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Number of items: 19.
Journal Article
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.
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.
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.
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.
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.
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.
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.
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.
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.
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'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.
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.
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.
Working or Discussion Paper
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)