Akrivou, K.
ORCID: https://orcid.org/0000-0003-2212-6280, Woodrow, C. and Schopohl, L.
ORCID: https://orcid.org/0000-0002-2150-3593,
(2021)
Henley Business School report to the United Nations Principles for Responsible Management Education 2019/20 and 2020/21.
Report.
Henley Business School
(PRME)
Alexander, C. and Lazar, E.
ORCID: https://orcid.org/0000-0002-8761-0754
(2021)
The continuous limit of weak GARCH.
Econometric Reviews, 40 (2).
pp. 197-216.
ISSN 0747-4938
doi: 10.1080/07474938.2020.1799592
Alexander, C., Lazar, E.
ORCID: https://orcid.org/0000-0002-8761-0754 and Stanescu, S.
(2021)
Analytic moments for GJR-GARCH (1,1) processes.
International Journal of Forecasting, 37 (1).
pp. 105-124.
ISSN 0169-2070
doi: 10.1016/j.ijforecast.2020.03.005
Alexandridis, G., Chen, Z. and Zeng, Y. (2021) Financial hedging and corporate investment. Journal of Corporate Finance, 67. 101887. ISSN 0929-1199 doi: 10.1016/j.jcorpfin.2021.101887
Ali, S. (2021) Multi-Dimensional Framework for Detecting and Understanding Workarounds. PhD thesis, University of Reading. doi: 10.48683/1926.00095996
Amini, S., Hudson, R., Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, J.
(2021)
Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk.
European Journal of Finance, 27 (13).
pp. 1326-1349.
ISSN 1351-847X
doi: 10.1080/1351847X.2021.1900888
Arch, L. (2021) “If competition has any virtue, we ought not to have a system that stifles it”: competition in London clearing banking, 1946-1971. Enterprise and Society, 22 (3). pp. 770-807. ISSN 1467-2227 doi: 10.1017/eso.2020.21
Arch, L. (2021) The global financial crisis and its aftermath: a perspective from fiction. Qualitative Research in Financial Markets, 13 (1). pp. 50-58. ISSN 1755-4179 doi: 10.1108/QRFM-06-2020-0099
Becker, J., Hollstein, F., Prokopczuk, M. and Sibbertsen, P. (2021) The memory of beta. Journal of Banking & Finance, 124. 106026. ISSN 0378-4266 doi: 10.1016/j.jbankfin.2020.106026
Biswas, S.
ORCID: https://orcid.org/0000-0003-3124-5070 and Zhai, W.
(2021)
Economic policy uncertainty and cross-border lending.
Journal of Corporate Finance, 67.
101867.
ISSN 1872-6313
doi: 10.1016/j.jcorpfin.2020.101867
Biswas, S.
ORCID: https://orcid.org/0000-0003-3124-5070 and Zhai, W.
(2021)
Economic policy uncertainty and cross-border lending.
Journal of Corporate Finance, 67.
101867.
ISSN 1872-6313
doi: 10.1016/j.jcorpfin.2020.101867
Bouri, E., Lau, C. K. M., Saeed, T., Wang, S.
ORCID: https://orcid.org/0000-0003-2113-5521 and Zhao, Y.
(2021)
On the intraday return curves of Bitcoin: predictability and trading opportunities.
International Review of Financial Analysis, 76.
101784.
ISSN 1057-5219
doi: 10.1016/j.irfa.2021.101784
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Williams, L.
(2021)
The impact of personality traits on attitude to financial risk.
Research in International Business and Finance, 58.
101501.
ISSN 0275-5319
doi: 10.1016/j.ribaf.2021.101501
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Schopohl, L.
ORCID: https://orcid.org/0000-0002-2150-3593
(2021)
Green accounting and finance: advancing research on environmental disclosure, value impacts and management control systems.
The British Accounting Review, 53 (1).
100973.
ISSN 0890-8389
doi: 10.1016/j.bar.2020.100973
Campos, N. F., Karanasos, M. G., Karoglou, M., Koutroumpis, P.
ORCID: https://orcid.org/0000-0002-2281-7236, Zopounidis, C. and Christopoulos, A.
(2021)
Apocalypse now, apocalypse when? Economic growth and structural breaks in Argentina (1886–2003).
Economics of Transition and Institutional Change, 30 (1).
pp. 3-32.
ISSN 2577-6975
doi: 10.1111/ecot.12315
Campos, N. F., Karanasos, M. G., Karoglou, M., Koutroumpis, P.
ORCID: https://orcid.org/0000-0002-2281-7236, Zopounidis, C. and Christopoulos, A.
(2021)
Apocalypse now, apocalypse when? Economic growth and structural breaks in Argentina (1886–2003).
Economics of Transition and Institutional Change, 30 (1).
pp. 3-32.
ISSN 2577-6975
doi: 10.1111/ecot.12315
Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341
(2021)
Do survey joiners and leavers differ from regular participants?
International Journal of Forecasting, 37 (2).
pp. 634-646.
ISSN 0169-2070
doi: 10.1016/j.ijforecast.2020.08.003
Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341
(2021)
Rounding behaviour of professional macro-forecasters.
International Journal of Forecasting, 37 (4).
pp. 1614-1631.
ISSN 0169-2070
doi: 10.1016/j.ijforecast.2021.03.003
Clements, M. P.
ORCID: https://orcid.org/0000-0001-6329-1341 and Galvao, A. B.
(2021)
Measuring the effects of expectations shocks.
Journal of Economic Dynamics and Control, 124.
104075.
ISSN 0165-1889
doi: 10.1016/j.jedc.2021.104075
Duan, K., Li, Z., Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243 and Ye, J.
(2021)
Dynamic efficiency and arbitrage potential in Bitcoin: a long-memory approach.
International Review of Financial Analysis, 75.
101725.
ISSN 1057-5219
doi: 10.1016/j.irfa.2021.101725
Filippov, S. K., Khusnutdinov, R. R., Inham, W., Liu, C., Nikitin, D. O., Semina, I. I., Garvey, C. J., Nasibullin, S. F., Khutoryanskiy, V. V.
ORCID: https://orcid.org/0000-0002-7221-2630, Zhang, H. and Moustafine, R. I.
(2021)
Hybrid nanoparticles for haloperidol encapsulation: quid est optimum?
Polymers, 13 (23).
4189.
ISSN 2073-4360
doi: 10.3390/polym13234189
Goergen, M., Gounopoulos, D. and Koutroumpis, P.
ORCID: https://orcid.org/0000-0002-2281-7236
(2021)
Do multiple credit ratings reduce money left on the table? Evidence from U.S. IPOs.
Journal of Corporate Finance, 67.
101898.
ISSN 1872-6313
doi: 10.1016/j.jcorpfin.2021.101898
Goergen, M., Gounopoulos, D. and Koutroumpis, P.
ORCID: https://orcid.org/0000-0002-2281-7236
(2021)
Do multiple credit ratings reduce money left on the table? Evidence from U.S. IPOs.
Journal of Corporate Finance, 67.
101898.
ISSN 1872-6313
doi: 10.1016/j.jcorpfin.2021.101898
Goodell, J. W., Goyal, A. and Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243
(2021)
Uncertainty of uncertainty and firm cash holdings.
Journal of Financial Stability, 56.
100922.
ISSN 1572-3089
doi: 10.1016/j.jfs.2021.100922
Greenwood, M. J. and Tao, L.
ORCID: https://orcid.org/0000-0002-5182-1891
(2021)
Regulatory monitoring and university financial reporting quality: agency and resource dependence perspectives.
Financial Accountability and Management, 37 (2).
pp. 163-183.
ISSN 0267-4424
doi: 10.1111/faam.12244
Hollstein, F., Prokopczuk, M. and Tharann, B. (2021) Anomalies in commodity futures markets. Quarterly Journal of Finance, 11 (4). 2150017. ISSN 2010-1392 doi: 10.1142/S2010139221500178
Hollstein, F., Prokopczuk, M., Tharann, B. and Wese Simen, C. (2021) Predictability in commodity markets: evidence from more than a century. Journal of Commodity Markets, 24. 100171. ISSN 2405-8513 doi: 10.1016/j.jcomm.2021.100171
Huang, L., Li, Y., Huang, X. and Zhou, L. (2021) How social distance affects the intention and behavior of collaborative consumption: a study based on online car-hailing service. Journal of Retailing and Consumer Services, 61. 102534. ISSN 1873-1384 doi: 10.1016/j.jretconser.2021.102534
Huang, X. (2021) Essays in SME earnings management. PhD thesis, University of Reading. doi: 10.48683/1926.00098539
Hudson, R. and Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243
(2021)
Technical trading and cryptocurrencies.
Annals of Operations Research, 297.
pp. 191-220.
ISSN 0254-5330
doi: 10.1007/s10479-019-03357-1
Jalan, A., Matkovskyy, R. and Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243
(2021)
What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?
European Journal of Finance, 27 (13).
pp. 1251-1281.
ISSN 1351-847X
doi: 10.1080/1351847X.2020.1869992
Jiang, Y. (2021) Essays on Econometric Models of Volatility. PhD thesis, University of Reading. doi: 10.48683/1926.00100344
Kanamura, T., Homann, L. and Prokopczuk, M. (2021) Pricing analysis of wind power derivatives for renewable energy risk management. Applied Energy, 304. 117827. ISSN 0306-2619 doi: 10.1016/j.apenergy.2021.117827
Katsoulis, V. (2021) Essays on corporate governance: SRI investing, skill heterogeneity on firm performance and value creation through M&As. PhD thesis, University of Reading. doi: 10.48683/1926.00104415
Lee, V. Y. (2021) Corporate asset restructuring through mergers and acquisitions and divestitures. PhD thesis, University of Reading. doi: 10.48683/1926.00101461
Li, C., Lou, C., Luo, D. and Kai, X. (2021) Chinese corporate distress prediction using LASSO: the role of earnings management. International Review of Financial Analysis, 76. 101776. ISSN 1057-5219 doi: 10.1016/j.irfa.2021.101776
Li, Y., Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243, Wang, P. and Zhang, W.
(2021)
MAX momentum in the cryptocurrency market.
International Review of Financial Analysis, 77.
101829.
ISSN 1057-5219
doi: 10.1016/j.irfa.2021.101829
Liu, C. and Varotto, S.
ORCID: https://orcid.org/0000-0001-5328-5327
(2021)
Is small beautiful? The resilience of small banks during the European debt crisis.
International Review of Financial Analysis, 76.
101793.
ISSN 1057-5219
doi: 10.1016/j.irfa.2021.101793
Liu, S. (2021) Essays on Trading Strategies, Corporate Activities, and Firm Performance. PhD thesis, University of Reading. doi: 10.48683/1926.00100428
Manahov, V. and Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243
(2021)
The efficiency of bitcoin: a strongly typed genetic programming approach to smart electronic bitcoin markets.
International Review of Financial Analysis, 73.
101629.
ISSN 1057-5219
doi: 10.1016/j.irfa.2020.101629
Newton, D., Platanakis, E., Stafylas, D., Sutcliffe, C. and Ye, X. (2021) Hedge fund strategies, performance & diversification: a portfolio theory & stochastic discount factor approach. The British Accounting Review, 53 (5). 101000. ISSN 0890-8389 doi: 10.1016/j.bar.2021.101000
Prokopczuk, M., Wese Simen, C. and Wichmann, R. (2021) The natural gas announcement day puzzle. Energy Journal, 42 (2). ISSN 0195-6574 doi: 10.5547/01956574.42.2.mpro
Prokopczuk, M., Wese Simen, C. and Wichmann, R. (2021) The dynamics of commodity return comovements. Journal of Futures Markets, 41 (10). pp. 1597-1617. ISSN 0270-7314 doi: 10.1002/fut.22222
Qi, S. (2021) Essays on model risk of continuous-time finance models. PhD thesis, University of Reading. doi: 10.48683/1926.00115161
Rendall, S., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Hillenbrand, C.
ORCID: https://orcid.org/0000-0002-2929-5098
(2021)
The impacts of emotions and personality on borrowers’ abilities to manage their debts.
International Review of Financial Analysis, 74.
101703.
ISSN 1057-5219
doi: 10.1016/j.irfa.2021.101703
Schopohl, L.
ORCID: https://orcid.org/0000-0002-2150-3593 and Sangiorgi, I.
ORCID: https://orcid.org/0000-0002-8344-9983
(2021)
Why do institutional investors buy green bonds: evidence from a survey of European asset managers.
International Review of Financial Analysis, 75.
101738.
ISSN 1057-5219
doi: 10.1016/j.irfa.2021.101738
Schopohl, L.
ORCID: https://orcid.org/0000-0002-2150-3593, Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H.
(2021)
Female CFOs, leverage and the moderating role of board diversity and CEO power.
Journal of Corporate Finance, 71.
101858.
ISSN 0929-1199
doi: 10.1016/j.jcorpfin.2020.101858
Slavov, G. S. (2021) Drivers of price formation and predictive properties of the forward curve, geographical distance, trade flow, and currency markets for global commodity trading. PhD thesis, University of Reading. doi: 10.48683/1926.00105244
Solangasenathirajan, S. (2021) Impacts of Policy and Design Events on the Success of National Health Information System: A Boundary Object Perspective. PhD thesis, University of Reading. doi: 10.48683/1926.00104606
Song, H. (2021) Managerial Opportunism Behind CSR Activities and Possible Mechanisms to Boost Capital Market Confidence in CSR Disclosures. PhD thesis, University of Reading. doi: 10.48683/1926.00103821
Spence, C. (2021) Factors Affecting the Quality of Enterprise Architecture Models. PhD thesis, University of Reading. doi: 10.48683/1926.00105086
Stephie Tsai, H.-J., Wu, Y. and Xu, B.
ORCID: https://orcid.org/0000-0003-3512-5834
(2021)
Does capital market drive corporate investment efficiency? Evidence from equity lending supply.
Journal of Corporate Finance, 69.
102042.
ISSN 0929-1199
doi: 10.1016/j.jcorpfin.2021.102042
Su, X. (2021) Essays on Volatility and Variance Risk Premium. PhD thesis, University of Reading. doi: 10.48683/1926.00100341
Tanner, A. J., Wen, B., Ontaneda, J., Zhang, Y., Grau-Crespo, R.
ORCID: https://orcid.org/0000-0001-8845-1719, Fielding, H. H., Selloni, A. and Thornton, G.
(2021)
Polaron-adsorbate coupling at the TiO2(110)-carboxylate interface.
Journal of Physical Chemistry Letters, 12 (14).
pp. 3571-3576.
ISSN 1948-7185
doi: 10.1021/acs.jpclett.1c00678
Tao, R. (2021) Textual analysis of news and the cross-section of stock returns. PhD thesis, University of Reading. doi: 10.48683/1926.00102355
Tao, R., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Bell, A.
ORCID: https://orcid.org/0000-0003-4531-0072
(2021)
Tomorrow’s fish and chip paper? Slowly incorporated news and the cross-section of stock returns.
European Journal of Finance, 27 (8).
pp. 774-795.
ISSN 1351-847X
doi: 10.1080/1351847X.2020.1846575
Wang, X., Han, L.
ORCID: https://orcid.org/0000-0002-2778-3338, Huang, X. and Mi, B.
ORCID: https://orcid.org/0000-0002-5063-8673
(2021)
The financial and operational impacts of European SMEs’ use of trade credit as a substitute for bank credit.
European Journal of Finance, 27 (8).
pp. 796-825.
ISSN 1351-847X
doi: 10.1080/1351847X.2020.1846576
Zhao, Z. (2021) Three Essays on Chinese and UK Defined Benefit Pension Schemes. PhD thesis, University of Reading. doi: 10.48683/1926.00100784
Zhao, Z. and Sutcliffe, C. (2021) Asset-liability models and the Chinese basic pension fund. Economic and Political Studies, 9 (2). pp. 186-216. ISSN 2095-4816 doi: 10.1080/20954816.2020.1793497
Zhao, Z. and Sutcliffe, C. (2021) What determines the asset allocation of defined benefit pension funds? Applied Economics, 53 (36). pp. 4178-4191. ISSN 0003-6846 doi: 10.1080/00036846.2021.1897512