 Citation (Scopus) -
Equity Release Finance
Tunaru, R. & Quaye, E. N. B., 2025, 1 ed. New York. 296 p. (Taylor & Francis Group, CRC Press)Research output: Book/Report › Authored book
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Factor Investing in Real Estate: The Performance of Smart Beta Strategies
Andronoudis, D., Guidolin, M. & Pedio, M., 31 Dec 2025, In: Journal of Portfolio Management. 52, 3, p. 129-152 24 p.Research output: Contribution to journal › Article (Academic Journal) › peer-review
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Sinking Ships: Liquidity Constraints and Return Predictability in Recessions
Doshchyn, A., 6 Apr 2025, In: Journal of Monetary Economics. 151, 18 p., 103746.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open Access -
The female finance penalty: Why are women less successful in academic finance than related fields?
Brooks, C., Schopohl, L., Tao, R., Walker, J. & Zhu, M., 1 May 2025, In: Research Policy. 54, 4, 23 p., 105207.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open Access3 Citations (Scopus) -
Understanding the Factors Driving the Demand of Structured Investment Products
Guidolin, M., Leonetti, G. & Pedio, M., 10 Aug 2025, In: Journal of Futures Markets. 45, 9, p. 1154-1181 28 p.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open Access -
Bitcoin replication using machine learning
Harris, R. D. F., Mazibas, M. & Rambaccussing, D., 1 May 2024, In: International Review of Financial Analysis. 93, 9 p., 103207.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open Access8 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 AccessFile43 Downloads (Pure) -
Cross-cryptocurrency return predictability
Guo, L., Sang, B., Tu, J. & Wang, Y., 21 May 2024, In: Journal of Economic Dynamics and Control. 163, 33 p., 104863.Research output: Contribution to journal › Article (Academic Journal) › peer-review
4 Citations (Scopus) -
Investor behavior around targeted liquidity announcements
Cardillo, G., Onali, E. & Perdichizzi, S., 26 Sept 2024, In: British Accounting Review. 56, 6, 101275.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open Access4 Citations (Scopus) -
Market reaction to the expected loss model in banks
Onali, E., Ginesti, G., Cardillo, G. & Torluccio, G., 1 Oct 2024, In: Journal of Financial Stability. 74, 100884.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile6 Citations (Scopus)15 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 AccessFile3 Citations (Scopus)142 Downloads (Pure) -
Asset trade, Real investment and a tilting Financial transaction tax
Dieler, T., Biswas, S., Calzolari, G. & Castiglionesi, F., 1 Apr 2023, In: Management Science. 69, 4Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile2 Citations (Scopus)191 Downloads (Pure) -
Average Tail Risk and Aggregate Stock Returns
Dai, Y. & Harris, R. D. F., 1 Jan 2023, In: Journal of International Financial Markets, Institutions and Money. 82, 15 p., 101699.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile6 Citations (Scopus)212 Downloads (Pure) -
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 AccessFile3 Citations (Scopus)191 Downloads (Pure) -
Short-Selling Activities in the Time of COVID-19
Luu, E., Xu, F. & Zheng, L., 1 Jul 2023, In: British Accounting Review. 55, 4, 56 p., 101216.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open Access5 Citations (Scopus) -
Blockholder Disclosure Thresholds and Hedge Fund Activism
Ordonez-Calafi, G. & Bernhardt, D., 31 Jan 2022, (E-pub ahead of print) In: Journal of Financial and Quantitative Analysis. 57, 7, p. 2834-2859 26 p.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile3 Citations (Scopus)61 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 Access30 Citations (Scopus) -
Free Cash Flows and Price Momentum
Fu, J., Xu, F., Zeng, C. & Zheng, L., 25 Apr 2022, (E-pub ahead of print) In: Journal of Accounting, Auditing and Finance. 40 p.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile2 Citations (Scopus)646 Downloads (Pure) -
Fundamental analysis and the use of financial statement information to separate winners and losers in frontier markets: Evidence from Vietnam
Ho, T. Q., Nguyen, Y., Tran, H. & Vo, D.-T., 1 Feb 2022, In: International Journal of Emerging Markets. 18, 10, p. 4130-4153 24 p.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile1 Citation (Scopus)452 Downloads (Pure) -
Investment momentum: A two-dimensional behavioural strategy
Xu, F., Zhao, H. & Zheng, L., 18 Jan 2022, In: International Journal of Finance and Economics . 27, 1, p. 1191-1207 17 p.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile127 Downloads (Pure) -
Maximally Predictable Currency Portfolios
Harris, R. D. F., Shen, J. & Yilmaz, F., 1 Nov 2022, In: Journal of International Money and Finance. 128, 102702.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile3 Citations (Scopus)181 Downloads (Pure) -
On non-negative equity guarantee calculations with macroeconomic variables related to house prices
Badescu, A., Quaye, E. & Tunaru, R., Mar 2022, In: Insurance: Mathematics and Economics. 103, p. 119-138 20 p.Research output: Contribution to journal › Article (Academic Journal)
Open AccessFile6 Citations (Scopus)121 Downloads (Pure) -
Portfolio Optimization with Behavioural Preferences and Investor Memory
Harris, R. D. F. & Mazibas, M., 1 Jan 2022, In: European Journal of Operational Research. 296, 1, p. 368-387 20 p.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile33 Citations (Scopus)351 Downloads (Pure)