Skip to content Skip to navigation
University of Warwick
  • Study
  • |
  • Research
  • |
  • Business
  • |
  • Alumni
  • |
  • News
  • |
  • About

University of Warwick
Publications service & WRAP

Highlight your research

  • WRAP
    • Home
    • Search WRAP
    • Browse by Warwick Author
    • Browse WRAP by Year
    • Browse WRAP by Subject
    • Browse WRAP by Department
    • Browse WRAP by Funder
    • Browse Theses by Department
  • Publications Service
    • Home
    • Search Publications Service
    • Browse by Warwick Author
    • Browse Publications service by Year
    • Browse Publications service by Subject
    • Browse Publications service by Department
    • Browse Publications service by Funder
  • Help & Advice
University of Warwick

The Library

  • Login
  • Admin

Items where Department is "Faculty of Social Sciences > Warwick Business School > Finance Group"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | Author | No Grouping
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 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.

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.

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.

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.

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.

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.

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.

This list was generated on Sun Oct 1 19:11:17 2023 BST.
twitter

Email us: wrap@warwick.ac.uk
Contact Details
About Us