Research Output

2020

Accountants in space: Professional privilege and resistance in the global city

Kamla, R., 8 Jul 2020, (Unpublished).

Research output: Contribution to conferencePaper

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1 Downloads (Pure)

All on board? New evidence on board characteristics from a large panel of UK FTSE indices

Yusuf, A. & Sherif, M., 1 Jul 2020, In : Sustainability. 12, 13, 5328.

Research output: Contribution to journalArticle

Open Access
File

A Theory-based Lasso for Time-Series Data

Ahrens, A., Aitken, C., Ditzen, J., Ersoy, E., Kohns, D. & Schaffer, M. E., 8 Jan 2020, (Accepted/In press) In : Studies in Computational Intelligence.

Research output: Contribution to journalArticle

CBDX: A Workhorse Mortality Model from the Cairns-Blake-Dowd Family

Dowd, K., Cairns, A. J. G. & Blake, D., 22 Jun 2020, In : Annals of Actuarial Science.

Research output: Contribution to journalArticle

Open Access
File

Challenge of Capturing Socially Generated Land Values: Principle versus Practicality

Jones, C. A. & Stephens, M., 8 Jun 2020, (Accepted/In press) In : Town Planning Review.

Research output: Contribution to journalArticle

Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals

Byrne, J. P., Sakemoto, R. & Xu, B., Apr 2020, In : European Review of Agricultural Economics. 47, 2, p. 499-528 30 p.

Research output: Contribution to journalArticle

Open Access

Decision time and investors' portfolio strategies

Zhang, J., Zhang, W., Li, Y. & Caglayan, M., 11 May 2020, In : Pacific-Basin Finance Journal. 101344.

Research output: Contribution to journalArticle

Earnings Informativeness and Trading Frequency: Evidence from African Markets

Jones, E., Kyiu, A. & Li, H., 7 Jul 2020, In : International Journal of Finance and Economics.

Research output: Contribution to journalArticle

Open Access
File

Electrolytic cell engineering and device optimization for electrosynthesis of e-biofuels via co-valorisation of bio-feedstocks and captured CO2

Montazersadgh, F., Zhang, H., Alkayal, A., Buckley, B., Kolosz, B. W., Xu, B. & Xuan, J., 9 Jul 2020, In : Frontiers of Chemical Science and Engineering.

Research output: Contribution to journalArticle

Open Access
File
1 Downloads (Pure)

European firms’ corporate biodiversity disclosures and board gender diversity from 2002 to 2016

Haque, F. & Jones, M., Mar 2020, In : The British Accounting Review. 52, 2, 100893.

Research output: Contribution to journalArticle

1 Citation (Scopus)

Executive Compensation, Sustainable Compensation Policy, Carbon Performance and Market Value

Haque, F. & Ntim, C. G., Jul 2020, In : British Journal of Management. 31, 3, p. 525-546 22 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)

Expert imitation in P2P markets

Gao, G., Caglayan, M., Li, Y. & Talavera, O., 13 Jun 2020, In : Manchester School.

Research output: Contribution to journalArticle

Open Access
File

Fitting Multi-Population Mortality Models to Socio-Economic Groups

Wen, J., Cairns, A. J. G. & Kleinow, T., 14 Jul 2020, In : Annals of Actuarial Science.

Research output: Contribution to journalArticle

Open Access
File
2 Downloads (Pure)
1 Citation (Scopus)

Genetics, Insurance and Hypertrophic Cardiomyopathy

Hacariz, O., Kleinow, T. & Macdonald, A. S., 23 Jul 2020, In : Scandinavian Actuarial Journal.

Research output: Contribution to journalArticle

How do countries choose their monetary policy frameworks?

Cobham, D. & Song, M., 25 Jun 2020, In : Journal of Policy Modeling.

Research output: Contribution to journalArticle

Open Access
File
42 Downloads (Pure)

lassopack: Model selection and prediction with regularized regression in Stata

Ahrens, A., Hansen, C. B. & Schaffer, M. E., Mar 2020, In : Stata Journal. 20, 1, p. 176-235 60 p.

Research output: Contribution to journalArticle

Open Access
File
1 Citation (Scopus)
13 Downloads (Pure)

Life cycle environmental analysis of ‘drop in’ alternative aviation fuels: a review

Kolosz, B. W., Luo, Y., Xu, B., Maroto-Valer, M. M. & Andresen, J. M., 1 Jul 2020, In : Sustainable Energy and Fuels. 4, 7, p. 3229-3263 35 p.

Research output: Contribution to journalArticle

Open Access
File
2 Downloads (Pure)

Longevity trend risk over limited time horizons

Richards, S. J., Currie, I. D., Kleinow, T. & Ritchie, G. P., 21 May 2020, In : Annals of Actuarial Science.

Research output: Contribution to journalArticle

Open Access
File
6 Downloads (Pure)

Modelling seasonal mortality with individual data

Richards, S. J., Ramonat, S. J., Vesper, G. T. & Kleinow, T., 16 Jun 2020, In : Scandinavian Actuarial Journal.

Research output: Contribution to journalArticle

Mortality In The US By Education Level

Redondo Lourés, C. & Cairns, A. J. G., 28 Apr 2020, In : Annals of Actuarial Science. 46 p.

Research output: Contribution to journalArticle

Open Access
File
27 Downloads (Pure)
Open Access
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1 Downloads (Pure)

OTC Trades and Liquidity in the European Carbon Market: More than meets the eye

Kalaitzoglou, I. A. & Ibrahim, B. M., 2 Apr 2020, In : Applied Economics. 52, 16, p. 1745-1762 18 p.

Research output: Contribution to journalArticle

Rising corporate debt and value relevance of supply-side factors in South Africa

Machokoto, M., Areneke, G. & Ibrahim, B. M., Mar 2020, In : Journal of Business Research. 109, p. 26-37 12 p.

Research output: Contribution to journalArticle

Open Access
File
10 Downloads (Pure)
File
14 Downloads (Pure)

The Influence of Financial Practice in Developing Mathematical Probability

Johnson, T., 20 Apr 2020, In : Synthese.

Research output: Contribution to journalArticle

Open Access
File
1 Downloads (Pure)

The motivations of microfinance institutions to enter the housing market in a developing country

Bondinuba, F. K., Stephens, M., Jones, C. A. & Buckley, R., 11 Feb 2020, In : International Journal of Housing Policy.

Research output: Contribution to journalArticle

The prospects for regional disparities in the UK in times of Brexit and COVID-19

Bhattacharjee, A., Nguyen, D. & Venables, A. J., Aug 2020, In : National Institute Economic Review. 253, p. R1-R3

Research output: Contribution to journalEditorial

Open Access
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The risk-taking channel in the United States: A GVAR approach

Alzuabi, R., Caglayan, M. & Mouratidis, K., 22 Jul 2020, In : International Journal of Finance and Economics.

Research output: Contribution to journalArticle

Open Access
File

The Use of Benchmarks for Real Estate Portfolio Performance by UK Financial Institutions

Trevillion, E., Gardner, A., Cowe, S. & Jones, C. A., 2 Feb 2020, (Accepted/In press) In : Journal of Real Estate Portfolio Management.

Research output: Contribution to journalArticle

Transitions between monetary policy frameworks and their effects on economic performance

Cobham, D. & Song, M., 6 Mar 2020, In : Economic Modelling.

Research output: Contribution to journalArticle

1 Citation (Scopus)

Using Machine Learning Methods to Support Causal Inference in Econometrics

Ahrens, A., Aitken, C. & Schaffer, M. E., 8 Jan 2020, (Accepted/In press) In : Studies in Computational Intelligence.

Research output: Contribution to journalArticle

What does not kill us makes us stronger: the story of repetitive consumer loan applications

Caglayan, M., Talavera, O., Xiong, L. & Zhang, J., 20 Jul 2020, In : European Journal of Finance. p. 1-20 20 p.

Research output: Contribution to journalArticle

2019
Open Access
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41 Downloads (Pure)

Accruals quality and the cost of debt: The European evidence

Gregoriou, A., Eliwa, Y. & Paterson, A., 7 May 2019, In : International Journal of Accounting and Information Management. 27, 2, p. 333-351 19 p.

Research output: Contribution to journalArticle

Open Access
File
3 Citations (Scopus)
41 Downloads (Pure)

Agency Costs of Board Connections and Director Retention: Evidence from UK Takeovers

Li, H., Jones, E. & de Gioia-Carabellese, P., 18 Jun 2019, In : International Journal of Managerial Finance.

Research output: Contribution to journalArticle

Open Access
File
60 Downloads (Pure)

A new VIKOR-based in-sample-out-of-sample classifier with application in bankruptcy prediction

Ouenniche, J., Bouslah, K., Pérez-Gladish, B. & Xu, B., 9 Apr 2019, In : Annals of Operations Research. p. 1-18 18 p.

Research output: Contribution to journalArticle

Open Access
File
1 Citation (Scopus)
26 Downloads (Pure)

A stochastic implementation of the APCI model for mortality projections

Richards, S. J., Currie, I. D., Kleinow, T. & Ritchie, G. P., 28 Mar 2019, In : British Actuarial Journal. 24, e13.

Research output: Contribution to journalArticle

Open Access
File
26 Downloads (Pure)

A Stock Market Trading System Based on Foreign and Domestic Information

Brzeszczynski, J. & Ibrahim, B. M., 15 Mar 2019, In : Expert Systems with Applications. 118, p. 381-399 19 p.

Research output: Contribution to journalArticle

Open Access
File
5 Citations (Scopus)
57 Downloads (Pure)

Basis Risk in Index Based Longevity Hedges: A Guide For Longevity Hedgers

Cairns, A. J. G. & El Boukfaoui, G., 17 Dec 2019, In : North American Actuarial Journal.

Research output: Contribution to journalArticle

1 Citation (Scopus)

Carry trades and commodity risk factors

Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., Sep 2019, In : Journal of International Money and Finance. 96, p. 121-129 9 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)

Does group cohesion moderate auditors’ whistleblowing intentions?

Alleyne, P., Haniffa, R. & Hudaib, M., Mar 2019, In : Journal of International Accounting, Auditing and Taxation. 34, p. 69-90 22 p.

Research output: Contribution to journalArticle

3 Citations (Scopus)

Does Pre-IPO Shariah-Compliance Disclosure Matter?: Evidence from Malaysia

Sherif, M. & Mohd Yaakub, N., 16 May 2019, (Accepted/In press) The 21st Malaysian Finance Association Conference 2019.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Open Access
File
1 Citation (Scopus)
2 Downloads (Pure)

Dollarization, Pass-through, and Domestic Lending: Evidence from Turkish Banking

Caglayan, M., Pham, T. & Talavera, O., 6 Nov 2019, In : Emerging Markets Finance and Trade. p. 1-12 12 p.

Research output: Contribution to journalArticle