Research Outputs
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Search results
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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 AccessFile91 Downloads (Pure) -
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 AccessFile24 Citations (Scopus)256 Downloads (Pure) -
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 AccessFile13 Citations (Scopus)541 Downloads (Pure) -
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 Access2 Citations (Scopus) -
Market Reaction to Bank Liquidity Regulation
Bruno, B., Onali, E. & Schaeck, K., 1 Apr 2018, In: Journal of Financial and Quantitative Analysis. 53, 2, p. 899-935 37 p.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile22 Citations (Scopus)556 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 Access14 Citations (Scopus) -
Whose opinion matters when insiders disagree with short sellers?
Zheng, L. & Wang, S., 23 Nov 2022, (E-pub ahead of print) In: Journal of Business Finance and Accounting. 45 p.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile50 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
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Investor reaction to IFRS for financial instruments in Europe: The role of firm-specific factors
Onali, E., Ginesti, G. & Ballestra, L. V., May 2017, In: Finance Research Letters. 21, p. 72-77 6 p.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open Access16 Citations (Scopus) -
Self-affinity in financial asset returns
Goddard, J. & Onali, E., 2012, In: International Review of Financial Analysis. 24, p. 1-11 11 p.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open Access5 Citations (Scopus) -
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 Access37 Citations (Scopus) -
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 Access17 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 AccessFile2 Citations (Scopus)53 Downloads (Pure) -
A comparison of static and dynamic portfolio policies
Wang, J. & Taylor, N., 1 Jan 2018, In: International Review of Financial Analysis. 55, p. 111-127 17 p.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile1 Citation (Scopus)766 Downloads (Pure) -
Political uncertainty exposure of individual companies: The case of the Brexit referendum
Hill, P., Korczak, A. & Korczak, P., 1 Mar 2019, In: Journal of Banking and Finance. 100, p. 58-76 19 p.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile62 Citations (Scopus)510 Downloads (Pure) -
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 AccessFile3 Citations (Scopus)2 Downloads (Pure) -
Price efficiency in the Dutch Annuity Market
Cannon, E. S., Stevens, R. & Tonks, I. P., 1 Jan 2015, In: Journal of Pension Economics and Finance. 14, 1, p. 1-18 18 p.Research output: Contribution to journal › Article (Academic Journal) › peer-review
8 Citations (Scopus) -
Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: an MEM approach
Xu, Y., Taylor, N. & Lu, W., 1 Mar 2018, In: International Review of Financial Analysis. 56, p. 208-220 13 p.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile17 Citations (Scopus)219 Downloads (Pure) -
Extreme downside risk and market turbulence
Harris, R. D. F., Nguyen, L. H. & Stoja, E., 2 Nov 2019, In: Quantitative Finance. 19, 11, p. 1875-1892 18 p.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile3 Citations (Scopus)175 Downloads (Pure) -
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 AccessFile5 Citations (Scopus)81 Downloads (Pure) -
Asset trade, Real investment and a tilting Financial transaction tax
Dieler, T., Biswas, S., Calzolari, G. & Castiglionesi, F., 18 May 2022, (E-pub ahead of print) In: Management Science.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile1 Citation (Scopus)174 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 AccessFile5 Citations (Scopus)250 Downloads (Pure) -
Are European equity markets efficient? New evidence from fractal analysis
Onali, E. & Goddard, J., Apr 2011, In: International Review of Financial Analysis. 20, 2, p. 59-67 9 p.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open Access55 Citations (Scopus) -
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 Access3 Citations (Scopus) -
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)131 Downloads (Pure)