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Publications

by alumni of

University of Essex → Essex Business School

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

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

| Working papers | Journal articles | Chapters |

Working papers

2018

  1. Jitmaneeroj, Boonlert & Lamla, Michael J & Wood, Andrew, 2018, "The Implications of Central Bank Transparency for Uncertainty and Disagreement," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 23347, Oct.

2013

  1. Rahajeng, DIAN, 2013, "The Role of Islamic Banking System as the Milestone towards Indonesia Micro Economy Development," MPRA Paper, University Library of Munich, Germany, number 50465, Sep.

Journal articles

2026

  1. Liu, Mingnian & Huang, Lin & Shen, Yu, 2026, "Stock liquidity resilience and firm breakthrough innovation," Pacific-Basin Finance Journal, Elsevier, volume 98, issue C, DOI: 10.1016/j.pacfin.2026.103147.
  2. Boonlert Jitmaneeroj, 2026, "Exploring the Interactions and Impacts of Sustainability Policies in OECD and EU Economies," Sustainable Development, John Wiley & Sons, Ltd., volume 34, issue S1, pages 104-126, January, DOI: 10.1002/sd.70166.

2024

  1. Yang, Huan & Cai, Jun & Huang, Lin & Marcus, Alan J., 2024, "Credit market conditions, expected return proxies, and bank stock returns," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101021.
  2. Huan Yang & Jun Cai & Lin Huang, 2024, "Bank tail risk in China," International Studies of Economics, John Wiley & Sons, volume 19, issue 2, pages 186-222, June, DOI: 10.1002/ise3.76.
  3. Boonlert Jitmaneeroj, 2024, "Value relevance of multifaceted corporate social performance: how do country-specific factors matter?," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 11, issue 1, pages 1-20, December, DOI: 10.1057/s41599-024-02615-3.
  4. Dewi Mustika Ratu & Dian Kartika Rahajeng, 2024, "Anti-corruption policy and earnings management: do women in monitoring roles matter?," Asian Journal of Accounting Research, Emerald Group Publishing Limited, volume 9, issue 4, pages 340-357, July, DOI: 10.1108/AJAR-09-2023-0327.

2023

  1. Jitmaneeroj, Boonlert, 2023, "Time-varying fund manager skills of socially responsible investing (SRI) funds in developed and emerging markets," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2023.101877.
  2. Juanda Surya & Dian Kartika Rahajeng, 2023, "The impact of chief executive officers’ religiosity on banks’ financial performance in Indonesia," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 14, issue 8, pages 1451-1466, March, DOI: 10.1108/JIABR-07-2021-0210.

2022

  1. Guo, Mengmeng & Wei, Mengxin & Huang, Lin, 2022, "Does air pollution influence investor trading behavior? Evidence from China," Emerging Markets Review, Elsevier, volume 50, issue C, DOI: 10.1016/j.ememar.2021.100822.
  2. Dian Kartika Rahajeng, 2022, "The ethical paradox in Islamic cooperatives: A lesson learned from scandalous fraud cases in Indonesia’s Baitul Maal Wat Tamwil," Cogent Business & Management, Taylor & Francis Journals, volume 9, issue 1, pages 2090208-209, December, DOI: 10.1080/23311975.2022.2090208.

2021

  1. Yang, Huan & Cai, Jun & Huang, Lin & Marcus, Alan J., 2021, "Bank stocks, risk factors, and tail behavior," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 203-229, DOI: 10.1016/j.jempfin.2021.07.007.
  2. Budsaratragoon, Pornanong & Jitmaneeroj, Boonlert, 2021, "Reform priorities for prosperity of nations: The Legatum Index," Journal of Policy Modeling, Elsevier, volume 43, issue 3, pages 657-672, DOI: 10.1016/j.jpolmod.2020.09.004.
  3. Pornanong Budsaratragoon & Boonlert Jitmaneeroj, 2021, "Corporate Sustainability and Stock Value in Asian–Pacific Emerging Markets: Synergies or Tradeoffs among ESG Factors?," Sustainability, MDPI, volume 13, issue 11, pages 1-25, June.
  4. Pornanong Budsaratragoon & Boonlert Jitmaneeroj, 2021, "Fund Ratings of Socially Responsible Investing (SRI) Funds: A Precautionary Note," Sustainability, MDPI, volume 13, issue 14, pages 1-25, July.

2020

  1. Budsaratragoon, Pornanong & Jitmaneeroj, Boonlert, 2020, "A critique on the Corruption Perceptions Index: An interdisciplinary approach," Socio-Economic Planning Sciences, Elsevier, volume 70, issue C, DOI: 10.1016/j.seps.2019.100768.
  2. Ruttachai Seelajaroen & Pornanong Budsaratragoon & Boonlert Jitmaneeroj, 2020, "Do monetary policy transparency and central bank communication reduce interest rate disagreement?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 3, pages 368-393, April, DOI: 10.1002/for.2631.

2019

  1. Jitmaneeroj, Boonlert & Lamla, Michael J. & Wood, Andrew, 2019, "The implications of central bank transparency for uncertainty and disagreement," Journal of International Money and Finance, Elsevier, volume 90, issue C, pages 222-240, DOI: 10.1016/j.jimonfin.2018.10.002.
  2. Jerry Coakley & Boonlert Jitmaneeroj & Andrew Wood, 2019, "Credit default swaps and the UK 2008–09 short sales ban," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 14, pages 1328-1349, September, DOI: 10.1080/1351847X.2019.1591477.

2018

  1. Jitmaneeroj, Boonlert, 2018, "The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 282-298, DOI: 10.1016/j.iref.2018.03.027.
  2. Jitmaneeroj, Boonlert, 2018, "Is Thailand’s credit default swap market linked to bond and stock markets? Evidence from the term structure of credit spreads," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 324-341, DOI: 10.1016/j.ribaf.2018.04.006.

2017

  1. Lin Huang & Chenghu Ma & Hiroyuki Nakata, 2017, "w-MPS risk aversion and the shadow CAPM: theory and empirical evidence," The European Journal of Finance, Taylor & Francis Journals, volume 23, issue 11, pages 947-973, September, DOI: 10.1080/1351847X.2015.1082495.
  2. Boonlert Jitmaneeroj, 2017, "Beyond the equal-weight framework of the Social Progress Index," International Journal of Social Economics, Emerald Group Publishing Limited, volume 44, issue 12, pages 2336-2350, December, DOI: 10.1108/IJSE-01-2016-0011.
  3. Boonlert Jitmaneeroj, 2017, "The impact of dividend policy on price-earnings ratio," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 16, issue 1, pages 125-140, February, DOI: 10.1108/RAF-06-2015-0092.
  4. Boonlert Jitmaneeroj, 2017, "Does investor sentiment affect price-earnings ratios?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 34, issue 2, pages 183-193, June, DOI: 10.1108/SEF-09-2015-0229.

2016

  1. Shang, Hua & Yuan, Ping & Huang, Lin, 2016, "Macroeconomic factors and the cross-section of commodity futures returns," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 316-332, DOI: 10.1016/j.iref.2016.06.008.
  2. Boonlert Jitmaneeroj, 2016, "The convexity of the earnings yield: does the dividend payout policy matter?," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 7, issue 1, pages 84-94.
  3. Boonlert Jitmaneeroj & John Ogwang, 2016, "An Empirical Analysis of Sovereign Credit Risk Co-movement between Japan and ASEAN Countries," Journal of Economics and Behavioral Studies, AMH International, volume 8, issue 4, pages 6-16, DOI: 10.22610/jebs.v8i4(J).1359.

2015

  1. Lin Huang & Dayong Zhang, 2015, "Hedging or Speculation: What Can We Learn from the Volume-Return Relationship?," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 6, pages 1117-1128, November, DOI: 10.1080/1540496X.2015.1080501.

2014

  1. Huang, Lin & Wu, Jia & Zhang, Rui, 2014, "Exchange risk and asset returns: A theoretical and empirical study of an open economy asset pricing model," Emerging Markets Review, Elsevier, volume 21, issue C, pages 96-116, DOI: 10.1016/j.ememar.2014.08.002.
  2. Huang, Lin & Wang, Zijun, 2014, "Is the investment factor a proxy for time-varying investment opportunities? The US and international evidence," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 219-232, DOI: 10.1016/j.jbankfin.2014.04.016.
  3. Lin Huang & Yan Shu, 2014, "Accounting Accruals, Future Operating Performance, and Public-Listing Age," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 50, issue 1, pages 164-182, January.

2013

  1. Jitmaneeroj, Boonlert & Wood, Andrew, 2013, "The expectations hypothesis: New hope or illusory support?," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1084-1092, DOI: 10.1016/j.jbankfin.2012.11.013.

2012

  1. Chortareas, Georgios & Jitmaneeroj, Boonlert & Wood, Andrew, 2012, "Forecast rationality and monetary policy frameworks: Evidence from UK interest rate forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 1, pages 209-231, DOI: 10.1016/j.intfin.2011.09.002.

Chapters

2024

  1. Dian Kartika Rahajeng & Baiq Krisnina Maharani Putri, 2024, "Are We Accountable Enough? Exploring VBO Accounting, Reporting, and Governance in Indonesia's Pesantren Landscape," Springer Books, Springer, in: Evan Lau & Widya Paramita & Kai-Hong Tee & Lee Ming Tan, "Economics and Finance Readings", DOI: 10.1007/978-981-97-3512-9_11.

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