College of Business

Department of Economics and Finance

Organisational unit: Academic Departments

Research Output

  1. 2020
  2. 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. 65-97

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  3. 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 journalpeer-review

    Scopus citations: 7
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  4. 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

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  5. 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

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  6. 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 paperpeer-review

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  7. 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. 669-676

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 23
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  8. 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

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  9. 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 journalpeer-review

    Scopus citations: 11
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  10. 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. 1622-1638

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 15
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  11. 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

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  12. 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 paperpeer-review

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  13. 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 journalpeer-review

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  14. 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

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  15. 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 journalpeer-review

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  16. 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 journalpeer-review

    Scopus citations: 1
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  17. 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. 359-379

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 3
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  18. 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 journalpeer-review

    Scopus citations: 3
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  19. 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 journalpeer-review

    Scopus citations: 7
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  20. 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 abstractpeer-review

    Scopus citations: 7
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  21. Published

    Pricing and integration of credit default swap index tranches

    Carverhill, A. & Luo, D., Apr 2020, In: Journal of Futures Markets. 40, 4, p. 503–526

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 1
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