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Number of items: 24.
Aretz, Kevin and Bartram, SΓΆhnke M. (2010) Corporate hedging and shareholder value. Journal of Financial Research, Vol.33 (No.4). pp. 317-371. doi:10.1111/j.1475-6803.2010.01278.x ISSN 0270-2592.
Aretz, Kevin, Bartram, SΓΆhnke M. and Pope, Peter F. (2010) Macroeconomic risks and characteristic-based factor models. Journal of Banking & Finance, Vol.34 (No.6). pp. 1383-1399. doi:10.1016/j.jbankfin.2009.12.006 ISSN 0378-4266.
Bartram, SΓΆhnke M., Brown, Gregory W. and Minton, Bernadette A. (2010) Resolving the exposure puzzle: The many facets of exchange rate exposure. Journal of Financial Economics, Vol.95 (No.2). pp. 148-173. doi:10.1016/j.jfineco.2009.09.002 ISSN 0304-405X.
Basu, Devraj, Oomen, Roel and Stremme, Alexander (2010) How to time the commodities markets. Journal of Derivatives & Hedge Funds , Vol.16 (No.1). pp. 1-8. doi:10.1057/jdhf.2010.4 ISSN 1753-9641.
Basu, Devraj, Oomen, Roel and Stremme, Alexander (2010) International dynamic asset allocation and return predictability. Journal of Business Finance & Accounting, Vol.37 (No.7-8). pp. 1008-1025. doi:10.1111/j.1468-5957.2010.02195.x ISSN 0306-686X.
Della Corte, Pasquale, Sarno, Lucio and Valente, Giorgio (2010) A century of equity premium predictability and the consumption-wealth ratio: an international perspective. Journal of Empirical Finance, Vol.17 (No.3). pp. 313-331. doi:10.1016/j.jempfin.2009.10.003 ISSN 0927-5398.
Demirbag, Mehmet and Glaister, Keith W. (2010) Factors determining offshore location choice for R&D projects : a comparative study of developed and emerging regions. Journal of Management Studies, Volume 47 (Number 8). pp. 1534-1560. doi:10.1111/j.1467-6486.2010.00948.x ISSN 0022-2380.
Dias, Alexandra and Embrechts, Paul (2010) Modeling exchange rate dependence dynamics at different time horizons. Journal of International Money and Finance, Vol.29 (No.8). pp. 1687-1705. doi:10.1016/j.jimonfin.2010.06.004 ISSN 02615606.
Dunne, Peter, Hau, Harald and Moore, Michael J. (2010) International order flows : explaining equity and exchange rate returns. Journal of International Money and Finance, Volume 29 (Number 2). pp. 358-386. doi:10.1016/j.jimonfin.2008.12.012 ISSN 02615606.
Dunne, Peter G., Moore, Michael J. and Papavassiliou, Vasileios G. (2010) Commonality in returns, order flows, and liquidity in the Greek stock market. The European Journal of Finance, Volume 17 (Number 7). pp. 577-587. doi:10.1080/1351847X.2010.505725 ISSN 1351-847X.
Fidrmuc, Jana P. and Jacob, Marcus (2010) Culture, agency costs, and dividends. Journal of Comparative Economics, Vol.38 (No.3). pp. 321-339. doi:10.1016/j.jce.2010.04.002 ISSN 0147-5967.
Fruehwirth, Manfred, Schneider, Paul and Soegner, Leopold (2010) The risk microstructure of corporate bonds: a case study from the German corporate bond market. European Financial Management, Vol.16 (No.4). pp. 658-685. doi:10.1111/j.1468-036X.2009.00503.x ISSN 1354-7798.
Gamba, Andrea and Sick, Gordon A. (2010) Some important issues involving real options: an overview. Multinational Finance Journal , Vol.14 (No. 1/2). pp. 73-123. ISSN 1096-1879.
Moore, Michael J. and Roche, Maurice J. (2010) Solving exchange rate puzzles with neither sticky prices nor trade costs. Journal of International Money and Finance, Volume 29 (Number 6). pp. 1151-1170. doi:10.1016/j.jimonfin.2010.02.008 ISSN 02615606.
Preis, Tobias, Reith, D. and Stanley, H. Eugene (2010) Complex dynamics of our economic life on different scales : insights from search engine query data. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, Vol.368 (No.1933). pp. 5707-5719. doi:10.1098/rsta.2010.0284 ISSN 1364-503X.
Reitz, Stefan, Stadtmann, Georg and Taylor, Mark P. (2010) The effects of Japanese interventions on FX-forecast heterogeneity. Economics Letters, Vol.108 (No.1). pp. 62-64. doi:10.1016/j.econlet.2010.04.007 ISSN 0165-1765.
Renneboog, Luc, Ter Horst, Jenke and Zhang, Chendi (2010) Socially responsible investment funds. In: Crowther, Stuart and Aras, G., (eds.) A handbook of corporate governance and social responsibility. Corporate Social Responsibility (Chapter 23). Burlington, Vt: Gower, pp. 395-412. ISBN 9780754692171
Schneider, Paul, SΓΆgner, Leopold and VeΕΎa, Tanja (2010) The economic role of jumps and recovery rates in the market for corporate default risk. Journal of Financial and Quantitative Analysis, Vol.45 (No.6). pp. 1517-1547. doi:10.1017/S0022109010000554 ISSN 0022-1090.
Sorge, Marco and Zhang, Chendi (2010) Currency and Maturity Mismatches in Latin America. In: Gregoriou, G.N., (ed.) The Banking Crisis Handbook. Boca Raton, Fla. ; London: CRC Press, pp. 353-372. ISBN 978-1-4398-1853-4
Stramer, O., Bognar, M. and Schneider, Paul (2010) Bayesian inference for discretely sampled Markov processes with closed-form likelihood expansions. Journal of Financial Econometrics, Vol.8 (No.4). pp. 450-480. doi:10.1093/jjfinec/nbp027 ISSN 1479-8409.
Taffler, Richard J. (2010) The representativeness bias. In: Baker, H. K. and Nofsinger, J. R., (eds.) Behavioral Finance. Hoboken, NJ : : Wiley.
Taffler, Richard J. and Tuckett, David A. (2010) Emotional finance. In: Baker, H. K. and Nofsinger, J. R., (eds.) Behavioral Finance. Hoboken, NJ : : Wiley.
Thanassoulis, John (2010) Optimal stalling when bargaining. Journal of Economic Dynamics and Control, Volume 34 (Number 2). pp. 101-120. doi:10.1016/j.jedc.2009.05.003 ISSN 0165-1889.
Zhang, Chendi and Sorge, Marco (2010) Information sharing, creditor rights, and corporate debt maturity. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre.