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Number of items: 25.
Agarwal, Vineet and Taffler, Richard J.. (2008) Comparing the performance of market-based and accounting-based bankruptcy prediction models. Journal of Banking & Finance, 32 (8). pp. 1541-1551. ISSN 0378-4266
Agarwal, Vineet and Taffler, Richard J.. (2008) Does financial distress risk drive the momentum anomaly? Financial Management , 37 (3). pp. 461-484. ISSN 0046-3892
Bartram, Söhnke M.. (2008) What lies beneath : foreign exchange rate exposure, hedging and cash flows. Journal of Banking & Finance, Vol.32 (No.8). pp. 1508-1521. ISSN 0378-4266
Bartram, Söhnke M., Fehle, Frank and Shrider, David G.. (2008) Does adverse selection affect bid–ask spreads for options? Journal of Futures Markets, Vol.28 (No.5). pp. 417-437. ISSN 0270-7314
Citron, David B., Taffler, Richard J. and Uang, Jinn-Yang. (2008) Delays in reporting price-sensitive information : the case of going concern. Journal of Accounting and Public Policy, 27 (1). pp. 19-37. ISSN 0278-4254
Della Corte, Pasquale, Sarno, Lucio and Thornton, Daniel L. (2008) The expectation hypothesis of the term structure of very short-term rates : Statistical tests and economic value. In: 62nd European Meeting of the Econometric-Society, Budapest, Hungary, Aug 27-31, 2007. Published in: Journal of Financial Economics, Volume 89 (Number 1). pp. 158-174.
Dorfleitner, Gregor, Schneider, Paul, Hawlitschek, Kurt and Buch, Arne. (2008) Pricing options with Green's functions when volatility, interest rate and barriers depend on time. Quantitative Finance, Vol.8 (No.2). pp. 119-133. ISSN 1469-7688
Feldhütter, P., Schneider, Paul and Trolle, A. (2008) Jumps in Interest Rates and Pricing of Jump Risk - Evidence from the Eurodollar Market. In: 35th EFA Annual Meeting, Athens, Greece, 27-30 Aug, 2008. Published in: EFA 2008 Athens Meetings Paper
Gamba, Andrea and Rigon, Riccardo. (2008) The value of embedded real options : evidence from consumer automobile lease contracts — a note. Finance Research Letters , Vol.5 (No.4). pp. 213-220. ISSN 1544-6123
Gamba, Andrea, Sick, Gordon A. and Aranda León, Carmen. (2008) Investment under uncertainty, debt and taxes. Economic Notes, Vol.37 (No.1). pp. 31-58. ISSN 0391-5026
Gamba, Andrea and Triantis, Alexander. (2008) The Value of Financial Flexibility. Journal of Finance, Vol.63 (No.5). pp. 2263-2296. ISSN 0022-1082
Juvenal, Luciana and Taylor, Mark P., 1958-. (2008) Threshold adjustment of deviations from the law of one price. Studies in Nonlinear Dynamics and Econometrics (Online), Vol.12 (No.3). Article 8. ISSN 1558-3708
Kozhan, Roman (2008) Non-additive anonymous games. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.08-).
Kozhan, Roman and Pál, Rozália (2008) Firms' investment under financial constraints: a Euro area investigation. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.08-).
Kozhan, Roman and Salmon, Mark H.. (2008) Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation. Journal of Economic Dynamics and Control, Vol.33 (No.5). pp. 1106-1122. ISSN 0165-1889
Kozhan, Roman and Zarichnyi, Michael. (2008) Nash equilibria for games in capacities. Economic Theory, Vol.35 (No.2). pp. 321-331. ISSN 0938-2259
Lothian, James R. and Taylor, Mark P., 1958-. (2008) Real exchange rates over the past two centuries: how important is the Harrod-Balassa-Samuelson effect? Economic Journal, Vol.118 (No.532). pp. 1742-1763. ISSN 0013-0133
Moore, Michael and Roche, Michael J. 1953-. (2008) Volatile and persistent real exchange rates with or without sticky prices. Journal of Monetary Economics, Volume 55 (Number 2). pp. 423-433. ISSN 0304-3932
Nikolaou, Kleopatra. (2008) The behaviour of the real exchange rate : Evidence from regression quantiles. Journal of Banking & Finance, Vol.32 (No.5). pp. 664-679. ISSN 0378-4266
Nolte, Ingmar. (2008) Modeling a Multivariate Transaction Process. Journal of Financial Econometrics, Vol.6 (No.1). pp. 143-170. ISSN 1479-8409
Renneboog, Luc, Horst, Jenke ter and Zhang, Chendi. (2008) Socially responsible investments : institutional aspects, performance, and investor behavior. Journal of Banking & Finance, Vol.32 (No.9). pp. 1723-1742. ISSN 0378-4266
Renneboog, Luc, Horst, Jenke ter and Zhang, Chendi. (2008) The price of ethics and stakeholder governance : the performance of socially responsible mutual funds. Journal of Corporate Finance, Vol.14 (No.3). pp. 302-322. ISSN 0929-1199
Sager, Michael and Taylor, Mark P., 1958-. (2008) Commercially available order flow data and exchange rate movements : Caveat emptor. Journal of Money, Credit & Banking, Vol.40 (No.4). pp. 583-625. ISSN 0022-2879
Tuckett, David and Taffler, Richard J.. (2008) Phantastic objects and the financial market's sense of reality : a psychoanalytic contribution to the understanding of stock market instability. International Journal of Psychoanalysis, 89 (2). pp. 389-412. ISSN 0020-7578
Zhang, Chendi and Goergen, Marc. (2008) Do UK institutional shareholders monitor their investee firms? Journal of Corporate Law Studies, Vol.8 (No.1). pp. 39-56. ISSN 1473-5970