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Number of items: 19.
A
Antoniou, Constantinos, Galariotis, Emilios and Read, Daniel (2014) Ambiguity aversion, company size and the pricing of earnings forecasts. European Financial Management, 20 (3). pp. 633-651. doi:10.1111/j.1468-036X.2012.00651.x ISSN 1354-7798.
Augustin, Patrick, Subrahmanyam, M. G., Tang, D. Y. and Wang, Sarah Qian (2014) Credit default swaps : a survey. Foundations and Trends in Finance, 9 (1-2). pp. 1-196. doi:10.1561/0500000040 ISSN 1567-2395.
B
Bianchi, Daniele and Guidolin, Massimo (2014) Can linear predictability models Time Bull and Bear Real Estate Markets? Out-of-sample evidence from REIT portfolios. Journal of Real Estate Finance and Economics, 49 (1). pp. 116-164. doi:10.1007/s11146-013-9411-6 ISSN 0895-5638.
Bianchi, Daniele and Guidolin, Massimo (2014) Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets. European Journal of Operational Research, 236 (1). pp. 160-176. doi:10.1016/j.ejor.2014.01.030 ISSN 0377-2217.
Bloom, David E., Canning, David and Moore, Michael J. (2014) Optimal retirement with increasing longevity. The Scandinavian Journal of Economics, 116 (3). pp. 838-858. doi:10.1111/sjoe.12060 ISSN 0347-0520.
Bonaparte, Yosef, Korniotis, George M. and Kumar, Alok (2014) Income hedging and portfolio decisions. Journal of Financial Economics, 113 (2). pp. 300-324. doi:10.1016/j.jfineco.2014.05.001 ISSN 0304-405X.
C
CvijanoviΔ, Dragana (2014) Real estate prices and firm capital structure. Review of Financial Studies, 27 (9). pp. 2690-2735. doi:10.1093/rfs/hhu035 ISSN 0893-9454.
G
Gospodinov, Nikolay, Kan, Raymond and Robotti, Cesare (2014) Misspecification-robust inference in linear asset pricing models with irrelevant risk factors. Review of Financial Studies, 27 (7). pp. 2139-2170. doi:10.1093/rfs/hht135 ISSN 0893-9454.
H
Haynes, Michelle and Thompson, Steve (2014) Hit and run or sit and wait? Contestability revisited in a price-comparison site-mediated market. International Journal of the Economics of Business, 21 (2). pp. 165-190. doi:10.1080/13571516.2014.912450 ISSN 1357-1516.
K
Koufopoulos, Kostas and Kozhan, Roman (2014) Welfare-improving ambiguity in insurance markets with asymmetric information. Journal of Economic Theory, Volume 151 . pp. 551-560. doi:10.1016/j.jet.2013.11.003 ISSN 0022-0531.
Koufopoulos, Kostas, Kozhan, Roman and Trigilia, Giulio (2014) Optimal security design under asymmetric information and profit manipulation. Working Paper. Coventry: University of Warwick. Department of Economics. Warwick economics research papers series (TWERPS), Volume 2014 (Number 1050). (Unpublished)
Kumar, Alok and Page, Jeremy K. (2014) Deviations from norms and informed trading. Journal of Financial and Quantitative Analysis, 49 (04). pp. 1005-1037. doi:10.1017/S0022109014000519 ISSN 0022-1090.
L
Lin, Lu, Song, Yunquan and Liu, Zhao (2014) Local linearβadditive estimation for multiple nonparametric regressions. Journal of Multivariate Analysis, 123 . pp. 252-269. doi:10.1016/j.jmva.2013.09.012 ISSN 0047-259X.
M
Martin, Antoine, Skeie, David and Thadden, Ernst-Ludwig von (2014) Repo runs. Review of Financial Studies, 27 (4). pp. 957-989. doi:10.1093/rfs/hht134 ISSN 0893-9454.
Martin, Antoine, Skeie, David and von Thadden, Ernst-Ludwig (2014) The fragility of short-term secured funding markets. Journal of Economic Theory, 149 . pp. 15-42. doi:10.1016/j.jet.2013.10.006 ISSN 0022-0531.
N
Noguchi, Takao, Stewart, Neil, Olivola, Christopher Yves, Moat, Helen Susannah and Preis, Tobias (2014) Characterizing the time-perspective of nations with search engine query data. PLoS One, Volume 9 (Number 4). Article number e95209. doi:10.1371/journal.pone.0095209 ISSN 1932-6203.
O
O'Hara, Maureen, Yao, Chen and Ye, Mao (2014) What's not there : odd lots and market data. The Journal of Finance , Volume 69 (Number 5). pp. 2199-2236. doi:10.1111/jofi.12185 ISSN 0022-1082.
S
Subrahmanyam, Marti G., Tang, Dragon Yongjun and Wang, Sarah Qian (2014) Does the tail wag the dog? : the effect of credit default swaps on credit risk. Review of Financial Studies, 27 (10). pp. 2927-2960. doi:10.1093/rfs/hhu038 ISSN 0893-9454.
T
Thanassoulis, John (2014) Bank pay caps, bank risk, and macroprudential regulation. Journal of Banking & Finance, Volume 48 . pp. 139-151. doi:10.1016/j.jbankfin.2014.04.004 ISSN 0378-4266.