Department of Economics and Finance
Organisational unit: Academic Departments
Research Output
- 2020
- Published
FURTHER EVIDENCE OF MOMENTUM IN CORPORATE BOND RETURNS
Lin, H., Tao, X., Wang, J. & Wu, C., Sep 2020, In: Advances in Pacific Basin Business, Economics and Finance. 8, p. 65-97Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Oil stocks, risk factors, and tail behavior
Lian, Z., Cai, J. & Webb, R. I., Sep 2020, In: Energy Economics. 91, 104932.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 7 - Published
Tax Avoidance Regulations and Stock Market Responses
Bilicka, K., Qi, Y. & Shang, D., 21 Aug 2020.Research output: Conference Papers (RGC: 31A, 31B, 32, 33) › 32_Refereed conference paper (no ISBN/ISSN) › peer-review
- Published
Do Women Political Leaders Enhance Government Financial Conditions? Evidence from U.S. Cities
Hasan, I., Krause, T. & Qi, Y., 20 Aug 2020.Research output: Conference Papers (RGC: 31A, 31B, 32, 33) › 32_Refereed conference paper (no ISBN/ISSN) › peer-review
- Presented
Does Speculation in Financial Markets Have Real Effects?
Li, T. & Loewenstein, M., 17 Aug 2020, (Presented). 52 p.Research output: Conference Papers (RGC: 31A, 31B, 32, 33) › 33_Other conference paper › peer-review
- Published
Renewable energy and household economy in rural China
Huang, J., Li, W., Guo, L., Hu, X. & Hall, J. W., Aug 2020, In: Renewable Energy. 155, p. 669-676Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 23 - Published
Is Foreign Exchange Exposure Priced? Evidence from the Bond Market
Wald, J. K., Mansi, S. & Qi, Y., 7 Jul 2020.Research output: Conference Papers (RGC: 31A, 31B, 32, 33) › 32_Refereed conference paper (no ISBN/ISSN) › peer-review
- Published
Credit risk evaluation model with textual features from loan descriptions for P2P lending
Zhang, W., Wang, C., Zhang, Y. & Wang, J., Jul 2020, In: Electronic Commerce Research and Applications. 42, 100989.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 11 - Published
Likelihood-based inference for a frailty-copula model based on competing risks failure time data
Wang, Y., Emura, T., Fan, T., Lo, S. M. S. & Wilke, R. A., Jul 2020, In: Quality and Reliability Engineering International. 36, 5, p. 1622-1638Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 15 - Published
ΜΑΘΗΜΑΤΙΚΑ ΓΙΑ ΟΙΚΟΝΟΜΟΛΟΓΟΥΣ ΜΕ ΕΦΑΡΜΟΓΕΣ
BERGIN, J. & Βασιλογιαννακοπούλου, Σ. (Translator), Jul 2020, Athens: GUTENBERG PRESS. 863 p.Research output: Scholarly Books, Monographs, Reports and Case Studies (RGC: 11, 13, 14, 48, 49) › 13_Textbook (Author) › peer-review
- Presented
On the Time-varying Stock-Bond Correlation: Deciphering Heterogeneous Expectations
Du, J., 28 Jun 2020, (Presented).Research output: Conference Papers (RGC: 31A, 31B, 32, 33) › 33_Other conference paper › peer-review
- Published
A Jackknife Model Averaging Analysis of RMB Misalignment Estimates
Cheung, Y. & Wang, W., Jun 2020, In: Journal of International Commerce, Economics and Policy. 11, 2, 2050007.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Presented
What Drives Firms' Hiring Decisions? An Asset Pricing Perspective
BELO, F., DONANGELO, A., LIN, X. & LUO, D., 26 May 2020, (Presented).Research output: Conference Papers (RGC: 31A, 31B, 32, 33) › 33_Other conference paper
- Published
David vs Goliath (You against the Markets), A dynamic programming approach to separate the impact and timing of trading costs
Kashyap, R., 1 May 2020, In: Physica A: Statistical Mechanics and its Applications. 545, 122848.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
- Published
Are interim CEOs just caretakers?
He, X. & Zhu, M. R., Apr 2020, In: Journal of Corporate Finance. 61, 101420.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 1 - Published
BILATERAL RENT-SEEKING AND GROWTH OF FDI INFLOW IN CHINA: THEORY AND EVIDENCE
KENG, S., LEE, C., LI, W. & SHEN, J. H., Apr 2020, In: Contemporary Economic Policy. 38, 2, p. 359-379Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 3 - Published
Borrower Opacity and Loan Performance: Evidence from China
Gao, H., Wang, J., Yang, X. & Zhao, L., Apr 2020, In: Journal of Financial Services Research. 57, 2, 26 p.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 3 - Published
Capital flight to Germany: Two alternative measures
Cheung, Y., Steinkamp, S. & Westermann, F., Apr 2020, In: Journal of International Money and Finance. 102, 102095.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 7 - Published
Overview: Global safe assets, international reserves, and capital flow
Aizenman, J. & Cheung, Y., Apr 2020, In: Journal of International Money and Finance. 102, 102121.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › Meeting abstract › peer-review
Scopus citations: 7 - Published
Pricing and integration of credit default swap index tranches
Carverhill, A. & Luo, D., Apr 2020, In: Journal of Futures Markets. 40, 4, p. 503–526Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Scopus citations: 1
