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Publications

by members of

City St George's → Bayes Business School

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2025

  1. Alev{s} v{C}ern'y & Johannes Ruf & Martin Schweizer, 2025, "Dynamically optimal portfolios for monotone mean--variance preferences," Papers, arXiv.org, number 2503.08272, Mar, revised Mar 2026.

2022

  1. Ms. Alina Carare & Lavinia Franco & Metodij Hadzi-Vaskov & Justin Lesniak & Dmitry Vasilyev & Mr. Yorbol Yakhshilikov, 2022, "Digital Money and Remittances Costs in Central America, Panama, and the Dominican Republic," IMF Working Papers, International Monetary Fund, number 2022/238, Dec.
  2. Laura Coroneo & Fabrizio Iacone & Fabio Profumo, 2022, "Density forecast comparison in small samples," Discussion Papers, Department of Economics, University of York, number 22/03, Jun.
  3. Alev{s} v{C}ern'y & Christoph Czichowsky, 2022, "The law of one price in quadratic hedging and mean-variance portfolio selection," Papers, arXiv.org, number 2210.15613, Oct, revised Sep 2024.

2021

  1. Sarno, Lucio & Cespa, Giovanni & Gargano, Antonio & Riddiough, Steven, 2021, "Foreign Exchange Volume," CEPR Discussion Papers, Centre for Economic Policy Research, number 16128, May.
  2. Alev{s} v{C}ern'y & Christoph Czichowsky & Jan Kallsen, 2021, "Numeraire-invariant quadratic hedging and mean--variance portfolio allocation," Papers, arXiv.org, number 2110.09416, Oct, revised Jul 2025.

2020

  1. Alev{s} v{C}ern'y & Johannes Ruf, 2020, "Simplified stochastic calculus via semimartingale representations," Papers, arXiv.org, number 2006.11914, Jun, revised Jan 2022.
  2. Alev{s} v{C}ern'y & Johannes Ruf, 2020, "Simplified calculus for semimartingales: Multiplicative compensators and changes of measure," Papers, arXiv.org, number 2006.12765, Jun, revised May 2023.
  3. Alev{s} v{C}ern'y, 2020, "The Hansen ratio in mean--variance portfolio theory," Papers, arXiv.org, number 2007.15980, Jul.

2019

  1. Laura Ballotta & Ernst Eberlein & Thorsten Schmidt & Raghid Zeineddine, 2019, "Variable annuities in a L\'evy-based hybrid model with surrender risk," Papers, arXiv.org, number 1905.09596, May.
  2. Gash, Vanessa & Plagnol, Anke, 2019, "The partner pay gap Associations between spouses relative earnings and life satisfaction among couples in the UK," Papers, Economic and Social Research Institute (ESRI), number WP642.
  3. Laura Coroneo & Fabrizio Iacone & Fabio Profumo, 2019, "A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters," Discussion Papers, Department of Economics, University of York, number 19/14, Sep.
  4. Alev{s} v{C}ern'y, 2019, "Semimartingale theory of monotone mean--variance portfolio allocation," Papers, arXiv.org, number 1903.06912, Mar, revised Jan 2020.
  5. Alev{s} v{C}ern'y & Johannes Ruf, 2019, "Simplified stochastic calculus with applications in Economics and Finance," Papers, arXiv.org, number 1912.03651, Dec, revised Jan 2021.

2018

  1. Beber, Alessandro & Fabbri, Daniela & Pagano, Marco & Simonelli, Saverio, 2018, "Short-selling bans and bank stability," ESRB Working Paper Series, European Systemic Risk Board, number 64, Jan.
  2. Giovanni Cespa & Xavier Vives, 2018, "Exchange Competition, Entry, and Welfare," CESifo Working Paper Series, CESifo, number 7432.
  3. Alev{s} v{C}ern'y & Igor Melicherv{c}'ik, 2018, "Simple Explicit Formula for Near-Optimal Stochastic Lifestyling," Papers, arXiv.org, number 1801.00980, Jan, revised Dec 2019.

2017

  1. Cakir, Murat, 2017, "What You See Is Not What You Get, Always! A Distorted but True View of Company Financials when Distressed," MPRA Paper, University Library of Munich, Germany, number 79784, Jun.
  2. Cespa, Giovanni & Vives, Xavier, 2017, "High Frequency Trading and Fragility," IESE Research Papers, IESE Business School, number D/1161, Jan.
  3. Jacopo Piana & Daniele Bianchi, 2017, "Expected Spot Prices and the Dynamics of Commodity Risk Premia," 2017 Meeting Papers, Society for Economic Dynamics, number 1149.
  4. Pavol Brunovsk'y & Alev{s} v{C}ern'y & J'an Komadel, 2017, "Optimal Trade Execution Under Endogenous Pressure to Liquidate: Theory and Numerical Solutions," Papers, arXiv.org, number 1707.07284, Jul.

2016

  1. Cakir, Murat, 2016, "A Conceptual Design of “What and How Should a Proper Macro-Prudential Policy Framework Be?” A Globalistic Approach to Systemic Risk and Procuring the Data Needed," MPRA Paper, University Library of Munich, Germany, number 72776, Jul.
  2. Giovanni Cespa & Xavier Vives, 2016, "Market Transparency and Fragility," CESifo Working Paper Series, CESifo, number 6279.
  3. Cespa, Giovanni & Colla, Paolo, 2016, "Market Fragmentation, Dissimulation, and the Disclosure of Insider Trades," CEPR Discussion Papers, Centre for Economic Policy Research, number 11690, Dec.
  4. Evangelos Benos & Richard Payne & Michalis Vasios, 2016, "Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act," Bank of England Staff Working Paper series, Bank of England, number 580, Jan.
  5. Alev{s} v{C}ern'y, 2016, "Discrete-Time Quadratic Hedging of Barrier Options in Exponential L\'{e}vy Model," Papers, arXiv.org, number 1603.03747, Mar.

2015

  1. Laura Ballotta & Griselda Deelstra & Grégory Rayée, 2015, "Quanto Implied Correlation in a Multi-Lévy Framework," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-36, Oct.
  2. Giacinta Cestone & Giovanni Cespa, 2015, "Corporate Social Responsability and Managerial Entrenchment," Working Papers, Barcelona School of Economics, number 139, Sep.
  3. Giovanni Cespa, 2015, "A comparison of stock market mechanisms," Working Papers, Barcelona School of Economics, number 50, Sep.
  4. Giovanni Cespa, 2015, "Giffen Goods and Market Making," Working Papers, Barcelona School of Economics, number 68, Sep.
  5. Sarno, Lucio & Payne, Richard & Valente, Giorgio & Cenedese, Gino, 2015, "What Do Stock Markets Tell Us About Exchange Rates?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10685, Jul.
  6. Vasios, Michalis & Payne, Richard & Nolte, Ingmar, 2015, "Profiting from Mimicking Strategies in Non-Anonymous Markets," MPRA Paper, University Library of Munich, Germany, number 61710.

2014

  1. Beber, Alessandro & Brandt, Michael, 2014, "Switching Risk Off: FX Correlations and Risk Premia," CEPR Discussion Papers, Centre for Economic Policy Research, number 10214, Oct.
  2. Cakir, Murat, 2014, "National Data Centre and Financial Statistics Office: A Conceptual Design for Public Data Management," MPRA Paper, University Library of Munich, Germany, number 53869, Jan.
  3. Giovanni Cespa & Thierry Foucault, 2014, "Illiquidity Contagion and Liquidity Crashes," Post-Print, HAL, number hal-00998274, Jun, DOI: 10.1093/rfs/hhu016.
  4. Giovanni Cespa & Xavier Vives, 2014, "The Beauty Contest and Short-Term Trading," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 383, Nov.
  5. Sabri Boubaker & Imen Derouiche & Meziane Lasfer, 2014, "Geographic Location, Excess Control Rights and Cash Holdings," Post-Print, HAL, number hal-01158100.

2013

  1. Beber, Alessandro & Brandt, Michael & Luisi, Maurizio, 2013, "Eurozone Sovereign Yield Spreads and Diverging Economic Fundamentals," CEPR Discussion Papers, Centre for Economic Policy Research, number 9538, Jul.
  2. Beber, Alessandro & Brandt, Michael & Luisi, Maurizio, 2013, "Distilling the Macroeconomic News Flow," CEPR Discussion Papers, Centre for Economic Policy Research, number 9360, Feb.
  3. Beber, Alessandro & Brandt, Michael & Luisi, Maurizio, 2013, "Economic Cycles and Expected Stock Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 9528, Jun.
  4. Viral V. Acharya & Marco Pagano & Paolo Volpin, 2013, "Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent," NBER Working Papers, National Bureau of Economic Research, Inc, number 18891, Mar.
  5. Otto, Clemens A. & Volpin , Paolo F., 2013, "Marking to Market and Inefficient Investment Decisions," HEC Research Papers Series, HEC Paris, number 986, Jun.
  6. Alev{s} v{C}ern'y & Stephan Denkl & Jan Kallsen, 2013, "Hedging in L\'evy Models and the Time Step Equivalent of Jumps," Papers, arXiv.org, number 1309.7833, Sep, revised Jul 2017.

2012

  1. Thierry Foucault & Giovanni Cespa, 2012, "Learning from prices, liquidity spillovers, and endogenous market segmentation," Working Papers, HAL, number hal-00722607, Aug.
  2. Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos, 2012, "Revisiting Mutual Fund Performance Evaluation," MPRA Paper, University Library of Munich, Germany, number 36644, Feb.
  3. Elisa Luciano & Jaap Spreeuw & Elena Vigna, 2012, "Evolution of coupled lives' dependency across generations and pricing impact," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 258.
  4. Acharya, Viral & Volpin, Paolo & Gabarro, Marc, 2012, "Competition for Managers and Corporate Governance," CEPR Discussion Papers, Centre for Economic Policy Research, number 8936, Apr.

2011

  1. Beber, Alessandro & Driessen, Joost & Tuijp, Patrick, 2011, "Pricing Liquidity Risk with Heterogeneous Investment Horizons," CEPR Discussion Papers, Centre for Economic Policy Research, number 8710, Dec.
  2. Giovanni Cespa & Xavier Vives, 2011, "Expectations, Liquidity, and Short-term Trading," CESifo Working Paper Series, CESifo, number 3390.
  3. Foucault, Thierry & Cespa, Giovanni, 2011, "Learning from Prices, Liquidity Spillovers, and Market Segmentation," CEPR Discussion Papers, Centre for Economic Policy Research, number 8350, Apr.
  4. Cespa, Giovanni & Vives, Xavier, 2011, "Higher order expectations, illiquidity, and short-term trading," IESE Research Papers, IESE Business School, number D/915, Jul.
  5. Casu, Barbara & Clare, Andrew & Saleh, Nashwa, 2011, "Towards a new model for early warning signals for systemic financial fragility and near crises: an application to OECD countries," MPRA Paper, University Library of Munich, Germany, number 37043, Dec.
  6. Zagonov, Maxim, 2011, "Securitization and bank intermediation function," MPRA Paper, University Library of Munich, Germany, number 34961, Sep, revised Sep 2011.

2010

  1. Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2010, "What Does Equity Sector Orderflow Tell Us about the Economy?," NBER Working Papers, National Bureau of Economic Research, Inc, number 16534, Nov.
  2. Thierry Foucault & G. Cespa, 2010, "Dealer Attention, liquidity spillovers, and endogenous market segmentation," Post-Print, HAL, number hal-00554041.
  3. Vanessa Gash & Antje Mertens & Laura Romeu Gordo, 2010, "Women between Part-Time and Full-Time Work: The Influence of Changing Hours of Work on Happiness and Life-Satisfaction," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 268.

2009

  1. Pagano, Marco & Beber, Alessandro, 2009, "Short-Selling Bans around the World: Evidence from the 2007-09 Crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 7557, Nov.
  2. Guvenir, H. Altay & Cakir, Murat, 2009, "Voting Features based Classifier with Feature Construction and its Application to Predicting Financial Distress," MPRA Paper, University Library of Munich, Germany, number 21595.
  3. Giovanni Cespa & Xavier Vives, 2009, "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CESifo Working Paper Series, CESifo, number 2839.
  4. Adriana Korczak & Piotr Korczak & Meziane Lasfer, 2009, "To Trade or Not to Trade: The Strategic Trading of Insiders around News Announcements," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/613, Oct.
  5. Spreeuw, Jaap & Karlsson, Martin, 2009, "Time Deductibles as Screening Devices: Competitive Markets," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 34403, Jun.
  6. Marco Pagano & Paolo Volpin, 2009, "Credit Ratings Failures and Policy Options," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 239, Nov.
  7. Sara Biagini & Alev{s} v{C}ern'y, 2009, "Admissible Strategies in Semimartingale Portfolio Selection," Papers, arXiv.org, number 0910.3936, Oct, revised Dec 2010.

2008

  1. Foucault, Thierry & Cespa, Giovanni, 2008, "Insiders-Outsiders, Transparency and the Value of the Ticker," CEPR Discussion Papers, Centre for Economic Policy Research, number 6794, Apr.
  2. Marco Pagano & Paolo Volpin, 2008, "Securitization, Transparency and Liquidity," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 210, Dec, revised 31 Jul 2010.
  3. Acharya, Viral & Volpin, Paolo, 2008, "Corporate Governance Externalities," CEPR Discussion Papers, Centre for Economic Policy Research, number 6627, Jan.
  4. Ales Cerný & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2008, "On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 79.

2007

  1. Roy Batchelor, 2007, "Forecaster Behaviour and Bias in Macroeconomic Forecasts," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 39.
  2. Giovanni Cespa, 2007, "Information Sales and Insider Trading with Long-lived Information," Working Papers, Queen Mary University of London, School of Economics and Finance, number 613, Oct.
  3. Edith Ginglinger & Jean-François Gajewski & Meziane Lasfer, 2007, "Why do companies include warrants in seasoned equity offerings?," Post-Print, HAL, number halshs-00136572.
  4. Elisa Luciano & Jaap Spreeuw & Elena Vigna, 2007, "Modelling stochastic mortality for dependent lives," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 43.
  5. Alev{s} v{C}ern'y & Jan Kallsen, 2007, "On the Structure of General Mean-Variance Hedging Strategies," Papers, arXiv.org, number 0708.1715, Aug, revised Jul 2017.

2006

  1. Laura Ballotta, 2006, "Valuation of participating contracts and risk capital assessment: the importance of market modelling," Computing in Economics and Finance 2006, Society for Computational Economics, number 506, Jul.
  2. Alessandro Beber & Michael W. Brandt, 2006, "Resolving Macroeconomic Uncertainty in Stock and Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 12270, Jun.
  3. Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2006, "Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 12376, Jul.
  4. Gash, Vanessa & Mertens, Antje & Romeu Gordo, Laura, 2006, "Are fixed-term jobs bad for your health? : a comparison of West-Germany and Spain," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200608.
  5. Gash, Vanessa & Mertens, Antje & Romeu Gordo, Laura, 2006, "Are fixed-term jobs bad for your health? A comparison between Western Germany and Spain," Working Papers, Berlin School of Economics and Law, Institute of Management Berlin (IMB), number 27.
  6. Vrontos Ioannis & Vrontos Spyridon & Giamouridis Daniel, 2006, "Evaluating hedge fund managers: A Bayesian investigation of skill and persistence," Computing in Economics and Finance 2006, Society for Computational Economics, number 487, Jul.
  7. Ivana Raonic & Christina Dargenidou & Stuart McLeay, 2006, "Financial Transparency and Stock Returns: An International Study," Computing in Economics and Finance 2006, Society for Computational Economics, number 510, Jul.
  8. Chris Brooks & A.Cerny & J. Miffre, 2006, "Optimal Hedging with Higher Moments," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-12, Nov.

2005

  1. Alessandro Beber & Cecilia Caglio, 2005, "Order Submission Strategies and Information: Empirical Evidence from the NYSE," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp146, Jun.
  2. Cakir, Murat, 2005, "Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz
    [Machine Learning Techniques in Determining the Dynamics of Corporate Financial Distress: An Empirical Treatment and a    ," MPRA Paper, University Library of Munich, Germany, number 55975, Dec.
  3. Edith Ginglinger & Jean-François Gajewski & Meziane Lasfer, 2005, "Why do Companies Include Warrants in SeasonedEquity Offerings: The case of French Unit Offerings," Post-Print, HAL, number halshs-00149205.
  4. Pagano, Marco & Volpin, Paolo, 2005, "Shareholder Protection, Stock Market Development and Politics," CEPR Discussion Papers, Centre for Economic Policy Research, number 5378, Nov.
  5. Cocco, Joâo F. & Volpin, Paolo, 2005, "The Corporate Governance of Defined-Benefit Pension Plans: Evidence from the United Kingdom," CEPR Discussion Papers, Centre for Economic Policy Research, number 4932, Feb.

2004

  1. Alessandro Beber; Fabio Fornari., 2004, "Volatility and the Term Structure: Evidence from Interest Rate Derivatives," Computing in Economics and Finance 2004, Society for Computational Economics, number 313, Aug.
  2. Alessandro BEBER & Michael W. BRANDT, 2004, "The Effects of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp105, Jan.
  3. Cespa, Giovanni, 2004, "Information Sales and Insider Trading," CEPR Discussion Papers, Centre for Economic Policy Research, number 4667, Oct.
  4. Perotti, Enrico & Volpin, Paolo, 2004, "Lobbying on Entry," CEPR Discussion Papers, Centre for Economic Policy Research, number 4519, Aug.

2003

  1. Richard Payne, 2003, "Macroeconomic news, order flows and exchange rates," FMG Discussion Papers, Financial Markets Group, number dp475, Dec.
  2. Volpin, Paolo & Rossi, Stefano, 2003, "Cross-Country Determinants of Mergers and Acquisitions," CEPR Discussion Papers, Centre for Economic Policy Research, number 3889, May.

2002

  1. Giovanni Cespa & Giacinta Cestone, 2002, "Stakeholder Activism, Managerial Entrenchment, and the Congruence of Interests between Shareholders and Stakeholders," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 528.02, Jul.
  2. Giovanni Cespa, 2002, "Long run relationships and price rigidity," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 596, Jan.
  3. Gaurav Amin & Harry. M Kat, 2002, "Stocks, Bond and Hedge Funds: Not a Free Lunch," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-11, Apr.
  4. Harry. M Kat & Sa Lu, 2002, "An Excursion into the Statistical Properties of Hedge Funds," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-12, May.
  5. Gaurav Amin & Harry. M Kat, 2002, "Who Should Buy Hedge Funds? The effect of including Hedge Funds in Portfolios of Stocks and Bonds," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-06, Mar.
  6. Harry. M Kat & Faye Menexe, 2002, "Persistence in Hedge Fund Performance: The True Value of a Track Record," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-13, May.
  7. Gaurav Amin & Harry. M Kat, 2002, "Portfolios of Hedge Funds What Investors Really Invest In," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-07, Mar.
  8. Harry. M Kat & Joelle Miffre, 2002, "Performance Evaluation and Conditioning Information: The case of Hedge Funds," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-10, Apr.
  9. Harry. M Kat, 2002, "Taking the Sting out of Hedge Funds," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-22, Oct.
  10. Gaurav Amin & Harry. M Kat, 2002, "Generalization of the Sharpe Ratio and the Arbitrage-Free Pricing of Higher Moments," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-15, May.
  11. Harry. M Kat, 2002, "Indexation doesn't make sense," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-26, Nov.
  12. Harry. M Kat, 2002, "Managed Features and Hedge Funds:," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-25, Nov.
  13. Harry. M Kat, 2002, "In Search of the Optimal Fund of Hedge Funds," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-24, Oct.
  14. Harry. M Kat, 2002, "The Dangers of Using Correlation to Measure Dependence," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-23, Oct.
  15. Richard Payne & Sylvain Friederich, 2002, "Dealer liquidity in an auction market: evidence fom the London Stock Exchange," FMG Discussion Papers, Financial Markets Group, number dp427, Aug.
  16. Richard Payne & Charles Goodhart & Dagfinn Rime, 2002, "Analysis of spreads in the Dollar/Euro and Deutsche Mark/Dollar foreign exchange markets," FMG Discussion Papers, Financial Markets Group, number dp467, Feb.
  17. Volpin, Paolo, 2002, "Governance with Poor Investor Protection: Evidence from Top Executive Turnover in Italy," CEPR Discussion Papers, Centre for Economic Policy Research, number 3229, Feb.

2001

  1. Alessandro Beber, 2001, "Determinants of the implied volatility function on the Italian Stock Market," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2001/05, Dec.
  2. Cakir, Murat, 2001, "Credit Derivatives in Managing Off Balance Sheet Risks by Banks," MPRA Paper, University Library of Munich, Germany, number 55976, Jul.
  3. Philip J. O'Connell & Vanessa Gash, 2001, "The effects of Working Time, Segmentation and Labour Market Mobility on Wages and Pensions in Ireland," Papers, Economic and Social Research Institute (ESRI), number WP140, Oct.
  4. Chris Brooks & Harry. M Kat, 2001, "The Statistical Properties of Hedge Fund Index Returns," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2001-09, Nov.
  5. Gaurav S. Amin & Harry M. Kat, 2001, "Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-02, Dec, revised Jan 2002.
  6. Gaurav Amin & Harry. M Kat, 2001, "Hedge Fund Performance 1990-2000- Do the "Money Machines" Really Add Value?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2001-05, Jan, revised Sep 2001.
  7. Mara Faccio & A. Meziane Lasfer, 2001, "Institutional Shareholders and Corporate Governance: The Case of UK Pension Funds," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 11, Aug.
  8. Richard Payne, 2001, "A Transaction Level Study of the Effects of Central Bank Intervention on Exchange Rates," FMG Discussion Papers, Financial Markets Group, number dp355, Nov.
  9. Marco Pagano & Paolo Volpin, 2001, "The Political Economy of Finance," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 76, Dec.
  10. Marco Pagano & Paolo Volpin, 2001, "Managers, Workers, and Corporate Control," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 75, Dec, revised 09 Jan 2004.
  11. David Miles & Ales Cerny, 2001, "Risk, Return and Portfolio Allocation under Alternative Pension Arrangements with Imperfect Financial Markets," CESifo Working Paper Series, CESifo, number 441.

2000

  1. Giovanni Cespa, 2000, "Short-term investment and equilibrium multiplicity," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 520, Jun, revised Jun 2002.
  2. Denis Conniffe & Vanessa Gash & Philip J., 2000, "Evaluating Programmes: Experiments, Non-Experiments and Propensity Scores," Papers, Economic and Social Research Institute (ESRI), number WP126, Mar.
  3. Harry. M Kat, 2000, "OTC Derivatives for Retail Investors," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2000-11.

1999

  1. Alessandro Beber, 1999, "Introduzione all'analisi tecnica," Alea Tech Reports, Department of Computer and Management Sciences, University of Trento, Italy, number 002, Mar, revised 14 Jun 2008.
  2. Alessandro Beber & Luca Erzegovesi, 1999, "Distribuzioni di probabilità implicite nei prezzi delle opzioni," Alea Tech Reports, Department of Computer and Management Sciences, University of Trento, Italy, number 008, Dec, revised 14 Jun 2008.
  3. Alessandro Beber, 1999, "Il dibattito su dignità ed efficacia dell'analisi tecnica nell'economia finanziaria," Alea Tech Reports, Department of Computer and Management Sciences, University of Trento, Italy, number 003, Mar, revised 14 Jun 2008.
  4. Jon Danielsson & Richard Payne, 1999, "Real Trading Patterns and Prices in Spot Foreign Exchange Markets," FMG Discussion Papers, Financial Markets Group, number dp320, Apr.
  5. Marco Pagano & Paolo Volpin, 1999, "The Political Economy of Corporate Governance," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 29, Oct, revised 01 Jul 2005.

1997

  1. Alvaro Almeida & Richard Payne & Charles Goodhart, 1997, "The Effects of Macroeconomic News on High Frequency Exchange Rate Behaviour," FMG Discussion Papers, Financial Markets Group, number dp258, Feb.
  2. Richard Payne & Marc Henry, 1997, "An Investigation of Long Range Dependence in Intra-Day Foreign Exchange Rate Volatility," FMG Discussion Papers, Financial Markets Group, number dp264, Mar.
  3. Jaap Spreeuw & Henk Wolthuis, 1997, "Unobserved Heterogeneity; Process and Parameter Effects in Life Insurance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 97-131/4, Dec.
  4. Raghuram Rajan & Paolo Volpin & Luigi Zingales, 1997, "The Eclipse of the U.S. Tire Industry," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 97-13, Jun.

1996

  1. Richard Payne, 1996, "Announcement Effects and Seasonality in the Intra-day Foreign Exchange Market," FMG Discussion Papers, Financial Markets Group, number dp238, Mar.

1995

  1. Charles Goodhart & Takatoshi Ito & Richard Payne, 1995, "One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0179, Apr.

Journal articles

2025

  1. Amici, Giovanni & Ballotta, Laura & Semeraro, Patrizia, 2025, "Multivariate additive subordination with applications in finance," European Journal of Operational Research, Elsevier, volume 321, issue 3, pages 1004-1020, DOI: 10.1016/j.ejor.2024.10.010.
  2. Eliezer M. Fich & Laura T. Starks & Anh L. Tran, 2025, "Target Firm Advertising and Firm Value," Management Science, INFORMS, volume 71, issue 2, pages 1438-1463, February, DOI: 10.1287/mnsc.2022.01534.
  3. Halická, Margaréta & Trnovská, Mária & Černý, Aleš, 2025, "On indication, strict monotonicity, and efficiency of projections in a general class of path-based data envelopment analysis models," European Journal of Operational Research, Elsevier, volume 320, issue 1, pages 175-187, DOI: 10.1016/j.ejor.2024.08.009.
  4. Aleš Černý & Christoph Czichowsky, 2025, "The law of one price in quadratic hedging and mean–variance portfolio selection," Finance and Stochastics, Springer, volume 29, issue 3, pages 847-884, July, DOI: 10.1007/s00780-025-00563-7.

2024

  1. Laura Ballotta & Gianluca Fusai & Daniele Marazzina, 2024, "Counting jumps: does the counting process count?," Quantitative Finance, Taylor & Francis Journals, volume 24, issue 11, pages 1621-1640, November, DOI: 10.1080/14697688.2024.2357731.
  2. Meziane Lasfer & Xiaoke Ye, 2024, "Corporate insiders’ exploitation of investors’ anchoring bias at the 52‐week high and low," The Financial Review, Eastern Finance Association, volume 59, issue 2, pages 391-432, May, DOI: 10.1111/fire.12371.
  3. Halická, Margaréta & Trnovská, Mária & Černý, Aleš, 2024, "A unified approach to radial, hyperbolic, and directional efficiency measurement in data envelopment analysis," European Journal of Operational Research, Elsevier, volume 312, issue 1, pages 298-314, DOI: 10.1016/j.ejor.2023.06.039.
  4. Aleš Černý & Christoph Czichowsky & Jan Kallsen, 2024, "Numeraire-Invariant Quadratic Hedging and Mean–Variance Portfolio Allocation," Mathematics of Operations Research, INFORMS, volume 49, issue 2, pages 752-781, May, DOI: 10.1287/moor.2023.1374.

2023

  1. Zhong, Yuyun & Shen, Wenjing & Ceryan, Oben, 2023, "Information provision under showrooming and webrooming," Omega, Elsevier, volume 114, issue C, DOI: 10.1016/j.omega.2022.102724.
  2. Oben Ceryan & Florian Lücker, 2023, "Disruption Mitigation and Pricing Flexibility," Foundations and Trends(R) in Technology, Information and Operations Management, now publishers, volume 16, issue 3-4, pages 177-192, July, DOI: 10.1561/0200000106-1.
  3. Niels Blom & Vanessa Gash, 2023, "Measures of Violence within the United Kingdom Household Longitudinal Survey and the Crime Survey for England and Wales: An Empirical Assessment," Social Sciences, MDPI, volume 12, issue 12, pages 1-17, November.
  4. Fich, Eliezer M. & Parrino, Robert & Tran, Anh L., 2023, "When and how are rule 10b5-1 plans used for insider stock sales?," Journal of Financial Economics, Elsevier, volume 149, issue 1, pages 1-26, DOI: 10.1016/j.jfineco.2023.04.009.
  5. Eliezer M FichLe & Jarrad Harford & Anh L Tran, 2023, "Disloyal Managers and Shareholders’ Wealth," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 5, pages 1837-1888.
  6. Černý, Aleš & Ruf, Johannes, 2023, "Simplified calculus for semimartingales: Multiplicative compensators and changes of measure," Stochastic Processes and their Applications, Elsevier, volume 161, issue C, pages 572-602, DOI: 10.1016/j.spa.2023.04.010.

2022

  1. Ballotta, Laura & Rayée, Grégory, 2022, "Smiles & smirks: Volatility and leverage by jumps," European Journal of Operational Research, Elsevier, volume 298, issue 3, pages 1145-1161, DOI: 10.1016/j.ejor.2021.08.023.
  2. Giovanni Cespa & Antonio Gargano & Steven J Riddiough & Lucio Sarno, 2022, "Foreign Exchange Volume," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2386-2427.
  3. Giovanni Cespa & Xavier Vives, 2022, "Exchange Competition, Entry, and Welfare," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2570-2624.
  4. Mehmet Sekip Altug & Oben Ceryan, 2022, "Optimal dynamic allocation of rental and sales inventory for fashion apparel products," IISE Transactions, Taylor & Francis Journals, volume 54, issue 6, pages 603-617, June, DOI: 10.1080/24725854.2021.1982157.
  5. Jaap Spreeuw & Iqbal Owadally & Muhammad Kashif, 2022, "Projecting Mortality Rates Using a Markov Chain," Mathematics, MDPI, volume 10, issue 7, pages 1-18, April.
  6. Jaap Spreeuw, 2022, "The Copula Derived from the SAHARA Utility Function," Risks, MDPI, volume 10, issue 7, pages 1-10, June.

2021

  1. Ballotta, Laura & Eberlein, Ernst & Schmidt, Thorsten & Zeineddine, Raghid, 2021, "Fourier based methods for the management of complex life insurance products," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 320-341, DOI: 10.1016/j.insmatheco.2021.08.009.
  2. Ogunranti, Gbemileke A. & Ceryan, Oben & Banerjee, Avijit, 2021, "Buyer-supplier currency exchange rate flexibility contracts in global supply chains," European Journal of Operational Research, Elsevier, volume 288, issue 2, pages 420-435, DOI: 10.1016/j.ejor.2020.05.053.
  3. Giulio Cornelli & Sebastian Doerr & Lavinia Franco & Jon Frost, 2021, "Funding for fintechs: patterns and drivers," BIS Quarterly Review, Bank for International Settlements, September.
  4. Vanessa Gash & Anke C Plagnol, 2021, "The Partner Pay Gap: Associations between Spouses’ Relative Earnings and Life Satisfaction among Couples in the UK," Work, Employment & Society, British Sociological Association, volume 35, issue 3, pages 566-583, June, DOI: 10.1177/0950017020946657.
  5. Chen, Jie & Lasfer, Meziane & Song, Wei & Zhou, Si, 2021, "Recession managers and mutual fund performance," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.102010.
  6. Keswani, Aneel & Tran, Anh & Volpin, Paolo, 2021, "Institutional Debtholder Governance," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 56, issue 6, pages 2103-2135, September.
  7. Blouin, Jennifer L. & Fich, Eliezer M. & Rice, Edward M. & Tran, Anh L., 2021, "Corporate tax cuts, merger activity, and shareholder wealth," Journal of Accounting and Economics, Elsevier, volume 71, issue 1, DOI: 10.1016/j.jacceco.2020.101315.
  8. Černý, Aleš & Ruf, Johannes, 2021, "Simplified stochastic calculus with applications in Economics and Finance," European Journal of Operational Research, Elsevier, volume 293, issue 2, pages 547-560, DOI: 10.1016/j.ejor.2020.12.037.

2020

  1. Laura Ballotta & Ernst Eberlein & Thorsten Schmidt & Raghid Zeineddine, 2020, "Variable annuities in a Lévy-based hybrid model with surrender risk," Quantitative Finance, Taylor & Francis Journals, volume 20, issue 5, pages 867-886, May, DOI: 10.1080/14697688.2019.1687929.
  2. Golubov, Andrey & Lasfer, Meziane & Vitkova, Valeriya, 2020, "Active catering to dividend clienteles: Evidence from takeovers," Journal of Financial Economics, Elsevier, volume 137, issue 3, pages 815-836, DOI: 10.1016/j.jfineco.2020.04.002.
  3. Sara Biagini & Aleš Černý, 2020, "Convex duality and Orlicz spaces in expected utility maximization," Mathematical Finance, Wiley Blackwell, volume 30, issue 1, pages 85-127, January, DOI: 10.1111/mafi.12209.
  4. Aleš Černý, 2020, "Semimartingale theory of monotone mean–variance portfolio allocation," Mathematical Finance, Wiley Blackwell, volume 30, issue 3, pages 1168-1178, July, DOI: 10.1111/mafi.12241.
  5. Černý, Aleš & Melicherčík, Igor, 2020, "Simple explicit formula for near-optimal stochastic lifestyling," European Journal of Operational Research, Elsevier, volume 284, issue 2, pages 769-778, DOI: 10.1016/j.ejor.2019.12.032.

2019

  1. Ballotta, Laura & Fusai, Gianluca & Loregian, Angela & Perez, M. Fabricio, 2019, "Estimation of Multivariate Asset Models with Jumps," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 5, pages 2053-2083, October.
  2. Ballotta, Laura & Fusai, Gianluca & Marazzina, Daniele, 2019, "Integrated structural approach to Credit Value Adjustment," European Journal of Operational Research, Elsevier, volume 272, issue 3, pages 1143-1157, DOI: 10.1016/j.ejor.2018.07.026.
  3. Stanko Dimitrov & Oben Ceryan, 2019, "Optimal inventory decisions when offering layaway," International Journal of Production Research, Taylor & Francis Journals, volume 57, issue 4, pages 1161-1175, February, DOI: 10.1080/00207543.2018.1502484.
  4. Dieckhoff, Martina & Gash, Vanessa & Mertens, Antje & Romeu Gordo, Laura, 2019, "Partnered women's contribution to household labor income: Persistent inequalities among couples and their determinants," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 85, pages 1-1.
  5. Kashefi Pour, Eilnaz & Lasfer, Meziane, 2019, "Taxes, governance, and debt maturity structure: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 136-161, DOI: 10.1016/j.intfin.2018.09.011.
  6. Bruyland, Evy & Lasfer, Meziane & De Maeseneire, Wouter & Song, Wei, 2019, "The performance of acquisitions by high default risk bidders," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 37-58, DOI: 10.1016/j.jbankfin.2019.01.019.

2018

  1. Oben Ceryan & Izak Duenyas & Ozge Sahin, 2018, "Dynamic Pricing and Replenishment with Customer Upgrades," Production and Operations Management, Production and Operations Management Society, volume 27, issue 4, pages 663-679, April, DOI: 10.1111/poms.12816.
  2. Pouliasis, Panos K. & Papapostolou, Nikos C. & Kyriakou, Ioannis & Visvikis, Ilias D., 2018, "Shipping equity risk behavior and portfolio management," Transportation Research Part A: Policy and Practice, Elsevier, volume 116, issue C, pages 178-200, DOI: 10.1016/j.tra.2018.06.016.
  3. Panos K. Pouliasis & Nikos C. Papapostolou, 2018, "Volatility and correlation timing: The role of commodities," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 38, issue 11, pages 1407-1439, November, DOI: 10.1002/fut.21939.
  4. Ioannis Kyriakou & Panos K. Pouliasis & Nikos C. Papapostolou & Nikos K. Nomikos, 2018, "Income uncertainty and the decision to invest in bulk shipping," European Financial Management, European Financial Management Association, volume 24, issue 3, pages 387-417, June, DOI: 10.1111/eufm.12132.
  5. Miles Gietzmann & Helena Isidro & Ivana Raonic, 2018, "Vulture funds and the fresh start accounting value of firms emerging from bankruptcy," Journal of Business Finance & Accounting, Wiley Blackwell, volume 45, issue 3-4, pages 410-436, March, DOI: 10.1111/jbfa.12303.
  6. Brunovský, Pavol & Černý, Aleš & Komadel, Ján, 2018, "Optimal trade execution under endogenous pressure to liquidate: Theory and numerical solutions," European Journal of Operational Research, Elsevier, volume 264, issue 3, pages 1159-1171, DOI: 10.1016/j.ejor.2017.07.054.

2017

  1. Ballotta, Laura & Deelstra, Griselda & Rayée, Grégory, 2017, "Multivariate FX models with jumps: Triangles, Quantos and implied correlation," European Journal of Operational Research, Elsevier, volume 260, issue 3, pages 1181-1199, DOI: 10.1016/j.ejor.2017.02.018.
  2. Laura Ballotta & Russell Gerrard & Ioannis Kyriakou, 2017, "Hedging of Asian options under exponential Lévy models: computation and performance," The European Journal of Finance, Taylor & Francis Journals, volume 23, issue 4, pages 297-323, March, DOI: 10.1080/1351847X.2015.1066694.
  3. Daniel Giamouridis & Athanasios Sakkas & Nikolaos Tessaromatis, 2017, "Dynamic Asset Allocation with Liabilities," European Financial Management, European Financial Management Association, volume 23, issue 2, pages 254-291, March, DOI: 10.1111/eufm.12097.
  4. Daniel Giamouridis, 2017, "Systematic Investment Strategies," Financial Analysts Journal, Taylor & Francis Journals, volume 73, issue 4, pages 10-14, October, DOI: 10.2469/faj.v73.n4.10.
  5. Papapostolou, Nikos C. & Pouliasis, Panos K. & Kyriakou, Ioannis, 2017, "Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 104, issue C, pages 36-51, DOI: 10.1016/j.tre.2017.05.007.
  6. Panos Pouliasis & Ioannis Kyriakou & Nikos Papapostolou, 2017, "On equity risk prediction and tail spillovers," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 22, issue 4, pages 379-393, October, DOI: 10.1002/ijfe.1594.

2016

  1. Laura Ballotta & Efrem Bonfiglioli, 2016, "Multivariate asset models using Lévy processes and applications," The European Journal of Finance, Taylor & Francis Journals, volume 22, issue 13, pages 1320-1350, October, DOI: 10.1080/1351847X.2013.870917.
  2. Dieckhoff, Martina & Gash, Vanessa & Mertens, Antje & Romeu Gordo, Laura, 2016, "A stalled revolution? What can we learn from women’s drop-out to part-time jobs: A comparative analysis of Germany and the UK," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 46, pages 129-140.
  3. Hahn, Peter D. & Lasfer, Meziane, 2016, "Impact of foreign directors on board meeting frequency," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 295-308, DOI: 10.1016/j.irfa.2015.11.004.
  4. Pesenti Silvana M. & Millossovich Pietro & Tsanakas Andreas, 2016, "Robustness regions for measures of risk aggregation," Dependence Modeling, De Gruyter, volume 4, issue 1, pages 1-20, December, DOI: 10.1515/demo-2016-0020.
  5. Papapostolou, Nikos C. & Pouliasis, Panos K. & Nomikos, Nikos K. & Kyriakou, Ioannis, 2016, "Shipping investor sentiment and international stock return predictability," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 96, issue C, pages 81-94, DOI: 10.1016/j.tre.2016.10.006.
  6. Ioannis Kyriakou & Panos K. Pouliasis & Nikos C. Papapostolou, 2016, "Jumps and stochastic volatility in crude oil prices and advances in average option pricing," Quantitative Finance, Taylor & Francis Journals, volume 16, issue 12, pages 1859-1873, December, DOI: 10.1080/14697688.2016.1211798.
  7. Ioannis Kyriakou & Nikos K. Nomikos & Nikos C. Papapostolou & Panos K. Pouliasis, 2016, "Affine†Structure Models and the Pricing of Energy Commodity Derivatives," European Financial Management, European Financial Management Association, volume 22, issue 5, pages 853-881, November, DOI: 10.1111/eufm.12071.
  8. Gino Cenedese & Richard Payne & Lucio Sarno & Giorgio Valente, 2016, "What Do Stock Markets Tell Us about Exchange Rates?," Review of Finance, European Finance Association, volume 20, issue 3, pages 1045-1080.
  9. Barbara Casu & Andrew Clare & Nashwa Saleh, 2016, "FLEWS: A Novel Forward Looking Early Warning System," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 1, pages 5-22, June.
  10. Elisa Luciano & Jaap Spreeuw & Elena Vigna, 2016, "Spouses’ Dependence across Generations and Pricing Impact on Reversionary Annuities," Risks, MDPI, volume 4, issue 2, pages 1-18, May.
  11. Fich, Eliezer M. & Rice, Edward M. & Tran, Anh L., 2016, "Contractual revisions in compensation: Evidence from merger bonuses to target CEOs," Journal of Accounting and Economics, Elsevier, volume 61, issue 2, pages 338-368, DOI: 10.1016/j.jacceco.2015.12.002.

2015

  1. Laura Ballotta & Gianluca Fusai, 2015, "Counterparty credit risk in a multivariate structural model with jumps," Finance, Presses universitaires de Grenoble, volume 36, issue 1, pages 39-74.
  2. Laura Ballotta & Ioannis Kyriakou, 2015, "Convertible bond valuation in a jump diffusion setting with stochastic interest rates," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 1, pages 115-129, January, DOI: 10.1080/14697688.2014.935464.
  3. Beber, Alessandro & Brandt, Michael W. & Luisi, Maurizio, 2015, "Distilling the macroeconomic news flow," Journal of Financial Economics, Elsevier, volume 117, issue 3, pages 489-507, DOI: 10.1016/j.jfineco.2015.05.005.
  4. Giovanni Cespa & Xavier Vives, 2015, "The Beauty Contest and Short-Term Trading," Journal of Finance, American Finance Association, volume 70, issue 5, pages 2099-2154, October.
  5. Dieckhoff, Martina & Gash, Vanessa & Steiber, Nadia, 2015, "Measuring the effect of institutional change on gender inequality in the labour market," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 39, pages 59-75.
  6. Hafiz Hoque & Meziane Lasfer, 2015, "Directors' Dealing and Post†IPO Performance," European Financial Management, European Financial Management Association, volume 21, issue 1, pages 178-204, January, DOI: 10.1111/j.1468-036X.2013.12013.x.
  7. Boubaker, Sabri & Derouiche, Imen & Lasfer, Meziane, 2015, "Geographic location, excess control rights, and cash holdings," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 24-37, DOI: 10.1016/j.irfa.2014.07.008.
  8. Andriosopoulos, Dimitris & Lasfer, Meziane, 2015, "The market valuation of share repurchases in Europe," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 327-339, DOI: 10.1016/j.jbankfin.2014.04.017.
  9. Danesi, Ivan Luciano & Haberman, Steven & Millossovich, Pietro, 2015, "Forecasting mortality in subpopulations using Lee–Carter type models: A comparison," Insurance: Mathematics and Economics, Elsevier, volume 62, issue C, pages 151-161, DOI: 10.1016/j.insmatheco.2015.03.010.
  10. Friederich, Sylvain & Payne, Richard, 2015, "Order-to-trade ratios and market liquidity," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 214-223, DOI: 10.1016/j.jbankfin.2014.10.005.
  11. Fich, Eliezer M. & Harford, Jarrad & Tran, Anh L., 2015, "Motivated monitors: The importance of institutional investors׳ portfolio weights," Journal of Financial Economics, Elsevier, volume 118, issue 1, pages 21-48, DOI: 10.1016/j.jfineco.2015.06.014.

2014

  1. Laura Ballotta & Ioannis Kyriakou, 2014, "Monte Carlo Simulation of the CGMY Process and Option Pricing," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 34, issue 12, pages 1095-1121, December.
  2. Giovanni Cespa & Thierry Foucault, 2014, "Sale of Price Information by Exchanges: Does It Promote Price Discovery?," Management Science, INFORMS, volume 60, issue 1, pages 148-165, January, DOI: 10.1287/mnsc.2013.1735.
  3. Giovanni Cespa & Thierry Foucault, 2014, "Illiquidity Contagion and Liquidity Crashes," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 6, pages 1615-1660.
  4. Daniel Giamouridis & Chris Montagu, 2014, "The Sophisticated and the Simple: The Profitability of Contrarian Strategies from a Portfolio Manager's Perspective," European Financial Management, European Financial Management Association, volume 20, issue 1, pages 152-178, January, DOI: 10.1111/j.1468-036X.2011.00627.x.
  5. Gareth G. Haslip & Vladimir K. Kaishev, 2014, "Lookback option pricing using the Fourier transform B-spline method," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 5, pages 789-803, May, DOI: 10.1080/14697688.2014.882010.
  6. Nikos C. Papapostolou & Nikos K. Nomikos & Panos K. Pouliasis & Ioannis Kyriakou, 2014, "Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market," Review of Finance, European Finance Association, volume 18, issue 4, pages 1507-1539.
  7. Friederich, Sylvain & Payne, Richard, 2014, "Trading anonymity and order anticipation," Journal of Financial Markets, Elsevier, volume 21, issue C, pages 1-24, DOI: 10.1016/j.finmar.2014.07.002.
  8. Miles Gietzmann & Ivana Raonic, 2014, "Thinly Traded Growth Stocks: A Joint Examination of Transparency in Communication and the Trading Platform," European Accounting Review, Taylor & Francis Journals, volume 23, issue 2, pages 257-289, June, DOI: 10.1080/09638180.2013.768802.
  9. Spreeuw, Jaap, 2014, "Archimedean copulas derived from utility functions," Insurance: Mathematics and Economics, Elsevier, volume 59, issue C, pages 235-242, DOI: 10.1016/j.insmatheco.2014.10.002.

2013

  1. Alessandro Beber & Marco Pagano, 2013, "Short-Selling Bans Around the World: Evidence from the 2007–09 Crisis," Journal of Finance, American Finance Association, volume 68, issue 1, pages 343-381, February, DOI: j.1540-6261.2012.01802.x.
  2. Oben Ceryan & Ozge Sahin & Izak Duenyas, 2013, "Dynamic Pricing of Substitutable Products in the Presence of Capacity Flexibility," Manufacturing & Service Operations Management, INFORMS, volume 15, issue 1, pages 86-101, April, DOI: 10.1287/msom.1120.0404.
  3. Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos, 2013, "Revisiting mutual fund performance evaluation," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1759-1776, DOI: 10.1016/j.jbankfin.2013.01.006.
  4. Dimitrova, Dimitrina S. & Haberman, Steven & Kaishev, Vladimir K., 2013, "Dependent competing risks: Cause elimination and its impact on survival," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 2, pages 464-477, DOI: 10.1016/j.insmatheco.2013.07.008.
  5. Kashefi Pour, Eilnaz & Lasfer, Meziane, 2013, "Why do companies delist voluntarily from the stock market?," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4850-4860, DOI: 10.1016/j.jbankfin.2013.08.022.
  6. Nomikos, Nikos K. & Kyriakou, Ioannis & Papapostolou, Nikos C. & Pouliasis, Panos K., 2013, "Freight options: Price modelling and empirical analysis," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 51, issue C, pages 82-94, DOI: 10.1016/j.tre.2012.12.001.
  7. Andriosopoulos, Kostas & Doumpos, Michael & Papapostolou, Nikos C. & Pouliasis, Panos K., 2013, "Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 52, issue C, pages 16-34, DOI: 10.1016/j.tre.2012.11.006.
  8. Spreeuw, Jaap & Owadally, Iqbal, 2013, "Investigating the Broken-Heart Effect: a Model for Short-Term Dependence between the Remaining Lifetimes of Joint Lives," Annals of Actuarial Science, Cambridge University Press, volume 7, issue 2, pages 236-257, September.
  9. Fich, Eliezer M. & Tran, Anh L. & Walkling, Ralph A., 2013, "On the Importance of Golden Parachutes," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 48, issue 6, pages 1717-1753, December.
  10. Karl V. Lins & Paolo Volpin & Hannes F. Wagner, 2013, "Does Family Control Matter? International Evidence from the 2008--2009 Financial Crisis," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 10, pages 2583-2619.
  11. Tsanakas, Andreas & Wüthrich, Mario V. & Černý, Aleš, 2013, "Market Value Margin Via Mean–Variance Hedging," ASTIN Bulletin, Cambridge University Press, volume 43, issue 3, pages 301-322, September.

2012

  1. Beber, Alessandro & Fabbri, Daniela, 2012, "Who times the foreign exchange market? Corporate speculation and CEO characteristics," Journal of Corporate Finance, Elsevier, volume 18, issue 5, pages 1065-1087, DOI: 10.1016/j.jcorpfin.2012.07.004.
  2. Giovanni Cespa & Xavier Vives, 2012, "Dynamic Trading and Asset Prices: Keynes vs. Hayek," The Review of Economic Studies, Review of Economic Studies Ltd, volume 79, issue 2, pages 539-580.
  3. Oben Ceryan & Izak Duenyas & Yoram Koren, 2012, "Optimal control of an assembly system with demand for the end-product and intermediate components," IISE Transactions, Taylor & Francis Journals, volume 44, issue 5, pages 386-403, DOI: 10.1080/0740817X.2011.609525.
  4. Alzahrani, Mohammed & Lasfer, Meziane, 2012, "Investor protection, taxation, and dividends," Journal of Corporate Finance, Elsevier, volume 18, issue 4, pages 745-762, DOI: 10.1016/j.jcorpfin.2012.06.003.
  5. Meziane Lasfer & Sharon Xiaowen Lin & Gulnur Muradoglu, 2012, "Optimism in foreign investors," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 4, issue 1, pages 8-27, July, DOI: 10.1108/19405971211261083.
  6. Ouyang, Bin, 2012, "The Application of Busywork Flow in Supply Chain Management of Fruits," Asian Agricultural Research, USA-China Science and Culture Media Corporation, volume 4, issue 11, pages 1-5, November, DOI: 10.22004/ag.econ.143477.
  7. Grammenos, Costas Th. & Papapostolou, Nikos C., 2012, "US shipping initial public offerings: Do prospectus and market information matter?," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 48, issue 1, pages 276-295, DOI: 10.1016/j.tre.2011.07.009.
  8. Marsh, Ian W. & Payne, Richard, 2012, "Banning short sales and market quality: The UK’s experience," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 1975-1986, DOI: 10.1016/j.jbankfin.2012.03.005.
  9. Jón Daníelsson & Richard Payne, 2012, "Liquidity determination in an order-driven market," The European Journal of Finance, Taylor & Francis Journals, volume 18, issue 9, pages 799-821, October, DOI: 10.1080/1351847X.2011.601654.
  10. Jón Daníelsson & Jinhui Luo & Richard Payne, 2012, "Exchange rate determination and inter-market order flow effects," The European Journal of Finance, Taylor & Francis Journals, volume 18, issue 9, pages 823-840, October, DOI: 10.1080/1351847X.2011.601655.
  11. Isidro, Helena & Raonic, Ivana, 2012, "Firm incentives, institutional complexity and the quality of “harmonized” accounting numbers," The International Journal of Accounting, Elsevier, volume 47, issue 4, pages 407-436, DOI: 10.1016/j.intacc.2012.10.007.
  12. Julian Franks & Colin Mayer & Paolo Volpin & Hannes F. Wagner, 2012, "The Life Cycle of Family Ownership: International Evidence," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 6, pages 1675-1712.
  13. Marco Pagano & Paolo Volpin, 2012, "Securitization, Transparency, and Liquidity," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 8, pages 2417-2453.
  14. Černý, Aleš & Maccheroni, Fabio & Marinacci, Massimo & Rustichini, Aldo, 2012, "On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility," Journal of Mathematical Economics, Elsevier, volume 48, issue 6, pages 386-395, DOI: 10.1016/j.jmateco.2012.08.006.

2011

  1. Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2011, "What Does Equity Sector Orderflow Tell Us About the Economy?," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 11, pages 3688-3730.
  2. Vanessa Gash, 2011, "Women and Employment: Changing Lives and New Challenges – Edited by Jacqueline Scott, Shirley Dex and Heather Joshi," British Journal of Industrial Relations, London School of Economics, volume 49, issue 1, pages 196-198, March.
  3. Cahit Adaoglu & Meziane Lasfer, 2011, "Why Do Companies Pay Stock Dividends? The Case of Bonus Distributions in an Inflationary Environment," Journal of Business Finance & Accounting, Wiley Blackwell, volume 38, issue 5-6, pages 601-627, June, DOI: j.1468-5957.2011.02233.x.
  4. Peter Hahn & Meziane Lasfer, 2011, "The compensation of non-executive directors: rationale, form, and findings," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 15, issue 4, pages 589-601, November, DOI: 10.1007/s10997-010-9134-5.
  5. Bacinello, Anna Rita & Millossovich, Pietro & Olivieri, Annamaria & Pitacco, Ermanno, 2011, "Variable annuities: A unifying valuation approach," Insurance: Mathematics and Economics, Elsevier, volume 49, issue 3, pages 285-297, DOI: 10.1016/j.insmatheco.2011.05.003.
  6. Moore, Michael J. & Payne, Richard, 2011, "On the sources of private information in FX markets," Journal of Banking & Finance, Elsevier, volume 35, issue 5, pages 1250-1262, May.
  7. Christina Dargenidou & Stuart McLeay & Ivana Raonic, 2011, "Accruals, Disclosure and the Pricing of Future Earnings in the European Market," Journal of Business Finance & Accounting, Wiley Blackwell, volume 38, issue 5-6, pages 473-504, June, DOI: j.1468-5957.2011.02245.x.
  8. Fich, Eliezer M. & Cai, Jie & Tran, Anh L., 2011, "Stock option grants to target CEOs during private merger negotiations," Journal of Financial Economics, Elsevier, volume 101, issue 2, pages 413-430, August.

2010

  1. Laura Ballotta, 2010, "Efficient Pricing of Ratchet Equity-Indexed Annuities in a Variance-Gamma Economy," North American Actuarial Journal, Taylor & Francis Journals, volume 14, issue 3, pages 355-368, DOI: 10.1080/10920277.2010.10597639.
  2. Beber, Alessandro & Breedon, Francis & Buraschi, Andrea, 2010, "Differences in beliefs and currency risk premiums," Journal of Financial Economics, Elsevier, volume 98, issue 3, pages 415-438, December.
  3. Alessandro Beber & Michael W. Brandt, 2010, "When It Cannot Get Better or Worse: The Asymmetric Impact of Good and Bad News on Bond Returns in Expansions and Recessions," Review of Finance, European Finance Association, volume 14, issue 1, pages 119-155.
  4. Daniel Giamouridis & Sandra Paterlini, 2010, "Regular(Ized) Hedge Fund Clones," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 33, issue 3, pages 223-247, September, DOI: 10.1111/j.1475-6803.2010.01269.x.
  5. Rodrigo Dupleich & Daniel Giamouridis & Spyros Mesomeris & Nima Noorizadeh, 2010, "Unbundling common style exposures, time variance and style timing of hedge fund beta," Journal of Asset Management, Palgrave Macmillan, volume 11, issue 1, pages 19-30, April, DOI: 10.1057/jam.2010.2.
  6. Dimitrova, Dimitrina S. & Kaishev, Vladimir K., 2010, "Optimal joint survival reinsurance: An efficient frontier approach," Insurance: Mathematics and Economics, Elsevier, volume 47, issue 1, pages 27-35, August.
  7. Adriana Korczak & Piotr Korczak & Meziane Lasfer, 2010, "To Trade or Not to Trade: The Strategic Trading of Insiders around News Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, volume 37, issue 3‐4, pages 369-407, April, DOI: 10.1111/j.1468-5957.2010.02185.x.
  8. Anna Rita Bacinello & Enrico Biffis & Pietro Millossovich, 2010, "Regression-based algorithms for life insurance contracts with surrender guarantees," Quantitative Finance, Taylor & Francis Journals, volume 10, issue 9, pages 1077-1090, DOI: 10.1080/14697680902960242.
  9. Viral V. Acharya & Paolo F. Volpin, 2010, "Corporate Governance Externalities," Review of Finance, European Finance Association, volume 14, issue 1, pages 1-33.
  10. Černý, Aleš & Miles, David & Schmidt, L'Ubomír, 2010, "The impact of changing demographics and pensions on the demand for housing and financial assets," Journal of Pension Economics and Finance, Cambridge University Press, volume 9, issue 3, pages 393-420, July.
  11. Ales Cerny & Ioannis Kyriakou, 2010, "An improved convolution algorithm for discretely sampled Asian options," Quantitative Finance, Taylor & Francis Journals, volume 11, issue 3, pages 381-389, DOI: 10.1080/14697680903397667.

2009

  1. Laura Ballotta, 2009, "Pricing and capital requirements for with profit contracts: modelling considerations," Quantitative Finance, Taylor & Francis Journals, volume 9, issue 7, pages 803-817, DOI: 10.1080/14697680802452068.
  2. Roy Batchelor, 2009, "Forecasting Sharp Changes," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 13, pages 7-12, Spring.
  3. Roy Batchelor, 2009, "Why Do We Need Complexification? A Commentary on “Rethinking the Ways We Forecast”," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 14, pages 31-34, Summer.
  4. Roy Batchelor, 2009, "Book Review of Animal Spirits," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 15, pages 5-7, Fall.
  5. Alessandro Beber & Michael W. Brandt, 2009, "Resolving Macroeconomic Uncertainty in Stock and Bond Markets," Review of Finance, European Finance Association, volume 13, issue 1, pages 1-45.
  6. Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2009, "Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 3, pages 925-957, March.
  7. Vanessa Gash, 2009, "Sacrificing Their Careers for Their Families? An Analysis of the Penalty to Motherhood in Europe," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 93, issue 3, pages 569-586, September, DOI: 10.1007/s11205-008-9429-y.
  8. Gurvinder Brar & Daniel Giamouridis & Manolis Liodakis, 2009, "Predicting European Takeover Targets," European Financial Management, European Financial Management Association, volume 15, issue 2, pages 430-450, March, DOI: 10.1111/j.1468-036X.2007.00423.x.
  9. Daniel Giamouridis & Ioanna Ntoula, 2009, "A comparison of alternative approaches for determining the downside risk of hedge fund strategies," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 29, issue 3, pages 244-269, March.
  10. Vladimir K. Kaishev & Dimitrina S. Dimitrova, 2009, "Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options," Management Science, INFORMS, volume 55, issue 3, pages 483-496, March, DOI: 10.1287/mnsc.1080.0953.
  11. Monica Espinosa & Miles Gietzmann & Ivana Raonic, 2009, "US Institutional Investors Response to the News Flow of Intangibles Intensive European Stocks: A Study of European BioTech and Pharma Stocks," European Accounting Review, Taylor & Francis Journals, volume 18, issue 1, pages 63-92, DOI: 10.1080/09638180802481581.
  12. Jaap Spreeuw & Martin Karlsson, 2009, "Time Deductibles as Screening Devices: Competitive Markets," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 76, issue 2, pages 261-278, June, DOI: 10.1111/j.1539-6975.2009.01298.x.
  13. Peter Bank & Aleš Černý, 2009, "Preface," Review of Derivatives Research, Springer, volume 12, issue 1, pages 1-2, April, DOI: 10.1007/s11147-009-9035-4.
  14. Kalotychou, Elena & Staikouras, Sotiris K. & Zagonov, Maxim, 2009, "The UK equity market around the ex-split date," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 3, pages 534-549, July.

2008

  1. Roy Batchelor, 2008, "Thomas H. Davenport and Jeanne G. Harris’s Competing on Analytics: The New Science of Winning," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 9, pages 5-7, Spring.
  2. Roy Batchelor, 2008, "Book Review of Super Crunchers by Ian Ayres," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 11, pages 4-5, Fall.
  3. Giovanni Cespa, 2008, "Information Sales and Insider Trading with Long‐Lived Information," Journal of Finance, American Finance Association, volume 63, issue 2, pages 639-672, April, DOI: 10.1111/j.1540-6261.2008.01327.x.
  4. Vanessa Gash, 2008, "Preference or constraint? Part-time workers' transitions in Denmark, France and the United Kingdom," Work, Employment & Society, British Sociological Association, volume 22, issue 4, pages 655-674, December, DOI: 10.1177/0950017008096741.
  5. Vrontos, Spyridon D. & Vrontos, Ioannis D. & Giamouridis, Daniel, 2008, "Hedge fund pricing and model uncertainty," Journal of Banking & Finance, Elsevier, volume 32, issue 5, pages 741-753, May.
  6. Dimitrova, Dimitrina S. & Kaishev, Vladimir K. & Penev, Spiridon I., 2008, "GeD spline estimation of multivariate Archimedean copulas," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 7, pages 3570-3582, March.
  7. Lasfer, Meziane, 2008, "Taxes and Ex–Day Returns: Evidence From Germany and the U.K," National Tax Journal, National Tax Association;National Tax Journal, volume 61, issue 4, pages 721-742, December, DOI: 10.17310/ntj.2008.4.08.
  8. Grammenos, C.Th. & Nomikos, N.K. & Papapostolou, N.C., 2008, "Estimating the probability of default for shipping high yield bond issues," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 44, issue 6, pages 1123-1138, November.
  9. Love, Ryan & Payne, Richard, 2008, "Macroeconomic News, Order Flows, and Exchange Rates," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 43, issue 2, pages 467-488, June.
  10. Roberto Di Pietra & Christos Grambovas & Ivana Raonic & Angelo Riccaboni, 2008, "The effects of board size and ‘busy’ directors on the market value of Italian companies," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 12, issue 1, pages 73-91, March, DOI: 10.1007/s10997-008-9044-y.
  11. Luciano, Elisa & Spreeuw, Jaap & Vigna, Elena, 2008, "Modelling stochastic mortality for dependent lives," Insurance: Mathematics and Economics, Elsevier, volume 43, issue 2, pages 234-244, October.
  12. Aleš Černý & Jan Kallsen, 2008, "A Counterexample Concerning The Variance‐Optimal Martingale Measure," Mathematical Finance, Wiley Blackwell, volume 18, issue 2, pages 305-316, April, DOI: 10.1111/j.1467-9965.2007.00334.x.
  13. Aleš Černý & Jan Kallsen, 2008, "Mean–Variance Hedging And Optimal Investment In Heston'S Model With Correlation," Mathematical Finance, Wiley Blackwell, volume 18, issue 3, pages 473-492, July, DOI: 10.1111/j.1467-9965.2008.00342.x.

2007

  1. Batchelor, Roy & Kwan, Tai Yeong, 2007, "Judgemental bootstrapping of technical traders in the bond market," International Journal of Forecasting, Elsevier, volume 23, issue 3, pages 427-445.
  2. Batchelor, Roy, 2007, "Bias in macroeconomic forecasts," International Journal of Forecasting, Elsevier, volume 23, issue 2, pages 189-203.
  3. Batchelor, Roy & Alizadeh, Amir & Visvikis, Ilias, 2007, "Forecasting spot and forward prices in the international freight market," International Journal of Forecasting, Elsevier, volume 23, issue 1, pages 101-114.
  4. Giovanni Cespa & Giacinta Cestone, 2007, "Corporate Social Responsibility and Managerial Entrenchment," Journal of Economics & Management Strategy, Wiley Blackwell, volume 16, issue 3, pages 741-771, September, DOI: 10.1111/j.1530-9134.2007.00156.x.
  5. Antje Mertens & Vanessa Gash & Frances McGinnity, 2007, "The Cost of Flexibility at the Margin. Comparing the Wage Penalty for Fixed‐term Contracts in Germany and Spain using Quantile Regression," LABOUR, CEIS, volume 21, issue 4‐5, pages 637-666, December, DOI: 10.1111/j.1467-9914.2007.00396.x.
  6. Giamouridis, Daniel & Vrontos, Ioannis D., 2007, "Hedge fund portfolio construction: A comparison of static and dynamic approaches," Journal of Banking & Finance, Elsevier, volume 31, issue 1, pages 199-217, January.
  7. Dimitris Flamouris & Daniel Giamouridis, 2007, "Approximate basket option valuation for a simplified jump process," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 27, issue 9, pages 819-837, September.
  8. Kaishev, Vladimir K. & Dimitrova, Dimitrina S. & Haberman, Steven, 2007, "Modelling the joint distribution of competing risks survival times using copula functions," Insurance: Mathematics and Economics, Elsevier, volume 41, issue 3, pages 339-361, November.
  9. Gajewski, Jean-Francois & Ginglinger, Edith & Lasfer, Meziane, 2007, "Why do companies include warrants in seasoned equity offerings?," Journal of Corporate Finance, Elsevier, volume 13, issue 1, pages 25-42, March.
  10. Grammenos, Costas Th. & Alizadeh, Amir H. & Papapostolou, Nikos C., 2007, "Factors affecting the dynamics of yield premia on shipping seasoned high yield bonds," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 43, issue 5, pages 549-564, September.
  11. Sylvain Friederich & Richard Payne, 2007, "Dealer Liquidity in an Auction Market: Evidence from the London Stock Exchange," Economic Journal, Royal Economic Society, volume 117, issue 522, pages 1168-1191, July.
  12. Christina Dargenidou & Stuart McLeay & Ivana Raonic, 2007, "Ownership, Investor Protection and Earnings Expectations," Journal of Business Finance & Accounting, Wiley Blackwell, volume 34, issue 1‐2, pages 247-268, January, DOI: 10.1111/j.1468-5957.2006.00663.x.
  13. Luca Enriques & Paolo Volpin, 2007, "Corporate Governance Reforms in Continental Europe," Journal of Economic Perspectives, American Economic Association, volume 21, issue 1, pages 117-140, Winter.
  14. Aleš Černý, 2007, "Optimal Continuous‐Time Hedging With Leptokurtic Returns," Mathematical Finance, Wiley Blackwell, volume 17, issue 2, pages 175-203, April, DOI: 10.1111/j.1467-9965.2007.00299.x.

2006

  1. Laura Ballotta & Steven Haberman & Nan Wang, 2006, "Guarantees in With‐Profit and Unitized With‐Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 73, issue 1, pages 97-121, March, DOI: 10.1111/j.1539-6975.2006.00167.x.
  2. Ballotta, Laura & Haberman, Steven, 2006, "The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case," Insurance: Mathematics and Economics, Elsevier, volume 38, issue 1, pages 195-214, February.
  3. Ballotta, Laura & Esposito, Giorgia & Haberman, Steven, 2006, "The IASB Insurance Project for life insurance contracts: Impact on reserving methods and solvency requirements," Insurance: Mathematics and Economics, Elsevier, volume 39, issue 3, pages 356-375, December.
  4. Roy Batchelor, 2006, "Book Review of Dow 36,000: The New Strategy for Profiting from the Coming Rise in the Stock Market, by James Glassman and Kevin Hassett (1999)," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 3, pages 48-50, February.
  5. Roy Batchelor & Katiuscia Manzoni, 2006, "The Dynamics Of Bond Yield Spreads Around Rating Revision Dates," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 29, issue 3, pages 405-420, September, DOI: 10.1111/j.1475-6803.2006.00186.x.
  6. Beber, Alessandro & Brandt, Michael W., 2006, "The effect of macroeconomic news on beliefs and preferences: Evidence from the options market," Journal of Monetary Economics, Elsevier, volume 53, issue 8, pages 1997-2039, November.
  7. Kaishev, Vladimir K. & Dimitrova, Dimitrina S., 2006, "Excess of loss reinsurance under joint survival optimality," Insurance: Mathematics and Economics, Elsevier, volume 39, issue 3, pages 376-389, December.
  8. Meziane Lasfer, 2006, "Discussion of Separation of Ownership from Control and Acquiring Firm Performance: The Case of Family Ownership in Canada," Journal of Business Finance & Accounting, Wiley Blackwell, volume 33, issue 3‐4, pages 544-549, April, DOI: 10.1111/j.1468-5957.2006.00632.x.
  9. M. Ameziane Lasfer, 2006, "The Interrelationship Between Managerial Ownership and Board Structure," Journal of Business Finance & Accounting, Wiley Blackwell, volume 33, issue 7‐8, pages 1006-1033, September, DOI: 10.1111/j.1468-5957.2006.00600.x.
  10. Christina Dargenidou & Stuart McLeay & Ivana Raonic, 2006, "Expected earnings growth and the cost of capital: an analysis of accounting regime change in the European financial market," Abacus, Accounting Foundation, University of Sydney, volume 42, issue 3‐4, pages 388-414, September, DOI: 10.1111/j.1467-6281.2006.00207.x.
  11. Jaap Spreeuw, 2006, "Types of dependence and time-dependent association between two lifetimes in single parameter copula models," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2006, issue 5, pages 286-309, DOI: 10.1080/03461230600952880.
  12. Marco Pagano & Paolo Volpin, 2006, "Alfred Marshall Lecture Shareholder Protection, Stock Market Development, and Politics," Journal of the European Economic Association, MIT Press, volume 4, issue 2-3, pages 315-341, 04-05.
  13. David Miles & Ales Cerny, 2006, "Risk, Return and Portfolio Allocation under Alternative Pension Systems with Incomplete and Imperfect Financial Markets," Economic Journal, Royal Economic Society, volume 116, issue 511, pages 529-557, April.

2005

  1. Ballotta, Laura, 2005, "A Lévy process-based framework for the fair valuation of participating life insurance contracts," Insurance: Mathematics and Economics, Elsevier, volume 37, issue 2, pages 173-196, October.
  2. Roy Batchelor, 2005, "A Primer on Forecasting with Neural Networks," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 2, pages 37-43, October.
  3. Giovanni Cespa, 2005, "Giffen goods and market making," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 25, issue 4, pages 983-997, June, DOI: 10.1007/s00199-003-0461-5.
  4. Daniel Giamouridis, 2005, "Inferring option-implied investors' risk preferences," Applied Financial Economics, Taylor & Francis Journals, volume 15, issue 7, pages 479-488, DOI: 10.1080/09603100500056684.
  5. Bozcuk, Aslihan & Lasfer, M. Ameziane, 2005, "The Information Content of Institutional Trades on the London Stock Exchange," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 40, issue 3, pages 621-644, September.
  6. J. Spreeuw, 2005, "Upper and Lower Bounds of Present Value Distributions of Life Insurance Contracts with Disability Related Benefi ts," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 1, pages 115-160.
  7. Jaap Spreeuw, 2005, "The Probationary Period as a Screening Device: The Monopolistic Insurer," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), volume 30, issue 1, pages 5-14, June, DOI: 10.1007/s10836-005-1104-5.
  8. Sotiris Staikouras, 2005, "Equity returns of financial institutions and the pricing of interest rate risk," Applied Financial Economics, Taylor & Francis Journals, volume 15, issue 7, pages 499-508, DOI: 10.1080/09603100500039557.
  9. M. Pagano & P. F. Volpin, 2005, "Managers, Workers, and Corporate Control," Journal of Finance, American Finance Association, volume 60, issue 2, pages 841-868, April, DOI: 10.1111/j.1540-6261.2005.00748.x.
  10. Marco Pagano & Paolo F. Volpin, 2005, "The Political Economy of Corporate Governance," American Economic Review, American Economic Association, volume 95, issue 4, pages 1005-1030, September.

2004

  1. Giovanni Cespa, 2004, "A Comparison of Stock Market Mechanisms," RAND Journal of Economics, The RAND Corporation, volume 35, issue 4, pages 803-824, Winter.
  2. Ivana Raonic & Stuart McLeay & Ioannis Asimakopoulos, 2004, "The Timeliness of Income Recognition by European Companies: An Analysis of Institutional and Market Complexity," Journal of Business Finance & Accounting, Wiley Blackwell, volume 31, issue 1‐2, pages 115-148, January, DOI: 10.1111/j.0306-686X.2004.00004.x.
  3. Sotiris Staikouras, 2004, "A chronicle of the banking and currency crises," Applied Economics Letters, Taylor & Francis Journals, volume 11, issue 14, pages 873-878, DOI: 10.1080/1350485042000282240.
  4. Sotiris Staikouras, 2004, "The information content of interest rate futures and time-varying risk premia," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 11, pages 761-771, DOI: 10.1080/0960310042000238912.
  5. Rossi, Stefano & Volpin, Paolo F., 2004, "Cross-country determinants of mergers and acquisitions," Journal of Financial Economics, Elsevier, volume 74, issue 2, pages 277-304, November.
  6. Ales Cerny, 2004, "Dynamic programming and mean-variance hedging in discrete time," Applied Mathematical Finance, Taylor & Francis Journals, volume 11, issue 1, pages 1-25, DOI: 10.1080/1350486042000196164.

2003

  1. Ballotta, Laura & Haberman, Steven, 2003, "Valuation of guaranteed annuity conversion options," Insurance: Mathematics and Economics, Elsevier, volume 33, issue 1, pages 87-108, August.
  2. Roy Batchelor & Ismail Orakcioglu, 2003, "Event-related GARCH: the impact of stock dividends in Turkey," Applied Financial Economics, Taylor & Francis Journals, volume 13, issue 4, pages 295-307, DOI: 10.1080/09603100210138547.
  3. Philip J. O'Connell & Vanessa Gash, 2003, "The Effects of Working Time, Segmentation and Labour Market Mobility on Wages and Pensions in Ireland," British Journal of Industrial Relations, London School of Economics, volume 41, issue 1, pages 71-95, March, DOI: 10.1111/1467-8543.00262.
  4. Amin, Gaurav S. & Kat, Harry M., 2003, "Hedge Fund Performance 1990–2000: Do the “Money Machines” Really Add Value?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 38, issue 2, pages 251-274, June.
  5. Lasfer, M. Ameziane & Melnik, Arie & Thomas, Dylan C., 2003, "Short-term reaction of stock markets in stressful circumstances," Journal of Banking & Finance, Elsevier, volume 27, issue 10, pages 1959-1977, October.
  6. Payne, Richard, 2003, "Informed trade in spot foreign exchange markets: an empirical investigation," Journal of International Economics, Elsevier, volume 61, issue 2, pages 307-329, December.
  7. Payne, Richard & Vitale, Paolo, 2003, "A transaction level study of the effects of central bank intervention on exchange rates," Journal of International Economics, Elsevier, volume 61, issue 2, pages 331-352, December.
  8. Aleš Černý, 2003, "Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets," Review of Finance, European Finance Association, volume 7, issue 2, pages 191-233.

2002

  1. Armstrong, J. Scott, 2002, ""How useful are the forecasts of intergovernmental agencies? The IMF and OECD versus the consensus": Batchelor, Roy (2001), Applied Economics, 33, pp. 225-235. E-mail address: R.A.Batchelor@city.bc.uk," International Journal of Forecasting, Elsevier, volume 18, issue 3, pages 482-483.
  2. Cespa, Giovanni, 2002, "Short-term investment and equilibrium multiplicity," European Economic Review, Elsevier, volume 46, issue 9, pages 1645-1670, October.
  3. Dimitris Flamouris & Daniel Giamouridis, 2002, "Estimating Implied PDFs From American Options on Futures: A New Semiparametric Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 22, issue 1, pages 1-30, January.
  4. Harry M. Kat, 2002, "Some Facts about Hedge Funds," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, volume 3, issue 2, pages 93-123, April.
  5. George Dikos & Nikolaos Papapostolou, 2002, "The assessment of market efficiency in the shipping sector: a new approach," Maritime Policy & Management, Taylor & Francis Journals, volume 29, issue 2, pages 179-181, April, DOI: 10.1080/03088830110086347.
  6. Danielsson, J. & Payne, R., 2002, "Real trading patterns and prices in spot foreign exchange markets," Journal of International Money and Finance, Elsevier, volume 21, issue 2, pages 203-222, April.
  7. Volpin, Paolo F., 2002, "Governance with poor investor protection: evidence from top executive turnover in Italy," Journal of Financial Economics, Elsevier, volume 64, issue 1, pages 61-90, April.

2001

  1. Laura Ballotta & Andreas Kyprianou, 2001, "A note on the α-quantile option," Applied Mathematical Finance, Taylor & Francis Journals, volume 8, issue 3, pages 137-144, DOI: 10.1080/13504860210122375.
  2. Roy Batchelor, 2001, "Confidence indexes and the probability of recession: a Markov switching model," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 36, issue 1, pages 107-124, January.
  3. Ignatov, Zvetan G. & Kaishev, Vladimir K. & Krachunov, Rossen S., 2001, "An improved finite-time ruin probability formula and its Mathematica implementation," Insurance: Mathematics and Economics, Elsevier, volume 29, issue 3, pages 375-386, December.
  4. Marco Pagano & Paolo Volpin, 2001, "The Political Economy of Finance," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 17, issue 4, pages 502-519.

2000

  1. Denis Conniffe & Vanessa Gash & Philip J. O'Connell, 2000, "Evaluating State Programmes - “Natural Experiments” and Propensity Scores," The Economic and Social Review, Economic and Social Studies, volume 31, issue 4, pages 283-308.
  2. Faccio, Mara & Lasfer, M. Ameziane, 2000, "Do occupational pension funds monitor companies in which they hold large stakes?," Journal of Corporate Finance, Elsevier, volume 6, issue 1, pages 71-110, March.
  3. Spreeuw, Jaap & Wolthuis, Henk, 2000, "Actuarial Models for Disability Insurance: S. Haberman, E. Pitacco; Chapman & Hall, London, UK, 1999, xviii+280 pp., ISBN 0-8493-0389-3," Insurance: Mathematics and Economics, Elsevier, volume 27, issue 3, pages 397-398, December.

1998

  1. Batchelor, Roy & Peel, David A., 1998, "Rationality testing under asymmetric loss," Economics Letters, Elsevier, volume 61, issue 1, pages 49-54, October.
  2. Batchelor, Roy & Dua, Pami, 1998, "Improving macro-economic forecasts: The role of consumer confidence," International Journal of Forecasting, Elsevier, volume 14, issue 1, pages 71-81, March.
  3. M.Ameziane Lasfer & Mario Levis, 1998, "The Determinants of the Leasing Decision of Small and Large Companies," European Financial Management, European Financial Management Association, volume 4, issue 2, pages 159-184, July, DOI: 10.1111/1468-036X.00062.
  4. Almeida, Alvaro & Goodhart, Charles & Payne, Richard, 1998, "The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 33, issue 3, pages 383-408, September.
  5. Spreeuw, Jaap & Goovaerts, Marc, 1998, "Prediction of claim numbers based on hazard rates," Insurance: Mathematics and Economics, Elsevier, volume 23, issue 1, pages 59-69, October.
  6. E. Dinenis & S. K. Staikouras, 1998, "Interest rate changes and common stock returns of financial institutions: evidence from the UK," The European Journal of Finance, Taylor & Francis Journals, volume 4, issue 2, pages 113-127, DOI: 10.1080/135184798337344.

1997

  1. M. Ameziane Lasfer, 1997, "Scrip Dividends: the Management's View," European Financial Management, European Financial Management Association, volume 3, issue 2, pages 237-249, July, DOI: 10.1111/1468-036X.00041.
  2. M. Ameziane Lasfer, 1997, "On the Motivation for Paying Scrip Dividends," Financial Management, Financial Management Association, volume 26, issue 1, Spring.
  3. L. Crisma & P. Gigante & P. Millossovich, 1997, "A notion of coherent revision for arbitrary random quantities," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 6, issue 3, pages 233-243, December, DOI: 10.1007/BF03178914.
  4. Goodhart, Charles & Chang, Yuanchen & Payne, Richard, 1997, "Calibrating an algorithm for estimating transactions from FXFX exchange rate quotes," Journal of International Money and Finance, Elsevier, volume 16, issue 6, pages 921-930, December.

1996

  1. Lasfer, M. Ameziane, 1996, "Taxes and dividends: The UK evidence," Journal of Banking & Finance, Elsevier, volume 20, issue 3, pages 455-472, April.
  2. M. Ameziane Lasfer & Puliyur S. Sundarsanam & Richard J. Taffler, 1996, "Financial Distress, Asset Sales and Lender Monitoring," Financial Management, Financial Management Association, volume 25, issue 3, Fall.
  3. Goodhart, Charles A. E. & Payne, Richard G., 1996, "Microstructural dynamics in a foreign exchange electronic broking system," Journal of International Money and Finance, Elsevier, volume 15, issue 6, pages 829-852, December.

1995

  1. Batchelor, Roy & Gulley, David, 1995, "Jewellery demand and the price of gold," Resources Policy, Elsevier, volume 21, issue 1, pages 37-42, March.
  2. R. C. Heynen & H. M. Kat, 1995, "Lookback options with discrete and partial monitoring of the underlying price," Applied Mathematical Finance, Taylor & Francis Journals, volume 2, issue 4, pages 273-284, DOI: 10.1080/13504869500000014.
  3. M. Ameziane Lasfer, 1995, "Agency costs, taxes and debt: The UK evidence," European Financial Management, European Financial Management Association, volume 1, issue 3, pages 265-285, November, DOI: 10.1111/j.1468-036X.1995.tb00020.x.
  4. Lasfer, M Ameziane, 1995, "Ex-day Behavior: Tax or Short-Term Trading Effects," Journal of Finance, American Finance Association, volume 50, issue 3, pages 875-897, July.
  5. Aleš Cerný & Nicolas Schmitt, 1995, "Antidumping Constraints and Trade Elimination," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 131, issue 3, pages 441-452, September.

1993

  1. Batchelor, Roy & Dua, Pami, 1993, "Survey vs ARCH Measures of Inflation Uncertainty," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 55, issue 3, pages 341-353, August.
  2. Z. Ouyang & J. Srivastava & H. Schreuder, 1993, "A general ratio estimator and its application in model based inference," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, volume 45, issue 1, pages 113-127, March, DOI: 10.1007/BF00773672.

1992

  1. Batchelor, Roy & Dua, Pami, 1992, "Survey Expectations in the Time Series Consumption Function," The Review of Economics and Statistics, MIT Press, volume 74, issue 4, pages 598-606, November.

1991

  1. Batchelor, Roy & Orr, Adrian, 1991, "Inflation uncertainty, inflationary shocks and the credibility of counterinflation policy," European Economic Review, Elsevier, volume 35, issue 7, pages 1385-1397, October.
  2. Batchelor, Roy & Dua, Pami, 1991, "Blue Chip Rationality Tests," Journal of Money, Credit and Banking, Blackwell Publishing, volume 23, issue 4, pages 692-705, November.

1990

  1. Batchelor, R A, 1990, "All Forecasters Are Equal," Journal of Business & Economic Statistics, American Statistical Association, volume 8, issue 1, pages 143-144, January.
  2. Batchelor, Roy A. & Dua, Pami, 1990, "Product differentiation in the economic forecasting industry," International Journal of Forecasting, Elsevier, volume 6, issue 3, pages 311-316, October.

1989

  1. Batchelor, Roy A & Dua, Pami, 1989, "Household versus Economist Forecasts of Inflation: A Reassessment: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, volume 21, issue 2, pages 252-257, May.
  2. Kaishev, V. K., 1989, "Optimal experimental designs for the B-spline regression," Computational Statistics & Data Analysis, Elsevier, volume 8, issue 1, pages 39-47, May.

1986

  1. Batchelor, R A, 1986, "Quantitative v. Qualitative Measures of Inflation Expectations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 48, issue 2, pages 99-120, May.
  2. Batchelor, R. A., 1986, "The psychophysics of inflation," Journal of Economic Psychology, Elsevier, volume 7, issue 3, pages 269-290, September.

1983

  1. Batchelor, R. A., 1983, "British economic policy under margaret thatcher: A mid term examination A comment on darby and lothian," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 18, issue 1, pages 209-219, January.

1982

  1. Batchelor, R. A., 1982, "Money and monetary policy in interdependent nations : R.C. Bryant, (Brookings Institution, 1980) pp. xxii + 584, $29.95 (cloth), $12.95 (paper)," Journal of International Economics, Elsevier, volume 13, issue 3-4, pages 395-396, November.
  2. Batchelor, R. A., 1982, "Expectations, output and inflation : The European experience," European Economic Review, Elsevier, volume 17, issue 1, pages 1-25.
  3. Keesing, Donald B., 1982, "Industrialization and the basis for trade : R.A. Batchelor, R.L. Major and A.D. Morgan, (National Bureau of Economic and Social Research, by the Cambridge University Press, Cambridge, 1980) pp. 347," Journal of International Economics, Elsevier, volume 13, issue 1-2, pages 194-195, August.

1981

  1. Batchelor, R. A., 1981, "Aggregate expectations under the stable laws," Journal of Econometrics, Elsevier, volume 16, issue 2, pages 199-210, June.

1975

  1. R. A. Batchelor, 1975, "Household Technology and the Domestic Demand for Water," Land Economics, University of Wisconsin Press, volume 51, issue 3, pages 208-223.

Books

2000

  1. Gash, Vanessa & O'Connell, Philip J., 2000, "The Irish Graduate Labour Market: A Six-Year Follow-Up Survey of Third Level Graduates from 1992," Research Series, Economic and Social Research Institute (ESRI), number BMI156, ISBN: ARRAY(0x8eae8470).

Chapters

2024

  1. Giovanni Cespa, 2024, "The impact of trading fragmentation in securities markets," Chapters, Edward Elgar Publishing, chapter 10, in: Guglielmo M. Caporale, "Handbook of Financial Integration".

2017

  1. Murat Cakir, 2017, "A conceptual design of "what and how should a proper macro-prudential policy framework be?" A globalistic approach to systemic risk and procuring the data needed," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Uses of central balance sheet data offices' information".

2014

  1. Cakir Saban Murat, 2014, "From data to information and from information to policy making - the story of the "Integrated Company and Industry Analysis Platform"," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Proceedings of the Porto Workshop on "Integrated management of micro-databases"".

2005

  1. Harry M. Kat, 2005, "The Dangers Of Mechanical Investment Decision-Making: The Case Of Hedge Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: H Gifford Fong, "The World Of Hedge Funds Characteristics and Analysis".
  2. Harry M. Kat, 2005, "Managed Futures And Hedge Funds: A Match Made In Heaven," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: H Gifford Fong, "The World Of Hedge Funds Characteristics and Analysis".
  3. Alexander Aganin & Paolo Volpin, 2005, "The History of Corporate Ownership in Italy," NBER Chapters, National Bureau of Economic Research, Inc, "A History of Corporate Governance around the World: Family Business Groups to Professional Managers".

2004

  1. Laura Ballotta & Steven Haberman, 2004, "Guaranteed annuity conversion options and their valuation," Chapters, Edward Elgar Publishing, chapter 7, in: Elsa Fornero & Elisa Luciano, "Developing an Annuity Market in Europe".
  2. M.Ameziane Lasfer, 2004, "On The Monitoring Role Of The Board Of Directors: The Case Of The Adoption Of Cadbury Recommendations In The U.K," Advances in Financial Economics, Emerald Group Publishing Limited, "Corporate Governance", DOI: 10.1016/S1569-3732(04)09012-7.
  3. David Miles & Ales Cerny, 2004, "Alternative pension reform strategies for Japan," Chapters, Edward Elgar Publishing, chapter 4, in: Toshiaki Tachibanaki, "The Economics of Social Security in Japan".

2003

  1. Richard G. Payne, 2003, "Trading activity, volatility and transactions costs in spot FX markets," Chapters, Edward Elgar Publishing, chapter 7, in: Paul Mizen, "Monetary History, Exchange Rates and Financial Markets".

2000

  1. Raghuram Rajan & Paolo Volpin & Luigi Zingales, 2000, "The Eclipse of the U.S. Tire Industry," NBER Chapters, National Bureau of Economic Research, Inc, "Mergers and Productivity".

1996

  1. Charles Goodhart & Takatoshi Ito & Richard Payne, 1996, "One Day in June 1993: A Study of the Working of the Reuters 2000-2 Electronic Foreign Exchange Trading System," NBER Chapters, National Bureau of Economic Research, Inc, "The Microstructure of Foreign Exchange Markets".

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