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Items where Department is "Faculty of Social Sciences > Warwick Business School > Finance Group"
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Number of items: 12.
A
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 ISSN 1057-5219.
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 ISSN 0304-3932.
B
Bartram, SΓΆhnke M., Branke, JΓΌrgen, 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 ISSN 2640-3943.
Bartram, SΓΆhnke 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 ISSN 0304-405X.
C
Clements, Michael P. and GalvΓ£o, Ana Beatriz (2021) Measuring the effects of expectations shocks. Journal of Economic Dynamics and Control, 124 . 104075. doi:10.1016/j.jedc.2021.104075 ISSN 0165-1889.
D
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 ISSN 0304-405X.
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 ISSN 0735-0015.
G
GalvΓ£o, 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 ISSN 0169-2070.
Gantchev, Nickolay and Giannetti, Mariassunta (2021) The costs and benefits of shareholder democracy : gadflies and low-cost activism. The Review of Financial Studies, 34 (12). pp. 5629-5675. doi:10.1093/rfs/hhaa128 ISSN 0893-9454.
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 ISSN 0304-405X.
K
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 ISSN 1042-4431.
L
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 ISSN 0304-405X.