Browse by Department
|Up a level|
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
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
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.. (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 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.. (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 J. and Roche, Maurice J.. (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.. (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
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.
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
Working or Discussion Paper
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-).