Items where Division is "Faculty of Business and Law > Southampton Management School > Finance" and Year is 2012
 | Up a level |
A
Alsayed, Hamad and McGroarty, Frank (2012) Arbitrage and the law of one price in the market for American depository receipts. Journal of International Financial Markets Institutions and Money, 22, (5), 1258-1276.
Alsayed, Hamad and McGroarty, Frank (2012) Arbitrage trading with fundamental risk. Economics Letters (Submitted).
Alsayed, Hamad and McGroarty, Frank (2012) A fundamentally risky approach to arbitrage. Management Science (Submitted).
Alsayed, Hamad and McGroarty, Frank (2012) Optimal portfolio selection in nonlinear arbitrage spreads. European Journal of Finance (doi:10.2139/ssrn.1617662). (In Press).
Andriosopoulos, D., Chronopoulos, D.K. and Papadimitriou, F.I. (2012) Can the information content of share repurchases improve out-of-sample predictive performance? In, 4th International Finance and Banking Society (IFABS) Conference, Valencia, ES, 18 - 20 Jun 2012.
Andriosopoulos, D., Chronopoulos, D.K. and Papadimitriou, F.I. (2012) Can the information content of share repurchases improve out-of-sample predictive performance? In, 19th Multinational Finance Society (MFS) Annual Conference, Krakow, Poland, 24 - 27 Jun 2012.
Andriosopoulos, D., Chronopoulos , D.K. and Papadimitriou, F.I. (2012) Can the information content of share repurchases improve out-of-sample predictive performance? In, 48th British, Accounting & Finance Association Annual Conference, Brighton, GB, 17 - 19 Apr 2012.
Andriosopoulos, D., Chronopoulos , D.K. and Papadimitriou, F.I. (2012) Can the information content of share repurchases improve the accuracy of equity premium predictions? In, 2012 FMA Annual Meeting, Atlanta, US, 17 - 20 Oct 2012.
C
Calice, Giovanni (2012) Assessing contagion in the Euro zone via cross-country liquidity spillovers. OeNB Economic Analysis and Research Department, Visiting Speaker Research Seminar, Vienna, Austria,
Calice, Giovanni (2012) Modelling a credit risk transfer market and a credit crisis. Journal of Economic Theory (Submitted).
Calice, Giovanni (2012) Systemic risk in insurance: an analysis of insurance and the credit risk transfer market. Journal of Money Credit and Banking (Submitted).
Calice, Giovanni (2012) What does the iTraxx Term Premium tell us about the Euro zone sovereign debt risis? Centre for Applied Macroeconomic Analysis Visiting Research Seminar Series, Canberra, Australia,
Calice, Giovanni, Chen, Jing and Williams, Julian (2012) Liquidity spillovers in sovereign bond and CDS markets: an analysis of the Eurozone sovereign debt crisis. Reforming Finance: Balancing Domestic and International Agendas, Ljubljana, Slovenia,
Calice, Giovanni, Jing, Chen and Williams, Julian (2012) Are there benefits to being naked? The returns and diversification impact of capital structure arbitrage. Financial Innovation and Market Dynamics: the Role of Securities Regulation, Milan, Italy,
Calice, Giovanni and Williams, Julian (2012) Liquidity interactions in credit markets: an analysis of the Eurozone sovereign debt crisis. In, LaBrosse, John R., Olivares-Caminal , Rodrigo and Singh, Dalvinder (eds.) Financial Crisis Containment and Government Guarantees. Cheltenham, GB, Edward Elgar. (In Press).
Choudhry, Taufiq (2012) The long memory of the forward premium during the 1920s float: evidence from the European foreign exchange market. The European Journal of Finance (doi:10.1080/1351847X.2012.703142). (In Press).
Choudhry, Taufiq, McGroarty, Frank, Peng, Ke and Wang, Shiyun (2012) High frequency exchange rate prediction with an artificial neural network. Intelligent Systems in Accounting Finance & Management, 19, (3), 170-178.
D
Degl'Innocenti, Marta and Girardone, Claudia (2012) Ownership, diversification and cost advantages: evidence from the Italian leasing industry. Journal of International Financial Markets Institutions and Money, 22, (4), 879-896. (doi:10.1016/j.intfin.2012.05.002).
E
Emmrich, Ole and McGroarty, Frank (2012) Should gold be included in institutional investment portfolios? Applied Financial Economics (Submitted).
G
Gao, Lei and Kling, Gerhard (2012) The impact of corporate governance and external audit on compliance to mandatory disclosure requirements in China. Journal of International Accounting Auditing and Taxation, 21, (1), 17-31. (doi:10.1016/j.intaccaudtax.2012.01.002).
H
Hull, Matthew and McGroarty, Frank (2012) Do emerging markets become more efficient as they develop? Long memory persistence in equity indices. Emerging Markets Review (Submitted).
M
Mason, Andrew, Agyei-Ampomah, Sam, Thomas, Stephen H. and McGroarty, Frank (2012) Investment style in a turbulent decade. Journal of Business Finance & Accounting (Submitted).
Mason, Andrew, Thomas, Stephen H. and McGroarty, Frank (2012) Complementary or contradictory: combining returns based and characteristics based investment style analysis. European Journal of Finance (Submitted).
McGroarty, Frank, Mason, Andrew and Thomas, Steve (2012) Style analysis for diversified US equity funds. Journal of Asset Management, 13, 170-185.
N
Nind, Melanie, Wiles, Rosemary, Bengry-Howell, Andrew and Crow, Graham (2012) Methodological innovation and research ethics: forces in tension or forces in harmony? Qualitative Research Journal (doi:10.1177/1468794112455042 ).
Ntim, Collins (2012) Why African stock markets should formally harmonise and integrate their operations. African Review of Economics and Finance, 4, (1), 53-72.
W
Werner, Richard A. (2012) ECOBATE 2013 Call for Papers. In, 2nd European Conference on Banking and the Economy (ECOBATE 2013), Winchester, GB, 06 Mar 2013. 1pp.
Werner, Richard A. (2012) The Euro-crisis: a to-do-list for the ECB. Southampton, GB, University of Southampton (Centre for Banking, Finance and Sustainable Development Policy Discussion Paper 1-12). (In Press)
Werner, Richard A. (2012) Towards a New Research Programme on ‘Banking and the Economy’ – Implications of the Quantity Theory of Credit for the Prevention and Resolution of Banking and Debt Crises. International Review of Financial Analysis (In Press).
