Research Outputs
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Can Commodity-Specific Factors Improve the Forecasting Power of Macroeconomic Variables for Commodity Futures Returns
Guidolin, M. & Pedio, M., 2020, In: Annals of Operations Research.Research output: Contribution to journal › Article (Academic Journal) › peer-review
18 Citations (Scopus) -
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 AccessFile4 Citations (Scopus)164 Downloads (Pure) -
Political donations and political risk in the UK: Evidence from a closely-fought election
Acker, D., Orujov, A. & Simpson, H., 1 Jul 2018, In: Journal of Banking and Finance. 92, p. 146-167 22 p.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile4 Citations (Scopus)282 Downloads (Pure) -
Re-examining the Contagion Channels of Global Financial Crises: Evidence from the Twelve Years since the US Subprime Crisis
Jiang, H., Tang, S., Li, L., Xu, F. & Di, Q., 1 Apr 2022, In: Research in International Business and Finance. 60, 40 p., 101617.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile15 Citations (Scopus)56 Downloads (Pure) -
The stock implied volatility and the implied dividend volatility
Quaye, E. N. B. & Tunaru, R., 20 Dec 2021, In: Journal of Economic Dynamics and Control. 134, 104276, 16 p., 104276.Research output: Contribution to journal › Article (Academic Journal)
Open Access -
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 AccessFile1 Citation (Scopus)147 Downloads (Pure) -
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)369 Downloads (Pure) -
Financial market Volatility, macroeconomic fundamentals and investor Sentiment
(Jeremy) Chiu, C. W., Harris, R. D. F., Stoja, E. & Chin, M., 1 Jul 2018, In: Journal of Banking and Finance. 92, p. 130-145 16 p.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile66 Citations (Scopus)484 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 AccessFile18 Citations (Scopus)149 Downloads (Pure) -
Local versus foreign analysts' forecast accuracy: Does herding matter?
Choi, Y.-S., Mira, S. & Taylor, N., 9 Jul 2021, (E-pub ahead of print) In: Accounting and Finance. 46 p.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile4 Citations (Scopus)92 Downloads (Pure) -
A component Markov Regime-switching autoregressive conditional range model
Harris, R. D. F. & Mazibas, M., 5 Oct 2021, (E-pub ahead of print) In: Bulletin of Economic Research. p. 1-34Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile45 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., 7 Jan 2022, In: International Journal of Emerging Markets.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile1 Citation (Scopus)315 Downloads (Pure)