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Number of items: 26.
Journal Article
Bartram, SΓΆhnke M. and Bodnar, Gordon M. (2009) No place to hide : the global crisis in equity markets in 2008/2009. Journal of International Money and Finance, Vol.28 (No.8). pp. 1246-1292. doi:10.1016/j.jimonfin.2009.08.005 ISSN 0261-5606.
Bartram, SΓΆhnke M., Brown, Gregory W. and Fehle, Frank R. (2009) International evidence on financial derivatives usage. Financial Management , Vol.38 (No.1). pp. 185-206. doi:10.1111/j.1755-053X.2009.01033.x ISSN 0046-3892.
Bien, Katarzyna, Nolte, Ingmar and Pohlmeier, Winfried (2009) An inflated multivariate integer count hurdle model : an application to bid and ask quote dynamics. Journal of Applied Econometrics, Volume 26 (Number 4). pp. 669-707. doi:10.1002/jae.1122 ISSN 0883-7252.
BouyΓ©, Eric and Salmon, Mark (2009) Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets. European Journal of Finance, Vol.15 (No.7-8). pp. 721-750. doi:10.1080/13518470902853491 ISSN 1351-847X.
Della Corte, Pasquale, Sarno, Lucio and Tsiakas, Ilias (2009) An economic evaluation of empirical exchange rate models. Review of Financial Studies, Vol.22 (No.9). pp. 3491-3530. doi:10.1093/rfs/hhn058 ISSN 0893-9454.
Gamba, Andrea and Fusari, N. (2009) Valuing Modularity as a Real Option. Management Science, Vol.55 (No.11). pp. 1877-1896. doi:10.1287/mnsc.1090.1070 ISSN 0025-1909.
Gamba, Andrea and Tesser, Matteo (2009) Structural estimation of real options models. Journal of Economic Dynamics and Control, Vol.33 (No.4). pp. 798-816. doi:10.1016/j.jedc.2008.10.001 ISSN 0165-1889.
Gill, David and Thanassoulis, John (2009) The impact of bargaining on markets with price takers : too many bargainers spoil the broth. European Economic Review , Volume 53 (Number 6). pp. 658-674. doi:10.1016/j.euroecorev.2008.10.004 ISSN 0014-2921.
Grinold, Richard C. and Taylor, Mark P. (2009) The opportunity set : market opportunities and the effective breadth of a portfolio. Journal of Portfolio Management, Vol.35 (No.2). pp. 12-24. doi:10.3905/JPM.2009.35.2.012 ISSN 0095-4918.
Kauser, Asad, Taffler, Richard J. and Tan, Christine (2009) The going-concern market anomaly. Journal of Accounting Research, 47 (1). pp. 213-239. doi:10.1111/j.1475-679X.2008.00317.x ISSN 0021-8456.
Kozhan, Roman and Schmid, Wolfgang (2009) Asset allocation with distorted beliefs and transaction costs. European Journal of Operational Research, Vol.194 (No.1). pp. 236-249. doi:10.1016/j.ejor.2007.12.002 ISSN 0377-2217.
Lyons, Richard K. and Moore, Michael J. (2009) An information approach to international currencies. Journal of International Economics, Volume 79 (Number 2). pp. 211-221. doi:10.1016/j.jinteco.2009.08.003 ISSN 0022-1996.
Mokoaleli-Mokoteli, Thabang, Taffler, Richard J. and Agarwal, Vineet (2009) Behavioural bias and conflicts of interest in analyst stock recommendations. Journal of Business Finance & Accounting, 36 (3-4). pp. 384-418. doi:10.1111/j.1468-5957.2009.02125.x ISSN 0306-686X.
Palandri, Alessandro (2009) Sequential conditional correlations: Inference and evaluation. Journal of Econometrics, Vol.153 (No.2). pp. 122-132. doi:10.1016/j.jeconom.2009.05.002 ISSN 0304-4076.
Palomino, Frederic, Renneboog, Luc and Zhang, Chendi (2009) Information salience, investor sentiment, and stock returns: the case of British soccer betting. Journal of Corporate Finance, Vol.15 (No.3). pp. 368-387. doi:10.1016/j.jcorpfin.2008.12.001 ISSN 0929-1199.
Preis, Tobias, Virnau, Peter, Paul, Wolfgang and Schneider, Johannes J. (2009) Accelerated fluctuation analysis by graphic cards and complex pattern formation in financial markets. New Journal of Physics, Vol.11 (No.9). Article no. 093024. doi:10.1088/1367-2630/11/9/093024 ISSN 1367-2630.
PΓ‘l, RozΓ‘lia and Kozhan, Roman (2009) Firms' investment under financial constraints : a euro area investigation. Applied Financial Economics, Vol.19 (No.20). pp. 1611-1624. doi:10.1080/09603100802599605 ISSN 0960-3107.
Thanassoulis, John (2009) Now is the right time to regulate Bankers' pay. The Economists' Voice, Volume 6 (Number 5). doi:10.2202/1553-3832.1440 ISSN 1553-3832.
Book Item
Zhang, Chendi (2009) Ethical funds and socially responsible investment : an overview. In: QFinance: The Ultimate Resource. London, UK: Bloomsbury, pp. 306-308. ISBN 978-1-8493-0000-1
Conference Item
Dias, Alexandra and Embrechts, Paul (2009) Testing for structural changes in exchange rates' dependence beyond linear correlation. In: Conference on Copulae and Multivariate Probability Distributions in Finance, Warwick Business Sch, Coventry, England, September 14-15, 2007. Published in: European Journal of Finance, Vol.15 (No.7-8). pp. 619-637. doi:10.1080/13518470701705579 ISSN 1351-847X.
Kozhan, Roman and Salmon, Mark (2009) Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation. In: Workshop on Complexity in Economics and Finance, Leiden, Netherlands, OCT 22-27, 2007. Published in: Journal of Economic Dynamics and Control, Vol.33 (No.5 Sp. Iss. SI). pp. 1106-1122. doi:10.1016/j.jedc.2008.11.008 ISSN 0165-1889.
Melvin, Michael and Taylor, Mark P. (2009) The crisis in the foreign exchange market. In: Conference on Global Financial Crisis - Causes, Threats and Opportunities, Warwick Univ Business Sch, Warwick, England, April 06, 2009. Published in: Journal of International Money and Finance, Vol.28 (No.8 Sp. Iss. SI). pp. 1317-1330. doi:10.1016/j.jimonfin.2009.08.006 ISSN 02615606.
Working or Discussion Paper
Liu, Haitao, Zhang , Weina and Kim, Gi Hyun (2009) The CDS-bond basis arbitrage and the cross section of corporate bond returns. Working Paper. UNSPECIFIED. (Unpublished)
Neuberger, Anthony (2009) Bounds and robust hedging of the American option. Working Paper. Coventry: Warwick Business School.
Book
Kozhan, Roman (2009) Financial econometrics - with Eviews. Denmark: Ventus. ISBN 9788776814274
Report
McCarthy, D. and Neuberger, Anthony (2009) The economic basis for the regulation of pensions. United Kingdom: Department for Work and Pensions (DWP) . (DWP Research reports).