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Journal Articles

2020

Cuculiza, C., Antoniou, C., Kumar, A. and Maligkris, A. (2020) "Terrorist attacks, analyst sentiment, and earnings forecasts", Management Science

Bartram, S. M. and Grinblatt, M. (2020) "Global market inefficiencies", Journal of Financial Economics

Olga Klein (2020) "Trading aggressiveness and market efficiency ", Journal of Financial Markets

Gamba, A . and Saretto, A. (2020) "Growth options and credit risk", Management Science

Gantchev, Nickolay, Sevilir, Merih and Shivdasani, Anil (2020) Activism and empire building. Journal of Financial Economics. In Press.

Della Corte, P., Kozhan, R. and Neuberger, A. (2020) "The cross-section of currency volatility premia", Journal of Financial Economics

Gospodinov, N. and Robotti, C. (2020) "Common pricing across asset classes : empirical evidence revisited", Journal of Financial Economics

Ordonez-Calafi, G. and Thanassoulis, J. (2020) "Stock selling during takeovers", Journal of Corporate Finance, 60, 101550

Gyuri Venter,, Matteo Leombroni, Andrea Vedolin, and Paul Whelan (2020)“Central Bank Communication and the Yield Curve”, Journal of Financial Economics,

2019

Barboni, G. and Rossi, C. (2019) "Does your neighbour know you better? The supportive role of local banks in the financial crisis ", Journal of Banking & Finance, 106, 514 -526

Söhnke M Bartram (2019) "Corporate hedging and speculation with derivatives", Journal of Corporate Finance, 57, 9-34

Bianco, M. and Gamba, A. (2019) "Inventory and corporate risk management ", Review of Corporate Finance Studies, 8, 1, 97-145

Gantchev, Nickolay, Gredil, Oleg R. and Jotikasthira, Chotibhak (2019) Governance under the gun: spillover effects of hedge fund activism. Review of Finance, 23 (6). pp. 1031-1068.

Arikan, O., Gozluklu, A. E., Kim, G. H. and Sakaguchi, H. (2019) "Primacy in stock market participation : the effect of initial returns on market re-entry decisions ", European Journal of Finance, 25, 10, 883-909

Hendershott, T., Kozhan, R. and Raman, V. (2019) "Short selling and price discovery in corporate bonds ", Journal of Financial and Quantitative Analysis

Mueller, P., Vedolin, A. and Zhou, H. (2019) "Short-run bond risk premia", Quarterly Journal of Finance, 9, 3, 1950011

Raponi, V., Robotti, C. and Zaffaroni, P. (2019) "Testing beta-pricing models using large cross-sections", Review of Financial Studies, hhz064

Rochet, J. and Thanassoulis, J. (2019) "Intertemporal price discrimination with two products ", RAND Journal of Economics

Chang, X., Chen, Y., Wang, S. Q., Zhang, K. and Zhang, W. (2019) "Credit default swaps and corporate innovation", Journal of Financial Economics

2018

Gantchev, Nickolay and Jotikasthira, Chotibhak (2018) Institutional trading and hedge fund activism. Management Science, 64 (6). pp. 2930-2950.

Bartram, S.M., (2018) "In good times and in bad : defined-benefit pensions and corporate financial policy", Journal of Corporate Finance, 48, 331-351

Filippou, I., Gozluklu, A. E. and Taylor, M. P. (2018) "Global political risk and currency momentum", Journal of Financial and Quantitative Analysis, 53, 5, 2227-2259

Bianco, M. and Gamba, A. (2018) "Inventory and corporate risk management", Review of Corporate Finance Studies, forthcoming

Danis, A. and Gamba, A. (2018) "The real effects of credit default swaps", Journal of Financial Economics, 127, 1, 51-76

Arikan, O., Gozluklu, A. E., Kim, G. H. and Sakaguchi, H. (2018) "Primacy in stock market participation : the effect of initial returns on market re-entry decisions ",European Journal of Finance, Forthcoming

Fidrmuc, Jana, Peter Roosenboom and Eden Quxian Zhang, 2018, “Antitrust merger review costs and acquirer lobbying,” Journal of Corporate Finance 51, 72-97.

Anginer, D., Demirgüç-Kunt, A., Huizinga, H. and Ma, K. (2018) "Corporate governance of banks and financial stability", Journal of Financial Economics, 130, 2, 327-246

Hendershott, T., Kozhan, R. and Raman, V. (2018) "Short selling and price discovery in corporate bonds ", Journal of Financial and Quantitative Analysis

Koufopoulos, K., Kozhan, R. and Trigilia, G. (2018) "Optimal security design under asymmetric information and profit manipulation", Review of Corporate Finance Studies

Thanassoulis, J. and Tanaka, M. (2018) "Optimal pay regulation for too-big-to-fail banks ", Journal of Financial Intermediation, 33, 83-97

Albuquerque, R., Koskinen, Y. and Zhang, C. (2018) "Corporate social responsibility and firm risk : theory and empirical evidence", Management Science

2017

Boyson, Nicole M., Gantchev, Nickolay and Shivdasani, Anil (2017) Activism mergers. Journal of Financial Economics, 126 (1). pp. 54-73.

Anagol, Santosh; Balasubramaniam, Vimal and Ramodorai, Tarun (2017) Endowment Effects in the Field: Evidence from India's IPO Lotteries, Review of Economic Studies, conditionally accepted.

Bartram, S.M.,(2017) In good times and in bad: defined-benefit pensions and corporate financial policy, Journal of Corporate Finance, forthcoming

Bartram, S.M.,(2017) Corporate hedging and speculation with derivatives, Journal of Corporate Finance, forthcoming

Bartram, S.M., (2017) Agnostic fundamental analysis works, Journal of Financial Economics, forthcoming

Fidrmuc, Jana and Xia, Chunling (2017) M&A Deal Initiation and Managerial Motivation, Journal of Corporate Finance, forthcoming.

Filippou, Ilias and Taylor, Mark, P. (2017) Common Macro Factors and Currency Premia, Journal of Finance and Quantitative Analysis, August 2017.

Kim, G.H.; Li, H. and Zhang, W. (2017) The CDS-Bond Basis Arbitrage and the Cross Section of Corporate Bond Returns, Journal of Futures Markets, forthcoming.

Mueller, P., Stathopoulos,A., and Vedolin,A. (2017) International correlation risk, Journal of Financial Economics, November 2017, Vol 126 (2), 270-299

Mueller, P., Tahbaz-Salehi, A., and Vedolin, A. (2017) Exchange Rates and Monetary Policy Uncertainty, The Journal of Finance, June 2017, Vol 72 (3), 1213–1252

Choi, H., Mueller, P., and Vedolin, A. (2017) Bond Variance Risk Premiums, Review of Finance, May 2017, Vol 21 (3), 987-1022

Tanaka, Misa and Thanassoulis, John E. (2017) Optimal Pay Regulation for Too-Big-To-Fail Banks, Journal of Financial Intermediation, forthcoming. Also available as a Bank of England working paper.

Chao, Yong; Yao, Chen and Mao, Ye (2017) Discrete Pricing and Market Fragmentation: A Tale of Two-sided Markets, American Economic Review, May 2017

2016

Bartram, S.M., (2016) Corporate post retirement benefit plans and rela investment, Management Science, 20 (2), 575-629

Bartram, S.M.,(2016) Corporate post-retirement benefit plans and leverage, Review of Finance, 20 (2), 575-629

Gozluklu, Arie E.(2016); Pre-trade transparency and informed trading: experiemental evidence on undisclosed orders, Journal of Financial Markets, 28,91-115

Cui, B. and Gozluklu, Arie E. (2016) Intraday rallies and crashes:spillovers of trading halts, International Journal of Finance and Economics, 21 (4), 472-501.

Favero, C., Gozluklu, Arie E., and Yang, H. (2016) Demograhics and the behavior of interest rates, IMF Economic Review, forthcoming.

Kim, G.H., Li, H. and Zhang, W. (2016) CDS-Bond Basis and Bond Return Predictability, Journal of Empirical Finance, Vol. 38, 307-337

Kim, G.H. (2016) Credit Derivatives as a Commitment Device: Evidence from the Cost of Corporate Debt, Journal of Banking and Finance, forthcoming

Li, Tao (2016) Outsourcing Corporate Governance: Conflicts of Interest Within the Proxy Advisory Industry, Management Science, forthcoming

Jiang, Wei; Li, Tao; Mei, Danqing and Thomas, Randall (2016) Appraisal: Shareholder Remedy or Litigation Arbitrage?, Journal of Law and Economics, forthcoming

Malkhozov Aytek, Mueller Philippe, Vedolin Andrea, Venter Gyuri (2016) Mortgage Risk and the Yield Curve , The Review of Financial Studies, Vol 29, (5),1220–1253

Mueller, Philippe (2016) Comment on: “Income Inequality and Asset Prices under Redistributive Taxation” by Luboš Pástor and Pietro Veronesi, Journal of Monetary Economics Vol. 81, 21-24

Kausar, Asad., Taffler, Richard., Tan, Christine (2016) Legal Regimes and Investor Response to the Auditor's Going-Concern Opinion, Journal of Accounting, Auditing & Finance, forthcoming

Agarwal, Vineet.,Bellotti, Xijuan., Nash, Elly and Taffler, Richard (2016) Is Investor Relations Value Relevant?, Accounting and Business Research, Vol. 46, No.1, 691-714

Gill, David and Thanassoulis, John E. (2016) Competition in Posted Prices with Stochastic Discounts, Economic Journal, 126, 1528-1570.

Somekh, Babak and Thanassoulis, John E. (2016) Real Economy Effects of Short-Term Equity Ownership, Journal of International Business Studies, 47, 233-254.

Tosun, O. K., (2016), Is Firms' CSR Sufficient Enough to Explain Socially Responsible Investment?, Review of Quantitative Finance and Accounting, forthcoming

Subrahmanyam, Marti., Tang, Dragon Yongjun., Wang,Sarah Qian (2016) Credit Default Swaps, Exacting Creditors, and Corporate Liquidity Management, Journal of Financial Economics, forthcoming

Augustin, Patrick., Subrahmanyam, Marti., Tang, Dragon Yongjun., Wang, Sarah Qian (2016) Credit Default Swaps: Past, Present , and Future, Annual Review of Financial Economics, forthcoming 

Lei, Zicheng and Zhang, Chendi (2016) Leveraged Buybacks, Journal of Corporate Finance, forthcoming

Sorge, M., Zhang, C. and Koufopoulos, K. (2016) Short-term corprorate debt around the world, Journal of Money, Credit and Banking, forthcoming

2015

Antoniou, C;Harrison, G., Lau, M., and Read, D. (2015) Subjective Bayesian Beliefs, Journal of Risk and Uncertainty, forthcoming.

Antoniou, C; Harrison, G., Lau, M., and Read, D. (2015) Information Characteristics and Errors in Expectations: Experimental Evidence, Journal of Finance and Quantitative Analysis, forthcoming.

Antoniou, C;Harris, R. and Zhang, R. (2015) Ambiguity Aversion and Stock Market Participation: An Empirical Analysis, Journal of Banking and Finance, 58, 57-70

Bartram, Sohnke M; Brown, G.W., Waller, W. (2015) How Important is Financial Risk? Journal of Financial And Quantitative Analysis, Vol 50 (4), August 2015, 801-824

Bartram, Sohnke M, (2015) Corporate Post-Retirement Benefit Plans and Leverage. Review of Finance: 1-55.

Bartram, Sohnke M and Wang, Jeffrey (2015) European Financial Market Dependence: An Industry Analysis. Journal of Banking and Finance, Vol 59, July 2015 , 146-163

Bartram, Sohnke M; Griffin, John; Lim, Tae-Hoon and Ng, David (2015). How Important are Foreign Ownership Linkages for International Stock Returns?. Review of Financial Studies forthcoming.

Bianchi, Daniele; Guidolin, Massimo and Ravazzolo, Francesco (2015) Macroeconomic Factors Strike Back: A Bayesian Change Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross Section Journal of Business & Economic Statistics, forthcoming.

Gozluklu, Arie E.; Fredella, Roberta; Perotti, Pietro and Rindi, Barbara (2015). Lot Size Constraints and Market Quality: Evidence from the Borsa Italiana, Financial Management, forthcoming.

Koufopoulos, Kostas and Kozhan, Roman (2015) Optimal Insurance Under Adverse Selection and Ambiguity Aversion, Economic Theory, forthcoming

Ferreira, Alex and Moore, Michael (2015) Carry Trade e Risco Cambial: um Conto de Dois Fatores, Revista Brasileira de Economia (FGV-RJ) in Portuguese, forthcoming.

Dunne, Peter; Hau, Harald and Moore, Michael (2015) Dealer Intermediation Between Markets, Journal of the European Economic Association, 13, no. 3, forthcoming October 2015.

Palandri, Alessandro, (2015). Do Negative and Positive Equity Returns Share The Same Volatility Dynamics. Journal of Banking and Finance, forthcoming.

Taffler, Richard and Eshraghi, Arman. (2015) Heroes and Victims: Fund Manager Sense-making, Self-legitimation and Story-telling, Accounting and Business Research , Vol 46, No. 6-7, 691-714

Taffler, Richard (2015) Emotional Finance and the Psychodynamics of Markets, Psychoanalyse in Widerspruch, Vol 53, No.1, 7-30

Taylor, Mark.P. & Filippou, I. (2015), Common Macro Factors and Currency Premia. Journal of Financial and Quantitative Analysis (Forthcoming).

Gianna Boero, Konstantinos Mavromatis and Taylor, Mark. P. (2015), Real Exchange Rates and Transition Economies. Journal of International Money and Finance 56, 23 – 35.

Maria Gelman, Axel Jochem, Stefan Reitz and Taylor, Mark. P. (2015), Real Financial Market Exchange Rates and Capital Flows. Journal of International Money and Finance 54, 50 – 69.

Stefan Reitz, Markus A. Schmidt and Taylor, Mark. P. (2015), Financial Intermediation and the Role of Price Discrimination in the Foreign Exchange Market. European Journal Of Finance 21, 629 – 645.

Thanassoulis, John and Somekh, Babak (2015) Real Economy Effects of Short-Term Equity Ownership, Journal of International Business Studies, forthcoming

Gill, David and Thanassoulis, John, (2015) Competition in Posted Prices with Stochastic Discounts, Economic Journal, forthcoming.

Smith, Howard and Thanassoulis, John (2015) Prices, Profits, and Pass-through of Costs along a Supermarket Supply Chain: Bargaining and Competition, Oxford Review of Economic Policy, 31(1), 64-89.

Tosun, Onur (2015) The Effect of CEO Option Compensation on the Capital Structure: A Natural Experiment. Financial Management, forthcoming.

2014

Antoniou, C., Doukas, J.A. and Subrahmanyam, A. (2014) Investor Sentiment, Beta, and the Cost of Equity Capital, Management Science, forthcoming.

Bartram, Söhnke M.; Brown, Gregory W. and Waller, William (2013) How Important is Financial Risk?, Journal of Financial and Quantitative Analysis, forthcoming.

Bianchi, Daniele., Guidolin, M. (2014) Can Long-Run Dynamic Optimal Strategies Outperform Fixed-Mix Portfolios? Evidence from Multiple Datasets, European Journal of Operational Research, 236, Issue 1, p160-176

Bianchi, Daniele., Guidolin, M. (2014) Can Linear Predictability Models Time Bull and Bear Real State Markets? Out-of-Sample Evidence from REIT Portfolios, Journal of Real Estate Finance and Economics, 49, Issue 1, p116-164

De Nicolò, G.; Gamba, Andrea. and Lucchetta, M. (2014) Microprudential Regulation in a Dynamic Model of Banking, Review of Financial Studies, forthcoming.

Gamba, Andrea and Triantis, Alexander, J. (2014) Corporate Risk Management: Integrating Liquidity, Hedging and Operating Policies, Management Science, 60, 246-264.

Koufopoulos, Kostas and Kozhan, Roman (2014) Welfare-Improving Abiguity in Insurance Markets with Asymmetric Information, Journal of Economic Theory, forthcoming.

Mao, Lei and Tserlukevich, Yuri (2014) Repurchasing Debt, Management Science, forthcoming.

Bloom, David; Canning, David and Moore, Michael (2014) Optimal Retirement and Saving with Increasing Longevity, Scandinavian Journal of Economics, 16, No. 3, 838-858, July 2014.

Palandri, Alessandro (2014) Risk-free rate effects on conditional variances and conditional correlations of stock returns, Journal of Empirical Finance, 25, p95-111.

Fotak, V., Raman, V. and Yadav, P. (2014) Fails-to -Deliver, Short Sales, and market Quality, Journal of Financial Economics, forthcoming.

Sager,Michael and Taylor, Mark P. (2014), Generating Currency Trading Rules from the Term Structure of Forward Foreign Exchange Premia. Journal Of International Money And Finance 44, 230 – 250.

N. Gregory Mankiw and Taylor, Mark P. (2014), Macroeconomics, London: Palgrave, 2nd edition.

Taylor, Mark P. and Meher Manzur (2014), Recent Developments in Exchange Rate Economics, Aldershot: Edward Elgar.

N. Gregory Mankiw and Taylor, Mark P. (2014), Economics, London: Thomson, 3rd edition.

Thanassoulis, John E., (2013) Bank Pay Caps, Bank Risk, and Macroprudential Regulation, Journal of Banking and Finance, 139-151.

Nocke, Volker and Thanassoulis, John E. (2014) Vertical Relations Under Credit Constraints, Journal of the European Economic Association, 12, 337-367.

Subrahmanyam, Marti; Tang, Dragon Yongjun and Wang, Sarah Qian (2014) Does the Tail Wag The Dog? The Effect of Credit Default Swaps on Credis Risk, Review of Financial Studies, forthcoming.

Augustin, P., Subrahmanyam, M.G., Tang D.G., Wang Sarah Qian (2014) Credit Default Swaps: A Survey, Foundation and Trends in Finance, 9, No.1-2, p1-196

2013

Antoniou, C.; Doukas, J.A. and Subrahmanyam, A. (2013) Cognitive Dissonance, Sentiment and Momentum, Journal of Financial and Quantitative Analysis, 48(1), 245-275.

Bartram, S.M.; Burns, N. and Helwege, J. (2013) Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions, Quarterly Journal of Finance, 3 (2), 1-20

Fidrmuc, Jana P.; Korczakb, Adriana; Korczakb, Piotr (2013). Why does shareholder protection matter for abnormal returns after reported insider purchases and sales? Journal of Banking & Finance, 37 (6), 1915–1935.

Fidrmuc, Jana P., Palandri, Alessandro, Roosenboom, P. and van Dijk, Dick (2013). When do managers seek private equity backing in public-to-private transactions? Review of Finance, 17 (3), 1099-1139.

Fanone, Enzo; Gamba, Andrea and Prokopczuk, Marcel (2013) The case of negative day-ahead electricity prices. Energy Economics, 35 (1), 22–34.

Jin, Xing and Zhang, Kun (2013). Dynamic Optimal Portfolio Choice in Jump-Diffusion Markets with investment Constraints. Journal of Banking and Finance, 37, 1733-1746.

Jin, Xing; Li, Xun; Tan, Hwee Huat and Wu, Zhengyu (2013). An Efficient State-Space Partitioning Approach to Pricing High-Dimensional American-styled Options via Dimension Reduction, European Journal of Operational Research, 231, 362-370.

Kozhan, Roman; Neuberger, Anthony and Schneider, Paul (2013). The Skew Risk Premium in the Equity Index Market, Review of Financial Studies, 26(9) 2174-2203.

Palandri, Alessandro, (2013). When Do Managers Seek Private Equity Backing in Public-to-Private Transactions. Review of Finance: 1099-1139

Ezrachi, Ariel and Thanassoulis, John (2013). Upstream Horizontal Mergers and (the Absence of) Retail Price Effects, Journal of Competition Law and Economics, forthcoming.

Thanassoulis, John (2013). Industry Structure, Executive Pay and Short-Termism, Management Science, 59, 402-419.

O'Hara, Maureen; Yao, Chen and Ye, Mao (2013). What's Not There: The Odd-Lot Bias in Market Data, Journal of Finance, forthcoming.

2012

Antoniou, C.; Galariotis, E.C. and Read, D. (2012) Ambiguity Aversion, Company Size and the Pricing of Earnings Forecasts, European Financial Management, forthcoming.

Bartram, Söhnke M. and Bodnar, Gordon M. (2012). Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets. Journal of International Money and Finance, 31(4), 766-792.

Bartram, Söhnke M.; Brown, Gregory W. and Stulz, Rene M. (2012). Why are U.S. stocks more volatile? Journal of Finance, 67 (4), 1329-1370.

Chernov, M. and Mueller, Philippe. (2012). The term structure of inflation expectations. Journal of Financial Economics, 106(2), pp.367-394.

Fidrmuc, Jana; Paap, Richard; Roosenboom, Peter and Teunissen, Tim (2012). One Size Does Not Fit All: Selling Forms to Private Equity Versus Strategic Acquirers. Journal of Corporate Finance, 18(4), 828-848.
Fu, Haifeng; Jin, Xing; Pan, Guangming and Yang, Yanrong. (2012). Estimating multiple option Greeks simultaneously using random parameter regression. Journal of Computational Finance, 16 (2), 85-118.
Jin, Xing and Zhang, A. X. (2012). Decomposition of optimal portfolio weight in a jump-diffusion model and its applications. Review of Financial Studies, 25 (9), 2877-2919.

Kozhan, Roman and Tham, W. W. (2012). Execution risk in high-frequency arbitrage. Management Science, 58 (11), 2131-2149.

Kozhan, Roman and Salmon, Mark (2012). The Information Content of a Limit Order Book: The Case of an FX Market, Journal of Financial Markets, 15 (1), 1-28.
Neuberger, Anthony (2012) . Realized skewness. Review of Financial Studies, 25 (11), 3423-3455.
Nolte, Ingmar and Voev, Valeri (2012). Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise. Journal of Business & Economic Statistics , 30 (1), 94-108.
Nolte, Ingmar and Nolte, Sandra (2012). How do individual investors trade?, The European Journal of Finance, 18 (10), 921-947.

Sarno, Lucio; Schneider, Paul and Wagner, Christian (2012). Properties of foreign exchange risk premiums. Journal of Financial Economics, 105 (2), 279-310.

Abhyankar, Abhay; Basu, Devraj and Stremme, Alex (Oct 2012). The Optimal Use of Return Predictability: An Empirical Study, Journal of Financial and Quantitative Analysis, 47(5), 973-1001.

Thanassoulis, John (2012). The Case for Intervening in Bankers' Pay, Journal of Finance, 67, 849-895. Internet Appendix.

Smith, Howard and Thanassoulis, John (2012). Upstream Uncertainty and Countervailing Power, IInternational Journal of Industrial Organization, 30, 483-495.

2011

Aretz, Kevin; Bartram, Söhnke M. and Pope, Peter F. (2011). Asymmetric Loss Functions and the Rationality of Expected Stock Returns, International Journal of Forecasting, 27 (2), 413-437.

Bartram, Söhnke M.; Brown, Gregory.W. and Conrad, Jennifer.S. (2011). The Effects of Derivatives on Firm Risk and Value, Journal of Financial and Quantitative Analysis, 46 (4), 967-999.

Favero, Carlo A.; Gozluklu, Arie E. and Tamoni A. (2011). Demographic Trends: The Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns. Journal of Financial and Quantitative Analysis, 46 (5), 1493-1520.

Chu, Ba and Kozhan, Roman (2011). Spurious Regressions of Stationary AR(p) Processes with Structural Breaks, Studies in Nonlinear Dynamics and Econometrics, 15(1).

Kelsey, David; Kozhan, Roman and Pang, Wei (2011). Asymmetric Momentum Effects Under Uncertainty. Review of Finance, 15(3), 603-631.

Kozhan, Roman (2011). Nonadditive Anonymous Games. International Journal of Game Theory, 40 (2), 215-230.

Britten-Jones, Mark; Neuberger, Anthony and Nolte, Ingmar (2011). Improved Inference in Regression with Overlapping Observations. Journal of Business Finance and Accounting, 38 (5-6), 657-683.

Nolte, Ingmar and Voev, Valeri. Trading Dynamics on the Foreign Exchange Market: A Latent Factor Panel Intensity Approach. Journal of Financial Econometrics, 9 (4), 685-716.

Nolte, Ingmar (2011) A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach. European Journal of Finance, 18 (10), 1-35.

Adam-Mueller, Axel and Nolte, Ingmar (2011). Cross Hedging Under Multiplicative Basis Risk. Journal of Banking and Finance, 35 (11), 2956-2964.

Bien, Katarzyna; Nolte, Ingmar and Pohlmeier, Winfried (2011). An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics. Journal of Applied Econometrics, 26 (4), 669-707.

Schneider, Paul; Sögner, Leopold and Veza, Tanja (2011). The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk. Journal of Financial and Quantitative Analysis, 45 (6), 1517-1547.

Dorfleitner, Gregor; Schneider, Paul and Veza, Tanya (2011). Flexing the Default Barrier, Quantitative Finance, 11 (12), 1729-1743.

Thanassoulis, John (2011). Is Multimedia Convergence To Be Welcomed? Journal of Industrial Economics, 59(2), 225-253.

Renneboog, Luc; Ter Horst, Jenke and Zhang, Chendi (2011). Is Ethical Money Financially Smart? Nonfinancial Attributes and Money Flows of Socially Responsible Investment Funds. Journal of Financial Intermediation, 20 (4), 562-588.

2010

Aretz, Kevin and Bartram, Söhnke (2010).Corporate Hedging and Shareholder Value. Journal of Financial Research, 33 (4), 317-371.

Aretz, Kevin; Bartram, Söhnke and Pope, Peter (2010). Macroeconomic Risks and Characteristic-Based Factor Models. Journal of Banking and Finance, 34 (6), 1383-1399.

Bartram, Söhnke; Brown, Gregory and Minton, Bernadette (2010). Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure, Journal of Financial Economics, 95 (2), 148-173.

Fidrmuc, Jana and Jacob, Marcus (2010). Culture, Agency Costs and Dividends, Journal of Comparative Economics, 38(3), 321-339.

Gamba, Andrea and Sick, Gordon (2010). Some Important Issues Involving Real Options: An Overview. Multinational Finance Journal, 14 (1/2), 157-207.

Stramer, Osnat; Bognar, Matthew and Schneider, Paul (2010). Bayesian Inference of Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions, Journal of Financial Econometrics, 8 (4), 450-480.

Mijatovic, Aleksandar and Schneider Paul (2010). Globally Optimal Parameter Estimates for Nonlinear Diffusions. Annals of Statistics, 38 (1), 215-245.

Fruehwirth, Manfred; Schneider, Paul and Sögner, Leopold (2010). The Risk Microstructure of Corporate Bonds: A Bayesian Analysis of the German Corporate Bond Market. European Financial Management, 16 (4), 658-685.

Basu, Devraj; Oomen, Roel and Stremme, Alex (2010). International Dynamic Asset Allocation and Return Predictability. Journal of Business Finance and Accounting, 37(7-8), 1008-1025.

Basu, Devraj; Oomen, Roel and Stremme, Alex (May 2010). How to Time the Commodies Markets (Invited Editorial), Journal of Derivatives and Hedge Funds, 16, 1-8.

Thanassoulis, John (2010). Optimal Stalling When Bargaining, Journal of Economic Dynamics and Control, 34, 101-120, lead article.

2009

Bartram, Söhnke and Bodnar, Gordon (2009). No Place to Hide: The Global Crisis in Equity Markets in 2008/09. Journal of International Money and Finance, 28 (8), 1246-1292.

Bartram, Söhnke, Brown, Gregory and Fehle, Frank (2009). International Evidence on Financial Derivatives Usage. Financial Management, 38 (1), Spring 2009, 185-206.

Fusari, Nicola and Gamba, Andrea (2009). Valuing Modularity as a Real Option. Management Science, 55 (11), 1877-1896.

Gamba, Andrea and Tesser, Matteo (2009). Structural Estimation of Real Options Models. Journal of Economic Dynamics and Control, 33 (4), 798-816.

Kozhan, Roman and Salmon, Mark (2009). Uncertainty Aversion in a Heterogeneous Agent Model of Foreign Exchange Rate Formation. Journal of Economic Dynamics and Control, 33 (5), 1106-1122.

Pal, Rozália and Kozhan, Roman (2009). Firms' Investment under Financing Constraints: A Euro Area Investigation. Applied Financial Economics, 19 (20), 1611-1624.

Kozhan, Roman and Schmid, Wolfgang (2009). Asset Allocation with Distorted Beliefs and Transaction Costs. European Journal of Operational Research, 194 (1), 236-249.

Palandri, A, (2009) Sequential Conditional Correlations: Inference and Evaluation, Journal of Econometrics, 153(2), p.122-132

Thanassoulis, John (2009). This Is The Right Time to Regulate Bankers' Pay, Economists' Voice, 6(5), Article 2.

Gill, David and Thanassoulis, John (2009). The Impact of Bargaining on Markets with Price Takers: Too Many Bargainers Spoil The Broth, European Economic Review, 53, 658-674.

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, 15 (3), 368-387.

2008

2007

Gamba, Andrea and Micalizzi, Alberto (2007). Product Development and Market Expansion: A Real Options Model, Financial Management, 31, 91-112.

Gamba, Andrea and Trigeorgis, Lenos (2007). An Improved Binomial Lattice Method for Multi-Dimensional Options, Applied Mathematical Finance, 14, 453-475.

Abhyankar, Abhay; Basu, Devraj and Stremme, Alex (2007). Portfolio Efficiency and Discout Factor Bounds with Conditioning Information: An Empirical Study, Journal of Banking and Finance, 31(2), 429-453.

Thanassoulis, John (2007). Competitive Mixed Bundling and Consumer Supplies, Journal of Economics and Management Strategy, pp 437-467.

Gungor, A.; Topcu, Y.I. and Tosun, O.K. (2007). ANP Application for Evaluating Turkish Mobile Communication Operator, Journal of Global Optimization - Special Issue.

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