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  1. Published

    Pure higher-order effects in the portfolio choice model

    Niguez, T.-M., Paya, I. & Peel, D. A., 11/2016, In: Finance Research Letters. 19, p. 255-260 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. E-pub ahead of print

    Bond Losses in Post‐Auction Resale Markets: Causes and Consequences

    Barbosa, K., De Silva, D. G., Yang, L. & Yoshimoto, H., 23/12/2024, (E-pub ahead of print) In: International Journal of Finance and Economics.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    Causal Network Representations in Factor Investing

    Howard, C., Lohre, H. & Mudde, S., 31/03/2025, In: Intelligent Systems in Accounting, Finance and Management. 32, 1, e70001.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    Price convergence between credit default swap and put option: New evidence

    Chan, K. K., Kolokolova, O., Lin, M.-T. & Poon, S. H., 30/06/2023, In: Journal of Empirical Finance. 72, p. 188-213 26 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Too Big to Ignore? Hedge Fund Flows and Bond Yields

    Kolokolova, O., Poon, S.-H. & Lin, M.-T., 2020, In: Journal of Banking and Finance. 112, 105271.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Published

    Bear Factor and Hedge Fund Performance

    Ho, T., Kagkadis, A. & Wang, G., 30/06/2025, In: Journal of Empirical Finance. 82, 101611.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Published

    A detailed investigation of the disposition effect and individual trading behavior: A panel survival approach

    Nolte, I., 14/04/2016, High Frequency Trading and Limit Order Book Dynamics. Taylor and Francis Inc., p. 153-187 35 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  8. Predicting exchange rates with sentiment indicators: An empirical evaluation using text mining and multilayer perceptrons

    Crone, S. F. & Koeppel, C., 14/10/2014, 2014 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr Proceedings. Serguieva, A., Maringer, D., Palade, V. & Almeida, R. J. (eds.). Institute of Electrical and Electronics Engineers Inc., p. 114-121 8 p. 6924062. (IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paperpeer-review

  9. Published

    Offshore : the state as legal fiction.

    Picciotto, S., 1999, Offshore finance centres and tax havens : the rise of global capital.. Abbott, J. & Hampton, M. (eds.). Macmillan, p. 43-78 36 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  10. Published

    The Inter-temporal relationship between Risk, Capital and Efficiency: The case of Islamic and conventional banks

    Saeed, M., Izzeldin, M., Hassan, M. K. & Pappas, V., 1/09/2020, In: Pacific-Basin Finance Journal. 62, 22 p., 101328.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review