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

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

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. doi:10.1016/j.jbankfin.2007.07.013

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. doi:10.1002/fut.20316

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

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

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. doi:10.1016/j.frl.2008.08.003

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. doi:10.1111/j.1468-0300.2008.00193.x

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

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.

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

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

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

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

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

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

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

Nolte, Ingmar (2008) Modeling a Multivariate Transaction Process. Journal of Financial Econometrics, Vol.6 (No.1). pp. 143-170. doi:10.1093/jjfinec/nbm020

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

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

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

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

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

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. ISSN 0304-405X. doi:10.1016/j.jfineco.2007.08.002

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-).