College of Business

Department of Economics and Finance

Organisational unit: Academic Departments

Research Output

  1. 2023
  2. Published

    Option Momentum

    Heston, S. L., Jones, C. S., Khorram, M., Li, S. & Mo, H., Dec 2023, In: Journal of Finance. 78, 6, p. 3141-3192

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 11
    Check@CityULib
  3. 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 ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 1
    Check@CityULib
  4. 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 ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 8
    Check@CityULib
  5. 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 ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 6
    Check@CityULib
  6. 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 ReviewsRGC 21 - Publication in refereed journalpeer-review

    Check@CityULib
  7. 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 ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 12
    Check@CityULib
  8. 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 PapersWorking paper

    Check@CityULib
  9. Published

    House Price Expectations and Consumer Spending

    Appianin, B., 12 Oct 2023. 64 p.

    Research output: Conference PapersRGC 32 - Refereed conference paper (without host publication)peer-review

    Check@CityULib
  10. 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 ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 3
    Check@CityULib
  11. 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 ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 3
    Check@CityULib
  12. Published

    Trust in Financial Markets: Evidence from Reactions to Earnings News

    Wei, C. & Zhang, L., Oct 2023, In: Management Science. 69, 10, p. 6393-6415

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 5
    Check@CityULib
  13. 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. 16-27

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Check@CityULib
  14. 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 ReviewsRGC 21 - Publication in refereed journalpeer-review

    Check@CityULib
  15. 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 ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 1
    Check@CityULib
  16. Presented

    Asset Pricing with Heterogeneous Preferences: An Analytical Approach

    Lee, J., LI, T. & Loewenstein, M., 30 Aug 2023, (Presented). 46 p.

    Research output: Conference PapersRGC 33 - Other conference paperpeer-review

    Check@CityULib
  17. 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 ReviewsRGC 21 - Publication in refereed journalpeer-review

    Check@CityULib
  18. Online published

    Time-Varying Factor Selection: A Sparse Fused GMM Approach

    Cui, L., Feng, G., Hong, Y. & Yang, J., 11 Aug 2023, (Online published) Social Science Research Network (SSRN), 54 p.

    Research output: Working PapersPreprint

    Check@CityULib
  19. Presented

    Search Intensity and Asset Prices

    LUO, D. & Tong, J., 9 Aug 2023, (Presented).

    Research output: Conference PapersRGC 33 - Other conference paper

    Check@CityULib
  20. Published

    Competition in taxes and intellectual property right

    Davies, R. B., Han, Y., Hynes, K. & Wang, Y., Aug 2023, In: Review of International Economics. 31, 3, p. 931-955 25 p.

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Check@CityULib
  21. Published

    "CONVENTIONAL" MONETARY POLICY IN OLG MODELS: REVISITING THE ASSET-SUBSTITUTION CHANNEL

    HU, G., MA, G., QIAO, W. & WALLACE, N., Aug 2023, In: International Economic Review. 64, 3, p. 875-892 18 p.

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Check@CityULib
Previous 1...3 4 5 6 7 8 9 10 ...57 Next