City, University of London Library

    City Research Online

    Items where Schools and Departments is "Faculty of Finance" and Year is 2018

    [up] Up a level
    Group by: Authors | Type | No Grouping
    Jump to: Article | Book Section | Monograph | Report | Thesis | Working Paper
    Number of items: 75.

    Article

    Abouarghoub, W., Nomikos, N. ORCID: 0000-0003-1621-2991 & Petropoulos, F. (2018). On reconciling macro and micro energy transport forecasts for strategic decision making in the tanker industry. Transportation Research Part E: Logistics and Transportation Review, 113, pp. 225-238. doi: 10.1016/j.tre.2017.10.012

    Adland, R. & Alizadeh-Masoodian, A. ORCID: 0000-0003-1588-6214 (2018). Explaining price differences between physical and derivative freight contracts. Transportation Research Part E: Logistics and Transportation Review, 118, pp. 20-33. doi: 10.1016/j.tre.2018.07.002

    Afonin, A., Bredin, D., Cuthbertson, K. ORCID: 0000-0003-2004-2630 , Muckley, C. B. & Nitzsche, D. (2018). Carbon portfolio management. International Journal of Finance and Economics, 23(4), pp. 349-361. doi: 10.1002/ijfe.1620

    Ahrends, M., Drobetz, W. & Nomikos, N. ORCID: 0000-0003-1621-2991 (2018). Corporate Cash Holdings in the Shipping Industry. Transportation Research Part E: Logistics and Transportation Review, 112, pp. 107-124. doi: 10.1016/j.tre.2017.10.016

    Audzeyeva, A. & Fuertes, A-M. ORCID: 0000-0001-6468-9845 (2018). On the predictability of emerging market sovereign credit spreads. Journal of International Money and Finance, 88, pp. 140-157. doi: 10.1016/j.jimonfin.2018.07.005

    Baudot, L., Demek, K. & Huang, Z. (2018). The Accounting Profession’s Engagement with Accounting Standards: Conceptualizing Accounting Complexity through Big 4 Comment Letters. Auditing: A Journal of Practice and Theory, 37(2), pp. 175-196. doi: 10.2308/ajpt-51898

    Beck, T., Uras, B. R., Ramrattan, R & Pamuk, H. (2018). Payment instruments, finance and development. Journal of Development Economics, 133, pp. 162-186. doi: 10.1016/j.jdeveco.2018.01.005

    Beck, T., Behr, P. & Madestam, A. (2018). Sex and credit: Do gender interactions matter for credit market outcomes?. Journal of Banking and Finance, 87, pp. 380-396. doi: 10.1016/j.jbankfin.2017.10.018

    Beck, T., Degryse, H., De Haas, R. & Van Horen, N. (2018). When Arm’s Length Is Too Far. Relationship Banking over the Credit Cycle. Journal of Financial Economics, 127(1), pp. 174-196. doi: 10.1016/j.jfineco.2017.11.007

    Beck, T., Ioannidou, V. & Schaefer, L. (2018). Foreigners vs. Natives: Bank Lending Technologies and Loan Pricing. Management Science, 64(8), pp. 3792-3820. doi: 10.1287/mnsc.2016.2706

    Bessler, W., Blake, D., Lückoff, P. & Tonks, I. (2018). Fund Flows, Manager Changes, and Performance Persistence. Review of Finance, 22(5), pp. 1911-1947. doi: 10.1093/rof/rfx017

    Bilinski, P. ORCID: 0000-0002-0499-6429 & Lyssimachou, D. (2018). Dividend Guidance to Manage Analyst Dividend Expectations. International Review of Financial Analysis, 60, pp. 53-68. doi: 10.1016/j.irfa.2018.08.013

    Blake, D. (2018). Longevity: A New Asset Class. Journal of Asset Management, 19(5), pp. 278-300. doi: 10.1057/s41260-018-0084-9

    Blake, D., El Karoui, N., Loisel, S. & MacMinn, R. (2018). Longevity Risk and Capital Markets: The 2015-16 Update. Insurance: Mathematics and Economics, 78, pp. 157-173. doi: 10.1016/j.insmatheco.2017.10.002

    Bragoli, D. & Fosten, J. (2018). Nowcasting Indian GDP. Oxford Bulletin of Economics and Statistics, 80(2), pp. 259-282. doi: 10.1111/obes.12219

    Brunovsky, P., Černý, A. & Komadel, J. (2018). Optimal Trade Execution Under Endogenous Pressure to Liquidate: Theory and Numerical Solutions. European Journal of Operational Research, 264(3), pp. 1159-1171. doi: 10.1016/j.ejor.2017.07.054

    Cucinelli, D., Di Battista, M. L., Marchese, M. & Nieri, L. (2018). Credit risk in European banks: The bright side of the internal ratings based approach. Journal of Banking & Finance, 93, pp. 213-229. doi: 10.1016/j.jbankfin.2018.06.014

    Cuthbertson, K. & Beckmann, J. (2018). Special issue of applied economics on ‘Finance and the real economy’. Applied Economics, 50(34-35), pp. 3645-3646. doi: 10.1080/00036846.2018.1436143

    Falconieri, S. & Tastan, M. (2018). The Role of Admission Documents on the Pricing of UK Fixed Priced IPOs. Economics Letters, 173, pp. 44-46. doi: 10.1016/j.econlet.2018.09.007

    Fernandez-Perez, A., Frijns, B., Fuertes, A-M. ORCID: 0000-0001-6468-9845 & Miffre, J. (2018). The Skewness of Commodity Futures Returns. Journal of Banking and Finance, 86, pp. 143-158. doi: 10.1016/j.jbankfin.2017.06.015

    Ferrari, C., Marchese, M. & Tei, A. (2018). Shipbuilding and economic cycles: a non-linear econometric approach. Maritime Business Review, 3(2), pp. 112-127. doi: 10.1108/mabr-01-2018-0002

    Ferreira, D., Ferreira, M. & Mariano, B. (2018). Creditor Control Rights and Board Independence. Journal of Finance, 73(5), pp. 2385-2423. doi: 10.1111/jofi.12692

    Gambaro, A. M., Casalini, R., Fusai, G. & Ghilarducci, A. (2018). Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts. Insurance: Mathematics and Economics, 81, pp. 117-129. doi: 10.1016/j.insmatheco.2017.10.005

    Gietzmann, M., Isidro, H. & Raonic, I. (2018). Vulture Funds and the Fresh Start Accounting Value of Firms Emerging from Bankruptcy. Journal of Business Finance and Accounting, 45(3-4), pp. 410-436. doi: 10.1111/jbfa.12303

    Hatgioannides, J., Karanassou, M, Sala, H , Karanasos, M. G. & Koutroumpis, P. (2018). The Legacy of a Fractured Eurozone: The Greek Dra(ch)ma. Geoforum, 93, pp. 11-21. doi: 10.1016/j.geoforum.2018.04.019

    Hoque, K., Wass, V., Bacon, N. & Jones, M. (2018). Are High Performance Work Practices (HPWPs) enabling or disabling? Exploring the relationship between selected HPWPs and work-related disability disadvantage. Human Resource Management, 57(2), pp. 499-513. doi: 10.1002/hrm.21881

    Hunt, A. & Blake, D. (2018). Identifiability, cointegration and the gravity model. Insurance: Mathematics and Economics, 78, pp. 360-368. doi: 10.1016/j.insmatheco.2017.09.014

    Kao, C., Trapani, L. & Urga, G. (2018). Testing for instability in covariance structures. Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 24(1), pp. 740-771. doi: 10.3150/16-bej894

    Karimalis, E. & Nomikos, N. ORCID: 0000-0003-1621-2991 (2018). Measuring Systemic Risk in the European Banking Sector: A copula CoVar approach. European Journal of Finance, 24(11), pp. 944-975. doi: 10.1080/1351847x.2017.1366350

    Karouzakis, N., Hatgioannides, J. & Andriosopoulos, C. (2018). Convexity Adjustment for Constant maturity Swaps in a Multi-Curve Framework. Annals of Operations Research, 266(1-2), pp. 159-181. doi: 10.1007/s10479-017-2430-6

    Kim, K-M., Kim, G. & Tsolacos, S. (2018). How does liquidity in the financial market affect the real estate market yields?. Journal of Property Investment & Finance, 37(1), pp. 2-19. doi: 10.1108/jpif-03-2018-0020

    Kraft, A., Vashishtha, R. & Venkatachalam, M. (2018). Frequent Financial Reporting and Managerial Myopia. Accounting Review, 93(2), pp. 249-275. doi: 10.2308/accr-51838

    Kyriakou, I., Pouliasis, P. K., Papapostolou, N. C. & Nomikos, N. ORCID: 0000-0003-1621-2991 (2018). Income Uncertainty and the Decision to Invest in Bulk Shipping. European Financial Management, 24(3), pp. 387-417. doi: 10.1111/eufm.12132

    Maxim, Z., Garrett, Q., Bernd, H. & Keswani, A. ORCID: 0000-0001-9096-7677 (2018). Survivorship bias and comparability of UK open-ended fund databases. Economics Letters, 172, pp. 110-114. doi: 10.1016/j.econlet.2018.08.027

    Mikkelsen, J. G., Hillebrand, E. & Urga, G. (2018). Consistent Estimation of Time-Varying Loadings in High-Dimensional Factor Models. Journal of Econometrics, 208(2), pp. 535-562. doi: 10.1016/j.jeconom.2018.09.020

    Mitra, S., Mookherjee, D., Torero, M. & Visaria, S. ORCID: 0000-0001-7406-4929 (2018). Asymmetric Information and Middleman Margins: An Experiment with Indian Potato Farmers. The Review of Economics and Statistics, 100(1), pp. 1-13. doi: 10.1162/rest_a_00699

    Novak, J. & Bilinski, P. ORCID: 0000-0002-0499-6429 (2018). Social stigma and executive compensation. Journal of Banking and Finance, 96, pp. 169-184. doi: 10.1016/j.jbankfin.2018.09.003

    Otto, C.A. & Volpin, P. (2018). Marking to Market and Inefficient Investment Decisions. Management Science, 64(8), pp. 3756-3771. doi: 10.1287/mnsc.2016.2696

    Pellegrini, C. B., Meoli, M., Pellegrini, L. & Urga, G. (2018). Systemic risk determinants in the European banking industry during financial crises, 2006-2012. Rivista Internazionale di Scienze Sociali, 2018(2), pp. 109-122. doi: 10.26350/000518-000009

    Phelan, C. E., Marazzina, D., Fusai, G. ORCID: 0000-0001-9215-2586 & Germano, G. (2018). Fluctuation identities with continuous monitoring and their application to the pricing of barrier options. European Journal of Operational Research, 271(1), pp. 210-223. doi: 10.1016/j.ejor.2018.04.016

    Pouliasis, P. K. ORCID: 0000-0002-7389-3722 & Papapostolou, N. C. ORCID: 0000-0003-4529-1182 (2018). Volatility and Correlation Timing: The Role of Commodities. Journal of Futures Markets, 38(11), pp. 1407-1439. doi: 10.1002/fut.21939

    Pouliasis, P. K. ORCID: 0000-0002-7389-3722, Papapostolou, N. C. ORCID: 0000-0003-4529-1182, Kyriakou, I. ORCID: 0000-0001-9592-596X & Visvikis, I.D. (2018). Shipping equity risk behavior and portfolio management. Transportation Research Part A: Policy and Practice, 116, pp. 178-200. doi: 10.1016/j.tra.2018.06.016

    Rabinovich, J. ORCID: 0000-0002-9175-0848 (2018). Grupos locales y acumulación de capital en el sector de electrónica de consumo en Argentina (2003-2014). Apuntes del Cenes, 37(65), pp. 247-286. doi: 10.19053/01203053.v37.n65.2018.5899

    Rossi, A. G., Blake, D., Timmermann, A. , Tonks, I. & Wermers, R. (2018). Network Centrality and Delegated Investment Performance. Journal of Financial Economics, 128(1), pp. 183-206. doi: 10.1016/j.jfineco.2018.02.003

    Sarwar, G., Mateus, C. & Todorovic, N. ORCID: 0000-0003-4875-623X (2018). A guide to survival of momentum in UK style portfolios. International Journal of Banking, Accounting and Finance, 9(2), pp. 192-224. doi: 10.1504/ijbaaf.2018.092134

    Schröder, D. & Yim, A. (2018). Industry Effects on Firm and Segment Profitability Forecasting. Contemporary Accounting Research, 35(4), pp. 2106-2130. doi: 10.1111/1911-3846.12361

    Trapani, L. (2018). A randomised sequential procedure to determine the number of factors. Journal of the American Statistical Association, 113(523), pp. 1341-1349. doi: 10.1080/01621459.2017.1328359

    Urga, G. & Mogliani, M. (2018). On the instability of long-run money demand and the welfare cost of inflation in the U.S.. Journal of Money, Credit and Banking, 50(7), pp. 1645-1660. doi: 10.1111/jmcb.12480

    Wu, Y., Sah, V. & Tidwell, A. (2018). Housing Preferences of Asian and Hispanic/Latino Immigrants in the United States: A Melting Pot or Salad Bowl. Real Estate Economics, 46(4), pp. 783-835. doi: 10.1111/1540-6229.12178

    Wu, Y. & Li, Y. (2018). Impact of government intervention in the housing market: evidence from the housing purchase restriction policy in China. Applied Economics, 50(6), pp. 691-705. doi: 10.1080/00036846.2017.1340569

    Wu, Y. & Lux, N. (2018). U.K. House Prices: Bubbles or Market Efficiency? Evidence from Regional Analysis. Journal of Risk and Financial Management, 11(3), article number 54. doi: 10.3390/jrfm11030054

    Xiao, X. ORCID: 0000-0002-0564-9795 & Zhou, C. (2018). The decomposition of jump risks in individual stock returns. Journal of Empirical Finance, 47, pp. 207-228. doi: 10.1016/j.jempfin.2018.04.002

    Yin, C., Ward, C. & Tsolacos, S. (2018). Motivated monitoring: The importance of the institutional investment horizon. International Review of Financial Analysis, 60, pp. 197-212. doi: 10.1016/j.irfa.2018.08.011

    Book Section

    Tamvakis, M. (2018). From Chicago to Shanghai and Dalian: Apprehending the Future of Chinese Commodity Derivative Markets. In: Jégourel, Y. (Ed.), The Financialization of Commodity Markets: A Short-lived Phenomenon? (pp. 125-147). Rabat, Morocco: OCP Policy Centre.

    Monograph

    Blake, D. ORCID: 0000-0002-2453-2090 (2018). Longevity: A New Asset Class (PI-1805). London, UK: Pensions Institute.

    Blake, D. ORCID: 0000-0002-2453-2090, Cairns, A., Dowd, K. & Kessler, A.R. (2018). Still Living with Mortality: The Longevity Risk Transfer Market after One Decade (PI-1804). London, UK: Pensions Institute.

    Report

    Blake, D. (2018). Brexit and the City. London: City, University of London.

    Blake, D. ORCID: 0000-0002-2453-2090 & Roy, M. (2018). Bringing Black Box Thinking to the Pensions Industry. London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.

    Vitkova, V. ORCID: 0000-0003-3137-6564 & Moeller, S. ORCID: 0000-0001-5136-0004 (2018). 2018 Intralinks: Annual M&A Leaks Report. Intralinks.

    Thesis

    Baeckström, Y. (2018). Wealthy investors and financial advisors perceptual variations, portfolio recommendations and gender differences. (Unpublished Doctoral thesis, City, University of London)

    Borghi, R. W. (2018). Essays on liquidity commonality in equity markets. (Unpublished Doctoral thesis, City, University of London)

    Silva, A. F. (2018). Essays on Financial Intermediation. (Unpublished Doctoral thesis, City, University of London)

    Tian, Siyang (2018). Essays in empirical corporate finance. (Unpublished Doctoral thesis, City, University of London)

    Working Paper

    Ballotta, L. ORCID: 0000-0002-2059-6281 & Fusai, G. ORCID: 0000-0001-9215-2586 (2018). Tools from Stochastic Analysis for Mathematical Finance: A Gentle Introduction (10.2139/ssrn.3183712). SSRN Working Paper Series.

    Bilinski, P. ORCID: 0000-0002-0499-6429 & Yim, A. ORCID: 0000-0002-8063-6572 (2018). Knowledge Spillover and Accounting Firms’ Competitive Strength in the M&A Advisory Market (10.2139/ssrn.2695819). .

    Blake, D. (2018). Target2: The silent bailout system that keeps the Euro afloat. London: City, University of London.

    Corvino, R. (2018). Dynamic Ownership, Private Benefits, and Stock Prices. .

    Corvino, R. & Francesco, R. (2018). The Relative Pricing of Sovereign Credit Risk After the Eurozone Crisis. .

    Corvino, R. & Fusai, G. (2018). Default risk premium in credit and equity markets. .

    Hayley, S. (2018). Further Biases in Using Dollar-Weighted Returns to Infer Investment Timing Effects. SSRN.

    Tran, A. & Chbihi, R. (2018). Cross-Fertilising in Cross-sector Deals: The Value of Industry Experience of Target Firms’ CEOs. (MARC Working Paper Series 2018).

    Vitkova, V. ORCID: 0000-0003-3137-6564, Golubov, A. & Lasfer, M. (2018). Are they Listening? An M&A Approach to Dividend Catering. (MARC Working Paper Series 2018).

    Vitkova, V. ORCID: 0000-0003-3137-6564 & Rosenberg, M. (2018). Playing the long game: Do certain financial advisors in the UK bring longer term value to the M&A table?. (MARC Working Paper Series 2018).

    Vitkova, V. ORCID: 0000-0003-3137-6564 & Tian, S. (2018). How, and when, to catch a falling knife: The Benefits, Risks, and Timing Issues Around Distressed M&A. (MARC Working Paper Series 2018).

    Vitkova, V. ORCID: 0000-0003-3137-6564, Tian, S. & Sudarsanam, S. (2018). Allocative Efficiency of Internal Capital Markets: Evidence from Equity Carve-outs by Diversified Firms. .

    This list was generated on Tue Aug 5 19:38:40 2025 UTC.