Department of Economics and Finance
Organisational unit: Academic Departments
Research Output
- 2023
- Published
Executives’ education: A catalyst for enhanced ESG disclosure
Wan, Y., Hong, Z., Liu, W. & Cui, J., Dec 2023, In: Finance Research Letters. 58, Part B, 104429.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 6 - Published
Extreme illiquidity and stock returns: Evidence from Thailand market
Chen, X., Wang, J., Wang, Y. & Zhong, X., Dec 2023, In: Pacific Basin Finance Journal. 82, 102191.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 1 - Published
Macro Drivers of Cryptocurrency Adoption: A Cross-Country Perspective
Asaana, C. A. & Kakkar, V., Dec 2023.Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review
- Published
Option Momentum
Heston, S. L., Jones, C. S., Khorram, M., Li, S. & Mo, H., Dec 2023, In: Journal of Finance. 78, 6, p. 3141-3192Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 6 - Published
Production similarity and the cross-section of stock returns: A machine learning approach
Ge, Y., Qiao, Z., Shen, Z. & Zhang, Z., Dec 2023, In: Accounting and Finance. 63, 5, p. 4849-4882 34 p.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- Published
Effects of resource abundance on economic complexity: Evidence from spatial panel model
Zhang, Y., Qayyum, M. & Yu, Y., 15 Nov 2023, In: Journal of Cleaner Production. 427, 139134.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 2 - Published
CEO social connections and bank systemic risk: The “dark side” of social networks
Adasi Manu, S. & Qi, Y., Nov 2023, In: Journal of Banking and Finance. 156, 106988.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 3 - Published
Credit Default Swaps and Firm Risk
Lin, H., Nguyen, B. H., Wang, J. & Zhang, C., Nov 2023, In: Journal of Futures Markets. 43, 11, p. 1668-1692 25 p.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- Published
Dynamics of Subjective Risk Premia
Nagel, S. & Xu, Z., Nov 2023, In: Journal of Financial Economics. 150, 2, 103713.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 4 - Published
Rethinking revealed comparative advantage with micro and macro data
Huang, H. & Ottaviano, G. I. P., Nov 2023, London: London School of Economics and Political Science, 83 p. (CEP Discussion Paper; no. 1964).Research output: Working Papers › Working paper
- Online published
How do uncertainties affect the connectedness of global financial markets? Changes during the Russia-Ukraine conflict
Wan, Y., Wang, W., He, S. & Hu, B., 26 Oct 2023, (Online published) In: Asia-Pacific Journal of Accounting and Economics.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 1 - Online published
Regularized GMM for Time-Varying Models with Applications to Asset Pricing
CUI, L., FENG, G. & Hong, Y., 16 Oct 2023, (Online published) In: International Economic Review.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 1 - Published
House Price Expectations and Consumer Spending
Appianin, B., 12 Oct 2023. 64 p.Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review
- Published
Gold-mining stocks, risk factors, and tail patterns
Qin, Y., Cai, J., Wang, J. J. D. & Webb, R. I., Oct 2023, In: Journal of International Financial Markets, Institutions and Money. 88, 101823.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 1 - Published
Patent trolls and capital structure decisions in high-tech firms
Duan, R., Oct 2023, In: Journal of Banking and Finance. 155, 106987.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 1 - Published
Trust in Financial Markets: Evidence from Reactions to Earnings News
Wei, C. & Zhang, L., Oct 2023, In: Management Science. 69, 10, p. 6393-6415Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 3 - Published
人民币货币锚地位的动态变化及其驱动因素
贝泽赟, 程欣 & 周颖刚, Oct 2023, In: 国际金融研究. 10 (总第438), p. 16-27Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- Published
Stochastic Interest Rates, Heterogeneous Valuations, and the Volatility-Volume Relation with Search Frictions
Liu, S., Wang, J. & Wu, C., Sept 2023, In: Review of Asset Pricing Studies. 13, 3, p. 523–578 56 p.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- Published
What Drives Firms’ Hiring Decisions? An Asset Pricing Perspective
Belo, F., Donangelo, A., Lin, X. & Luo, D., Sept 2023, In: Review of Financial Studies. 36, 8, p. 3825–3860 36 p.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
- Online published
Evaluating the impacts of imported cultural goods on carbon emission: Cross-country evidence
Qayyum, M., Li, S., Jian, G. & Yu, Y., 14 Aug 2023, (Online published) In: Energy & Environment.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
