Journal Article

Bartram, Söhnke M. and Bodnar, Gordon M.. (2009) No place to hide : the global crisis in equity markets in 2008/2009. Journal of International Money and Finance, Vol.28 (No.8). pp. 1246-1292. ISSN 0261-5606

Bartram, Söhnke M., Brown, Gregory W. and Fehle, Frank R.. (2009) International evidence on financial derivatives usage. Financial Management , Vol.38 (No.1). pp. 185-206. ISSN 0046-3892

Bien, Katarzyna, Nolte, Ingmar and Pohlmeier, Winfried. (2009) An inflated multivariate integer count hurdle model : an application to bid and ask quote dynamics. Journal of Applied Econometrics, Volume 26 (Number 4). pp. 669-707. ISSN 0883-7252

Bouyé, Eric and Salmon, Mark. (2009) Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets. European Journal of Finance, Vol.15 (No.7-8). pp. 721-750. ISSN 1351-847X

Della Corte, Pasquale, Sarno, Lucio and Tsiakas, Ilias. (2009) An economic evaluation of empirical exchange rate models. Review of Financial Studies, Vol.22 (No.9). pp. 3491-3530. ISSN 0893-9454

Gamba, Andrea and Fusari, N.. (2009) Valuing Modularity as a Real Option. Management Science, Vol.55 (No.11). pp. 1877-1896. ISSN 0025-1909

Gamba, Andrea and Tesser, Matteo. (2009) Structural estimation of real options models. Journal of Economic Dynamics and Control, Vol.33 (No.4). pp. 798-816. ISSN 0165-1889

Grinold, Richard C. and Taylor, Mark P.. (2009) The opportunity set: market opportunities and the effective breadth of a portfolio. Journal of Portfolio Management, Vol.35 (No.2). pp. 12-24. ISSN 0095-4918

Kauser, Asad, Taffler, Richard J. and Tan, Christine. (2009) The going-concern market anomaly. Journal of Accounting Research, 47 (1). pp. 213-239. ISSN 0021-8456

Kozhan, Roman and Schmid, Wolfgang. (2009) Asset allocation with distorted beliefs and transaction costs. European Journal of Operational Research, Vol.194 (No.1). pp. 236-249. ISSN 0377-2217

Mokoaleli-Mokoteli, Thabang, Taffler, Richard J. and Agarwal, Vineet. (2009) Behavioural bias and conflicts of interest in analyst stock recommendations. Journal of Business Finance & Accounting, 36 (3-4). pp. 384-418. ISSN 0306-686X

Palandri, Alessandro. (2009) Sequential conditional correlations: Inference and evaluation. Journal of Econometrics, Vol.153 (No.2). pp. 122-132. ISSN 0304-4076

Palomino, Frederic, Renneboog, Luc and Zhang, Chendi. (2009) Information salience, investor sentiment, and stock returns: the case of British soccer betting. Journal of Corporate Finance, Vol.15 (No.3). pp. 368-387. ISSN 0929-1199

Preis, Tobias, Virnau, Peter, Paul, Wolfgang and Schneider, Johannes J.. (2009) Accelerated fluctuation analysis by graphic cards and complex pattern formation in financial markets. New Journal of Physics, Vol.11 (No.9). Article no. 093024. ISSN 1367-2630

Pál, Rozália and Kozhan, Roman. (2009) Firms' investment under financial constraints : a euro area investigation. Applied Financial Economics, Vol.19 (No.20). pp. 1611-1624. ISSN 0960-3107

Book Item

Zhang, Chendi (2009) Ethical Funds and Socially Responsible Investment: An Overview. In: QFinance: The Ultimate Resource. London, UK: Bloomsbury, pp. 306-308. ISBN 978-1-8493-0000-1

Conference Item

Dias, Alexandra and Embrechts, Paul (2009) Testing for structural changes in exchange rates' dependence beyond linear correlation. In: Conference on Copulae and Multivariate Probability Distributions in Finance, Warwick Business Sch, Coventry, England, September 14-15, 2007. Published in: European Journal of Finance, Vol.15 (No.7-8). pp. 619-637.

Kozhan, Roman and Salmon, Mark (2009) Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation. In: Workshop on Complexity in Economics and Finance, Leiden, Netherlands, OCT 22-27, 2007. Published in: Journal of Economic Dynamics and Control, Vol.33 (No.5 Sp. Iss. SI). pp. 1106-1122.

Melvin, Michael and Taylor, Mark P. (2009) The crisis in the foreign exchange market. In: Conference on Global Financial Crisis - Causes, Threats and Opportunities, Warwick Univ Business Sch, Warwick, England, April 06, 2009. Published in: Journal of International Money and Finance, Vol.28 (No.8 Sp. Iss. SI). pp. 1317-1330.

Working or Discussion Paper

Neuberger, Anthony (2009) Bounds and robust hedging of the American option. Working Paper. Coventry: Warwick Business School..

Book

Kozhan, Roman (2009) Financial econometrics - with Eviews. Denmark: Ventus. ISBN 9788776814274

Report

McCarthy, D. and Neuberger, Anthony (2009) The economic basis for the regulation of pensions. United Kingdom: Department for Work and Pensions (DWP) . (DWP Research reports.