The Library
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Number of items: 27.
Journal Article
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. doi:10.1016/j.jbankfin.2007.07.014 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. doi:10.1111/j.1755-053X.2008.00021.x ISSN 0046-3892.
Bartram, SΓΆhnke M. (2008) What lies beneath : foreign exchange rate exposure, hedging and cash flows. Journal of Banking & Finance, Vol.32 (No.8). pp. 1508-1521. doi:10.1016/j.jbankfin.2007.07.013 ISSN 0378-4266.
Bartram, SΓΆhnke M., Fehle, Frank and Shrider, David G. (2008) Does adverse selection affect bidβask spreads for options? Journal of Futures Markets, Vol.28 (No.5). pp. 417-437. doi:10.1002/fut.20316 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. doi:10.1016/j.jaccpubpol.2007.11.003 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. doi:10.1080/14697680601161480 ISSN 1469-7688.
Gamba, Andrea and Rigon, Riccardo (2008) The value of embedded real options : evidence from consumer automobile lease contracts β a note. Finance Research Letters , Vol.5 (No.4). pp. 213-220. doi:10.1016/j.frl.2008.08.003 ISSN 1544-6123.
Gamba, Andrea, Sick, Gordon A. and Aranda LeΓ³n, Carmen (2008) Investment under uncertainty, debt and taxes. Economic Notes, Vol.37 (No.1). pp. 31-58. doi:10.1111/j.1468-0300.2008.00193.x ISSN 0391-5026.
Gamba, Andrea and Triantis, Alexander (2008) The Value of Financial Flexibility. Journal of Finance, Vol.63 (No.5). pp. 2263-2296. doi:10.1111/j.1540-6261.2008.01397.x ISSN 0022-1082.
Goergen, Marc , Renneboog, Luc and Zhang, Chendi (2008) Do UK institutional shareholders monitor their investee firms? Journal of Corporate Law Studies, 8 (1). pp. 39-56. ISSN 1473-5970.
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. doi:10.2202/1558-3708.1520 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. doi:10.1016/j.jedc.2008.11.008 ISSN 0165-1889.
Kozhan, Roman and Zarichnyi, Michael (2008) Nash equilibria for games in capacities. Economic Theory, Vol.35 (No.2). pp. 321-331. doi:10.1007/s00199-007-0241-8 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. doi:10.1111/j.1468-0297.2008.02188.x ISSN 0013-0133.
Martin, Antoine, Orlando, Michael J. and Skeie, David (2008) Payment networks in a search model of money. Review of Economic Dynamics, 11 (1). pp. 104-132. doi:10.1016/j.red.2007.04.001 ISSN 1094-2025 .
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. doi:10.1016/j.jmoneco.2007.01.001 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. doi:10.1016/j.jbankfin.2007.05.002 ISSN 0378-4266.
Nolte, Ingmar (2008) Modeling a Multivariate Transaction Process. Journal of Financial Econometrics, Vol.6 (No.1). pp. 143-170. doi:10.1093/jjfinec/nbm020 ISSN 1479-8409.
Renneboog, Luc, Ter Horst, Jenke and Zhang, Chendi (2008) Socially responsible investments : institutional aspects, performance, and investor behavior. Journal of Banking & Finance, Vol.32 (No.9). pp. 1723-1742. doi:10.1016/j.jbankfin.2007.12.039 ISSN 0378-4266.
Renneboog, Luc, Ter Horst, Jenke 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. doi:10.1016/j.jcorpfin.2008.03.009 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. doi:10.1111/j.1538-4616.2008.00129.x ISSN 0022-2879.
Skeie, David (2008) Banking with nominal deposits and inside money. Journal of Financial Intermediation, 17 (4). pp. 562-584. doi:10.1016/j.jfi.2008.05.001 ISSN 1042-9573.
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. doi:10.1111/j.1745-8315.2008.00040.x ISSN 0020-7578.
Conference Item
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. doi:10.1016/j.jfineco.2007.08.002 ISSN 0304-405X.
FeldhΓΌtter, 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 PΓ‘l, RozΓ‘lia (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-).