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Jump to: Journal Article
Number of items: 12.
Journal Article
Ahn, Jae Hwan, Kim, Gi Hyun and Kwon, Sewon (2021) The impact of shareholder intervention on overinvestment of free cash flow by overconfident CEOs. International Review of Financial Analysis, 75 . 101751. doi:10.1016/j.irfa.2021.101751
Antolin-Diaz, Juan, Petrella, Ivan and Rubio-Ramirez, Juan (2021) Structural scenario analysis with SVARs. Journal of Monetary Economics, 117 . pp. 798-815. doi:10.1016/j.jmoneco.2020.06.001
Bartram, Söhnke M., Branke, Jürgen, De Rossi, Giuliano and Motahari, Mehrshad (2021) Machine learning for active portfolio management. Journal of Financial Data Science, 3 (3). pp. 9-30. doi:10.3905/jfds.2021.1.071
Bartram, Söhnke M. and Grinblatt, Mark (2021) Global market inefficiencies. Journal of Financial Economics, 139 (1). pp. 234-259. doi:10.1016/j.jfineco.2020.07.011
Clements, Michael P. and Galvão, Ana Beatriz (2021) Measuring the effects of expectations shocks. Journal of Economic Dynamics and Control, 124 . 104075. doi:10.1016/j.jedc.2021.104075
Cvijanović, Dragana, Milcheva, Stanimira and van de Minne, Alex (2021) Preferences of institutional investors in commercial real estate. The Journal of Real Estate Finance and Economics . doi:10.1007/s11146-020-09816-y (In Press)
Della Corte, Pasquale, Kozhan, Roman and Neuberger, Anthony (2021) The cross-section of currency volatility premia. Journal of Financial Economics, 139 (3). pp. 950-970. doi:10.1016/j.jfineco.2020.08.010
Delle Monache, Davide, Venditti, Fabrizio and Petrella, Ivan (2021) Price dividend ratio and long-run stock returns : a score driven state space model. Journal of Business and Economic Statistics, 39 (4). pp. 1054-1065. doi:10.1080/07350015.2020.1763805
Galvão, Ana Beatriz, Garratt, Anthony and Mitchell, James (2021) Does judgment improve macroeconomic density forecasts? International Journal of Forecasting, 37 (3). pp. 1247-1260. doi:10.1016/j.ijforecast.2021.02.007
Gospodinov, Nikolay and Robotti, Cesare (2021) Common pricing across asset classes : empirical evidence revisited. Journal of Financial Economics, 140 (1). pp. 292-324. doi:10.1016/j.jfineco.2020.12.001
Klein, Olga and Shiyun, Song (2021) Commonality in intraday liquidity and multilateral trading facilities : evidence from Chi-X Europe. Journal of International Financial Markets, Institutions and Money, 73 . 101349. doi:10.1016/j.intfin.2021.101349
Leombroni, Matteo, Vedolin, Andrea, Venter, Gyuri and Whelan, Paul (2021) Central bank communication and the yield curve. Journal of Financial Economics, 141 (3). pp. 860-880. doi:10.1016/j.jfineco.2021.04.036